2014-08-20 |
MARKET DATA |
No 159 (2441) |
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 |
550,00 |
610,65 |
47 |
1 170,00 |
1 265,40 |
19 |
1 720,00 |
1 876,05 |
66 |
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 |
102,11 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,97 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,55 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,90 |
96,91 |
96,890 |
96,890 |
96,890 |
96,890 |
96,890 |
10 000 |
9,69 |
1 |
PS0416 |
PL0000106340 |
104,47 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,83 |
95,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,24 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,23 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,68 |
108,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,42 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
99,90 |
99,80 |
99,900 |
99,900 |
99,800 |
99,800 |
99,891 |
110 000 |
110,09 |
8 |
PS0719 |
PL0000108148 |
102,90 |
102,84 |
102,950 |
102,950 |
102,840 |
102,840 |
102,875 |
105 000 |
108,28 |
7 |
DS1019 |
PL0000105441 |
113,67 |
113,60 |
113,550 |
113,550 |
113,550 |
113,550 |
113,550 |
10 000 |
11,81 |
2 |
DS1020 |
PL0000106126 |
114,16 |
113,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,04 |
117,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,24 |
119,05 |
119,240 |
119,290 |
119,100 |
119,100 |
119,251 |
140 000 |
174,30 |
11 |
DS1023 |
PL0000107264 |
107,11 |
106,85 |
107,250 |
107,260 |
106,810 |
106,810 |
106,984 |
140 000 |
154,40 |
14 |
DS0725 |
PL0000108197 |
100,19 |
99,96 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
10 000 |
10,03 |
1 |
WS0428 |
PL0000107611 |
93,07 |
93,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,09 |
125,96 |
125,990 |
125,990 |
125,990 |
125,990 |
125,990 |
10 000 |
12,79 |
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 |
103,67 |
103,670 |
103,670 |
103,670 |
103,670 |
103,670 |
5 000 |
6,66 |
1 |
IZ0823 |
PL0000105359 |
108,25 |
108,28 |
108,370 |
108,370 |
108,370 |
108,370 |
108,370 |
10 000 |
12,60 |
1 |
WZ0115 |
PL0000106480 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,02 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,68 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,94 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,12 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
550 000 |
610,65 |
47 |
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 |
2,32 |
2,22 |
102,12 |
2,27 |
OK0715 |
PL0000107405 |
97,94 |
98,02 |
2,28 |
2,19 |
97,98 |
2,23 |
DS1015 |
PL0000103602 |
104,54 |
104,65 |
2,27 |
2,18 |
104,60 |
2,22 |
OK0116 |
PL0000107587 |
96,85 |
96,94 |
2,27 |
2,20 |
96,90 |
2,23 |
PS0416 |
PL0000106340 |
104,44 |
104,56 |
2,26 |
2,19 |
104,50 |
2,22 |
OK0716 |
PL0000107926 |
95,78 |
95,88 |
2,26 |
2,21 |
95,83 |
2,24 |
IZ0816 |
PL0000103529 |
103,29 |
103,79 |
--- |
--- |
103,54 |
--- |
PS1016 |
PL0000106795 |
105,19 |
105,34 |
2,27 |
2,20 |
105,27 |
2,23 |
WZ0117 |
PL0000106936 |
100,12 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,14 |
106,28 |
2,35 |
2,29 |
106,21 |
2,32 |
DS1017 |
PL0000104543 |
108,61 |
108,80 |
2,40 |
2,34 |
108,71 |
2,37 |
WZ0118 |
PL0000104717 |
99,95 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
104,33 |
104,59 |
2,50 |
2,42 |
104,46 |
2,46 |
PS0718 |
PL0000107595 |
99,78 |
100,02 |
2,56 |
2,49 |
99,90 |
2,52 |
WZ0119 |
PL0000107603 |
99,65 |
99,81 |
--- |
--- |
99,73 |
--- |
PS0719 |
PL0000108148 |
102,75 |
102,99 |
2,64 |
2,59 |
