2014-08-19 |
MARKET DATA |
No 158 (2440) |
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 |
1 100,00 |
1 176,43 |
74 |
705,00 |
793,97 |
16 |
1 805,00 |
1 970,40 |
90 |
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 |
102,12 |
102,14 |
102,120 |
102,120 |
102,120 |
102,120 |
102,120 |
5 000 |
5,19 |
1 |
OK0715 |
PL0000107405 |
97,95 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,56 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,87 |
96,89 |
96,850 |
96,860 |
96,840 |
96,860 |
96,847 |
65 000 |
62,95 |
3 |
PS0416 |
PL0000106340 |
104,50 |
104,51 |
104,510 |
104,510 |
104,510 |
104,510 |
104,510 |
15 000 |
15,92 |
2 |
OK0716 |
PL0000107926 |
95,80 |
95,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,24 |
105,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,27 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,78 |
108,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,52 |
104,41 |
104,540 |
104,540 |
104,540 |
104,540 |
104,540 |
5 000 |
5,29 |
1 |
PS0718 |
PL0000107595 |
99,95 |
99,85 |
99,900 |
100,000 |
99,900 |
100,000 |
99,971 |
155 000 |
155,24 |
7 |
PS0719 |
PL0000108148 |
103,02 |
102,80 |
102,800 |
103,100 |
102,800 |
103,100 |
103,066 |
160 000 |
165,29 |
13 |
DS1019 |
PL0000105441 |
113,82 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,10 |
113,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,28 |
118,00 |
118,000 |
118,120 |
118,000 |
118,090 |
118,033 |
130 000 |
159,59 |
10 |
WS0922 |
PL0000102646 |
119,48 |
119,10 |
119,450 |
119,450 |
119,420 |
119,420 |
119,440 |
30 000 |
37,40 |
2 |
DS1023 |
PL0000107264 |
107,43 |
107,05 |
107,050 |
107,390 |
107,050 |
107,075 |
107,248 |
195 000 |
215,55 |
15 |
DS0725 |
PL0000108197 |
100,62 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,59 |
93,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,78 |
126,20 |
126,780 |
126,780 |
126,780 |
126,780 |
126,780 |
10 000 |
12,86 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,39 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,00 |
107,65 |
107,650 |
107,780 |
107,650 |
107,780 |
107,722 |
60 000 |
75,16 |
6 |
WZ0115 |
PL0000106480 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,66 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,88 |
98,90 |
98,910 |
98,920 |
98,900 |
98,920 |
98,911 |
70 000 |
69,38 |
6 |
WZ0124 |
PL0000107454 |
98,13 |
98,06 |
98,100 |
98,130 |
98,100 |
98,130 |
98,113 |
200 000 |
196,62 |
7 |
TOTAL |
1 100 000 |
1 176,43 |
74 |
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 |
100,17 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
102,08 |
102,15 |
2,34 |
2,24 |
102,12 |
2,28 |
OK0715 |
PL0000107405 |
97,93 |
98,01 |
2,28 |
2,19 |
97,97 |
2,24 |
DS1015 |
PL0000103602 |
104,54 |
104,66 |
2,28 |
2,18 |
104,60 |
2,23 |
OK0116 |
PL0000107587 |
96,82 |
96,91 |
2,29 |
2,22 |
96,87 |
2,25 |
PS0416 |
PL0000106340 |
104,44 |
104,54 |
2,26 |
2,20 |
104,49 |
2,23 |
OK0716 |
PL0000107926 |
95,76 |
95,86 |
2,27 |
2,22 |
95,81 |
2,24 |
IZ0816 |
PL0000103529 |
103,28 |
103,75 |
--- |
--- |
103,52 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,32 |
2,28 |
2,21 |
105,25 |
2,25 |
WZ0117 |
PL0000106936 |
100,10 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,13 |
106,28 |
2,35 |
2,30 |
106,21 |
2,32 |
DS1017 |
PL0000104543 |
108,58 |
108,75 |
2,41 |
2,36 |
108,67 |
2,38 |
WZ0118 |
PL0000104717 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0418 |
PL0000107314 |
104,28 |
104,53 |
2,51 |
2,44 |
