2014-09-02 |
MARKET DATA |
No 168 (2450) |
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 |
960,00 |
1 035,71 |
74 |
1 905,00 |
2 130,61 |
23 |
2 865,00 |
3 166,32 |
97 |
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 |
102,02 |
102,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,06 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,51 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,04 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,48 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,04 |
96,02 |
96,030 |
96,040 |
96,030 |
96,030 |
96,034 |
70 000 |
67,22 |
3 |
PS1016 |
PL0000106795 |
105,36 |
105,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,43 |
106,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,97 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,85 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,30 |
100,25 |
100,390 |
100,400 |
100,250 |
100,250 |
100,324 |
135 000 |
135,82 |
8 |
PS0719 |
PL0000108148 |
103,40 |
103,30 |
103,320 |
103,420 |
103,250 |
103,250 |
103,338 |
165 000 |
171,11 |
15 |
DS1019 |
PL0000105441 |
114,25 |
113,97 |
114,000 |
114,000 |
113,950 |
113,980 |
113,978 |
330 000 |
391,74 |
24 |
DS1020 |
PL0000106126 |
114,45 |
114,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,41 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,40 |
119,27 |
119,150 |
119,150 |
119,150 |
119,150 |
119,150 |
10 000 |
12,46 |
1 |
DS1023 |
PL0000107264 |
107,36 |
107,10 |
107,400 |
107,420 |
107,000 |
107,000 |
107,140 |
80 000 |
88,46 |
11 |
DS0725 |
PL0000108197 |
100,30 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,59 |
94,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,59 |
126,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,03 |
109,23 |
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 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,05 |
100,060 |
100,060 |
100,050 |
100,060 |
100,056 |
80 000 |
80,29 |
6 |
WZ0119 |
PL0000107603 |
99,83 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,08 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,15 |
98,15 |
98,150 |
98,150 |
98,150 |
98,150 |
98,150 |
90 000 |
88,61 |
6 |
TOTAL |
960 000 |
1 035,71 |
74 |
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 |
2,26 |
2,18 |
102,04 |
2,22 |
OK0715 |
PL0000107405 |
98,04 |
98,14 |
2,25 |
2,14 |
98,09 |
2,19 |
DS1015 |
PL0000103602 |
104,49 |
104,59 |
2,20 |
2,11 |
104,54 |
2,16 |
OK0116 |
PL0000107587 |
97,01 |
97,11 |
2,21 |
2,13 |
97,06 |
2,17 |
PS0416 |
PL0000106340 |
104,43 |
104,54 |
2,21 |
2,14 |
104,49 |
2,17 |
OK0716 |
PL0000107926 |
95,99 |
96,10 |
2,19 |
2,13 |
96,05 |
2,15 |
IZ0816 |
PL0000103529 |
103,22 |
103,69 |
--- |
--- |
103,46 |
--- |
PS1016 |
PL0000106795 |
105,31 |
105,43 |
2,18 |
2,12 |
105,37 |
2,15 |
WZ0117 |
PL0000106936 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,36 |
106,53 |
2,23 |
2,17 |
106,45 |
2,20 |
DS1017 |
PL0000104543 |
108,86 |
109,07 |
2,29 |
2,22 |
108,97 |
2,25 |
WZ0118 |
PL0000104717 |
99,98 |
100,08 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,99 |
2,36 |
2,30 |
104,88 |
2,33 |
PS0718 |
PL0000107595 |
100,20 |
100,46 |
2,44 |
2,37 |
100,33 |
2,41 |
WZ0119 |
PL0000107603 |
99,77 |
99,92 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
103,32 |
103,57 |
2,52 |
2,46 |
103,45 |
2,49 |
DS1019 |
PL0000105441 |
114,13 |
114,43 |
2,53 |
2,47 |
114,28 |
2,50 |
DS1020 |
PL0000106126 |
114,34 |
114,76 |
2,68 |
2,61 |
114,55 |
2,65 |
