2014-08-18 |
MARKET DATA |
No 157 (2439) |
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 |
1 075,00 |
1 161,21 |
90 |
2 970,00 |
3 110,07 |
27 |
4 045,00 |
4 271,28 |
117 |
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 |
102,13 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,93 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,55 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,85 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,47 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,79 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,22 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,28 |
106,25 |
106,300 |
106,300 |
106,300 |
106,300 |
106,300 |
45 000 |
48,52 |
2 |
DS1017 |
PL0000104543 |
108,70 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,42 |
104,40 |
104,370 |
104,370 |
104,370 |
104,370 |
104,370 |
10 000 |
10,56 |
1 |
PS0718 |
PL0000107595 |
99,83 |
99,61 |
99,720 |
99,750 |
99,720 |
99,750 |
99,733 |
35 000 |
34,97 |
4 |
PS0719 |
PL0000108148 |
102,89 |
102,66 |
102,700 |
102,890 |
102,700 |
102,890 |
102,726 |
100 000 |
102,96 |
5 |
DS1019 |
PL0000105441 |
113,69 |
113,45 |
113,450 |
113,600 |
113,450 |
113,600 |
113,475 |
30 000 |
35,39 |
2 |
DS1020 |
PL0000106126 |
113,88 |
113,60 |
113,350 |
114,150 |
113,340 |
114,150 |
113,666 |
50 000 |
58,98 |
4 |
DS1021 |
PL0000106670 |
118,02 |
117,33 |
117,330 |
117,330 |
117,330 |
117,330 |
117,330 |
10 000 |
12,20 |
1 |
WS0922 |
PL0000102646 |
119,21 |
118,55 |
118,950 |
118,950 |
118,950 |
118,950 |
118,950 |
25 000 |
31,04 |
1 |
DS1023 |
PL0000107264 |
107,30 |
106,38 |
106,450 |
107,400 |
106,380 |
107,400 |
106,637 |
445 000 |
489,12 |
39 |
DS0725 |
PL0000108197 |
100,39 |
99,44 |
99,600 |
100,100 |
99,600 |
100,050 |
99,811 |
265 000 |
265,11 |
25 |
WS0428 |
PL0000107611 |
93,26 |
92,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,34 |
125,20 |
125,200 |
126,340 |
125,200 |
126,340 |
125,489 |
45 000 |
57,30 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,37 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,40 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,11 |
100,14 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
15 000 |
15,05 |
1 |
WZ0118 |
PL0000104717 |
99,92 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,65 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,82 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,91 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 075 000 |
1 161,21 |
90 |
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 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
102,09 |
102,17 |
2,33 |
2,22 |
102,13 |
2,28 |
OK0715 |
PL0000107405 |
97,92 |
98,00 |
2,29 |
2,20 |
97,96 |
2,24 |
DS1015 |
PL0000103602 |
104,54 |
104,66 |
2,29 |
2,19 |
104,60 |
2,24 |
OK0116 |
PL0000107587 |
96,83 |
96,93 |
2,27 |
2,20 |
96,88 |
2,24 |
PS0416 |
PL0000106340 |
104,45 |
104,55 |
2,26 |
2,20 |
104,50 |
2,23 |
OK0716 |
PL0000107926 |
95,75 |
95,86 |
2,27 |
2,21 |
95,81 |
2,24 |
IZ0816 |
PL0000103529 |
103,26 |
103,71 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
105,18 |
105,34 |
2,28 |
2,21 |
105,26 |
2,25 |
WZ0117 |
PL0000106936 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
106,17 |
106,32 |
2,34 |
2,28 |
106,25 |
2,31 |
DS1017 |
PL0000104543 |
108,54 |
108,77 |
2,42 |
2,35 |
108,66 |
2,39 |
WZ0118 |
PL0000104717 |
99,86 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0418 |
PL0000107314 |
104,24 |
104,51 |
2,52 |
2,45 |
104,38 |
2,48 |
PS0718 |
PL0000107595 |
99,60 |
99,88 |
2,61 |
2,53 |
99,74 |
2,57 |
