2014-08-08 |
MARKET DATA |
No 152 (2434) |
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 |
872,50 |
918,72 |
66 |
2 180,00 |
2 349,30 |
29 |
3 052,50 |
3 268,02 |
95 |
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 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,83 |
97,83 |
97,830 |
97,830 |
97,830 |
97,830 |
97,830 |
10 000 |
9,78 |
1 |
DS1015 |
PL0000103602 |
104,55 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,65 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,34 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,54 |
95,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,00 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,97 |
105,82 |
105,850 |
105,860 |
105,850 |
105,860 |
105,853 |
30 000 |
32,18 |
2 |
DS1017 |
PL0000104543 |
108,18 |
108,03 |
108,100 |
108,100 |
108,000 |
108,080 |
108,071 |
105 000 |
117,87 |
6 |
PS0418 |
PL0000107314 |
103,65 |
103,45 |
103,620 |
103,630 |
103,620 |
103,630 |
103,628 |
20 000 |
20,95 |
2 |
PS0718 |
PL0000107595 |
99,12 |
98,80 |
98,870 |
99,110 |
98,800 |
99,110 |
98,842 |
210 000 |
207,83 |
13 |
PS0719 |
PL0000108148 |
101,73 |
101,33 |
101,350 |
101,710 |
101,350 |
101,700 |
101,592 |
80 000 |
81,40 |
4 |
DS1019 |
PL0000105441 |
112,40 |
112,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,35 |
111,93 |
112,290 |
112,400 |
112,290 |
112,400 |
112,331 |
60 000 |
69,91 |
6 |
DS1021 |
PL0000106670 |
115,85 |
115,34 |
115,460 |
115,960 |
115,460 |
115,960 |
115,756 |
25 000 |
30,09 |
3 |
WS0922 |
PL0000102646 |
116,86 |
116,45 |
116,290 |
116,290 |
116,290 |
116,290 |
116,290 |
10 000 |
12,14 |
1 |
DS1023 |
PL0000107264 |
104,90 |
104,15 |
104,500 |
104,900 |
104,150 |
104,900 |
104,647 |
200 000 |
215,67 |
19 |
DS0725 |
PL0000108197 |
97,70 |
97,13 |
97,150 |
97,650 |
97,150 |
97,650 |
97,304 |
57 500 |
56,04 |
6 |
WS0428 |
PL0000107611 |
89,49 |
90,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,56 |
121,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,23 |
118,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,46 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,20 |
107,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,80 |
99,78 |
99,770 |
99,780 |
99,770 |
99,780 |
99,771 |
40 000 |
39,96 |
2 |
WZ0119 |
PL0000107603 |
99,48 |
99,52 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
25 000 |
24,90 |
1 |
WZ0121 |
PL0000106068 |
98,65 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,71 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
872 500 |
918,72 |
66 |
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 |
102,11 |
102,19 |
2,40 |
2,29 |
102,15 |
2,35 |
OK0715 |
PL0000107405 |
97,77 |
97,89 |
2,40 |
2,27 |
97,83 |
2,33 |
DS1015 |
PL0000103602 |
104,49 |
104,62 |
2,40 |
2,29 |
104,56 |
2,34 |
OK0116 |
PL0000107587 |
96,58 |
96,71 |
2,42 |
2,33 |
96,65 |
2,37 |
PS0416 |
PL0000106340 |
104,26 |
104,40 |
2,40 |
2,32 |
104,33 |
2,36 |
OK0716 |
PL0000107926 |
95,43 |
95,57 |
2,42 |
2,35 |
95,50 |
2,39 |
IZ0816 |
PL0000103529 |
103,34 |
103,93 |
--- |
--- |
103,64 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,05 |
2,44 |
2,36 |
104,97 |
2,40 |
WZ0117 |
PL0000106936 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,78 |
105,95 |
2,50 |
2,44 |
105,87 |
2,47 |
DS1017 |
PL0000104543 |
108,04 |
108,21 |
2,60 |
2,54 |
108,13 |
2,57 |
WZ0118 |
PL0000104717 |
99,74 |
99,88 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,41 |
103,69 |
2,76 |
2,68 |
103,55 |
2,72 |
PS0718 |
PL0000107595 |
98,86 |
99,09 |
2,81 |
2,74 |
98,98 |
2,77 |
WZ0119 |
PL0000107603 |
99,44 |
99,59 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
101,35 |
101,63 |
2,95 |
2,89 |
101,49 |
2,92 |
DS1019 |
PL0000105441 |
112,01 |
112,31 |
2,97 |
2,91 |
112,16 |
2,94 |
DS1020 |
PL0000106126 |
111,83 |
112,28 |
3,12 |
3,04 |
112,06 |
3,08 |
WZ0121 |
PL0000106068 |
98,55 |
98,87 |
--- |
--- |
98,71 |
--- |
