2014-08-04 |
MARKET DATA |
No 148 (2430) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
3 072,50 |
3 255,43 |
192 |
1 230,00 |
1 343,20 |
15 |
4 302,50 |
4 598,63 |
207 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0415 |
PL0000105953 |
102,20 |
102,21 |
102,220 |
102,220 |
102,220 |
102,220 |
102,220 |
5 000 |
5,19 |
1 |
OK0715 |
PL0000107405 |
97,76 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,56 |
104,61 |
104,610 |
104,610 |
104,610 |
104,610 |
104,610 |
5 000 |
5,48 |
1 |
OK0116 |
PL0000107587 |
96,57 |
96,56 |
96,560 |
96,560 |
96,560 |
96,560 |
96,560 |
15 000 |
14,48 |
2 |
PS0416 |
PL0000106340 |
104,29 |
104,30 |
104,340 |
104,340 |
104,340 |
104,340 |
104,340 |
5 000 |
5,29 |
1 |
OK0716 |
PL0000107926 |
95,48 |
95,38 |
95,380 |
95,390 |
95,380 |
95,380 |
95,388 |
145 000 |
138,31 |
7 |
PS1016 |
PL0000106795 |
105,08 |
104,94 |
104,940 |
105,070 |
104,940 |
105,070 |
105,008 |
150 000 |
163,08 |
4 |
PS0417 |
PL0000107058 |
105,88 |
105,75 |
105,870 |
105,880 |
105,840 |
105,870 |
105,861 |
162 500 |
174,20 |
7 |
DS1017 |
PL0000104543 |
108,26 |
107,98 |
108,050 |
108,100 |
108,050 |
108,100 |
108,075 |
10 000 |
11,22 |
2 |
PS0418 |
PL0000107314 |
103,85 |
103,53 |
103,950 |
103,950 |
103,950 |
103,950 |
103,950 |
10 000 |
10,50 |
1 |
PS0718 |
PL0000107595 |
102,77 |
98,85 |
98,940 |
99,210 |
98,940 |
99,200 |
99,147 |
110 000 |
109,15 |
8 |
PS0719 |
PL0000108148 |
101,97 |
101,45 |
101,480 |
101,940 |
101,480 |
101,850 |
101,767 |
495 000 |
504,28 |
30 |
DS1019 |
PL0000105441 |
112,74 |
112,15 |
112,700 |
112,700 |
112,700 |
112,700 |
112,700 |
10 000 |
11,70 |
1 |
DS1020 |
PL0000106126 |
112,80 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,65 |
115,90 |
116,100 |
116,700 |
116,100 |
116,700 |
116,524 |
100 000 |
121,01 |
9 |
WS0922 |
PL0000102646 |
117,83 |
116,85 |
117,020 |
117,950 |
117,020 |
117,950 |
117,164 |
277 500 |
338,99 |
16 |
DS1023 |
PL0000107264 |
105,70 |
104,37 |
104,370 |
105,700 |
104,370 |
105,650 |
105,039 |
637 500 |
689,54 |
51 |
DS0725 |
PL0000108197 |
98,60 |
97,20 |
97,200 |
98,550 |
97,200 |
98,550 |
97,822 |
355 000 |
347,65 |
32 |
WS0428 |
PL0000107611 |
88,77 |
91,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,78 |
122,00 |
121,950 |
122,600 |
121,950 |
122,600 |
122,347 |
97 500 |
120,87 |
10 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,48 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,70 |
108,10 |
107,600 |
107,600 |
107,600 |
107,600 |
107,600 |
7 500 |
9,61 |
1 |
WZ0115 |
PL0000106480 |
100,17 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
99,97 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
350 000 |
350,34 |
5 |
WZ0118 |
PL0000104717 |
99,85 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,58 |
99,54 |
99,540 |
99,580 |
99,540 |
99,580 |
99,548 |
125 000 |
124,55 |
3 |
WZ0121 |
PL0000106068 |
98,67 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,80 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
3 072 500 |
3 255,43 |
192 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,15 |
100,20 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
102,17 |
102,23 |
2,39 |
2,31 |
102,20 |
2,35 |
OK0715 |
PL0000107405 |
97,74 |
97,82 |
2,39 |
2,30 |
97,78 |
2,35 |
DS1015 |
PL0000103602 |
104,53 |
104,66 |
2,42 |
2,31 |
104,60 |
2,36 |
OK0116 |
PL0000107587 |
96,46 |
96,58 |
2,48 |
2,39 |
96,52 |
2,44 |
PS0416 |
PL0000106340 |
104,19 |
104,32 |
2,47 |
2,39 |
104,26 |
2,43 |
OK0716 |
PL0000107926 |
95,27 |
95,41 |
2,49 |
2,41 |
95,34 |
2,45 |
IZ0816 |
PL0000103529 |
103,36 |
103,90 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
104,85 |
104,96 |
2,47 |
2,42 |
104,91 |
2,44 |
WZ0117 |
PL0000106936 |
99,93 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,63 |
