2014-08-26 |
MARKET DATA |
No 163 (2445) |
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 |
2 762,50 |
2 943,99 |
161 |
800,00 |
858,39 |
10 |
3 562,50 |
3 802,39 |
171 |
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 |
98,00 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,58 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,99 |
96,94 |
96,970 |
97,000 |
96,960 |
96,980 |
96,982 |
715 000 |
693,42 |
23 |
PS0416 |
PL0000106340 |
104,49 |
104,46 |
104,490 |
104,490 |
104,450 |
104,470 |
104,463 |
75 000 |
79,63 |
5 |
OK0716 |
PL0000107926 |
95,91 |
95,92 |
95,890 |
95,890 |
95,890 |
95,890 |
95,890 |
25 000 |
23,97 |
1 |
PS1016 |
PL0000106795 |
105,30 |
105,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,39 |
106,35 |
106,370 |
106,370 |
106,360 |
106,360 |
106,363 |
30 000 |
32,40 |
2 |
DS1017 |
PL0000104543 |
108,95 |
108,86 |
108,900 |
108,900 |
108,840 |
108,840 |
108,868 |
160 000 |
181,25 |
7 |
PS0418 |
PL0000107314 |
104,84 |
104,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,28 |
100,17 |
100,390 |
100,390 |
100,390 |
100,390 |
100,390 |
5 000 |
5,03 |
1 |
PS0719 |
PL0000108148 |
103,40 |
103,21 |
103,190 |
103,400 |
103,190 |
103,400 |
103,307 |
55 000 |
56,99 |
4 |
DS1019 |
PL0000105441 |
114,28 |
113,99 |
114,170 |
114,330 |
114,170 |
114,170 |
114,220 |
360 000 |
427,84 |
27 |
DS1020 |
PL0000106126 |
114,64 |
114,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,51 |
118,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,69 |
119,44 |
119,500 |
119,500 |
119,480 |
119,480 |
119,493 |
95 000 |
118,59 |
6 |
DS1023 |
PL0000107264 |
107,74 |
107,38 |
107,380 |
107,850 |
107,360 |
107,360 |
107,558 |
655 000 |
726,54 |
55 |
DS0725 |
PL0000108197 |
100,78 |
100,44 |
100,550 |
100,720 |
100,550 |
100,650 |
100,652 |
60 000 |
60,57 |
4 |
WS0428 |
PL0000107611 |
93,91 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,20 |
126,68 |
127,040 |
127,150 |
127,040 |
127,150 |
127,095 |
20 000 |
25,81 |
2 |
WS0437 |
PL0000104857 |
120,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,62 |
103,350 |
103,350 |
103,350 |
103,350 |
103,350 |
15 000 |
19,94 |
1 |
IZ0823 |
PL0000105359 |
108,46 |
108,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,19 |
100,20 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
5 000 |
5,02 |
1 |
WZ0117 |
PL0000106936 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,01 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,81 |
99,77 |
99,750 |
99,850 |
99,750 |
99,850 |
99,810 |
387 500 |
387,73 |
18 |
WZ0121 |
PL0000106068 |
99,13 |
99,05 |
99,110 |
99,130 |
99,110 |
99,120 |
99,125 |
85 000 |
84,47 |
3 |
WZ0124 |
PL0000107454 |
98,26 |
98,28 |
98,300 |
98,300 |
98,300 |
98,300 |
98,300 |
15 000 |
14,78 |
1 |
TOTAL |
2 762 500 |
2 943,99 |
161 |
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 |
102,05 |
102,10 |
2,29 |
2,22 |
102,08 |
2,25 |
OK0715 |
PL0000107405 |
97,97 |
98,05 |
2,28 |
2,19 |
98,01 |
2,24 |
DS1015 |
PL0000103602 |
104,54 |
104,63 |
2,22 |
2,14 |
104,59 |
2,18 |
OK0116 |
PL0000107587 |
96,88 |
96,98 |
2,27 |
2,20 |
96,93 |
2,23 |
PS0416 |
PL0000106340 |
104,44 |
104,54 |
2,23 |
2,17 |
104,49 |
2,20 |
OK0716 |
PL0000107926 |
95,85 |
95,95 |
2,24 |
2,19 |
95,90 |
2,22 |
IZ0816 |
PL0000103529 |
103,28 |
103,74 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
105,22 |
105,38 |
2,24 |
2,17 |
105,30 |
2,20 |
WZ0117 |
PL0000106936 |
100,16 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,26 |
106,46 |
2,29 |
2,21 |
106,36 |
2,25 |
DS1017 |
