2014-08-29 |
MARKET DATA |
No 166 (2448) |
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 |
600,00 |
634,20 |
44 |
1 795,00 |
1 958,47 |
27 |
2 395,00 |
2 592,67 |
71 |
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 |
102,04 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,04 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,54 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,06 |
97,02 |
97,060 |
97,060 |
97,010 |
97,010 |
97,015 |
110 000 |
106,72 |
2 |
PS0416 |
PL0000106340 |
104,45 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,99 |
96,01 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
10 000 |
9,61 |
1 |
PS1016 |
PL0000106795 |
105,34 |
105,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,42 |
106,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,96 |
108,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,74 |
104,70 |
104,720 |
104,720 |
104,660 |
104,700 |
104,700 |
20 000 |
21,21 |
3 |
PS0718 |
PL0000107595 |
100,30 |
100,17 |
100,310 |
100,310 |
100,310 |
100,310 |
100,310 |
10 000 |
10,06 |
1 |
PS0719 |
PL0000108148 |
103,25 |
103,10 |
103,300 |
103,320 |
103,230 |
103,230 |
103,257 |
100 000 |
103,60 |
8 |
DS1019 |
PL0000105441 |
114,11 |
114,02 |
114,060 |
114,160 |
114,060 |
114,160 |
114,110 |
30 000 |
35,64 |
3 |
DS1020 |
PL0000106126 |
114,34 |
114,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,22 |
118,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,29 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,45 |
106,95 |
107,100 |
107,460 |
106,890 |
107,000 |
107,121 |
150 000 |
165,81 |
13 |
DS0725 |
PL0000108197 |
100,34 |
99,93 |
100,130 |
100,130 |
100,100 |
100,100 |
100,115 |
20 000 |
20,09 |
2 |
WS0428 |
PL0000107611 |
93,26 |
93,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,48 |
126,09 |
126,320 |
126,320 |
126,320 |
126,320 |
126,320 |
10 000 |
12,84 |
1 |
WS0437 |
PL0000104857 |
124,50 |
133,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
108,82 |
109,000 |
109,020 |
109,000 |
109,000 |
109,009 |
35 000 |
44,39 |
4 |
WZ0115 |
PL0000106480 |
100,21 |
100,21 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
25 000 |
25,12 |
1 |
WZ0117 |
PL0000106936 |
100,19 |
100,21 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
10 000 |
10,05 |
1 |
WZ0118 |
PL0000104717 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,80 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,09 |
99,12 |
99,180 |
99,180 |
99,120 |
99,180 |
99,150 |
20 000 |
19,89 |
3 |
WZ0124 |
PL0000107454 |
98,09 |
98,15 |
98,080 |
98,080 |
98,080 |
98,080 |
98,080 |
50 000 |
49,18 |
1 |
TOTAL |
600 000 |
634,20 |
44 |
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 |
102,02 |
102,06 |
2,27 |
2,21 |
102,04 |
2,24 |
OK0715 |
PL0000107405 |
98,02 |
98,11 |
2,26 |
2,16 |
98,07 |
2,20 |
DS1015 |
PL0000103602 |
104,50 |
104,62 |
2,21 |
2,11 |
104,56 |
2,16 |
OK0116 |
PL0000107587 |
96,96 |
97,08 |
2,23 |
2,14 |
97,02 |
2,19 |
PS0416 |
PL0000106340 |
104,41 |
104,55 |
2,23 |
2,14 |
104,48 |
2,18 |
OK0716 |
PL0000107926 |
95,93 |
96,05 |
2,22 |
2,15 |
95,99 |
2,18 |
IZ0816 |
PL0000103529 |
103,11 |
103,78 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
105,28 |
105,46 |
2,20 |
2,11 |
105,37 |
2,16 |
WZ0117 |
PL0000106936 |
100,16 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,27 |
106,46 |
2,27 |
2,20 |
106,37 |
2,23 |
DS1017 |
PL0000104543 |
108,80 |
108,99 |
2,31 |
2,25 |
108,90 |
2,28 |
WZ0118 |
PL0000104717 |
99,93 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
104,63 |
104,89 |
2,40 |
2,33 |
104,76 |
2,37 |
PS0718 |
PL0000107595 |
100,06 |
100,31 |
2,48 |
2,41 |
100,19 |
2,45 |
WZ0119 |
PL0000107603 |
99,73 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
103,11 |
103,36 |
2,56 |
2,51 |
103,24 |
2,54 |
DS1019 |
PL0000105441 |
113,96 |
114,19 |
2,57 |
2,52 |
114,08 |
2,54 |
DS1020 |
PL0000106126 |
114,19 |
