2014-09-01 |
MARKET DATA |
No 167 (2449) |
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 |
185,00 |
203,81 |
20 |
2 805,00 |
3 074,28 |
42 |
2 990,00 |
3 278,09 |
62 |
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 |
102,03 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,06 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,55 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,04 |
97,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,48 |
104,49 |
104,480 |
104,480 |
104,480 |
104,480 |
104,480 |
10 000 |
10,63 |
1 |
OK0716 |
PL0000107926 |
96,01 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,38 |
105,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,46 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,00 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,81 |
104,85 |
104,850 |
104,850 |
104,850 |
104,850 |
104,850 |
5 000 |
5,31 |
1 |
PS0718 |
PL0000107595 |
100,31 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,38 |
103,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
114,26 |
114,23 |
114,360 |
114,360 |
114,360 |
114,360 |
114,360 |
10 000 |
11,91 |
1 |
DS1020 |
PL0000106126 |
114,47 |
114,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,41 |
118,39 |
118,400 |
118,400 |
118,400 |
118,400 |
118,400 |
5 000 |
6,17 |
1 |
WS0922 |
PL0000102646 |
119,50 |
119,35 |
119,500 |
119,500 |
119,500 |
119,500 |
119,500 |
10 000 |
12,49 |
1 |
DS1023 |
PL0000107264 |
107,30 |
107,14 |
107,140 |
107,280 |
107,140 |
107,280 |
107,216 |
85 000 |
94,05 |
9 |
DS0725 |
PL0000108197 |
100,35 |
100,14 |
100,380 |
100,470 |
100,380 |
100,470 |
100,434 |
50 000 |
50,40 |
5 |
WS0428 |
PL0000107611 |
93,48 |
93,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,70 |
126,49 |
126,540 |
126,540 |
126,540 |
126,540 |
126,540 |
10 000 |
12,86 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,12 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,80 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,12 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,10 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
185 000 |
203,81 |
20 |
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 |
100,18 |
100,23 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,06 |
2,27 |
2,20 |
102,04 |
2,23 |
OK0715 |
PL0000107405 |
98,02 |
98,11 |
2,27 |
2,16 |
98,07 |
2,21 |
DS1015 |
PL0000103602 |
104,50 |
104,62 |
2,20 |
2,10 |
104,56 |
2,15 |
OK0116 |
PL0000107587 |
96,99 |
97,09 |
2,22 |
2,14 |
97,04 |
2,18 |
PS0416 |
PL0000106340 |
104,42 |
104,53 |
2,22 |
2,15 |
104,48 |
2,18 |
OK0716 |
PL0000107926 |
95,96 |
96,08 |
2,20 |
2,13 |
96,02 |
2,17 |
IZ0816 |
PL0000103529 |
103,20 |
103,70 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,44 |
2,19 |
2,12 |
105,37 |
2,15 |
WZ0117 |
PL0000106936 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,36 |
106,53 |
2,24 |
2,17 |
106,45 |
2,20 |
DS1017 |
PL0000104543 |
108,82 |
109,05 |
2,30 |
2,23 |
108,94 |
2,27 |
WZ0118 |
PL0000104717 |
99,95 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
104,64 |
104,93 |
2,40 |
2,32 |
104,79 |
2,36 |
PS0718 |
PL0000107595 |
100,11 |
100,38 |
2,47 |
2,39 |
100,25 |
2,43 |
WZ0119 |
PL0000107603 |
99,73 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
103,14 |
103,44 |
2,56 |
2,49 |
103,29 |
2,52 |
DS1019 |
PL0000105441 |
113,98 |
114,27 |
2,56 |
2,50 |
114,13 |
2,53 |
DS1020 |
PL0000106126 |
114,17 |
114,60 |
2,71 |
2,64 |
114,39 |
2,67 |
WZ0121 |
PL0000106068 |
99,01 |
99,23 |
--- |
--- |
99,12 |
--- |
DS1021 |
PL0000106670 |
118,03 |
118,46 |
2,91 |
2,85 |
118,25 |
2,88 |
WS0922 |
PL0000102646 |
118,99 |
119,44 |
3,05 |
2,99 |
119,22 |
3,02 |
IZ0823 |
PL0000105359 |
108,69 |
109,47 |
--- |
--- |
109,08 |
