2014-08-12 |
MARKET DATA |
No 154 (2436) |
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 |
442,50 |
466,97 |
29 |
1 035,00 |
1 091,25 |
12 |
1 477,50 |
1 558,21 |
41 |
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 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,88 |
97,88 |
97,880 |
97,880 |
97,880 |
97,880 |
97,880 |
10 000 |
9,79 |
1 |
DS1015 |
PL0000103602 |
104,58 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,72 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,43 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,64 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,12 |
105,09 |
105,110 |
105,120 |
105,110 |
105,120 |
105,119 |
150 000 |
163,40 |
4 |
PS0417 |
PL0000107058 |
106,03 |
105,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,40 |
108,29 |
108,290 |
108,450 |
108,290 |
108,450 |
108,379 |
45 000 |
50,67 |
3 |
PS0418 |
PL0000107314 |
103,82 |
103,76 |
103,820 |
103,820 |
103,820 |
103,820 |
103,820 |
10 000 |
10,50 |
1 |
PS0718 |
PL0000107595 |
99,24 |
99,12 |
99,220 |
99,270 |
99,220 |
99,270 |
99,231 |
45 000 |
44,72 |
3 |
PS0719 |
PL0000108148 |
101,85 |
101,74 |
101,820 |
101,820 |
101,820 |
101,820 |
101,820 |
17 500 |
17,85 |
1 |
DS1019 |
PL0000105441 |
112,55 |
112,48 |
112,410 |
112,410 |
112,410 |
112,410 |
112,410 |
10 000 |
11,68 |
1 |
DS1020 |
PL0000106126 |
112,45 |
112,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,10 |
116,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,15 |
117,06 |
117,150 |
117,200 |
117,150 |
117,200 |
117,175 |
20 000 |
24,46 |
2 |
DS1023 |
PL0000107264 |
105,10 |
104,89 |
104,950 |
104,950 |
104,950 |
104,950 |
104,950 |
15 000 |
16,22 |
2 |
DS0725 |
PL0000108197 |
98,10 |
97,90 |
97,950 |
97,950 |
97,800 |
97,800 |
97,893 |
120 000 |
117,69 |
11 |
WS0428 |
PL0000107611 |
90,47 |
91,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,11 |
122,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,21 |
107,55 |
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 |
100,03 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,80 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,52 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,66 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,77 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
442 500 |
466,97 |
29 |
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 |
102,12 |
102,17 |
2,36 |
2,29 |
102,15 |
2,32 |
OK0715 |
PL0000107405 |
97,83 |
97,90 |
2,35 |
2,27 |
97,87 |
2,30 |
DS1015 |
PL0000103602 |
104,55 |
104,66 |
2,33 |
2,24 |
104,61 |
2,28 |
OK0116 |
PL0000107587 |
96,68 |
96,78 |
2,36 |
2,28 |
96,73 |
2,32 |
PS0416 |
PL0000106340 |
104,33 |
104,46 |
2,35 |
2,28 |
104,40 |
2,31 |
OK0716 |
PL0000107926 |
95,55 |
95,67 |
2,36 |
2,30 |
95,61 |
2,33 |
IZ0816 |
PL0000103529 |
103,38 |
103,92 |
--- |
--- |
103,65 |
--- |
PS1016 |
PL0000106795 |
104,98 |
105,13 |
2,39 |
2,32 |
105,06 |
2,35 |
WZ0117 |
PL0000106936 |
99,99 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,92 |
106,01 |
2,45 |
2,41 |
105,97 |
2,43 |
DS1017 |
PL0000104543 |
108,14 |
108,34 |
2,56 |
2,50 |
108,24 |
2,53 |
WZ0118 |
PL0000104717 |
99,76 |
99,87 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
103,60 |
103,81 |
2,71 |
2,65 |