WZ0121 |
PL0000106068 |
99,05 |
99,26 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
118,29 |
118,70 |
2,88 |
2,82 |
118,50 |
2,85 |
WS0922 |
PL0000102646 |
119,30 |
119,72 |
3,01 |
2,96 |
119,51 |
2,99 |
IZ0823 |
PL0000105359 |
108,81 |
109,58 |
--- |
--- |
109,20 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,45 |
3,08 |
3,05 |
107,33 |
3,07 |
WZ0124 |
PL0000107454 |
98,07 |
98,29 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
100,19 |
100,55 |
3,23 |
3,19 |
100,37 |
3,21 |
WS0429 |
PL0000105391 |
126,35 |
127,19 |
3,43 |
3,36 |
126,77 |
3,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,19 |
100,23 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,06 |
2,26 |
2,18 |
102,04 |
2,22 |
OK0715 |
PL0000107405 |
98,04 |
98,14 |
2,25 |
2,14 |
98,09 |
2,19 |
DS1015 |
PL0000103602 |
104,48 |
104,59 |
2,21 |
2,11 |
104,54 |
2,16 |
OK0116 |
PL0000107587 |
97,01 |
97,09 |
2,21 |
2,14 |
97,05 |
2,17 |
PS0416 |
PL0000106340 |
104,42 |
104,52 |
2,21 |
2,15 |
104,47 |
2,18 |
OK0716 |
PL0000107926 |
95,97 |
96,06 |
2,20 |
2,15 |
96,02 |
2,17 |
IZ0816 |
PL0000103529 |
103,21 |
103,70 |
--- |
--- |
103,46 |
--- |
PS1016 |
PL0000106795 |
105,27 |
105,40 |
2,20 |
2,14 |
105,34 |
2,16 |
WZ0117 |
PL0000106936 |
100,17 |
100,24 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,28 |
106,46 |
2,26 |
2,20 |
106,37 |
2,23 |
DS1017 |
PL0000104543 |
108,77 |
108,95 |
2,32 |
2,26 |
108,86 |
2,29 |
WZ0118 |
PL0000104717 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
104,67 |
104,89 |
2,39 |
2,33 |
104,78 |
2,36 |
PS0718 |
PL0000107595 |
100,07 |
100,32 |
2,48 |
2,41 |
100,20 |
2,44 |
WZ0119 |
PL0000107603 |
99,80 |
99,89 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
103,18 |
103,36 |
2,55 |
2,51 |
103,27 |
2,53 |
DS1019 |
PL0000105441 |
113,95 |
114,18 |
2,56 |
2,52 |
114,07 |
2,54 |
DS1020 |
PL0000106126 |
114,08 |
114,49 |
2,72 |
2,66 |
114,29 |
2,69 |
WZ0121 |
PL0000106068 |
99,02 |
99,21 |
--- |
--- |
99,12 |
--- |
DS1021 |
PL0000106670 |
117,98 |
118,39 |
2,92 |
2,86 |
118,19 |
2,89 |
WS0922 |
PL0000102646 |
119,09 |
119,36 |
3,04 |
3,00 |
119,23 |
3,02 |
IZ0823 |
PL0000105359 |
108,72 |
109,62 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,20 |
3,12 |
3,08 |
107,06 |
3,10 |
WZ0124 |
PL0000107454 |
98,04 |
98,21 |
--- |
--- |
98,13 |
--- |
DS0725 |
PL0000108197 |
99,82 |
100,21 |
3,27 |
3,22 |
100,02 |
3,24 |
WS0429 |
PL0000105391 |
125,84 |
126,73 |
3,46 |
3,40 |
126,29 |
3,43 |
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 |
2,350 |
2,350 |
2,350 |
45 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
365 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
40 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
140 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
30 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
40 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
70 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
60 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
35 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
70 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
120 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
75 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
5 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
40 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
350 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
365 |
TOTAL |
1 905 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.