--- |
DS1023 |
PL0000107264 |
106,87 |
107,20 |
3,12 |
3,08 |
107,04 |
3,10 |
WZ0124 |
PL0000107454 |
97,99 |
98,25 |
--- |
--- |
98,12 |
--- |
DS0725 |
PL0000108197 |
99,79 |
100,19 |
3,27 |
3,23 |
99,99 |
3,25 |
WS0429 |
PL0000105391 |
125,88 |
126,61 |
3,46 |
3,41 |
126,25 |
3,43 |
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 |
102,02 |
102,07 |
2,26 |
2,18 |
102,05 |
2,21 |
OK0715 |
PL0000107405 |
98,03 |
98,12 |
2,26 |
2,15 |
98,08 |
2,20 |
DS1015 |
PL0000103602 |
104,50 |
104,60 |
2,20 |
2,12 |
104,55 |
2,16 |
OK0116 |
PL0000107587 |
97,01 |
97,10 |
2,20 |
2,13 |
97,06 |
2,16 |
PS0416 |
PL0000106340 |
104,43 |
104,53 |
2,21 |
2,15 |
104,48 |
2,18 |
OK0716 |
PL0000107926 |
95,97 |
96,05 |
2,20 |
2,15 |
96,01 |
2,17 |
IZ0816 |
PL0000103529 |
103,22 |
103,72 |
--- |
--- |
103,47 |
--- |
PS1016 |
PL0000106795 |
105,28 |
105,40 |
2,19 |
2,14 |
105,34 |
2,17 |
WZ0117 |
PL0000106936 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,34 |
106,52 |
2,24 |
2,18 |
106,43 |
2,21 |
DS1017 |
PL0000104543 |
108,84 |
109,05 |
2,30 |
2,23 |
108,95 |
2,26 |
WZ0118 |
PL0000104717 |
99,98 |
100,09 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
104,73 |
104,90 |
2,37 |
2,33 |
104,82 |
2,35 |
PS0718 |
PL0000107595 |
100,16 |
100,37 |
2,45 |
2,40 |
100,27 |
2,42 |
WZ0119 |
PL0000107603 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
103,23 |
103,45 |
2,54 |
2,49 |
103,34 |
2,51 |
DS1019 |
PL0000105441 |
114,11 |
114,40 |
2,54 |
2,48 |
114,26 |
2,51 |
DS1020 |
PL0000106126 |
114,32 |
114,71 |
2,69 |
2,62 |
114,52 |
2,65 |
WZ0121 |
PL0000106068 |
99,06 |
99,25 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
118,26 |
118,61 |
2,88 |
2,83 |
118,44 |
2,86 |
WS0922 |
PL0000102646 |
119,31 |
119,61 |
3,01 |
2,97 |
119,46 |
2,99 |
IZ0823 |
PL0000105359 |
108,71 |
109,47 |
--- |
--- |
109,09 |
--- |
DS1023 |
PL0000107264 |
107,20 |
107,44 |
3,08 |
3,05 |
107,32 |
3,07 |
WZ0124 |
PL0000107454 |
98,05 |
98,24 |
--- |
--- |
98,15 |
--- |
DS0725 |
PL0000108197 |
100,24 |
100,56 |
3,22 |
3,19 |
100,40 |
3,20 |
WS0429 |
PL0000105391 |
126,29 |
127,03 |
3,43 |
3,37 |
126,66 |
3,40 |
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 |
40 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,200 |
2,400 |
2,240 |
260 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
40 |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
45 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
280 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,370 |
2,380 |
2,374 |
155 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
30 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
65 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
60 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
35 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
155 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
40 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,350 |
2,400 |
2,371 |
120 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
200 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,380 |
2,390 |
2,387 |
125 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
10 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,420 |
2,430 |
2,422 |
220 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
150 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
245 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
95 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
145 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
100 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
100 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,320 |
2,320 |
2,320 |
50 |
TOTAL |
2 805 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.