103,71 |
2,68 |
PS0718 |
PL0000107595 |
98,94 |
99,18 |
2,78 |
2,72 |
99,06 |
2,75 |
WZ0119 |
PL0000107603 |
99,46 |
99,59 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
101,61 |
101,82 |
2,89 |
2,85 |
101,72 |
2,87 |
DS1019 |
PL0000105441 |
112,25 |
112,53 |
2,92 |
2,87 |
112,39 |
2,89 |
DS1020 |
PL0000106126 |
112,14 |
112,53 |
3,06 |
3,00 |
112,34 |
3,03 |
WZ0121 |
PL0000106068 |
98,63 |
98,81 |
--- |
--- |
98,72 |
--- |
DS1021 |
PL0000106670 |
115,80 |
116,23 |
3,25 |
3,19 |
116,02 |
3,22 |
WS0922 |
PL0000102646 |
116,81 |
117,23 |
3,35 |
3,29 |
117,02 |
3,32 |
IZ0823 |
PL0000105359 |
107,01 |
107,70 |
--- |
--- |
107,36 |
--- |
DS1023 |
PL0000107264 |
104,70 |
105,10 |
3,39 |
3,34 |
104,90 |
3,37 |
WZ0124 |
PL0000107454 |
97,67 |
97,94 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
97,78 |
98,04 |
3,49 |
3,47 |
97,91 |
3,48 |
WS0429 |
PL0000105391 |
122,38 |
123,20 |
3,74 |
3,67 |
122,79 |
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 |
102,13 |
102,18 |
2,35 |
2,28 |
102,16 |
2,31 |
OK0715 |
PL0000107405 |
97,85 |
97,94 |
2,32 |
2,23 |
97,90 |
2,27 |
DS1015 |
PL0000103602 |
104,55 |
104,66 |
2,33 |
2,24 |
104,61 |
2,28 |
OK0116 |
PL0000107587 |
96,70 |
96,80 |
2,34 |
2,27 |
96,75 |
2,31 |
PS0416 |
PL0000106340 |
104,40 |
104,50 |
2,31 |
2,25 |
104,45 |
2,28 |
OK0716 |
PL0000107926 |
95,60 |
95,69 |
2,34 |
2,29 |
95,65 |
2,31 |
IZ0816 |
PL0000103529 |
103,37 |
103,93 |
--- |
--- |
103,65 |
--- |
PS1016 |
PL0000106795 |
105,07 |
105,19 |
2,35 |
2,29 |
105,13 |
2,32 |
WZ0117 |
PL0000106936 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
105,98 |
106,15 |
2,42 |
2,36 |
106,07 |
2,39 |
DS1017 |
PL0000104543 |
108,34 |
108,48 |
2,50 |
2,45 |
108,41 |
2,48 |
WZ0118 |
PL0000104717 |
99,77 |
99,88 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
103,78 |
104,00 |
2,66 |
2,60 |
103,89 |
2,63 |
PS0718 |
PL0000107595 |
99,15 |
99,34 |
2,73 |
2,68 |
99,25 |
2,70 |
WZ0119 |
PL0000107603 |
99,48 |
99,57 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
101,80 |
101,98 |
2,85 |
2,81 |
101,89 |
2,83 |
DS1019 |
PL0000105441 |
112,43 |
112,72 |
2,89 |
2,83 |
112,58 |
2,86 |
DS1020 |
PL0000106126 |
112,30 |
112,69 |
3,04 |
2,97 |
112,50 |
3,00 |
WZ0121 |
PL0000106068 |
98,62 |
98,80 |
--- |
--- |
98,71 |
--- |
DS1021 |
PL0000106670 |
116,01 |
116,39 |
3,22 |
3,16 |
116,20 |
3,19 |
WS0922 |
PL0000102646 |
117,06 |
117,33 |
3,31 |
3,28 |
117,20 |
3,29 |
IZ0823 |
PL0000105359 |
107,02 |
107,70 |
--- |
--- |
107,36 |
--- |
DS1023 |
PL0000107264 |
104,94 |
105,22 |
3,36 |
3,33 |
105,08 |
3,35 |
WZ0124 |
PL0000107454 |
97,71 |
97,91 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
97,85 |
98,21 |
3,49 |
3,45 |
98,03 |
3,47 |
WS0429 |
PL0000105391 |
122,63 |
123,55 |
3,72 |
3,65 |
123,09 |
3,68 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
185 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
85 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
105 |
DS1023 |
PL0000107264 |
0/7 |
7 |
2,350 |
2,350 |
2,350 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
45 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
440 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
40 |
TOTAL |
1 035 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.