2014-09-04 |
MARKET DATA |
No 170 (2452) |
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 |
1 740,00 |
1 878,37 |
137 |
2 290,00 |
2 542,18 |
29 |
4 030,00 |
4 420,55 |
166 |
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 |
102,08 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,21 |
98,19 |
98,160 |
98,160 |
98,160 |
98,160 |
98,160 |
40 000 |
39,26 |
1 |
DS1015 |
PL0000103602 |
104,59 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,21 |
97,18 |
97,250 |
97,250 |
97,180 |
97,220 |
97,207 |
130 000 |
126,37 |
6 |
PS0416 |
PL0000106340 |
104,59 |
104,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,20 |
96,17 |
96,200 |
96,200 |
96,200 |
96,200 |
96,200 |
25 000 |
24,05 |
1 |
PS1016 |
PL0000106795 |
105,51 |
105,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,74 |
106,53 |
106,670 |
106,740 |
106,530 |
106,720 |
106,669 |
45 000 |
48,80 |
5 |
DS1017 |
PL0000104543 |
109,39 |
109,16 |
109,350 |
109,350 |
109,300 |
109,300 |
109,314 |
35 000 |
39,86 |
4 |
PS0418 |
PL0000107314 |
105,30 |
102,02 |
105,180 |
105,180 |
105,180 |
105,180 |
105,180 |
25 000 |
26,64 |
2 |
PS0718 |
PL0000107595 |
104,44 |
100,68 |
100,820 |
100,820 |
100,560 |
100,560 |
100,734 |
240 000 |
242,50 |
17 |
PS0719 |
PL0000108148 |
104,03 |
103,51 |
103,860 |
103,900 |
103,800 |
103,900 |
103,840 |
45 000 |
46,91 |
4 |
DS1019 |
PL0000105441 |
114,88 |
112,15 |
114,900 |
114,930 |
114,690 |
114,750 |
114,849 |
230 000 |
275,17 |
19 |
DS1020 |
PL0000106126 |
115,31 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,33 |
116,03 |
119,250 |
119,360 |
118,870 |
119,360 |
119,236 |
130 000 |
161,52 |
11 |
WS0922 |
PL0000102646 |
120,48 |
116,89 |
120,520 |
120,530 |
120,150 |
120,170 |
120,347 |
50 000 |
62,93 |
6 |
DS1023 |
PL0000107264 |
108,37 |
107,26 |
108,020 |
108,400 |
107,730 |
107,900 |
108,142 |
305 000 |
340,46 |
30 |
DS0725 |
PL0000108197 |
101,52 |
97,49 |
101,300 |
101,350 |
100,900 |
101,200 |
101,180 |
135 000 |
137,13 |
14 |
WS0428 |
PL0000107611 |
94,48 |
95,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,42 |
127,58 |
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 |
103,35 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,08 |
109,80 |
109,800 |
110,000 |
109,800 |
110,000 |
109,867 |
15 000 |
19,17 |
2 |
WZ0115 |
PL0000106480 |
100,25 |
100,24 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
40 000 |
40,23 |
2 |
WZ0117 |
PL0000106936 |
100,26 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,26 |
99,27 |
99,310 |
99,330 |
99,310 |
99,330 |
99,325 |
75 000 |
74,74 |
3 |
WZ0124 |
PL0000107454 |
98,33 |
98,31 |
98,270 |
98,330 |
98,270 |
98,330 |
98,303 |
175 000 |
172,61 |
10 |
TOTAL |
1 740 000 |
1 878,37 |
137 |
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 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
102,02 |
102,09 |
2,19 |
2,08 |
102,06 |
2,13 |
OK0715 |
PL0000107405 |
98,12 |
98,24 |
2,19 |
2,04 |
98,18 |
2,11 |
DS1015 |
PL0000103602 |
104,50 |
104,63 |
2,16 |
2,04 |
104,57 |
2,09 |
OK0116 |
PL0000107587 |
97,11 |
97,23 |
2,15 |
2,06 |
97,17 |
2,10 |
PS0416 |
PL0000106340 |
104,53 |
104,67 |
2,13 |
2,04 |
104,60 |
2,08 |
OK0716 |
PL0000107926 |
96,11 |
96,27 |
2,13 |
2,04 |
96,19 |
2,09 |
IZ0816 |
PL0000103529 |
103,20 |
103,74 |
--- |
--- |
103,47 |
--- |
PS1016 |
PL0000106795 |
105,45 |
105,62 |
2,10 |
2,02 |
105,54 |
2,06 |
WZ0117 |
PL0000106936 |
100,21 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
106,64 |
106,85 |
2,12 |
2,04 |
106,75 |
2,08 |
DS1017 |
PL0000104543 |
109,27 |
109,47 |
2,15 |
2,09 |
109,37 |
2,12 |
WZ0118 |
PL0000104717 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
105,16 |
105,45 |
2,25 |
2,17 |
105,31 |
2,21 |
PS0718 |
PL0000107595 |
100,71 |
100,99 |
2,30 |
2,23 |
100,85 |
2,27 |
WZ0119 |
PL0000107603 |
99,83 |
100,00 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
103,89 |
104,18 |
2,39 |
2,33 |
104,04 |
2,36 |
DS1019 |
PL0000105441 |
114,73 |
114,97 |
2,41 |
2,36 |
114,85 |
2,39 |
DS1020 |
PL0000106126 |
