2014-08-06 |
MARKET DATA |
No 150 (2432) |
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 |
1 752,50 |
1 857,09 |
115 |
770,00 |
852,36 |
16 |
2 522,50 |
2 709,45 |
131 |
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 |
102,16 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,74 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,53 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,56 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,25 |
104,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,43 |
95,42 |
95,410 |
95,420 |
95,390 |
95,420 |
95,399 |
180 000 |
171,72 |
6 |
PS1016 |
PL0000106795 |
104,88 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,65 |
105,52 |
105,620 |
105,630 |
105,620 |
105,630 |
105,629 |
100 000 |
107,00 |
3 |
DS1017 |
PL0000104543 |
107,75 |
107,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,27 |
103,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,68 |
98,50 |
98,350 |
98,550 |
98,350 |
98,550 |
98,421 |
35 000 |
34,48 |
3 |
PS0719 |
PL0000108148 |
101,28 |
101,03 |
101,250 |
101,250 |
101,010 |
101,240 |
101,116 |
320 000 |
323,97 |
23 |
DS1019 |
PL0000105441 |
111,96 |
111,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,88 |
111,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
115,51 |
115,35 |
115,420 |
115,430 |
115,420 |
115,430 |
115,429 |
70 000 |
83,96 |
4 |
WS0922 |
PL0000102646 |
116,55 |
116,20 |
116,500 |
116,510 |
116,200 |
116,470 |
116,353 |
250 000 |
303,45 |
19 |
DS1023 |
PL0000107264 |
104,45 |
104,10 |
104,470 |
104,570 |
104,000 |
104,450 |
104,402 |
230 000 |
247,36 |
23 |
DS0725 |
PL0000108197 |
97,25 |
96,90 |
97,300 |
97,350 |
96,750 |
96,920 |
97,067 |
160 000 |
155,51 |
14 |
WS0428 |
PL0000107611 |
89,04 |
90,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,09 |
121,55 |
121,680 |
121,850 |
121,680 |
121,850 |
121,782 |
85 000 |
104,92 |
11 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,35 |
107,30 |
107,350 |
107,350 |
107,350 |
107,350 |
107,350 |
7 500 |
9,59 |
1 |
WZ0115 |
PL0000106480 |
100,16 |
100,17 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
25 000 |
25,07 |
1 |
WZ0117 |
PL0000106936 |
99,99 |
99,99 |
99,970 |
100,000 |
99,970 |
100,000 |
99,992 |
190 000 |
190,18 |
4 |
WZ0118 |
PL0000104717 |
99,79 |
99,80 |
99,790 |
99,790 |
99,780 |
99,780 |
99,786 |
100 000 |
99,89 |
3 |
WZ0119 |
PL0000107603 |
99,48 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,58 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,66 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 752 500 |
1 857,09 |
115 |
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 |
100,19 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,19 |
2,43 |
2,34 |
102,16 |
2,38 |
OK0715 |
PL0000107405 |
97,71 |
97,80 |
2,44 |
2,34 |
97,76 |
2,38 |
DS1015 |
PL0000103602 |
104,47 |
104,60 |
2,45 |
2,34 |
104,54 |
2,39 |
OK0116 |
PL0000107587 |
96,48 |
96,59 |
2,47 |
2,40 |
96,54 |
2,43 |
PS0416 |
PL0000106340 |
104,18 |
104,31 |
2,47 |
2,39 |
104,25 |
2,42 |
OK0716 |
PL0000107926 |
95,34 |
95,46 |
2,46 |
2,39 |
95,40 |
2,43 |
IZ0816 |
PL0000103529 |
103,33 |
103,88 |
--- |
--- |
103,61 |
--- |
PS1016 |
PL0000106795 |
104,78 |
104,94 |
2,50 |
2,42 |
104,86 |
2,46 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,51 |
105,67 |
2,61 |
2,55 |
105,59 |
2,58 |
DS1017 |
PL0000104543 |
107,61 |
107,83 |
2,74 |
2,67 |
107,72 |
2,70 |
WZ0118 |
PL0000104717 |
99,72 |
99,85 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
