2014-08-25 |
MARKET DATA |
No 162 (2444) |
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 |
425,00 |
435,51 |
33 |
1 050,00 |
1 152,42 |
19 |
1 475,00 |
1 587,93 |
52 |
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 |
102,07 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,98 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,57 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,91 |
96,88 |
96,880 |
96,930 |
96,880 |
96,930 |
96,912 |
45 000 |
43,61 |
3 |
PS0416 |
PL0000106340 |
104,46 |
104,45 |
104,460 |
104,460 |
104,460 |
104,460 |
104,460 |
10 000 |
10,62 |
1 |
OK0716 |
PL0000107926 |
95,86 |
95,83 |
95,830 |
95,830 |
95,830 |
95,830 |
95,830 |
25 000 |
23,96 |
2 |
PS1016 |
PL0000106795 |
105,24 |
105,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,35 |
106,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,82 |
108,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,59 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,06 |
99,88 |
99,940 |
100,100 |
99,940 |
100,100 |
99,989 |
120 000 |
120,26 |
5 |
PS0719 |
PL0000108148 |
103,10 |
102,88 |
102,950 |
103,160 |
102,950 |
103,100 |
103,070 |
30 000 |
31,01 |
3 |
DS1019 |
PL0000105441 |
113,87 |
113,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,25 |
113,84 |
114,290 |
114,330 |
114,290 |
114,330 |
114,310 |
20 000 |
23,74 |
2 |
DS1021 |
PL0000106670 |
118,23 |
117,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,39 |
118,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,45 |
106,88 |
107,420 |
107,420 |
107,270 |
107,300 |
107,343 |
35 000 |
38,74 |
3 |
DS0725 |
PL0000108197 |
100,45 |
99,86 |
99,860 |
100,400 |
99,860 |
100,290 |
100,264 |
130 000 |
130,73 |
13 |
WS0428 |
PL0000107611 |
93,53 |
93,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,55 |
125,79 |
126,480 |
126,480 |
126,480 |
126,480 |
126,480 |
10 000 |
12,84 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,63 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,20 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,99 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,75 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,96 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,18 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
425 000 |
435,51 |
33 |
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 |
102,05 |
102,10 |
2,31 |
2,23 |
102,08 |
2,26 |
OK0715 |
PL0000107405 |
97,94 |
98,03 |
2,31 |
2,21 |
97,99 |
2,26 |
DS1015 |
PL0000103602 |
104,52 |
104,64 |
2,25 |
2,15 |
104,58 |
2,20 |
OK0116 |
PL0000107587 |
96,84 |
96,94 |
2,30 |
2,22 |
96,89 |
2,26 |
PS0416 |
PL0000106340 |
104,37 |
104,47 |
2,28 |
2,22 |
104,42 |
2,25 |
OK0716 |
PL0000107926 |
95,79 |
95,87 |
2,27 |
2,23 |
95,83 |
2,25 |
IZ0816 |
PL0000103529 |
103,24 |
103,74 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
105,14 |
105,30 |
2,28 |
2,21 |
105,22 |
2,24 |
WZ0117 |
PL0000106936 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,14 |
106,31 |
2,34 |
2,27 |
106,23 |
2,30 |
DS1017 |
PL0000104543 |
108,57 |
108,79 |
2,40 |
2,33 |
108,68 |
2,36 |
WZ0118 |
PL0000104717 |
99,97 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
104,33 |
104,64 |
2,49 |
2,41 |
104,49 |
2,45 |
PS0718 |
PL0000107595 |
99,86 |
99,99 |
2,54 |
2,50 |
99,93 |
2,52 |
WZ0119 |
PL0000107603 |
99,66 |
99,81 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
