2014-09-05 |
MARKET DATA |
No 171 (2453) |
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 |
1 592,50 |
1 680,93 |
96 |
2 930,00 |
3 320,68 |
32 |
4 522,50 |
5 001,61 |
128 |
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 |
102,11 |
102,10 |
102,120 |
102,130 |
102,120 |
102,130 |
102,130 |
290 000 |
302,16 |
5 |
OK0715 |
PL0000107405 |
98,24 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,58 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,27 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,62 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,27 |
96,22 |
96,260 |
96,260 |
96,260 |
96,260 |
96,260 |
25 000 |
24,07 |
1 |
PS1016 |
PL0000106795 |
105,52 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,70 |
106,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,35 |
109,20 |
109,280 |
109,280 |
109,280 |
109,280 |
109,280 |
20 000 |
22,77 |
2 |
PS0418 |
PL0000107314 |
105,25 |
105,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,88 |
100,69 |
100,700 |
100,840 |
100,700 |
100,790 |
100,759 |
370 000 |
373,98 |
22 |
PS0719 |
PL0000108148 |
103,99 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
114,87 |
114,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,22 |
115,04 |
115,100 |
115,100 |
115,100 |
115,100 |
115,100 |
10 000 |
11,97 |
1 |
DS1021 |
PL0000106670 |
119,51 |
118,98 |
118,900 |
119,400 |
118,900 |
119,400 |
119,027 |
55 000 |
68,23 |
3 |
WS0922 |
PL0000102646 |
120,66 |
119,95 |
120,100 |
120,160 |
120,100 |
120,160 |
120,130 |
20 000 |
25,13 |
2 |
DS1023 |
PL0000107264 |
108,65 |
107,79 |
107,800 |
108,650 |
107,800 |
108,650 |
108,211 |
355 000 |
396,56 |
31 |
DS0725 |
PL0000108197 |
101,75 |
100,84 |
100,650 |
101,650 |
100,650 |
101,650 |
101,232 |
280 000 |
284,60 |
22 |
WS0428 |
PL0000107611 |
94,93 |
95,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,74 |
127,61 |
127,750 |
127,750 |
127,750 |
127,750 |
127,750 |
10 000 |
12,99 |
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 |
109,91 |
109,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,29 |
100,28 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
100 000 |
100,64 |
3 |
WZ0117 |
PL0000106936 |
100,26 |
100,30 |
100,260 |
100,260 |
100,260 |
100,260 |
100,260 |
57 500 |
57,84 |
3 |
WZ0118 |
PL0000104717 |
100,12 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,85 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,27 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,30 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 592 500 |
1 680,93 |
96 |
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 |
100,23 |
100,31 |
--- |
--- |
100,27 |
--- |
PS0415 |
PL0000105953 |
102,06 |
102,13 |
2,12 |
2,01 |
102,10 |
2,05 |
OK0715 |
PL0000107405 |
98,19 |
98,30 |
2,11 |
1,98 |
98,25 |
2,04 |
DS1015 |
PL0000103602 |
104,55 |
104,66 |
2,10 |
2,01 |
104,61 |
2,05 |
OK0116 |
PL0000107587 |
97,14 |
97,26 |
2,13 |
2,04 |
97,20 |
2,08 |
PS0416 |
PL0000106340 |
104,54 |
104,66 |
2,12 |
2,04 |
104,60 |
2,08 |
OK0716 |
PL0000107926 |
96,11 |
96,25 |
2,14 |
2,06 |
96,18 |
2,10 |
IZ0816 |
PL0000103529 |
103,21 |
103,76 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
105,42 |
105,57 |
2,11 |
2,04 |
105,50 |
2,07 |
WZ0117 |
PL0000106936 |
100,24 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
106,50 |
106,70 |
2,17 |
2,09 |
106,60 |
2,13 |
DS1017 |
PL0000104543 |
109,07 |
109,29 |
2,21 |
2,14 |
109,18 |
2,18 |
WZ0118 |
PL0000104717 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
105,02 |
105,26 |
2,29 |
2,22 |
105,14 |
2,25 |
PS0718 |
PL0000107595 |
100,57 |
100,80 |
2,34 |
2,28 |
100,69 |
2,31 |
WZ0119 |
PL0000107603 |
99,81 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
103,67 |
103,87 |
2,44 |
2,40 |
103,77 |
2,42 |
DS1019 |
PL0000105441 |
114,52 |
114,77 |
2,45 |
2,40 |
114,65 |
2,42 |
DS1020 |
PL0000106126 |
114,86 |
115,15 |
2,59 |
2,54 |
115,01 |
2,57 |
WZ0121 |
PL0000106068 |
99,21 |
99,37 |