WZ0119 |
PL0000107603 |
99,59 |
99,72 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
102,53 |
102,84 |
2,69 |
2,63 |
102,69 |
2,66 |
DS1019 |
PL0000105441 |
113,27 |
113,58 |
2,72 |
2,66 |
113,43 |
2,68 |
DS1020 |
PL0000106126 |
113,27 |
113,70 |
2,87 |
2,80 |
113,49 |
2,84 |
WZ0121 |
PL0000106068 |
98,73 |
98,91 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
117,17 |
117,59 |
3,05 |
2,99 |
117,38 |
3,02 |
WS0922 |
PL0000102646 |
118,24 |
118,68 |
3,16 |
3,10 |
118,46 |
3,13 |
IZ0823 |
PL0000105359 |
106,81 |
107,49 |
--- |
--- |
107,15 |
--- |
DS1023 |
PL0000107264 |
106,15 |
106,58 |
3,21 |
3,16 |
106,37 |
3,19 |
WZ0124 |
PL0000107454 |
97,85 |
98,07 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
99,25 |
99,62 |
3,33 |
3,29 |
99,44 |
3,31 |
WS0429 |
PL0000105391 |
124,77 |
125,46 |
3,55 |
3,50 |
125,12 |
3,52 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
102,09 |
102,16 |
2,33 |
2,23 |
102,13 |
2,28 |
OK0715 |
PL0000107405 |
97,91 |
97,99 |
2,30 |
2,21 |
97,95 |
2,25 |
DS1015 |
PL0000103602 |
104,54 |
104,65 |
2,29 |
2,20 |
104,60 |
2,24 |
OK0116 |
PL0000107587 |
96,80 |
96,88 |
2,30 |
2,24 |
96,84 |
2,27 |
PS0416 |
PL0000106340 |
104,44 |
104,55 |
2,26 |
2,20 |
104,50 |
2,23 |
OK0716 |
PL0000107926 |
95,76 |
95,85 |
2,27 |
2,22 |
95,81 |
2,24 |
IZ0816 |
PL0000103529 |
103,27 |
103,73 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
105,18 |
105,29 |
2,28 |
2,23 |
105,24 |
2,25 |
WZ0117 |
PL0000106936 |
100,09 |
100,17 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
106,13 |
106,28 |
2,36 |
2,30 |
106,21 |
2,33 |
DS1017 |
PL0000104543 |
108,57 |
108,73 |
2,41 |
2,36 |
108,65 |
2,39 |
WZ0118 |
PL0000104717 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,53 |
2,50 |
2,44 |
104,43 |
2,47 |
PS0718 |
PL0000107595 |
99,70 |
99,93 |
2,58 |
2,52 |
99,82 |
2,55 |
WZ0119 |
PL0000107603 |
99,59 |
99,75 |
--- |
--- |
99,67 |
--- |
PS0719 |
PL0000108148 |
102,73 |
102,92 |
2,65 |
2,61 |
102,83 |
2,63 |
DS1019 |
PL0000105441 |
113,41 |
113,62 |
2,69 |
2,65 |
113,52 |
2,67 |
DS1020 |
PL0000106126 |
113,71 |
114,03 |
2,80 |
2,75 |
113,87 |
2,77 |
WZ0121 |
PL0000106068 |
98,77 |
98,96 |
--- |
--- |
98,87 |
--- |
DS1021 |
PL0000106670 |
117,68 |
118,12 |
2,97 |
2,91 |
117,90 |
2,94 |
WS0922 |
PL0000102646 |
118,76 |
119,19 |
3,09 |
3,04 |
118,98 |
3,06 |
IZ0823 |
PL0000105359 |
107,24 |
107,81 |
--- |
--- |
107,53 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,18 |
3,13 |
3,09 |
106,99 |
3,11 |
WZ0124 |
PL0000107454 |
97,87 |
98,09 |
--- |
--- |
97,98 |
--- |
DS0725 |
PL0000108197 |
99,86 |
100,25 |
3,26 |
3,22 |
100,06 |
3,24 |
WS0429 |
PL0000105391 |
125,48 |
126,41 |
3,50 |
3,43 |
125,95 |
3,46 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
45 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
140 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
45 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
50 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
80 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
90 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,370 |
2,420 |
2,409 |
140 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
120 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,340 |
2,340 |
2,340 |
50 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
40 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
10 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
20 |
TOTAL |
970 |
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 |
2,520 |
2,540 |
2,532 |
2 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.