2014-09-03 |
MARKET DATA |
No 169 (2451) |
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 |
2 052,50 |
2 107,12 |
106 |
1 455,00 |
1 528,54 |
24 |
3 507,50 |
3 635,66 |
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 |
102,55 |
102,05 |
102,050 |
102,050 |
102,050 |
102,050 |
102,050 |
10 000 |
10,41 |
1 |
OK0715 |
PL0000107405 |
98,11 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,92 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,12 |
96,22 |
97,060 |
97,120 |
97,060 |
97,120 |
97,097 |
605 000 |
587,44 |
15 |
PS0416 |
PL0000106340 |
104,53 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,12 |
96,07 |
96,090 |
96,120 |
96,090 |
96,120 |
96,103 |
135 000 |
129,74 |
7 |
PS1016 |
PL0000106795 |
105,44 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,61 |
106,41 |
106,480 |
106,480 |
106,480 |
106,480 |
106,480 |
25 000 |
27,05 |
1 |
DS1017 |
PL0000104543 |
109,18 |
108,98 |
109,040 |
109,040 |
109,040 |
109,040 |
109,040 |
35 000 |
39,75 |
1 |
PS0418 |
PL0000107314 |
105,07 |
101,80 |
104,940 |
105,070 |
104,940 |
105,070 |
105,003 |
60 000 |
63,82 |
3 |
PS0718 |
PL0000107595 |
104,21 |
100,32 |
100,320 |
100,680 |
100,320 |
100,680 |
100,447 |
225 000 |
226,65 |
11 |
PS0719 |
PL0000108148 |
103,80 |
103,30 |
103,240 |
103,750 |
103,240 |
103,510 |
103,513 |
190 000 |
197,39 |
10 |
DS1019 |
PL0000105441 |
114,60 |
112,15 |
114,370 |
114,370 |
114,370 |
114,370 |
114,370 |
5 000 |
5,96 |
1 |
DS1020 |
PL0000106126 |
114,85 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,99 |
116,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,05 |
116,89 |
119,800 |
119,860 |
119,800 |
119,860 |
119,832 |
60 000 |
75,18 |
5 |
DS1023 |
PL0000107264 |
108,00 |
107,18 |
107,200 |
108,000 |
107,200 |
108,000 |
107,487 |
370 000 |
410,47 |
32 |
DS0725 |
PL0000108197 |
101,04 |
100,21 |
100,100 |
100,900 |
100,100 |
100,900 |
100,450 |
50 000 |
50,41 |
4 |
WS0428 |
PL0000107611 |
93,96 |
94,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,73 |
126,56 |
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 |
104,14 |
103,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,33 |
109,43 |
109,430 |
109,430 |
109,430 |
109,430 |
109,430 |
10 000 |
12,73 |
1 |
WZ0115 |
PL0000106480 |
100,22 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,24 |
100,22 |
100,270 |
100,270 |
100,270 |
100,270 |
100,270 |
15 000 |
15,09 |
1 |
WZ0118 |
PL0000104717 |
100,07 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,88 |
99,87 |
99,870 |
99,940 |
99,870 |
99,940 |
99,893 |
60 000 |
60,12 |
2 |
WZ0121 |
PL0000106068 |
99,21 |
99,05 |
99,230 |
99,230 |
99,230 |
99,230 |
99,230 |
25 000 |
24,88 |
1 |
WZ0124 |
PL0000107454 |
98,28 |
98,18 |
98,230 |
98,300 |
98,230 |
98,250 |
98,263 |
172 500 |
170,03 |
10 |
TOTAL |
2 052 500 |
2 107,12 |
106 |
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 |
100,19 |
100,23 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,06 |
2,25 |
2,17 |
102,04 |
2,20 |
OK0715 |
PL0000107405 |
98,05 |
98,14 |
2,25 |
2,14 |
98,10 |
2,19 |
DS1015 |
PL0000103602 |
104,48 |
104,58 |
2,20 |
2,11 |
104,53 |
2,16 |
OK0116 |
PL0000107587 |
97,01 |
97,11 |
2,21 |
2,13 |
97,06 |
2,17 |
PS0416 |
PL0000106340 |
104,44 |
104,52 |
2,19 |
2,15 |
104,48 |
2,17 |
OK0716 |
PL0000107926 |
95,97 |
96,09 |
2,20 |
2,14 |
96,03 |
2,17 |
IZ0816 |
PL0000103529 |
103,21 |
103,69 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
105,28 |
105,41 |
2,19 |
2,13 |
105,35 |
2,16 |
WZ0117 |
PL0000106936 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,32 |
106,44 |
2,25 |
2,20 |
106,38 |
2,22 |
DS1017 |
PL0000104543 |
108,81 |
109,00 |
2,30 |
2,24 |
108,91 |
2,27 |
WZ0118 |
PL0000104717 |
100,00 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
104,66 |
104,90 |
2,39 |
2,32 |
104,78 |
2,36 |
PS0718 |
PL0000107595 |
100,12 |
100,35 |
2,46 |
2,40 |