102,82 |
103,04 |
2,63 |
2,58 |
102,93 |
2,60 |
DS1019 |
PL0000105441 |
113,58 |
113,80 |
2,65 |
2,60 |
113,69 |
2,63 |
DS1020 |
PL0000106126 |
113,71 |
114,09 |
2,79 |
2,73 |
113,90 |
2,76 |
WZ0121 |
PL0000106068 |
98,86 |
99,08 |
--- |
--- |
98,97 |
--- |
DS1021 |
PL0000106670 |
117,74 |
118,10 |
2,96 |
2,91 |
117,92 |
2,93 |
WS0922 |
PL0000102646 |
118,84 |
119,27 |
3,08 |
3,02 |
119,06 |
3,05 |
IZ0823 |
PL0000105359 |
107,97 |
108,88 |
--- |
--- |
108,43 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,24 |
3,12 |
3,08 |
107,06 |
3,10 |
WZ0124 |
PL0000107454 |
98,09 |
98,31 |
--- |
--- |
98,20 |
--- |
DS0725 |
PL0000108197 |
99,86 |
100,27 |
3,26 |
3,22 |
100,07 |
3,24 |
WS0429 |
PL0000105391 |
125,58 |
126,47 |
3,49 |
3,42 |
126,03 |
3,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,18 |
100,23 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
102,05 |
102,10 |
2,31 |
2,23 |
102,08 |
2,26 |
OK0715 |
PL0000107405 |
97,96 |
98,03 |
2,29 |
2,21 |
98,00 |
2,24 |
DS1015 |
PL0000103602 |
104,54 |
104,63 |
2,23 |
2,15 |
104,59 |
2,19 |
OK0116 |
PL0000107587 |
96,86 |
96,96 |
2,28 |
2,21 |
96,91 |
2,25 |
PS0416 |
PL0000106340 |
104,42 |
104,52 |
2,25 |
2,19 |
104,47 |
2,22 |
OK0716 |
PL0000107926 |
95,81 |
95,93 |
2,26 |
2,20 |
95,87 |
2,23 |
IZ0816 |
PL0000103529 |
103,24 |
103,77 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,32 |
2,25 |
2,20 |
105,26 |
2,22 |
WZ0117 |
PL0000106936 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,18 |
106,34 |
2,32 |
2,26 |
106,26 |
2,29 |
DS1017 |
PL0000104543 |
108,65 |
108,84 |
2,37 |
2,31 |
108,75 |
2,34 |
WZ0118 |
PL0000104717 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
104,44 |
104,69 |
2,46 |
2,39 |
104,57 |
2,43 |
PS0718 |
PL0000107595 |
99,96 |
100,12 |
2,51 |
2,46 |
100,04 |
2,49 |
WZ0119 |
PL0000107603 |
99,67 |
99,82 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
102,96 |
103,14 |
2,60 |
2,56 |
103,05 |
2,58 |
DS1019 |
PL0000105441 |
113,66 |
113,91 |
2,63 |
2,58 |
113,79 |
2,61 |
DS1020 |
PL0000106126 |
113,98 |
114,27 |
2,75 |
2,70 |
114,13 |
2,72 |
WZ0121 |
PL0000106068 |
98,91 |
99,10 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
117,88 |
118,24 |
2,94 |
2,89 |
118,06 |
2,92 |
WS0922 |
PL0000102646 |
119,01 |
119,38 |
3,05 |
3,01 |
119,20 |
3,03 |
IZ0823 |
PL0000105359 |
108,00 |
108,83 |
--- |
--- |
108,42 |
--- |
DS1023 |
PL0000107264 |
107,02 |
107,33 |
3,10 |
3,07 |
107,18 |
3,09 |
WZ0124 |
PL0000107454 |
98,13 |
98,32 |
--- |
--- |
98,23 |
--- |
DS0725 |
PL0000108197 |
100,05 |
100,36 |
3,24 |
3,21 |
100,21 |
3,22 |
WS0429 |
PL0000105391 |
125,74 |
126,76 |
3,47 |
3,40 |
126,25 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
55 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
150 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
5 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
40 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
100 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
30 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
90 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,430 |
2,430 |
2,430 |
195 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
80 |
TOTAL |
850 |
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 |
2,470 |
2,470 |
2,470 |
200 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.