114,55 |
2,71 |
2,65 |
114,37 |
2,68 |
WZ0121 |
PL0000106068 |
99,01 |
99,24 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
117,98 |
118,36 |
2,92 |
2,87 |
118,17 |
2,89 |
WS0922 |
PL0000102646 |
119,01 |
119,39 |
3,05 |
3,00 |
119,20 |
3,03 |
IZ0823 |
PL0000105359 |
108,01 |
109,17 |
--- |
--- |
108,59 |
--- |
DS1023 |
PL0000107264 |
106,89 |
107,26 |
3,12 |
3,07 |
107,08 |
3,10 |
WZ0124 |
PL0000107454 |
98,00 |
98,30 |
--- |
--- |
98,15 |
--- |
DS0725 |
PL0000108197 |
99,89 |
100,24 |
3,26 |
3,22 |
100,07 |
3,24 |
WS0429 |
PL0000105391 |
125,75 |
126,46 |
3,47 |
3,42 |
126,11 |
3,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,19 |
100,23 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,06 |
2,29 |
2,21 |
102,04 |
2,24 |
OK0715 |
PL0000107405 |
98,02 |
98,12 |
2,26 |
2,15 |
98,07 |
2,20 |
DS1015 |
PL0000103602 |
104,50 |
104,62 |
2,21 |
2,11 |
104,56 |
2,16 |
OK0116 |
PL0000107587 |
96,99 |
97,08 |
2,21 |
2,14 |
97,04 |
2,17 |
PS0416 |
PL0000106340 |
104,41 |
104,53 |
2,23 |
2,15 |
104,47 |
2,19 |
OK0716 |
PL0000107926 |
95,96 |
96,05 |
2,20 |
2,15 |
96,01 |
2,17 |
IZ0816 |
PL0000103529 |
103,16 |
103,70 |
--- |
--- |
103,43 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,40 |
2,19 |
2,14 |
105,35 |
2,17 |
WZ0117 |
PL0000106936 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,38 |
106,54 |
2,23 |
2,17 |
106,46 |
2,20 |
DS1017 |
PL0000104543 |
108,84 |
109,05 |
2,30 |
2,23 |
108,95 |
2,27 |
WZ0118 |
PL0000104717 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,89 |
2,39 |
2,33 |
104,79 |
2,36 |
PS0718 |
PL0000107595 |
100,12 |
100,28 |
2,46 |
2,42 |
100,20 |
2,44 |
WZ0119 |
PL0000107603 |
99,76 |
99,89 |
--- |
--- |
99,83 |
--- |
PS0719 |
PL0000108148 |
103,15 |
103,33 |
2,55 |
2,52 |
103,24 |
2,54 |
DS1019 |
PL0000105441 |
114,01 |
114,23 |
2,56 |
2,51 |
114,12 |
2,53 |
DS1020 |
PL0000106126 |
114,17 |
114,44 |
2,71 |
2,67 |
114,31 |
2,69 |
WZ0121 |
PL0000106068 |
98,99 |
99,20 |
--- |
--- |
99,10 |
--- |
DS1021 |
PL0000106670 |
117,94 |
118,21 |
2,93 |
2,89 |
118,08 |
2,91 |
WS0922 |
PL0000102646 |
118,93 |
119,23 |
3,06 |
3,02 |
119,08 |
3,04 |
IZ0823 |
PL0000105359 |
108,77 |
109,50 |
--- |
--- |
109,14 |
--- |
DS1023 |
PL0000107264 |
106,82 |
107,09 |
3,13 |
3,10 |
106,96 |
3,11 |
WZ0124 |
PL0000107454 |
97,99 |
98,21 |
--- |
--- |
98,10 |
--- |
DS0725 |
PL0000108197 |
99,81 |
100,10 |
3,27 |
3,24 |
99,96 |
3,25 |
WS0429 |
PL0000105391 |
125,55 |
126,36 |
3,49 |
3,43 |
125,96 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
60 |
DS1015 |
PL0000103602 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
125 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
5 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
55 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
200 |
PS0719 |
PL0000108148 |
3/4 |
1 |
2,420 |
2,420 |
2,420 |
250 |
WZ0119 |
PL0000107603 |
3/4 |
1 |
2,370 |
2,390 |
2,376 |
65 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,430 |
2,430 |
2,430 |
35 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,430 |
2,430 |
2,430 |
10 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
85 |
OK0715 |
PL0000107405 |
0/3 |
3 |
2,450 |
2,450 |
2,450 |
50 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
2,450 |
2,450 |
2,450 |
10 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
110 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
55 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
145 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
110 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,330 |
2,330 |
2,330 |
15 |
PS0719 |
PL0000108148 |
3/10 |
7 |
2,420 |
2,420 |
2,420 |
115 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
40 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
150 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
105 |
TOTAL |
1 795 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.