100,24 |
2,43 |
WZ0119 |
PL0000107603 |
99,79 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
103,17 |
103,39 |
2,55 |
2,50 |
103,28 |
2,53 |
DS1019 |
PL0000105441 |
113,91 |
114,18 |
2,57 |
2,52 |
114,05 |
2,54 |
DS1020 |
PL0000106126 |
114,11 |
114,52 |
2,72 |
2,65 |
114,32 |
2,68 |
WZ0121 |
PL0000106068 |
99,01 |
99,23 |
--- |
--- |
99,12 |
--- |
DS1021 |
PL0000106670 |
118,05 |
118,44 |
2,91 |
2,85 |
118,25 |
2,88 |
WS0922 |
PL0000102646 |
119,07 |
119,45 |
3,04 |
2,99 |
119,26 |
3,02 |
IZ0823 |
PL0000105359 |
108,73 |
109,56 |
--- |
--- |
109,15 |
--- |
DS1023 |
PL0000107264 |
106,95 |
107,24 |
3,11 |
3,08 |
107,10 |
3,09 |
WZ0124 |
PL0000107454 |
98,02 |
98,23 |
--- |
--- |
98,13 |
--- |
DS0725 |
PL0000108197 |
99,90 |
100,30 |
3,26 |
3,21 |
100,10 |
3,24 |
WS0429 |
PL0000105391 |
125,93 |
126,77 |
3,46 |
3,39 |
126,35 |
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 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
102,03 |
102,09 |
2,22 |
2,13 |
102,06 |
2,17 |
OK0715 |
PL0000107405 |
98,09 |
98,19 |
2,20 |
2,08 |
98,14 |
2,14 |
DS1015 |
PL0000103602 |
104,50 |
104,61 |
2,18 |
2,09 |
104,56 |
2,13 |
OK0116 |
PL0000107587 |
97,08 |
97,16 |
2,16 |
2,10 |
97,12 |
2,13 |
PS0416 |
PL0000106340 |
104,47 |
104,58 |
2,18 |
2,11 |
104,53 |
2,14 |
OK0716 |
PL0000107926 |
96,07 |
96,18 |
2,15 |
2,08 |
96,13 |
2,11 |
IZ0816 |
PL0000103529 |
103,20 |
103,75 |
--- |
--- |
103,48 |
--- |
PS1016 |
PL0000106795 |
105,36 |
105,48 |
2,15 |
2,10 |
105,42 |
2,12 |
WZ0117 |
PL0000106936 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,51 |
106,69 |
2,17 |
2,11 |
106,60 |
2,14 |
DS1017 |
PL0000104543 |
109,04 |
109,17 |
2,23 |
2,19 |
109,11 |
2,21 |
WZ0118 |
PL0000104717 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
104,95 |
105,22 |
2,31 |
2,23 |
105,09 |
2,27 |
PS0718 |
PL0000107595 |
100,48 |
100,73 |
2,37 |
2,30 |
100,61 |
2,33 |
WZ0119 |
PL0000107603 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
103,55 |
103,84 |
2,47 |
2,41 |
103,70 |
2,44 |
DS1019 |
PL0000105441 |
114,50 |
114,78 |
2,46 |
2,40 |
114,64 |
2,43 |
DS1020 |
PL0000106126 |
114,64 |
115,09 |
2,63 |
2,56 |
114,87 |
2,59 |
WZ0121 |
PL0000106068 |
99,11 |
99,27 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
118,78 |
119,09 |
2,81 |
2,76 |
118,94 |
2,78 |
WS0922 |
PL0000102646 |
119,78 |
119,98 |
2,95 |
2,93 |
119,88 |
2,94 |
IZ0823 |
PL0000105359 |
109,00 |
109,94 |
--- |
--- |
109,47 |
--- |
DS1023 |
PL0000107264 |
107,80 |
108,10 |
3,01 |
2,97 |
107,95 |
2,99 |
WZ0124 |
PL0000107454 |
98,10 |
98,27 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
100,72 |
101,15 |
3,17 |
3,12 |
100,94 |
3,14 |
WS0429 |
PL0000105391 |
127,20 |
128,11 |
3,36 |
3,29 |
127,66 |
3,33 |
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 |
2,270 |
2,270 |
2,270 |
40 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
25 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
35 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
135 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
30 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
135 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
60 |
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 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
115 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
135 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
15 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
105 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
30 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
135 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
60 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
50 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
35 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
170 |
TOTAL |
1 455 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.