103,08 |
103,36 |
2,86 |
2,78 |
103,22 |
2,82 |
PS0718 |
PL0000107595 |
98,47 |
98,68 |
2,91 |
2,85 |
98,58 |
2,88 |
WZ0119 |
PL0000107603 |
99,40 |
99,55 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
100,99 |
101,27 |
3,03 |
2,97 |
101,13 |
3,00 |
DS1019 |
PL0000105441 |
111,69 |
111,99 |
3,04 |
2,98 |
111,84 |
3,01 |
DS1020 |
PL0000106126 |
111,55 |
111,97 |
3,17 |
3,10 |
111,76 |
3,13 |
WZ0121 |
PL0000106068 |
98,55 |
98,77 |
--- |
--- |
98,66 |
--- |
DS1021 |
PL0000106670 |
115,20 |
115,63 |
3,34 |
3,28 |
115,42 |
3,31 |
WS0922 |
PL0000102646 |
116,20 |
116,48 |
3,43 |
3,39 |
116,34 |
3,41 |
IZ0823 |
PL0000105359 |
107,22 |
107,85 |
--- |
--- |
107,54 |
--- |
DS1023 |
PL0000107264 |
104,12 |
104,52 |
3,47 |
3,42 |
104,32 |
3,44 |
WZ0124 |
PL0000107454 |
97,63 |
97,89 |
--- |
--- |
97,76 |
--- |
DS0725 |
PL0000108197 |
96,91 |
97,34 |
3,59 |
3,54 |
97,13 |
3,57 |
WS0429 |
PL0000105391 |
121,49 |
122,32 |
3,81 |
3,74 |
121,91 |
3,78 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,15 |
100,19 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,15 |
102,19 |
2,39 |
2,34 |
102,17 |
2,37 |
OK0715 |
PL0000107405 |
97,72 |
97,80 |
2,43 |
2,34 |
97,76 |
2,38 |
DS1015 |
PL0000103602 |
104,51 |
104,61 |
2,42 |
2,33 |
104,56 |
2,37 |
OK0116 |
PL0000107587 |
96,53 |
96,60 |
2,44 |
2,39 |
96,57 |
2,41 |
PS0416 |
PL0000106340 |
104,22 |
104,34 |
2,44 |
2,37 |
104,28 |
2,41 |
OK0716 |
PL0000107926 |
95,40 |
95,49 |
2,43 |
2,38 |
95,45 |
2,40 |
IZ0816 |
PL0000103529 |
103,32 |
103,90 |
--- |
--- |
103,61 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,95 |
2,47 |
2,42 |
104,90 |
2,44 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,58 |
105,75 |
2,59 |
2,52 |
105,67 |
2,55 |
DS1017 |
PL0000104543 |
107,66 |
107,88 |
2,72 |
2,65 |
107,77 |
2,69 |
WZ0118 |
PL0000104717 |
99,75 |
99,87 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,12 |
103,35 |
2,85 |
2,78 |
103,24 |
2,81 |
PS0718 |
PL0000107595 |
98,52 |
98,73 |
2,90 |
2,84 |
98,63 |
2,87 |
WZ0119 |
PL0000107603 |
99,45 |
99,54 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
101,07 |
101,27 |
3,01 |
2,97 |
101,17 |
2,99 |
DS1019 |
PL0000105441 |
111,74 |
111,99 |
3,03 |
2,98 |
111,87 |
3,00 |
DS1020 |
PL0000106126 |
111,62 |
111,97 |
3,16 |
3,10 |
111,80 |
3,13 |
WZ0121 |
PL0000106068 |
98,55 |
98,76 |
--- |
--- |
98,66 |
--- |
DS1021 |
PL0000106670 |
115,44 |
115,67 |
3,30 |
3,27 |
115,56 |
3,29 |
WS0922 |
PL0000102646 |
116,34 |
116,63 |
3,41 |
3,37 |
116,49 |
3,39 |
IZ0823 |
PL0000105359 |
106,67 |
107,48 |
--- |
--- |
107,08 |
--- |
DS1023 |
PL0000107264 |
104,21 |
104,46 |
3,46 |
3,42 |
104,34 |
3,44 |
WZ0124 |
PL0000107454 |
97,59 |
97,85 |
--- |
--- |
97,72 |
--- |
DS0725 |
PL0000108197 |
97,05 |
97,39 |
3,58 |
3,54 |
97,22 |
3,56 |
WS0429 |
PL0000105391 |
121,86 |
122,36 |
3,78 |
3,74 |
122,11 |
3,76 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
10 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
45 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
55 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
80 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,100 |
2,200 |
2,150 |
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 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,150 |
2,400 |
2,369 |
80 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,360 |
2,380 |
2,372 |
200 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
35 |
TOTAL |
770 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.