102,87 |
2,62 |
DS1019 |
PL0000105441 |
113,53 |
113,80 |
2,66 |
2,61 |
113,67 |
2,64 |
DS1020 |
PL0000106126 |
113,73 |
114,13 |
2,79 |
2,73 |
113,93 |
2,76 |
WZ0121 |
PL0000106068 |
98,82 |
99,05 |
--- |
--- |
98,94 |
--- |
DS1021 |
PL0000106670 |
117,85 |
118,22 |
2,95 |
2,90 |
118,04 |
2,92 |
WS0922 |
PL0000102646 |
118,94 |
119,29 |
3,07 |
3,02 |
119,12 |
3,04 |
IZ0823 |
PL0000105359 |
107,89 |
108,53 |
--- |
--- |
108,21 |
--- |
DS1023 |
PL0000107264 |
106,81 |
107,22 |
3,13 |
3,08 |
107,02 |
3,11 |
WZ0124 |
PL0000107454 |
98,06 |
98,24 |
--- |
--- |
98,15 |
--- |
DS0725 |
PL0000108197 |
99,95 |
100,30 |
3,25 |
3,21 |
100,13 |
3,23 |
WS0429 |
PL0000105391 |
125,73 |
126,53 |
3,48 |
3,42 |
126,13 |
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 |
102,09 |
102,14 |
2,31 |
2,24 |
102,12 |
2,27 |
OK0715 |
PL0000107405 |
97,95 |
98,02 |
2,27 |
2,19 |
97,99 |
2,22 |
DS1015 |
PL0000103602 |
104,54 |
104,65 |
2,27 |
2,18 |
104,60 |
2,22 |
OK0116 |
PL0000107587 |
96,83 |
96,92 |
2,28 |
2,22 |
96,88 |
2,25 |
PS0416 |
PL0000106340 |
104,43 |
104,53 |
2,26 |
2,20 |
104,48 |
2,23 |
OK0716 |
PL0000107926 |
95,78 |
95,86 |
2,26 |
2,22 |
95,82 |
2,24 |
IZ0816 |
PL0000103529 |
103,29 |
103,82 |
--- |
--- |
103,56 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,29 |
2,28 |
2,23 |
105,23 |
2,25 |
WZ0117 |
PL0000106936 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,13 |
106,28 |
2,35 |
2,29 |
106,21 |
2,32 |
DS1017 |
PL0000104543 |
108,55 |
108,75 |
2,42 |
2,35 |
108,65 |
2,38 |
WZ0118 |
PL0000104717 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
104,31 |
104,53 |
2,50 |
2,44 |
104,42 |
2,47 |
PS0718 |
PL0000107595 |
99,71 |
99,91 |
2,58 |
2,52 |
99,81 |
2,55 |
WZ0119 |
PL0000107603 |
99,66 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
102,73 |
102,95 |
2,65 |
2,60 |
102,84 |
2,63 |
DS1019 |
PL0000105441 |
113,46 |
113,67 |
2,68 |
2,64 |
113,57 |
2,66 |
DS1020 |
PL0000106126 |
113,59 |
114,01 |
2,82 |
2,75 |
113,80 |
2,78 |
WZ0121 |
PL0000106068 |
98,88 |
99,08 |
--- |
--- |
98,98 |
--- |
DS1021 |
PL0000106670 |
117,59 |
118,01 |
2,99 |
2,93 |
117,80 |
2,96 |
WS0922 |
PL0000102646 |
118,70 |
119,13 |
3,10 |
3,04 |
118,92 |
3,07 |
IZ0823 |
PL0000105359 |
108,04 |
108,80 |
--- |
--- |
108,42 |
--- |
DS1023 |
PL0000107264 |
106,67 |
106,97 |
3,15 |
3,11 |
106,82 |
3,13 |
WZ0124 |
PL0000107454 |
98,09 |
98,27 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
99,66 |
100,04 |
3,28 |
3,24 |
99,85 |
3,26 |
WS0429 |
PL0000105391 |
125,26 |
126,17 |
3,51 |
3,44 |
125,72 |
3,48 |
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 |
55 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
15 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
55 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
25 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
80 |
OK0716 |
PL0000107926 |
1/2 |
1 |
2,420 |
2,420 |
2,420 |
30 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,400 |
2,420 |
2,410 |
160 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
10 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
35 |
DS1019 |
PL0000105441 |
1/5 |
4 |
2,350 |
2,350 |
2,350 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
80 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
280 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
100 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
160 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
40 |
TOTAL |
1 170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.