104,41 |
2,48 |
PS0718 |
PL0000107595 |
99,70 |
99,93 |
2,58 |
2,52 |
99,82 |
2,55 |
WZ0119 |
PL0000107603 |
99,60 |
99,75 |
--- |
--- |
99,68 |
--- |
PS0719 |
PL0000108148 |
102,75 |
102,94 |
2,65 |
2,60 |
102,85 |
2,62 |
DS1019 |
PL0000105441 |
113,45 |
113,74 |
2,68 |
2,62 |
113,60 |
2,65 |
DS1020 |
PL0000106126 |
113,65 |
114,03 |
2,81 |
2,75 |
113,84 |
2,78 |
WZ0121 |
PL0000106068 |
98,74 |
98,96 |
--- |
--- |
98,85 |
--- |
DS1021 |
PL0000106670 |
117,73 |
118,16 |
2,97 |
2,91 |
117,95 |
2,94 |
WS0922 |
PL0000102646 |
118,83 |
119,21 |
3,08 |
3,03 |
119,02 |
3,06 |
IZ0823 |
PL0000105359 |
107,08 |
107,75 |
--- |
--- |
107,42 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,20 |
3,13 |
3,08 |
107,00 |
3,11 |
WZ0124 |
PL0000107454 |
97,88 |
98,10 |
--- |
--- |
97,99 |
--- |
DS0725 |
PL0000108197 |
99,92 |
100,30 |
3,26 |
3,21 |
100,11 |
3,24 |
WS0429 |
PL0000105391 |
125,73 |
126,49 |
3,48 |
3,42 |
126,11 |
3,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,17 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
102,10 |
102,16 |
2,31 |
2,22 |
102,13 |
2,26 |
OK0715 |
PL0000107405 |
97,93 |
98,01 |
2,28 |
2,19 |
97,97 |
2,24 |
DS1015 |
PL0000103602 |
104,54 |
104,66 |
2,28 |
2,18 |
104,60 |
2,23 |
OK0116 |
PL0000107587 |
96,84 |
96,93 |
2,27 |
2,20 |
96,89 |
2,23 |
PS0416 |
PL0000106340 |
104,47 |
104,56 |
2,24 |
2,19 |
104,52 |
2,21 |
OK0716 |
PL0000107926 |
95,77 |
95,86 |
2,27 |
2,22 |
95,82 |
2,24 |
IZ0816 |
PL0000103529 |
103,30 |
103,75 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,31 |
2,27 |
2,22 |
105,26 |
2,24 |
WZ0117 |
PL0000106936 |
100,11 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,16 |
106,33 |
2,34 |
2,28 |
106,25 |
2,31 |
DS1017 |
PL0000104543 |
108,63 |
108,79 |
2,39 |
2,34 |
108,71 |
2,37 |
WZ0118 |
PL0000104717 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
104,34 |
104,60 |
2,50 |
2,42 |
104,47 |
2,46 |
PS0718 |
PL0000107595 |
99,77 |
99,96 |
2,56 |
2,51 |
99,87 |
2,53 |
WZ0119 |
PL0000107603 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
PS0719 |
PL0000108148 |
102,80 |
102,99 |
2,63 |
2,59 |
102,90 |
2,61 |
DS1019 |
PL0000105441 |
113,56 |
113,79 |
2,66 |
2,61 |
113,68 |
2,64 |
DS1020 |
PL0000106126 |
113,75 |
114,09 |
2,79 |
2,74 |
113,92 |
2,76 |
WZ0121 |
PL0000106068 |
98,84 |
99,04 |
--- |
--- |
98,94 |
--- |
DS1021 |
PL0000106670 |
117,85 |
118,21 |
2,95 |
2,90 |
118,03 |
2,92 |
WS0922 |
PL0000102646 |
118,90 |
119,27 |
3,07 |
3,03 |
119,09 |
3,05 |
IZ0823 |
PL0000105359 |
107,83 |
108,42 |
--- |
--- |
108,13 |
--- |
DS1023 |
PL0000107264 |
106,89 |
107,24 |
3,12 |
3,08 |
107,07 |
3,10 |
WZ0124 |
PL0000107454 |
98,08 |
98,22 |
--- |
--- |
98,15 |
--- |
DS0725 |
PL0000108197 |
99,98 |
100,40 |
3,25 |
3,20 |
100,19 |
3,23 |
WS0429 |
PL0000105391 |
125,78 |
126,55 |
3,47 |
3,41 |
126,17 |
3,44 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
115 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
80 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
25 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
15 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
70 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
25 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
65 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,350 |
2,370 |
2,360 |
125 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
95 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
10 |
TOTAL |
705 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.