2014-08-22 |
MARKET DATA |
No 161 (2443) |
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 |
820,00 |
812,43 |
36 |
1 350,00 |
1 470,19 |
19 |
2 170,00 |
2 282,62 |
55 |
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 |
102,08 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,97 |
97,97 |
97,960 |
97,960 |
97,950 |
97,950 |
97,954 |
70 000 |
68,57 |
3 |
DS1015 |
PL0000103602 |
104,59 |
104,62 |
104,590 |
104,590 |
104,590 |
104,590 |
104,590 |
50 000 |
54,92 |
1 |
OK0116 |
PL0000107587 |
96,90 |
96,86 |
96,870 |
96,870 |
96,840 |
96,840 |
96,846 |
430 000 |
416,44 |
9 |
PS0416 |
PL0000106340 |
104,46 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,85 |
95,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,25 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,31 |
106,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,72 |
108,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,46 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,00 |
99,88 |
99,900 |
99,900 |
99,760 |
99,760 |
99,800 |
150 000 |
150,03 |
12 |
PS0719 |
PL0000108148 |
103,05 |
102,81 |
103,050 |
103,050 |
102,800 |
102,800 |
102,933 |
70 000 |
72,25 |
6 |
DS1019 |
PL0000105441 |
113,78 |
113,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,93 |
113,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,93 |
117,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,02 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,07 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,14 |
99,86 |
100,170 |
100,200 |
100,130 |
100,130 |
100,166 |
50 000 |
50,23 |
5 |
WS0428 |
PL0000107611 |
93,17 |
93,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,17 |
125,79 |
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 |
103,31 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,66 |
108,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,70 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,93 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,17 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
820 000 |
812,43 |
36 |
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 |
102,06 |
102,11 |
2,30 |
2,23 |
102,09 |
2,26 |
OK0715 |
PL0000107405 |
97,96 |
98,04 |
2,28 |
2,19 |
98,00 |
2,24 |
DS1015 |
PL0000103602 |
104,54 |
104,66 |
2,24 |
2,14 |
104,60 |
2,19 |
OK0116 |
PL0000107587 |
96,83 |
96,92 |
2,30 |
2,23 |
96,88 |
2,26 |
PS0416 |
PL0000106340 |
104,41 |
104,53 |
2,26 |
2,19 |
104,47 |
2,22 |
OK0716 |
PL0000107926 |
95,79 |
95,90 |
2,27 |
2,21 |
95,85 |
2,24 |
IZ0816 |
PL0000103529 |
103,25 |
103,70 |
--- |
--- |
103,48 |
--- |
PS1016 |
PL0000106795 |
105,18 |
105,32 |
2,26 |
2,20 |
105,25 |
2,23 |
WZ0117 |
PL0000106936 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,23 |
106,40 |
2,30 |
2,24 |
106,32 |
2,27 |
DS1017 |
PL0000104543 |
108,62 |
108,85 |
2,38 |
2,31 |
108,74 |
2,35 |
WZ0118 |
PL0000104717 |
99,95 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
104,38 |
104,61 |
2,48 |
2,41 |
104,50 |
2,45 |
PS0718 |
PL0000107595 |
99,83 |
100,05 |
2,54 |
2,48 |
99,94 |
2,51 |
WZ0119 |
PL0000107603 |
99,67 |
99,81 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
102,77 |
103,03 |
2,64 |
2,58 |
102,90 |
2,61 |
DS1019 |
PL0000105441 |
113,51 |
113,80 |
2,66 |
2,61 |
113,66 |
2,63 |
DS1020 |
PL0000106126 |
113,76 |
114,10 |
2,79 |
2,73 |
113,93 |
2,76 |
WZ0121 |
PL0000106068 |
98,88 |
99,06 |
--- |
--- |
98,97 |
--- |
DS1021 |
PL0000106670 |
117,58 |
117,97 |
2,98 |