DS1021 |
PL0000106670 |
115,33 |
115,77 |
3,32 |
3,25 |
115,55 |
3,29 |
WS0922 |
PL0000102646 |
116,42 |
116,87 |
3,40 |
3,34 |
116,65 |
3,37 |
IZ0823 |
PL0000105359 |
106,83 |
107,78 |
--- |
--- |
107,31 |
--- |
DS1023 |
PL0000107264 |
104,24 |
104,57 |
3,45 |
3,41 |
104,41 |
3,43 |
WZ0124 |
PL0000107454 |
97,59 |
97,95 |
--- |
--- |
97,77 |
--- |
DS0725 |
PL0000108197 |
97,10 |
97,54 |
3,57 |
3,52 |
97,32 |
3,55 |
WS0429 |
PL0000105391 |
121,60 |
122,60 |
3,80 |
3,72 |
122,10 |
3,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,15 |
100,20 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
102,14 |
102,18 |
2,36 |
2,30 |
102,16 |
2,33 |
OK0715 |
PL0000107405 |
97,81 |
97,87 |
2,36 |
2,29 |
97,84 |
2,32 |
DS1015 |
PL0000103602 |
104,53 |
104,63 |
2,37 |
2,28 |
104,58 |
2,33 |
OK0116 |
PL0000107587 |
96,61 |
96,70 |
2,40 |
2,33 |
96,66 |
2,36 |
PS0416 |
PL0000106340 |
104,29 |
104,42 |
2,39 |
2,31 |
104,36 |
2,34 |
OK0716 |
PL0000107926 |
95,51 |
95,60 |
2,38 |
2,33 |
95,56 |
2,35 |
IZ0816 |
PL0000103529 |
103,37 |
103,93 |
--- |
--- |
103,65 |
--- |
PS1016 |
PL0000106795 |
104,93 |
105,06 |
2,42 |
2,36 |
105,00 |
2,39 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,86 |
106,04 |
2,47 |
2,41 |
105,95 |
2,44 |
DS1017 |
PL0000104543 |
108,07 |
108,25 |
2,59 |
2,53 |
108,16 |
2,56 |
WZ0118 |
PL0000104717 |
99,76 |
99,85 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,53 |
103,79 |
2,73 |
2,66 |
103,66 |
2,69 |
PS0718 |
PL0000107595 |
98,88 |
99,14 |
2,80 |
2,73 |
99,01 |
2,77 |
WZ0119 |
PL0000107603 |
99,44 |
99,55 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
101,58 |
101,77 |
2,90 |
2,86 |
101,68 |
2,88 |
DS1019 |
PL0000105441 |
112,22 |
112,51 |
2,93 |
2,87 |
112,37 |
2,90 |
DS1020 |
PL0000106126 |
112,23 |
112,45 |
3,05 |
3,01 |
112,34 |
3,03 |
WZ0121 |
PL0000106068 |
98,61 |
98,78 |
--- |
--- |
98,70 |
--- |
DS1021 |
PL0000106670 |
115,76 |
116,07 |
3,26 |
3,21 |
115,92 |
3,23 |
WS0922 |
PL0000102646 |
116,65 |
117,04 |
3,37 |
3,32 |
116,85 |
3,34 |
IZ0823 |
PL0000105359 |
106,85 |
107,67 |
--- |
--- |
107,26 |
--- |
DS1023 |
PL0000107264 |
104,66 |
104,93 |
3,40 |
3,36 |
104,80 |
3,38 |
WZ0124 |
PL0000107454 |
97,62 |
97,86 |
--- |
--- |
97,74 |
--- |
DS0725 |
PL0000108197 |
97,47 |
97,80 |
3,53 |
3,49 |
97,64 |
3,51 |
WS0429 |
PL0000105391 |
122,14 |
122,94 |
3,76 |
3,69 |
122,54 |
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 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
40 |
DS1017 |
PL0000104543 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
90 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
145 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
45 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
20 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,420 |
2,420 |
2,420 |
50 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
60 |
OK0715 |
PL0000107405 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
40 |
DS0725 |
PL0000108197 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
80 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
10 |
PS0418 |
PL0000107314 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
35 |
WS0922 |
PL0000102646 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
35 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,420 |
2,420 |
2,420 |
445 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,420 |
2,420 |
2,420 |
350 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
230 |
PS0417 |
PL0000107058 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
80 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,420 |
2,420 |
2,420 |
100 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,420 |
2,420 |
2,420 |
165 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
70 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
90 |
TOTAL |
2 180 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.