2014-08-28 |
MARKET DATA |
No 165 (2447) |
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 |
635,00 |
701,84 |
45 |
2 005,00 |
2 235,63 |
28 |
2 640,00 |
2 937,47 |
73 |
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 |
102,05 |
102,06 |
102,040 |
102,040 |
102,040 |
102,040 |
102,040 |
30 000 |
31,20 |
1 |
OK0715 |
PL0000107405 |
98,03 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,54 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,01 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,47 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,99 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,36 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,42 |
106,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,92 |
108,87 |
108,830 |
108,890 |
108,830 |
108,890 |
108,868 |
50 000 |
56,67 |
4 |
PS0418 |
PL0000107314 |
104,78 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,25 |
100,19 |
100,210 |
100,210 |
100,050 |
100,050 |
100,158 |
185 000 |
185,77 |
8 |
PS0719 |
PL0000108148 |
103,31 |
103,23 |
103,250 |
103,350 |
103,050 |
103,070 |
103,220 |
80 000 |
82,85 |
8 |
DS1019 |
PL0000105441 |
114,15 |
114,08 |
114,010 |
114,030 |
114,010 |
114,030 |
114,020 |
40 000 |
47,48 |
4 |
DS1020 |
PL0000106126 |
114,45 |
114,40 |
114,500 |
114,540 |
114,500 |
114,540 |
114,527 |
30 000 |
35,70 |
2 |
DS1021 |
PL0000106670 |
118,42 |
118,20 |
118,350 |
118,350 |
118,350 |
118,350 |
118,350 |
10 000 |
12,32 |
1 |
WS0922 |
PL0000102646 |
119,51 |
119,20 |
119,200 |
119,240 |
119,200 |
119,210 |
119,220 |
115 000 |
143,32 |
9 |
DS1023 |
PL0000107264 |
107,47 |
107,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,52 |
100,09 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
15 000 |
15,10 |
1 |
WS0428 |
PL0000107611 |
93,72 |
93,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,88 |
126,40 |
126,700 |
126,700 |
126,470 |
126,470 |
126,643 |
40 000 |
51,47 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,32 |
108,37 |
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 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,80 |
99,80 |
99,800 |
99,800 |
99,800 |
99,800 |
99,800 |
30 000 |
30,02 |
2 |
WZ0121 |
PL0000106068 |
99,16 |
99,24 |
99,150 |
99,150 |
99,150 |
99,150 |
99,150 |
10 000 |
9,94 |
1 |
WZ0124 |
PL0000107454 |
98,20 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
635 000 |
701,84 |
45 |
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 |
102,03 |
102,08 |
2,27 |
2,19 |
102,06 |
2,22 |
OK0715 |
PL0000107405 |
98,01 |
98,09 |
2,27 |
2,17 |
98,05 |
2,22 |
DS1015 |
PL0000103602 |
104,51 |
104,63 |
2,21 |
2,11 |
104,57 |
2,16 |
OK0116 |
PL0000107587 |
96,97 |
97,07 |
2,22 |
2,15 |
97,02 |
2,18 |
PS0416 |
PL0000106340 |
104,42 |
104,52 |
2,22 |
2,16 |
104,47 |
2,19 |
OK0716 |
PL0000107926 |
95,92 |
96,04 |
2,22 |
2,15 |
95,98 |
2,18 |
IZ0816 |
PL0000103529 |
103,21 |
103,73 |
--- |
--- |
103,47 |
--- |
PS1016 |
PL0000106795 |
105,32 |
105,45 |
2,18 |
2,12 |
105,39 |
2,15 |
WZ0117 |
PL0000106936 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,31 |
106,49 |
2,26 |
2,19 |
106,40 |
2,23 |
DS1017 |
PL0000104543 |
108,81 |
109,02 |
2,31 |
2,25 |
108,92 |
2,28 |
WZ0118 |
PL0000104717 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
104,67 |
104,95 |
2,39 |
2,31 |
104,81 |
2,35 |
PS0718 |
PL0000107595 |
100,17 |
100,36 |
2,45 |
2,40 |
100,27 |
2,42 |
WZ0119 |
PL0000107603 |
99,78 |
99,93 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
103,20 |
103,46 |
2,54 |
2,49 |
103,33 |
2,52 |
DS1019 |
PL0000105441 |
114,08 |
114,36 |
2,54 |
2,49 |
114,22 |
2,52 |
DS1020 |
PL0000106126 |
114,31 |
114,65 |
2,69 |
2,63 |
114,48 |
2,66 |
WZ0121 |
PL0000106068 |
99,12 |
99,33 |
--- |
--- |
99,23 |
--- |