105,82 |
2,57 |
2,50 |
105,73 |
2,53 |
DS1017 |
PL0000104543 |
107,85 |
108,03 |
2,67 |
2,61 |
107,94 |
2,64 |
WZ0118 |
PL0000104717 |
99,75 |
99,87 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,37 |
103,57 |
2,78 |
2,72 |
103,47 |
2,75 |
PS0718 |
PL0000107595 |
98,70 |
98,90 |
2,85 |
2,79 |
98,80 |
2,82 |
WZ0119 |
PL0000107603 |
99,44 |
99,57 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
101,29 |
101,57 |
2,96 |
2,90 |
101,43 |
2,93 |
DS1019 |
PL0000105441 |
112,06 |
112,30 |
2,97 |
2,92 |
112,18 |
2,94 |
DS1020 |
PL0000106126 |
111,99 |
112,29 |
3,10 |
3,05 |
112,14 |
3,07 |
WZ0121 |
PL0000106068 |
98,60 |
98,80 |
--- |
--- |
98,70 |
--- |
DS1021 |
PL0000106670 |
115,54 |
115,96 |
3,29 |
3,23 |
115,75 |
3,26 |
WS0922 |
PL0000102646 |
116,50 |
116,93 |
3,39 |
3,33 |
116,72 |
3,36 |
IZ0823 |
PL0000105359 |
107,12 |
108,29 |
--- |
--- |
107,71 |
--- |
DS1023 |
PL0000107264 |
104,19 |
104,49 |
3,46 |
3,42 |
104,34 |
3,44 |
WZ0124 |
PL0000107454 |
97,65 |
97,89 |
--- |
--- |
97,77 |
--- |
DS0725 |
PL0000108197 |
97,10 |
97,41 |
3,57 |
3,54 |
97,26 |
3,55 |
WS0429 |
PL0000105391 |
121,39 |
122,23 |
3,82 |
3,75 |
121,81 |
3,78 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,16 |
100,20 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
102,19 |
102,22 |
2,36 |
2,32 |
102,21 |
2,33 |
OK0715 |
PL0000107405 |
97,75 |
97,83 |
2,38 |
2,29 |
97,79 |
2,34 |
DS1015 |
PL0000103602 |
104,54 |
104,66 |
2,41 |
2,31 |
104,60 |
2,36 |
OK0116 |
PL0000107587 |
96,55 |
96,65 |
2,42 |
2,34 |
96,60 |
2,38 |
PS0416 |
PL0000106340 |
104,27 |
104,44 |
2,42 |
2,32 |
104,36 |
2,37 |
OK0716 |
PL0000107926 |
95,46 |
95,54 |
2,39 |
2,34 |
95,50 |
2,36 |
IZ0816 |
PL0000103529 |
103,40 |
103,95 |
--- |
--- |
103,68 |
--- |
PS1016 |
PL0000106795 |
105,04 |
105,12 |
2,38 |
2,35 |
105,08 |
2,37 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,79 |
105,94 |
2,51 |
2,46 |
105,87 |
2,48 |
DS1017 |
PL0000104543 |
108,13 |
108,37 |
2,58 |
2,51 |
108,25 |
2,54 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
103,81 |
103,98 |
2,66 |
2,61 |
103,90 |
2,63 |
PS0718 |
PL0000107595 |
99,12 |
99,30 |
2,73 |
2,69 |
99,21 |
2,71 |
WZ0119 |
PL0000107603 |
99,52 |
99,62 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
101,77 |
101,93 |
2,86 |
2,83 |
101,85 |
2,84 |
DS1019 |
PL0000105441 |
112,60 |
112,87 |
2,86 |
2,81 |
112,74 |
2,84 |
DS1020 |
PL0000106126 |
112,61 |
112,98 |
2,99 |
2,93 |
112,80 |
2,96 |
WZ0121 |
PL0000106068 |
98,65 |
98,83 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
116,55 |
116,84 |
3,15 |
3,11 |
116,70 |
3,13 |
WS0922 |
PL0000102646 |
117,53 |
117,95 |
3,26 |
3,20 |
117,74 |
3,23 |
IZ0823 |
PL0000105359 |
107,60 |
108,31 |
--- |
--- |
107,96 |
--- |
DS1023 |
PL0000107264 |
105,36 |
105,67 |
3,31 |
3,27 |
105,52 |
3,29 |
WZ0124 |
PL0000107454 |
97,76 |
97,96 |
--- |
--- |
97,86 |
--- |
DS0725 |
PL0000108197 |
98,31 |
98,59 |
3,43 |
3,40 |
98,45 |
3,42 |
WS0429 |
PL0000105391 |
123,11 |
123,81 |
3,68 |
3,63 |
123,46 |
3,66 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
10 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
180 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
20 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
80 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
120 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
80 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
115 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
5 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
200 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
100 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
200 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
20 |
TOTAL |
1 230 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.