2014-08-07 |
MARKET DATA |
No 151 (2433) |
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 |
2 910,00 |
3 128,39 |
176 |
1 010,00 |
1 123,55 |
14 |
3 920,00 |
4 251,94 |
190 |
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 |
102,17 |
102,16 |
102,160 |
102,160 |
102,160 |
102,160 |
102,160 |
45 000 |
46,70 |
2 |
OK0715 |
PL0000107405 |
97,82 |
97,80 |
97,800 |
97,840 |
97,800 |
97,840 |
97,818 |
270 000 |
264,11 |
5 |
DS1015 |
PL0000103602 |
104,55 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,65 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,33 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,54 |
95,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,98 |
105,00 |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
25 000 |
27,19 |
1 |
PS0417 |
PL0000107058 |
105,96 |
105,79 |
105,950 |
105,950 |
105,860 |
105,860 |
105,924 |
35 000 |
37,57 |
2 |
DS1017 |
PL0000104543 |
108,19 |
107,95 |
108,030 |
108,210 |
108,030 |
108,130 |
108,113 |
580 000 |
651,25 |
26 |
PS0418 |
PL0000107314 |
103,72 |
100,42 |
103,680 |
103,800 |
103,600 |
103,660 |
103,695 |
885 000 |
927,52 |
49 |
PS0718 |
PL0000107595 |
102,83 |
98,85 |
98,950 |
99,100 |
98,950 |
98,950 |
99,018 |
80 000 |
79,31 |
8 |
PS0719 |
PL0000108148 |
101,71 |
101,45 |
101,450 |
101,800 |
101,450 |
101,650 |
101,673 |
265 000 |
269,83 |
17 |
DS1019 |
PL0000105441 |
112,45 |
112,13 |
112,170 |
112,360 |
112,170 |
112,330 |
112,313 |
60 000 |
70,01 |
5 |
DS1020 |
PL0000106126 |
112,44 |
112,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,00 |
115,80 |
115,950 |
115,950 |
115,730 |
115,730 |
115,874 |
50 000 |
60,22 |
4 |
WS0922 |
PL0000102646 |
117,20 |
116,89 |
117,350 |
117,400 |
117,000 |
117,000 |
117,305 |
175 000 |
214,16 |
16 |
DS1023 |
PL0000107264 |
105,13 |
104,76 |
104,900 |
105,200 |
104,900 |
105,130 |
105,043 |
245 000 |
265,14 |
28 |
DS0725 |
PL0000108197 |
97,85 |
97,49 |
97,830 |
97,850 |
97,620 |
97,620 |
97,767 |
30 000 |
29,38 |
3 |
WS0428 |
PL0000107611 |
89,87 |
91,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,23 |
122,55 |
123,450 |
123,450 |
122,550 |
122,550 |
122,968 |
40 000 |
49,87 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,30 |
107,25 |
107,400 |
107,500 |
107,400 |
107,500 |
107,473 |
40 000 |
51,22 |
4 |
WZ0115 |
PL0000106480 |
100,17 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,02 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
75 000 |
75,12 |
1 |
WZ0118 |
PL0000104717 |
99,81 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,52 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,89 |
97,81 |
97,850 |
97,850 |
97,850 |
97,850 |
97,850 |
10 000 |
9,80 |
1 |
TOTAL |
2 910 000 |
3 128,39 |
176 |
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 |
100,16 |
100,20 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
102,13 |
102,18 |
2,39 |
2,32 |
102,16 |
2,34 |
OK0715 |
PL0000107405 |
97,79 |
97,86 |
2,37 |
2,29 |
97,83 |
2,33 |
DS1015 |
PL0000103602 |
104,52 |
104,64 |
2,38 |
2,29 |
104,58 |
2,33 |
OK0116 |
PL0000107587 |
96,58 |
96,68 |
2,42 |
2,34 |
96,63 |
2,38 |
PS0416 |
PL0000106340 |
104,25 |
104,38 |
2,41 |
2,34 |
104,32 |
2,37 |
OK0716 |
PL0000107926 |
95,43 |
95,54 |
2,42 |
2,36 |
95,49 |
2,39 |
IZ0816 |
PL0000103529 |
103,34 |
103,91 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,04 |
2,44 |
2,37 |
104,96 |
2,41 |
WZ0117 |
PL0000106936 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,68 |
105,84 |
2,54 |
2,48 |
105,76 |
2,51 |
DS1017 |
PL0000104543 |
107,81 |
108,06 |
2,67 |
2,59 |
107,94 |
2,63 |
WZ0118 |
PL0000104717 |
99,75 |
99,87 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,29 |