114,66 |
115,13 |
2,63 |
2,55 |
114,90 |
2,59 |
WZ0121 |
PL0000106068 |
99,15 |
99,37 |
--- |
--- |
99,26 |
--- |
DS1021 |
PL0000106670 |
117,75 |
118,21 |
2,95 |
2,88 |
117,98 |
2,92 |
WS0922 |
PL0000102646 |
120,21 |
120,68 |
2,89 |
2,84 |
120,45 |
2,86 |
IZ0823 |
PL0000105359 |
109,22 |
110,04 |
--- |
--- |
109,63 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,42 |
2,98 |
2,93 |
108,24 |
2,95 |
WZ0124 |
PL0000107454 |
98,18 |
98,39 |
--- |
--- |
98,29 |
--- |
DS0725 |
PL0000108197 |
101,09 |
101,50 |
3,13 |
3,08 |
101,30 |
3,10 |
WS0429 |
PL0000105391 |
127,24 |
129,15 |
3,36 |
3,22 |
128,20 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,23 |
100,29 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
102,06 |
102,12 |
2,13 |
2,04 |
102,09 |
2,08 |
OK0715 |
PL0000107405 |
98,18 |
98,26 |
2,11 |
2,02 |
98,22 |
2,07 |
DS1015 |
PL0000103602 |
104,55 |
104,65 |
2,11 |
2,03 |
104,60 |
2,07 |
OK0116 |
PL0000107587 |
97,15 |
97,26 |
2,12 |
2,03 |
97,21 |
2,07 |
PS0416 |
PL0000106340 |
104,56 |
104,68 |
2,11 |
2,04 |
104,62 |
2,07 |
OK0716 |
PL0000107926 |
96,13 |
96,25 |
2,12 |
2,05 |
96,19 |
2,09 |
IZ0816 |
PL0000103529 |
103,18 |
103,88 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
105,42 |
105,58 |
2,11 |
2,04 |
105,50 |
2,08 |
WZ0117 |
PL0000106936 |
100,23 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
106,53 |
106,71 |
2,16 |
2,09 |
106,62 |
2,13 |
DS1017 |
PL0000104543 |
109,16 |
109,29 |
2,19 |
2,14 |
109,23 |
2,16 |
WZ0118 |
PL0000104717 |
100,07 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
105,15 |
105,28 |
2,25 |
2,21 |
105,22 |
2,23 |
PS0718 |
PL0000107595 |
100,60 |
100,80 |
2,33 |
2,28 |
100,70 |
2,31 |
WZ0119 |
PL0000107603 |
99,81 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
103,73 |
103,90 |
2,43 |
2,39 |
103,82 |
2,41 |
DS1019 |
PL0000105441 |
114,61 |
114,82 |
2,43 |
2,39 |
114,72 |
2,41 |
DS1020 |
PL0000106126 |
114,89 |
115,26 |
2,59 |
2,53 |
115,08 |
2,56 |
WZ0121 |
PL0000106068 |
99,22 |
99,37 |
--- |
--- |
99,30 |
--- |
DS1021 |
PL0000106670 |
118,91 |
119,17 |
2,78 |
2,75 |
119,04 |
2,77 |
WS0922 |
PL0000102646 |
119,97 |
120,32 |
2,92 |
2,88 |
120,15 |
2,90 |
IZ0823 |
PL0000105359 |
109,19 |
110,35 |
--- |
--- |
109,77 |
--- |
DS1023 |
PL0000107264 |
107,97 |
108,23 |
2,99 |
2,96 |
108,10 |
2,97 |
WZ0124 |
PL0000107454 |
98,26 |
98,40 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
100,94 |
101,27 |
3,14 |
3,11 |
101,11 |
3,13 |
WS0429 |
PL0000105391 |
127,49 |
128,15 |
3,34 |
3,29 |
127,82 |
3,31 |
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 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
50 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,320 |
2,380 |
2,338 |
115 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,380 |
2,380 |
2,380 |
20 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
115 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
180 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
60 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
75 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,420 |
2,420 |
2,420 |
105 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
25 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
125 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,390 |
2,390 |
2,390 |
115 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,390 |
2,390 |
2,390 |
105 |
OK0116 |
PL0000107587 |
1/4 |
3 |
2,430 |
2,430 |
2,430 |
170 |
PS0719 |
PL0000108148 |
1/4 |
3 |
2,400 |
2,420 |
2,414 |
145 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
2,390 |
2,390 |
2,390 |
60 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,380 |
2,420 |
2,405 |
325 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,410 |
2,410 |
2,410 |
155 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
200 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
80 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
50 |
TOTAL |
2 290 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.