2014-08-05 |
MARKET DATA |
No 149 (2431) |
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 |
3 077,50 |
3 214,45 |
158 |
840,00 |
949,78 |
14 |
3 917,50 |
4 164,23 |
172 |
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 |
102,19 |
102,17 |
102,190 |
102,190 |
102,170 |
102,170 |
102,173 |
370 000 |
383,84 |
7 |
OK0715 |
PL0000107405 |
97,78 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,55 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,56 |
96,54 |
96,550 |
96,550 |
96,550 |
96,550 |
96,550 |
105 000 |
101,38 |
2 |
PS0416 |
PL0000106340 |
104,32 |
104,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,50 |
95,36 |
95,500 |
95,500 |
95,400 |
95,400 |
95,450 |
20 000 |
19,09 |
2 |
PS1016 |
PL0000106795 |
105,06 |
104,83 |
105,060 |
105,060 |
104,900 |
104,900 |
105,026 |
70 000 |
76,12 |
3 |
PS0417 |
PL0000107058 |
105,85 |
105,60 |
105,800 |
105,800 |
105,600 |
105,600 |
105,725 |
210 000 |
224,86 |
6 |
DS1017 |
PL0000104543 |
108,18 |
107,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,76 |
103,20 |
103,300 |
103,300 |
103,130 |
103,130 |
103,215 |
20 000 |
20,86 |
2 |
PS0718 |
PL0000107595 |
99,22 |
98,68 |
99,200 |
99,200 |
99,160 |
99,160 |
99,174 |
45 000 |
44,67 |
3 |
PS0719 |
PL0000108148 |
101,90 |
101,10 |
101,850 |
101,920 |
101,000 |
101,000 |
101,642 |
535 000 |
544,41 |
35 |
DS1019 |
PL0000105441 |
112,70 |
111,85 |
112,300 |
112,300 |
112,300 |
112,300 |
112,300 |
10 000 |
11,66 |
1 |
DS1020 |
PL0000106126 |
112,75 |
111,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,75 |
115,53 |
116,700 |
116,700 |
115,230 |
115,230 |
116,208 |
70 000 |
84,50 |
7 |
WS0922 |
PL0000102646 |
117,96 |
116,59 |
117,920 |
117,920 |
117,370 |
117,370 |
117,594 |
90 000 |
110,34 |
8 |
DS1023 |
PL0000107264 |
105,86 |
104,30 |
105,610 |
105,890 |
104,180 |
104,180 |
105,548 |
532 500 |
578,73 |
43 |
DS0725 |
PL0000108197 |
98,74 |
97,10 |
98,880 |
98,880 |
97,100 |
97,200 |
97,841 |
135 000 |
132,24 |
13 |
WS0428 |
PL0000107611 |
90,36 |
90,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,40 |
121,70 |
123,910 |
124,400 |
121,700 |
121,700 |
123,551 |
70 000 |
87,63 |
8 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,70 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,84 |
99,82 |
99,840 |
99,840 |
99,770 |
99,770 |
99,816 |
735 000 |
734,35 |
16 |
WZ0119 |
PL0000107603 |
99,53 |
99,52 |
99,520 |
99,520 |
99,520 |
99,520 |
99,520 |
60 000 |
59,77 |
2 |
WZ0121 |
PL0000106068 |
98,69 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,75 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
3 077 500 |
3 214,45 |
158 |
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 |
102,22 |
2,38 |
2,31 |
102,20 |
2,34 |
OK0715 |
PL0000107405 |
97,76 |
97,84 |
2,38 |
2,29 |
97,80 |
2,33 |
DS1015 |
PL0000103602 |
104,54 |
104,66 |
2,40 |
2,30 |
104,60 |
2,35 |
OK0116 |
PL0000107587 |
96,55 |
96,66 |
2,42 |
2,34 |
96,61 |
2,38 |
PS0416 |
PL0000106340 |
104,29 |
104,42 |
2,41 |
2,33 |
104,36 |
2,36 |
OK0716 |
PL0000107926 |
95,43 |
95,56 |
2,41 |
2,34 |
95,50 |
2,37 |
IZ0816 |
PL0000103529 |
103,38 |
103,90 |
--- |
--- |
103,64 |
--- |
PS1016 |
PL0000106795 |
105,04 |
105,16 |
2,38 |
2,33 |
105,10 |
2,35 |
WZ0117 |
PL0000106936 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,82 |
105,93 |
2,50 |
2,46 |
105,88 |
2,48 |
DS1017 |
PL0000104543 |
108,09 |
108,28 |
2,59 |
2,53 |
108,19 |
2,56 |
WZ0118 |
PL0000104717 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
103,65 |
103,92 |
2,70 |
2,62 |