PL0000104543 |
108,76 |
108,99 |
2,34 |
2,26 |
108,88 |
2,30 |
WZ0118 |
PL0000104717 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,89 |
2,42 |
2,33 |
104,75 |
2,37 |
PS0718 |
PL0000107595 |
100,08 |
100,29 |
2,48 |
2,42 |
100,19 |
2,45 |
WZ0119 |
PL0000107603 |
99,68 |
99,83 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
103,19 |
103,39 |
2,55 |
2,50 |
103,29 |
2,53 |
DS1019 |
PL0000105441 |
113,93 |
114,22 |
2,58 |
2,52 |
114,08 |
2,55 |
DS1020 |
PL0000106126 |
114,27 |
114,68 |
2,70 |
2,63 |
114,48 |
2,67 |
WZ0121 |
PL0000106068 |
98,93 |
99,10 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
118,28 |
118,69 |
2,88 |
2,83 |
118,49 |
2,85 |
WS0922 |
PL0000102646 |
119,45 |
119,85 |
3,00 |
2,95 |
119,65 |
2,97 |
IZ0823 |
PL0000105359 |
108,15 |
108,93 |
--- |
--- |
108,54 |
--- |
DS1023 |
PL0000107264 |
107,44 |
107,75 |
3,05 |
3,02 |
107,60 |
3,03 |
WZ0124 |
PL0000107454 |
98,11 |
98,32 |
--- |
--- |
98,22 |
--- |
DS0725 |
PL0000108197 |
100,50 |
100,88 |
3,19 |
3,15 |
100,69 |
3,17 |
WS0429 |
PL0000105391 |
126,54 |
127,43 |
3,41 |
3,35 |
126,99 |
3,38 |
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 |
102,11 |
2,29 |
2,20 |
102,08 |
2,25 |
OK0715 |
PL0000107405 |
97,98 |
98,05 |
2,27 |
2,19 |
98,02 |
2,23 |
DS1015 |
PL0000103602 |
104,54 |
104,64 |
2,22 |
2,14 |
104,59 |
2,18 |
OK0116 |
PL0000107587 |
96,94 |
97,00 |
2,23 |
2,18 |
96,97 |
2,20 |
PS0416 |
PL0000106340 |
104,42 |
104,51 |
2,24 |
2,19 |
104,47 |
2,21 |
OK0716 |
PL0000107926 |
95,86 |
95,96 |
2,24 |
2,18 |
95,91 |
2,21 |
IZ0816 |
PL0000103529 |
103,27 |
103,79 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,31 |
2,24 |
2,20 |
105,26 |
2,22 |
WZ0117 |
PL0000106936 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,27 |
106,39 |
2,28 |
2,24 |
106,33 |
2,26 |
DS1017 |
PL0000104543 |
108,83 |
108,98 |
2,31 |
2,27 |
108,91 |
2,29 |
WZ0118 |
PL0000104717 |
99,99 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,94 |
2,39 |
2,32 |
104,82 |
2,35 |
PS0718 |
PL0000107595 |
100,24 |
100,39 |
2,43 |
2,39 |
100,32 |
2,41 |
WZ0119 |
PL0000107603 |
99,79 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
103,21 |
103,40 |
2,54 |
2,50 |
103,31 |
2,52 |
DS1019 |
PL0000105441 |
114,15 |
114,34 |
2,54 |
2,50 |
114,25 |
2,52 |
DS1020 |
PL0000106126 |
114,32 |
114,64 |
2,69 |
2,64 |
114,48 |
2,67 |
WZ0121 |
PL0000106068 |
99,10 |
99,24 |
--- |
--- |
99,17 |
--- |
DS1021 |
PL0000106670 |
118,26 |
118,61 |
2,89 |
2,84 |
118,44 |
2,86 |
WS0922 |
PL0000102646 |
119,33 |
119,61 |
3,01 |
2,98 |
119,47 |
3,00 |
IZ0823 |
PL0000105359 |
108,21 |
108,98 |
--- |
--- |
108,60 |
--- |
DS1023 |
PL0000107264 |
107,33 |
107,63 |
3,07 |
3,03 |
107,48 |
3,05 |
WZ0124 |
PL0000107454 |
98,23 |
98,38 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,63 |
3,21 |
3,18 |
100,47 |
3,20 |
WS0429 |
PL0000105391 |
126,34 |
127,38 |
3,43 |
3,35 |
126,86 |
3,39 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
30 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
100 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
140 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,280 |
2,280 |
2,280 |
120 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
55 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
35 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
120 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,330 |
2,330 |
2,330 |
35 |
PS0416 |
PL0000106340 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
115 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.