2,93 |
117,78 |
2,96 |
WS0922 |
PL0000102646 |
118,64 |
119,04 |
3,10 |
3,05 |
118,84 |
3,08 |
IZ0823 |
PL0000105359 |
108,17 |
108,82 |
--- |
--- |
108,50 |
--- |
DS1023 |
PL0000107264 |
106,55 |
106,98 |
3,16 |
3,11 |
106,77 |
3,14 |
WZ0124 |
PL0000107454 |
98,06 |
98,27 |
--- |
--- |
98,17 |
--- |
DS0725 |
PL0000108197 |
99,64 |
99,98 |
3,29 |
3,25 |
99,81 |
3,27 |
WS0429 |
PL0000105391 |
125,41 |
126,18 |
3,50 |
3,44 |
125,80 |
3,47 |
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 |
102,05 |
102,10 |
2,32 |
2,24 |
102,08 |
2,27 |
OK0715 |
PL0000107405 |
97,94 |
98,02 |
2,31 |
2,21 |
97,98 |
2,26 |
DS1015 |
PL0000103602 |
104,53 |
104,64 |
2,25 |
2,15 |
104,59 |
2,20 |
OK0116 |
PL0000107587 |
96,83 |
96,90 |
2,30 |
2,25 |
96,87 |
2,27 |
PS0416 |
PL0000106340 |
104,41 |
104,50 |
2,26 |
2,20 |
104,46 |
2,23 |
OK0716 |
PL0000107926 |
95,79 |
95,88 |
2,27 |
2,22 |
95,84 |
2,24 |
IZ0816 |
PL0000103529 |
103,24 |
103,74 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
105,19 |
105,28 |
2,26 |
2,22 |
105,24 |
2,24 |
WZ0117 |
PL0000106936 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,16 |
106,35 |
2,33 |
2,26 |
106,26 |
2,29 |
DS1017 |
PL0000104543 |
108,61 |
108,83 |
2,39 |
2,32 |
108,72 |
2,35 |
WZ0118 |
PL0000104717 |
99,98 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
104,35 |
104,65 |
2,49 |
2,40 |
104,50 |
2,45 |
PS0718 |
PL0000107595 |
99,78 |
100,07 |
2,56 |
2,48 |
99,93 |
2,52 |
WZ0119 |
PL0000107603 |
99,66 |
99,81 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
102,85 |
103,06 |
2,62 |
2,58 |
102,96 |
2,60 |
DS1019 |
PL0000105441 |
113,71 |
113,83 |
2,62 |
2,60 |
113,77 |
2,61 |
DS1020 |
PL0000106126 |
113,73 |
114,09 |
2,79 |
2,73 |
113,91 |
2,76 |
WZ0121 |
PL0000106068 |
98,87 |
99,07 |
--- |
--- |
98,97 |
--- |
DS1021 |
PL0000106670 |
117,70 |
118,11 |
2,97 |
2,91 |
117,91 |
2,94 |
WS0922 |
PL0000102646 |
118,76 |
119,16 |
3,09 |
3,04 |
118,96 |
3,06 |
IZ0823 |
PL0000105359 |
108,08 |
108,87 |
--- |
--- |
108,48 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,12 |
3,13 |
3,09 |
106,96 |
3,11 |
WZ0124 |
PL0000107454 |
98,11 |
98,27 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
99,76 |
100,10 |
3,27 |
3,24 |
99,93 |
3,25 |
WS0429 |
PL0000105391 |
125,48 |
126,33 |
3,49 |
3,43 |
125,91 |
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) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
5 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
75 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
5 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,330 |
2,350 |
2,345 |
95 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,420 |
2,420 |
2,420 |
105 |
PS0719 |
PL0000108148 |
3/4 |
1 |
2,370 |
2,420 |
2,403 |
120 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
15 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
10 |
WZ0117 |
PL0000106936 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
35 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
100 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,420 |
2,420 |
2,420 |
360 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,420 |
2,420 |
2,420 |
90 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,360 |
2,360 |
2,360 |
110 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
160 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
30 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
35 |
TOTAL |
1 350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.