2014-08-21 |
MARKET DATA |
No 160 (2442) |
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 |
1 815,00 |
1 872,08 |
99 |
1 495,00 |
1 575,59 |
18 |
3 310,00 |
3 447,67 |
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 |
102,09 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,96 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,59 |
104,58 |
104,590 |
104,620 |
104,590 |
104,620 |
104,602 |
235 000 |
258,09 |
7 |
OK0116 |
PL0000107587 |
96,85 |
96,81 |
96,800 |
96,840 |
96,770 |
96,840 |
96,792 |
485 000 |
469,44 |
13 |
PS0416 |
PL0000106340 |
104,47 |
104,41 |
104,440 |
104,450 |
104,430 |
104,450 |
104,437 |
205 000 |
217,52 |
11 |
OK0716 |
PL0000107926 |
95,83 |
95,78 |
95,780 |
95,820 |
95,780 |
95,820 |
95,808 |
85 000 |
81,44 |
2 |
PS1016 |
PL0000106795 |
105,22 |
105,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,27 |
106,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,70 |
108,60 |
108,620 |
108,730 |
108,620 |
108,670 |
108,646 |
40 000 |
45,21 |
4 |
PS0418 |
PL0000107314 |
104,42 |
104,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
99,90 |
99,68 |
99,690 |
99,980 |
99,650 |
99,980 |
99,906 |
315 000 |
315,37 |
25 |
PS0719 |
PL0000108148 |
102,90 |
102,68 |
102,760 |
102,900 |
102,760 |
102,900 |
102,802 |
80 000 |
82,46 |
7 |
DS1019 |
PL0000105441 |
113,57 |
113,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,79 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,75 |
117,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,74 |
118,60 |
118,460 |
118,460 |
118,320 |
118,320 |
118,388 |
40 000 |
49,47 |
4 |
DS1023 |
PL0000107264 |
106,72 |
106,48 |
106,550 |
106,610 |
106,480 |
106,570 |
106,560 |
205 000 |
225,28 |
14 |
DS0725 |
PL0000108197 |
99,80 |
99,46 |
99,550 |
99,930 |
99,350 |
99,930 |
99,682 |
65 000 |
64,97 |
7 |
WS0428 |
PL0000107611 |
92,74 |
92,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,66 |
125,21 |
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 |
103,39 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,31 |
108,40 |
108,460 |
108,460 |
108,460 |
108,460 |
108,460 |
10 000 |
12,61 |
1 |
WZ0115 |
PL0000106480 |
100,18 |
100,20 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
15 000 |
15,06 |
1 |
WZ0117 |
PL0000106936 |
100,18 |
100,20 |
100,200 |
100,210 |
100,200 |
100,200 |
100,203 |
35 000 |
35,15 |
3 |
WZ0118 |
PL0000104717 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,68 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,90 |
98,99 |
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 |
1 815 000 |
1 872,08 |
99 |
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 |
100,24 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
102,06 |
102,12 |
2,32 |
2,23 |
102,09 |
2,27 |
OK0715 |
PL0000107405 |
97,94 |
98,03 |
2,30 |
2,20 |
97,99 |
2,24 |
DS1015 |
PL0000103602 |
104,50 |
104,63 |
2,28 |
2,17 |
104,57 |
2,22 |
OK0116 |
PL0000107587 |
96,82 |
96,92 |
2,30 |
2,23 |
96,87 |
2,27 |
PS0416 |
PL0000106340 |
104,38 |
104,49 |
2,28 |
2,21 |
104,44 |
2,24 |
OK0716 |
PL0000107926 |
95,74 |
95,85 |
2,30 |
2,23 |
95,80 |
2,26 |
IZ0816 |
PL0000103529 |
103,27 |
103,78 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
105,12 |
105,28 |
2,29 |
2,22 |
105,20 |
2,26 |
WZ0117 |
PL0000106936 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,10 |
106,29 |
2,35 |
2,28 |
106,20 |
2,32 |
DS1017 |
PL0000104543 |
108,50 |
108,72 |
2,42 |
2,36 |
108,61 |
2,39 |
WZ0118 |
PL0000104717 |
99,96 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
104,22 |
104,46 |
2,53 |
2,46 |
104,34 |
2,49 |
