2014-08-11 |
MARKET DATA |
No 153 (2435) |
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 |
465,00 |
491,74 |
37 |
950,00 |
1 001,82 |
16 |
1 415,00 |
1 493,56 |
53 |
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 |
102,15 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,87 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,57 |
104,62 |
104,620 |
104,620 |
104,620 |
104,620 |
104,620 |
120 000 |
131,56 |
3 |
OK0116 |
PL0000107587 |
96,73 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,43 |
104,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,64 |
95,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,12 |
105,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,09 |
106,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,40 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,93 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
99,30 |
99,27 |
99,280 |
99,400 |
99,280 |
99,400 |
99,331 |
85 000 |
84,54 |
8 |
PS0719 |
PL0000108148 |
101,98 |
101,91 |
102,070 |
102,070 |
101,960 |
101,990 |
101,995 |
40 000 |
40,87 |
4 |
DS1019 |
PL0000105441 |
112,80 |
112,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,75 |
112,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,32 |
116,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,45 |
117,30 |
117,370 |
117,370 |
117,350 |
117,370 |
117,363 |
30 000 |
36,74 |
3 |
DS1023 |
PL0000107264 |
105,28 |
105,15 |
105,280 |
105,400 |
105,280 |
105,400 |
105,345 |
55 000 |
59,70 |
6 |
DS0725 |
PL0000108197 |
98,25 |
97,49 |
98,310 |
98,410 |
98,250 |
98,250 |
98,359 |
115 000 |
113,31 |
11 |
WS0428 |
PL0000107611 |
90,25 |
91,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,40 |
123,25 |
123,510 |
123,510 |
123,210 |
123,210 |
123,360 |
20 000 |
25,02 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,24 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,78 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,51 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,66 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,70 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
465 000 |
491,74 |
37 |
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 |
100,21 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
102,12 |
102,18 |
2,38 |
2,29 |
102,15 |
2,33 |
OK0715 |
PL0000107405 |
97,85 |
97,91 |
2,32 |
2,25 |
97,88 |
2,28 |
DS1015 |
PL0000103602 |
104,55 |
104,67 |
2,34 |
2,24 |
104,61 |
2,29 |
OK0116 |
PL0000107587 |
96,71 |
96,80 |
2,33 |
2,27 |
96,76 |
2,29 |
PS0416 |
PL0000106340 |
104,41 |
104,52 |
2,31 |
2,25 |
104,47 |
2,28 |
OK0716 |
PL0000107926 |
95,62 |
95,74 |
2,32 |
2,26 |
95,68 |
2,29 |
IZ0816 |
PL0000103529 |
103,43 |
103,90 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,09 |
105,26 |
2,34 |
2,27 |
105,18 |
2,30 |
WZ0117 |
PL0000106936 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,06 |
106,27 |
2,40 |
2,32 |
106,17 |
2,36 |
DS1017 |
PL0000104543 |
108,36 |
108,62 |
2,49 |
2,41 |
108,49 |
2,45 |
WZ0118 |
PL0000104717 |
99,76 |
99,88 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
103,90 |
104,18 |
2,62 |
2,55 |
104,04 |
2,59 |
PS0718 |
PL0000107595 |
99,27 |
99,47 |
2,70 |
2,64 |
99,37 |
2,67 |
WZ0119 |
PL0000107603 |
99,45 |
99,60 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
101,95 |
102,20 |
2,82 |
2,77 |
102,08 |
2,79 |
DS1019 |
PL0000105441 |
112,77 |
113,06 |
2,82 |
2,76 |
112,92 |
2,79 |
DS1020 |
PL0000106126 |
112,71 |
113,10 |
2,97 |
2,91 |
112,91 |
2,94 |
WZ0121 |
PL0000106068 |
98,64 |
98,82 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
116,26 |
116,69 |
3,18 |
3,12 |
116,48 |
3,15 |
WS0922 |
PL0000102646 |
117,37 |
117,76 |
3,27 |
3,22 |
117,57 |
3,25 |
IZ0823 |
PL0000105359 |
107,17 |
107,85 |
--- |
--- |
107,51 |
--- |
DS1023 |
PL0000107264 |
105,19 |
105,54 |
3,33 |
3,29 |
105,37 |
3,31 |
WZ0124 |
PL0000107454 |
97,67 |
97,94 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
98,16 |
98,57 |
3,45 |
3,41 |
98,37 |
3,43 |
WS0429 |
PL0000105391 |
123,00 |
123,77 |
3,69 |
3,63 |
123,39 |
3,66 |
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 |
102,14 |
102,18 |
2,35 |
2,29 |
102,16 |
2,32 |
OK0715 |
PL0000107405 |
97,84 |
97,88 |
2,33 |
2,28 |
97,86 |
2,31 |
DS1015 |
PL0000103602 |
104,56 |
104,65 |
2,33 |
2,26 |
104,61 |
2,29 |
OK0116 |
PL0000107587 |
96,70 |
96,79 |
2,34 |
2,27 |
96,75 |
2,30 |
PS0416 |
PL0000106340 |
104,39 |
104,50 |
2,32 |
2,26 |
104,45 |
2,29 |
OK0716 |
PL0000107926 |
95,60 |
95,69 |
2,33 |
2,28 |
95,65 |
2,31 |
IZ0816 |
PL0000103529 |
103,41 |
103,90 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,07 |
105,18 |
2,35 |
2,30 |
105,13 |
2,32 |
WZ0117 |
PL0000106936 |
100,00 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
105,97 |
106,13 |
2,43 |
2,37 |
106,05 |
2,40 |
DS1017 |
PL0000104543 |
108,35 |
108,48 |
2,50 |
2,46 |
108,42 |
2,48 |
WZ0118 |
PL0000104717 |
99,76 |
99,88 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
103,82 |
103,98 |
2,65 |
2,60 |
103,90 |
2,62 |
PS0718 |
PL0000107595 |
99,19 |
99,38 |
2,72 |
2,67 |
99,29 |
2,69 |
WZ0119 |
PL0000107603 |
99,48 |
99,59 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
101,88 |
102,03 |
2,84 |
2,80 |
101,96 |
2,82 |
DS1019 |
PL0000105441 |
112,60 |
112,84 |
2,85 |
2,81 |
112,72 |
2,83 |
DS1020 |
PL0000106126 |
112,53 |
112,85 |
3,00 |
2,95 |
112,69 |
2,97 |
WZ0121 |
PL0000106068 |
98,64 |
98,79 |
--- |
--- |
98,72 |
--- |
DS1021 |
PL0000106670 |
116,22 |
116,56 |
3,19 |
3,14 |
116,39 |
3,16 |
WS0922 |
PL0000102646 |
117,32 |
117,61 |
3,28 |
3,24 |
117,47 |
3,26 |
IZ0823 |
PL0000105359 |
107,15 |
107,82 |
--- |
--- |
107,49 |
--- |
DS1023 |
PL0000107264 |
105,18 |
105,47 |
3,33 |
3,30 |
105,33 |
3,31 |
WZ0124 |
PL0000107454 |
97,68 |
97,93 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
98,13 |
98,48 |
3,46 |
3,42 |
98,31 |
3,43 |
WS0429 |
PL0000105391 |
123,07 |
123,85 |
3,68 |
3,62 |
123,46 |
3,65 |
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 |
2,350 |
2,350 |
2,350 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
45 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,380 |
2,400 |
2,383 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
30 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
40 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,380 |
2,400 |
2,393 |
160 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
80 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
80 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
20 |
TOTAL |
550 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,500 |
2,500 |
2,500 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.