2014-08-27 |
MARKET DATA |
No 164 (2446) |
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 |
2 070,00 |
2 249,09 |
118 |
785,00 |
855,19 |
12 |
2 855,00 |
3 104,28 |
130 |
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 |
98,01 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,56 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,01 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,48 |
104,46 |
104,460 |
104,480 |
104,450 |
104,460 |
104,458 |
125 000 |
132,73 |
6 |
OK0716 |
PL0000107926 |
95,96 |
95,97 |
95,950 |
95,950 |
95,950 |
95,950 |
95,950 |
50 000 |
47,98 |
1 |
PS1016 |
PL0000106795 |
105,40 |
105,32 |
105,360 |
105,400 |
105,360 |
105,400 |
105,389 |
435 000 |
475,88 |
17 |
PS0417 |
PL0000107058 |
106,43 |
106,36 |
106,410 |
106,430 |
106,410 |
106,430 |
106,420 |
45 000 |
48,63 |
3 |
DS1017 |
PL0000104543 |
108,94 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,90 |
104,89 |
104,870 |
104,900 |
104,830 |
104,900 |
104,845 |
340 000 |
360,88 |
17 |
PS0718 |
PL0000107595 |
100,39 |
100,32 |
100,350 |
100,400 |
100,300 |
100,340 |
100,361 |
350 000 |
352,10 |
17 |
PS0719 |
PL0000108148 |
103,53 |
103,44 |
103,450 |
103,570 |
103,450 |
103,570 |
103,529 |
95 000 |
98,65 |
5 |
DS1019 |
PL0000105441 |
114,39 |
114,30 |
114,330 |
114,370 |
114,280 |
114,370 |
114,330 |
210 000 |
249,84 |
14 |
DS1020 |
PL0000106126 |
114,71 |
114,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,80 |
118,58 |
118,690 |
118,710 |
118,690 |
118,710 |
118,700 |
30 000 |
37,07 |
3 |
WS0922 |
PL0000102646 |
119,89 |
119,65 |
119,710 |
119,740 |
119,700 |
119,700 |
119,722 |
60 000 |
75,05 |
4 |
DS1023 |
PL0000107264 |
107,87 |
107,56 |
107,580 |
107,900 |
107,580 |
107,900 |
107,757 |
255 000 |
283,39 |
23 |
DS0725 |
PL0000108197 |
100,86 |
100,50 |
100,620 |
100,620 |
100,500 |
100,500 |
100,534 |
35 000 |
35,30 |
3 |
WS0428 |
PL0000107611 |
94,20 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,39 |
127,00 |
127,000 |
127,250 |
126,950 |
126,950 |
127,058 |
40 000 |
51,62 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,70 |
108,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,21 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,81 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,18 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,30 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 070 000 |
2 249,09 |
118 |
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 |
102,04 |
102,09 |
2,29 |
2,22 |
102,07 |
2,25 |
OK0715 |
PL0000107405 |
97,98 |
98,06 |
2,28 |
2,19 |
98,02 |
2,23 |
DS1015 |
PL0000103602 |
104,53 |
104,64 |
2,22 |
2,13 |
104,59 |
2,17 |
OK0116 |
PL0000107587 |
96,95 |
97,03 |
2,22 |
2,16 |
96,99 |
2,19 |
PS0416 |
PL0000106340 |
104,43 |
104,53 |
2,23 |
2,17 |
104,48 |
2,20 |
OK0716 |
PL0000107926 |
95,90 |
95,99 |
2,22 |
2,17 |
95,95 |
2,19 |
IZ0816 |
PL0000103529 |
103,20 |
103,78 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,34 |
2,24 |
2,18 |
105,28 |
2,21 |
WZ0117 |
PL0000106936 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,27 |
106,41 |
2,28 |
2,23 |
106,34 |
2,26 |
DS1017 |
PL0000104543 |
108,79 |
108,99 |
2,32 |
2,26 |
108,89 |
2,29 |
WZ0118 |
PL0000104717 |
99,99 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,99 |
2,38 |
2,31 |
104,87 |
2,34 |
PS0718 |
PL0000107595 |