PS0718 |
PL0000107595 |
99,66 |
99,87 |
2,59 |
2,53 |
99,77 |
2,56 |
WZ0119 |
PL0000107603 |
99,66 |
99,82 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
102,55 |
102,81 |
2,69 |
2,63 |
102,68 |
2,66 |
DS1019 |
PL0000105441 |
113,28 |
113,57 |
2,71 |
2,65 |
113,43 |
2,68 |
DS1020 |
PL0000106126 |
113,43 |
113,87 |
2,84 |
2,77 |
113,65 |
2,80 |
WZ0121 |
PL0000106068 |
98,84 |
99,07 |
--- |
--- |
98,96 |
--- |
DS1021 |
PL0000106670 |
117,41 |
117,82 |
3,01 |
2,95 |
117,62 |
2,98 |
WS0922 |
PL0000102646 |
118,50 |
118,91 |
3,12 |
3,07 |
118,71 |
3,09 |
IZ0823 |
PL0000105359 |
107,96 |
108,75 |
--- |
--- |
108,36 |
--- |
DS1023 |
PL0000107264 |
106,50 |
106,85 |
3,17 |
3,13 |
106,68 |
3,15 |
WZ0124 |
PL0000107454 |
98,08 |
98,30 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
99,56 |
99,95 |
3,30 |
3,25 |
99,76 |
3,27 |
WS0429 |
PL0000105391 |
125,05 |
125,93 |
3,53 |
3,46 |
125,49 |
3,49 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,16 |
100,22 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
102,07 |
102,12 |
2,30 |
2,23 |
102,10 |
2,26 |
OK0715 |
PL0000107405 |
97,95 |
98,04 |
2,29 |
2,18 |
98,00 |
2,23 |
DS1015 |
PL0000103602 |
104,57 |
104,63 |
2,22 |
2,17 |
104,60 |
2,20 |
OK0116 |
PL0000107587 |
96,82 |
96,92 |
2,30 |
2,23 |
96,87 |
2,27 |
PS0416 |
PL0000106340 |
104,45 |
104,54 |
2,24 |
2,18 |
104,50 |
2,21 |
OK0716 |
PL0000107926 |
95,81 |
95,91 |
2,26 |
2,20 |
95,86 |
2,23 |
IZ0816 |
PL0000103529 |
103,28 |
103,75 |
--- |
--- |
103,52 |
--- |
PS1016 |
PL0000106795 |
105,18 |
105,29 |
2,27 |
2,22 |
105,24 |
2,24 |
WZ0117 |
PL0000106936 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,22 |
106,37 |
2,31 |
2,25 |
106,30 |
2,28 |
DS1017 |
PL0000104543 |
108,67 |
108,81 |
2,37 |
2,33 |
108,74 |
2,35 |
WZ0118 |
PL0000104717 |
99,96 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
104,39 |
104,56 |
2,48 |
2,43 |
104,48 |
2,45 |
PS0718 |
PL0000107595 |
99,82 |
100,04 |
2,55 |
2,49 |
99,93 |
2,52 |
WZ0119 |
PL0000107603 |
99,66 |
99,81 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
102,82 |
103,03 |
2,63 |
2,58 |
102,93 |
2,60 |
DS1019 |
PL0000105441 |
113,50 |
113,78 |
2,66 |
2,61 |
113,64 |
2,64 |
DS1020 |
PL0000106126 |
113,73 |
113,98 |
2,79 |
2,75 |
113,86 |
2,77 |
WZ0121 |
PL0000106068 |
98,86 |
99,06 |
--- |
--- |
98,96 |
--- |
DS1021 |
PL0000106670 |
117,61 |
117,98 |
2,98 |
2,93 |
117,80 |
2,95 |
WS0922 |
PL0000102646 |
118,67 |
119,03 |
3,10 |
3,05 |
118,85 |
3,08 |
IZ0823 |
PL0000105359 |
108,08 |
108,86 |
--- |
--- |
108,47 |
--- |
DS1023 |
PL0000107264 |
106,58 |
106,95 |
3,16 |
3,11 |
106,77 |
3,14 |
WZ0124 |
PL0000107454 |
98,08 |
98,24 |
--- |
--- |
98,16 |
--- |
DS0725 |
PL0000108197 |
99,61 |
99,98 |
3,29 |
3,25 |
99,80 |
3,27 |
WS0429 |
PL0000105391 |
125,24 |
126,12 |
3,51 |
3,45 |
125,68 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
65 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
35 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
35 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,250 |
2,250 |
2,250 |
75 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,370 |
2,370 |
2,370 |
5 |
PS0719 |
PL0000108148 |
1/4 |
3 |
2,400 |
2,420 |
2,407 |
270 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
20 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
85 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
290 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
15 |
TOTAL |
895 |
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 |
2,480 |
2,480 |
2,480 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.