103,79 |
2,66 |
PS0718 |
PL0000107595 |
99,08 |
99,28 |
2,75 |
2,69 |
99,18 |
2,72 |
WZ0119 |
PL0000107603 |
99,51 |
99,62 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
101,77 |
101,94 |
2,86 |
2,82 |
101,86 |
2,84 |
DS1019 |
PL0000105441 |
112,54 |
112,82 |
2,87 |
2,82 |
112,68 |
2,85 |
DS1020 |
PL0000106126 |
112,57 |
112,95 |
3,00 |
2,94 |
112,76 |
2,97 |
WZ0121 |
PL0000106068 |
98,66 |
98,86 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
116,37 |
116,75 |
3,17 |
3,12 |
116,56 |
3,14 |
WS0922 |
PL0000102646 |
117,52 |
117,94 |
3,26 |
3,20 |
117,73 |
3,23 |
IZ0823 |
PL0000105359 |
107,60 |
108,29 |
--- |
--- |
107,95 |
--- |
DS1023 |
PL0000107264 |
105,37 |
105,67 |
3,31 |
3,27 |
105,52 |
3,29 |
WZ0124 |
PL0000107454 |
97,72 |
97,98 |
--- |
--- |
97,85 |
--- |
DS0725 |
PL0000108197 |
98,29 |
98,65 |
3,44 |
3,40 |
98,47 |
3,42 |
WS0429 |
PL0000105391 |
123,03 |
123,96 |
3,69 |
3,62 |
123,50 |
3,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,15 |
100,19 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,14 |
102,19 |
2,42 |
2,35 |
102,17 |
2,38 |
OK0715 |
PL0000107405 |
97,71 |
97,80 |
2,43 |
2,33 |
97,76 |
2,38 |
DS1015 |
PL0000103602 |
104,46 |
104,60 |
2,46 |
2,35 |
104,53 |
2,41 |
OK0116 |
PL0000107587 |
96,45 |
96,56 |
2,49 |
2,41 |
96,51 |
2,45 |
PS0416 |
PL0000106340 |
104,18 |
104,30 |
2,47 |
2,40 |
104,24 |
2,43 |
OK0716 |
PL0000107926 |
95,32 |
95,39 |
2,47 |
2,43 |
95,36 |
2,44 |
IZ0816 |
PL0000103529 |
103,32 |
103,88 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
104,77 |
104,87 |
2,50 |
2,46 |
104,82 |
2,48 |
WZ0117 |
PL0000106936 |
99,93 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,53 |
105,65 |
2,61 |
2,56 |
105,59 |
2,58 |
DS1017 |
PL0000104543 |
107,60 |
107,83 |
2,74 |
2,67 |
107,72 |
2,71 |
WZ0118 |
PL0000104717 |
99,73 |
99,85 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
103,09 |
103,26 |
2,86 |
2,81 |
103,18 |
2,83 |
PS0718 |
PL0000107595 |
98,49 |
98,75 |
2,91 |
2,84 |
98,62 |
2,87 |
WZ0119 |
PL0000107603 |
99,41 |
99,55 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
100,95 |
101,19 |
3,04 |
2,99 |
101,07 |
3,01 |
DS1019 |
PL0000105441 |
111,63 |
111,89 |
3,05 |
3,00 |
111,76 |
3,02 |
DS1020 |
PL0000106126 |
111,50 |
111,92 |
3,18 |
3,11 |
111,71 |
3,14 |
WZ0121 |
PL0000106068 |
98,59 |
98,77 |
--- |
--- |
98,68 |
--- |
DS1021 |
PL0000106670 |
115,37 |
115,72 |
3,32 |
3,26 |
115,55 |
3,29 |
WS0922 |
PL0000102646 |
116,29 |
116,69 |
3,42 |
3,36 |
116,49 |
3,39 |
IZ0823 |
PL0000105359 |
107,27 |
108,02 |
--- |
--- |
107,65 |
--- |
DS1023 |
PL0000107264 |
104,15 |
104,45 |
3,46 |
3,43 |
104,30 |
3,44 |
WZ0124 |
PL0000107454 |
97,61 |
97,88 |
--- |
--- |
97,75 |
--- |
DS0725 |
PL0000108197 |
97,01 |
97,40 |
3,58 |
3,54 |
97,21 |
3,56 |
WS0429 |
PL0000105391 |
121,58 |
122,30 |
3,80 |
3,75 |
121,94 |
3,77 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,260 |
2,260 |
2,260 |
40 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
70 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
120 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
45 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
80 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
130 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
45 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
145 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
15 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
20 |
TOTAL |
840 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.