100,22 |
100,38 |
2,44 |
2,39 |
100,30 |
2,42 |
WZ0119 |
PL0000107603 |
99,79 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
103,28 |
103,50 |
2,53 |
2,48 |
103,39 |
2,50 |
DS1019 |
PL0000105441 |
114,21 |
114,37 |
2,52 |
2,49 |
114,29 |
2,51 |
DS1020 |
PL0000106126 |
114,39 |
114,76 |
2,68 |
2,62 |
114,58 |
2,65 |
WZ0121 |
PL0000106068 |
99,08 |
99,28 |
--- |
--- |
99,18 |
--- |
DS1021 |
PL0000106670 |
118,34 |
118,72 |
2,87 |
2,82 |
118,53 |
2,85 |
WS0922 |
PL0000102646 |
119,51 |
119,84 |
2,99 |
2,95 |
119,68 |
2,97 |
IZ0823 |
PL0000105359 |
108,23 |
108,97 |
--- |
--- |
108,60 |
--- |
DS1023 |
PL0000107264 |
107,42 |
107,64 |
3,06 |
3,03 |
107,53 |
3,04 |
WZ0124 |
PL0000107454 |
98,12 |
98,44 |
--- |
--- |
98,28 |
--- |
DS0725 |
PL0000108197 |
100,40 |
100,68 |
3,20 |
3,17 |
100,54 |
3,19 |
WS0429 |
PL0000105391 |
126,67 |
127,47 |
3,40 |
3,34 |
127,07 |
3,37 |
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 |
102,04 |
102,10 |
2,29 |
2,20 |
102,07 |
2,25 |
OK0715 |
PL0000107405 |
97,99 |
98,07 |
2,27 |
2,18 |
98,03 |
2,22 |
DS1015 |
PL0000103602 |
104,54 |
104,65 |
2,21 |
2,12 |
104,60 |
2,16 |
OK0116 |
PL0000107587 |
96,96 |
97,06 |
2,22 |
2,14 |
97,01 |
2,18 |
PS0416 |
PL0000106340 |
104,45 |
104,54 |
2,22 |
2,17 |
104,50 |
2,19 |
OK0716 |
PL0000107926 |
95,91 |
96,02 |
2,21 |
2,15 |
95,97 |
2,18 |
IZ0816 |
PL0000103529 |
103,20 |
103,79 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
105,36 |
105,46 |
2,17 |
2,13 |
105,41 |
2,15 |
WZ0117 |
PL0000106936 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,36 |
106,50 |
2,25 |
2,20 |
106,43 |
2,22 |
DS1017 |
PL0000104543 |
108,90 |
109,08 |
2,29 |
2,23 |
108,99 |
2,26 |
WZ0118 |
PL0000104717 |
99,98 |
100,14 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
104,77 |
104,99 |
2,37 |
2,31 |
104,88 |
2,34 |
PS0718 |
PL0000107595 |
100,29 |
100,41 |
2,42 |
2,39 |
100,35 |
2,40 |
WZ0119 |
PL0000107603 |
99,78 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
103,36 |
103,53 |
2,51 |
2,47 |
103,45 |
2,49 |
DS1019 |
PL0000105441 |
114,26 |
114,49 |
2,51 |
2,47 |
114,38 |
2,49 |
DS1020 |
PL0000106126 |
114,45 |
114,79 |
2,67 |
2,61 |
114,62 |
2,64 |
WZ0121 |
PL0000106068 |
99,13 |
99,33 |
--- |
--- |
99,23 |
--- |
DS1021 |
PL0000106670 |
118,50 |
118,93 |
2,85 |
2,79 |
118,72 |
2,82 |
WS0922 |
PL0000102646 |
119,62 |
119,92 |
2,98 |
2,94 |
119,77 |
2,96 |
IZ0823 |
PL0000105359 |
108,07 |
108,95 |
--- |
--- |
108,51 |
--- |
DS1023 |
PL0000107264 |
107,58 |
107,85 |
3,04 |
3,00 |
107,72 |
3,02 |
WZ0124 |
PL0000107454 |
98,24 |
98,44 |
--- |
--- |
98,34 |
--- |
DS0725 |
PL0000108197 |
100,60 |
100,92 |
3,18 |
3,15 |
100,76 |
3,16 |
WS0429 |
PL0000105391 |
126,97 |
127,70 |
3,38 |
3,33 |
127,34 |
3,35 |
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 |
2,370 |
2,370 |
2,370 |
95 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
25 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,270 |
2,270 |
2,270 |
30 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
140 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,270 |
2,270 |
2,270 |
120 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
100 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
95 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
140 |
TOTAL |
785 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.