DS1021 |
PL0000106670 |
118,32 |
118,74 |
2,87 |
2,82 |
118,53 |
2,84 |
WS0922 |
PL0000102646 |
119,42 |
119,84 |
3,00 |
2,95 |
119,63 |
2,97 |
IZ0823 |
PL0000105359 |
108,02 |
108,79 |
--- |
--- |
108,41 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,69 |
3,07 |
3,02 |
107,50 |
3,05 |
WZ0124 |
PL0000107454 |
98,16 |
98,40 |
--- |
--- |
98,28 |
--- |
DS0725 |
PL0000108197 |
100,37 |
100,74 |
3,21 |
3,17 |
100,56 |
3,19 |
WS0429 |
PL0000105391 |
126,47 |
127,33 |
3,42 |
3,35 |
126,90 |
3,39 |
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 |
102,03 |
102,08 |
2,27 |
2,19 |
102,06 |
2,22 |
OK0715 |
PL0000107405 |
98,02 |
98,10 |
2,25 |
2,16 |
98,06 |
2,21 |
DS1015 |
PL0000103602 |
104,51 |
104,63 |
2,21 |
2,11 |
104,57 |
2,16 |
OK0116 |
PL0000107587 |
96,97 |
97,06 |
2,22 |
2,15 |
97,02 |
2,18 |
PS0416 |
PL0000106340 |
104,45 |
104,54 |
2,21 |
2,15 |
104,50 |
2,18 |
OK0716 |
PL0000107926 |
95,96 |
96,04 |
2,20 |
2,15 |
96,00 |
2,17 |
IZ0816 |
PL0000103529 |
103,16 |
103,72 |
--- |
--- |
103,44 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,42 |
2,20 |
2,14 |
105,36 |
2,16 |
WZ0117 |
PL0000106936 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,28 |
106,44 |
2,27 |
2,21 |
106,36 |
2,24 |
DS1017 |
PL0000104543 |
108,80 |
108,99 |
2,31 |
2,26 |
108,90 |
2,28 |
WZ0118 |
PL0000104717 |
99,94 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
104,61 |
104,84 |
2,41 |
2,35 |
104,73 |
2,38 |
PS0718 |
PL0000107595 |
100,01 |
100,26 |
2,49 |
2,43 |
100,14 |
2,46 |
WZ0119 |
PL0000107603 |
99,71 |
99,87 |
--- |
--- |
99,79 |
--- |
PS0719 |
PL0000108148 |
103,07 |
103,34 |
2,57 |
2,51 |
103,21 |
2,54 |
DS1019 |
PL0000105441 |
113,96 |
114,20 |
2,57 |
2,52 |
114,08 |
2,54 |
DS1020 |
PL0000106126 |
114,12 |
114,48 |
2,72 |
2,66 |
114,30 |
2,69 |
WZ0121 |
PL0000106068 |
99,03 |
99,27 |
--- |
--- |
99,15 |
--- |
DS1021 |
PL0000106670 |
117,91 |
118,28 |
2,93 |
2,88 |
118,10 |
2,91 |
WS0922 |
PL0000102646 |
119,06 |
119,38 |
3,04 |
3,00 |
119,22 |
3,02 |
IZ0823 |
PL0000105359 |
108,02 |
108,90 |
--- |
--- |
108,46 |
--- |
DS1023 |
PL0000107264 |
106,91 |
107,26 |
3,12 |
3,07 |
107,09 |
3,10 |
WZ0124 |
PL0000107454 |
98,07 |
98,29 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
99,95 |
100,26 |
3,25 |
3,22 |
100,11 |
3,23 |
WS0429 |
PL0000105391 |
125,72 |
126,60 |
3,47 |
3,41 |
126,16 |
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 |
2,450 |
2,450 |
2,450 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,450 |
2,450 |
2,450 |
10 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
90 |
DS1015 |
PL0000103602 |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
125 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
35 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
190 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,370 |
2,400 |
2,380 |
295 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,390 |
2,390 |
2,390 |
35 |
PS0719 |
PL0000108148 |
1/4 |
3 |
2,450 |
2,460 |
2,455 |
125 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
2,460 |
2,460 |
2,460 |
40 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
15 |
WZ0119 |
PL0000107603 |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
125 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
255 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
105 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
30 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
155 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,450 |
2,450 |
2,450 |
105 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,440 |
2,440 |
2,440 |
55 |
PS1016 |
PL0000106795 |
4/11 |
7 |
2,380 |
2,380 |
2,380 |
205 |
TOTAL |
2 005 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.