--- |
--- |
99,29 |
--- |
DS1021 |
PL0000106670 |
118,70 |
119,09 |
2,81 |
2,76 |
118,90 |
2,79 |
WS0922 |
PL0000102646 |
119,80 |
120,13 |
2,95 |
2,90 |
119,97 |
2,92 |
IZ0823 |
PL0000105359 |
109,23 |
110,19 |
--- |
--- |
109,71 |
--- |
DS1023 |
PL0000107264 |
107,74 |
108,03 |
3,01 |
2,98 |
107,89 |
3,00 |
WZ0124 |
PL0000107454 |
98,24 |
98,40 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
100,73 |
101,05 |
3,17 |
3,13 |
100,89 |
3,15 |
WS0429 |
PL0000105391 |
127,07 |
127,90 |
3,37 |
3,31 |
127,49 |
3,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,26 |
100,31 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
102,09 |
102,15 |
2,07 |
1,98 |
102,12 |
2,02 |
OK0715 |
PL0000107405 |
98,22 |
98,35 |
2,07 |
1,92 |
98,29 |
1,99 |
DS1015 |
PL0000103602 |
104,56 |
104,70 |
2,09 |
1,97 |
104,63 |
2,03 |
OK0116 |
PL0000107587 |
97,24 |
97,32 |
2,05 |
1,99 |
97,28 |
2,02 |
PS0416 |
PL0000106340 |
104,60 |
104,74 |
2,08 |
1,99 |
104,67 |
2,04 |
OK0716 |
PL0000107926 |
96,23 |
96,36 |
2,07 |
2,00 |
96,30 |
2,03 |
IZ0816 |
PL0000103529 |
103,20 |
103,72 |
--- |
--- |
103,46 |
--- |
PS1016 |
PL0000106795 |
105,47 |
105,62 |
2,09 |
2,02 |
105,55 |
2,05 |
WZ0117 |
PL0000106936 |
100,23 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
106,66 |
106,88 |
2,11 |
2,03 |
106,77 |
2,07 |
DS1017 |
PL0000104543 |
109,26 |
109,40 |
2,15 |
2,11 |
109,33 |
2,13 |
WZ0118 |
PL0000104717 |
100,08 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
105,16 |
105,36 |
2,25 |
2,19 |
105,26 |
2,22 |
PS0718 |
PL0000107595 |
100,75 |
100,94 |
2,29 |
2,24 |
100,85 |
2,27 |
WZ0119 |
PL0000107603 |
99,82 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,87 |
104,13 |
2,40 |
2,34 |
104,00 |
2,37 |
DS1019 |
PL0000105441 |
114,78 |
115,05 |
2,40 |
2,35 |
114,92 |
2,37 |
DS1020 |
PL0000106126 |
115,16 |
115,53 |
2,54 |
2,48 |
115,35 |
2,51 |
WZ0121 |
PL0000106068 |
99,24 |
99,38 |
--- |
--- |
99,31 |
--- |
DS1021 |
PL0000106670 |
119,32 |
119,65 |
2,73 |
2,68 |
119,49 |
2,70 |
WS0922 |
PL0000102646 |
120,47 |
120,79 |
2,86 |
2,82 |
120,63 |
2,84 |
IZ0823 |
PL0000105359 |
109,62 |
110,54 |
--- |
--- |
110,08 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,81 |
2,92 |
2,89 |
108,66 |
2,90 |
WZ0124 |
PL0000107454 |
98,26 |
98,38 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
101,54 |
101,85 |
3,08 |
3,04 |
101,70 |
3,06 |
WS0429 |
PL0000105391 |
128,38 |
129,05 |
3,27 |
3,22 |
128,72 |
3,25 |
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 |
2,410 |
2,410 |
2,410 |
85 |
DS1015 |
PL0000103602 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
130 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
50 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
385 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,410 |
2,410 |
2,410 |
70 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,370 |
2,390 |
2,379 |
220 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
50 |
PS0719 |
PL0000108148 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
70 |
DS0725 |
PL0000108197 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
155 |
WS0922 |
PL0000102646 |
0/3 |
3 |
2,410 |
2,410 |
2,410 |
70 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
25 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,390 |
2,390 |
2,390 |
195 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
450 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
250 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
100 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
140 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
205 |
PS0417 |
PL0000107058 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
75 |
OK0116 |
PL0000107587 |
3/10 |
7 |
2,430 |
2,430 |
2,430 |
50 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,400 |
2,420 |
2,415 |
105 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
50 |
TOTAL |
2 930 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.