103,57 |
2,80 |
2,72 |
103,43 |
2,76 |
PS0718 |
PL0000107595 |
98,70 |
98,98 |
2,85 |
2,77 |
98,84 |
2,81 |
WZ0119 |
PL0000107603 |
99,43 |
99,57 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
101,29 |
101,50 |
2,96 |
2,92 |
101,40 |
2,94 |
DS1019 |
PL0000105441 |
111,99 |
112,28 |
2,98 |
2,92 |
112,14 |
2,95 |
DS1020 |
PL0000106126 |
111,92 |
112,27 |
3,10 |
3,05 |
112,10 |
3,07 |
WZ0121 |
PL0000106068 |
98,55 |
98,77 |
--- |
--- |
98,66 |
--- |
DS1021 |
PL0000106670 |
115,55 |
115,99 |
3,29 |
3,22 |
115,77 |
3,25 |
WS0922 |
PL0000102646 |
116,60 |
117,04 |
3,37 |
3,32 |
116,82 |
3,35 |
IZ0823 |
PL0000105359 |
106,77 |
107,44 |
--- |
--- |
107,11 |
--- |
DS1023 |
PL0000107264 |
104,50 |
104,90 |
3,42 |
3,37 |
104,70 |
3,39 |
WZ0124 |
PL0000107454 |
97,57 |
97,85 |
--- |
--- |
97,71 |
--- |
DS0725 |
PL0000108197 |
97,36 |
97,76 |
3,54 |
3,50 |
97,56 |
3,52 |
WS0429 |
PL0000105391 |
122,37 |
123,22 |
3,74 |
3,67 |
122,80 |
3,71 |
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 |
102,15 |
102,19 |
2,36 |
2,30 |
102,17 |
2,33 |
OK0715 |
PL0000107405 |
97,79 |
97,85 |
2,37 |
2,30 |
97,82 |
2,34 |
DS1015 |
PL0000103602 |
104,51 |
104,64 |
2,39 |
2,29 |
104,58 |
2,33 |
OK0116 |
PL0000107587 |
96,59 |
96,70 |
2,41 |
2,33 |
96,65 |
2,37 |
PS0416 |
PL0000106340 |
104,29 |
104,39 |
2,39 |
2,33 |
104,34 |
2,36 |
OK0716 |
PL0000107926 |
95,49 |
95,58 |
2,39 |
2,34 |
95,54 |
2,36 |
IZ0816 |
PL0000103529 |
103,36 |
103,89 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
104,92 |
105,04 |
2,42 |
2,37 |
104,98 |
2,40 |
WZ0117 |
PL0000106936 |
99,99 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,80 |
105,98 |
2,50 |
2,43 |
105,89 |
2,46 |
DS1017 |
PL0000104543 |
108,07 |
108,20 |
2,59 |
2,55 |
108,14 |
2,57 |
WZ0118 |
PL0000104717 |
99,78 |
99,88 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
103,46 |
103,65 |
2,75 |
2,70 |
103,56 |
2,72 |
PS0718 |
PL0000107595 |
98,85 |
99,05 |
2,81 |
2,75 |
98,95 |
2,78 |
WZ0119 |
PL0000107603 |
99,48 |
99,59 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
101,45 |
101,72 |
2,93 |
2,87 |
101,59 |
2,90 |
DS1019 |
PL0000105441 |
112,18 |
112,47 |
2,94 |
2,88 |
112,33 |
2,91 |
DS1020 |
PL0000106126 |
112,06 |
112,47 |
3,08 |
3,01 |
112,27 |
3,05 |
WZ0121 |
PL0000106068 |
98,63 |
98,82 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
115,73 |
116,03 |
3,26 |
3,22 |
115,88 |
3,24 |
WS0922 |
PL0000102646 |
116,71 |
117,15 |
3,36 |
3,30 |
116,93 |
3,33 |
IZ0823 |
PL0000105359 |
107,11 |
107,84 |
--- |
--- |
107,48 |
--- |
DS1023 |
PL0000107264 |
104,68 |
105,02 |
3,40 |
3,35 |
104,85 |
3,37 |
WZ0124 |
PL0000107454 |
97,72 |
97,93 |
--- |
--- |
97,83 |
--- |
DS0725 |
PL0000108197 |
97,47 |
97,85 |
3,53 |
3,49 |
97,66 |
3,51 |
WS0429 |
PL0000105391 |
122,19 |
122,81 |
3,75 |
3,70 |
122,50 |
3,73 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
80 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
45 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
60 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
120 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
45 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,350 |
2,350 |
2,350 |
60 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
130 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,100 |
2,400 |
2,367 |
90 |
DS0725 |
PL0000108197 |
1/4 |
3 |
2,300 |
2,350 |
2,309 |
110 |
DS1015 |
PL0000103602 |
1/11 |
10 |
2,380 |
2,380 |
2,380 |
40 |
DS1020 |
PL0000106126 |
1/11 |
10 |
2,380 |
2,380 |
2,380 |
80 |
PS0417 |
PL0000107058 |
1/11 |
10 |
2,380 |
2,380 |
2,380 |
150 |
TOTAL |
1 010 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.