2014-09-08 |
MARKET DATA |
No 172 (2454) |
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 |
480,00 |
522,57 |
43 |
2 150,00 |
2 487,62 |
29 |
2 630,00 |
3 010,19 |
72 |
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 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,26 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,62 |
104,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,31 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,78 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,35 |
96,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,68 |
105,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,87 |
106,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,55 |
109,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,47 |
105,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,05 |
100,97 |
101,030 |
101,080 |
101,010 |
101,050 |
101,039 |
110 000 |
111,50 |
5 |
PS0719 |
PL0000108148 |
104,32 |
104,20 |
104,290 |
104,320 |
104,250 |
104,310 |
104,297 |
75 000 |
78,54 |
7 |
DS1019 |
PL0000105441 |
115,22 |
115,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,67 |
115,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
120,26 |
119,78 |
119,860 |
120,170 |
119,860 |
120,170 |
119,919 |
100 000 |
124,96 |
10 |
WS0922 |
PL0000102646 |
121,52 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,45 |
108,90 |
108,950 |
109,250 |
108,950 |
109,250 |
109,028 |
40 000 |
45,01 |
4 |
DS0725 |
PL0000108197 |
102,76 |
102,08 |
102,360 |
102,760 |
102,360 |
102,600 |
102,508 |
145 000 |
149,24 |
16 |
WS0428 |
PL0000107611 |
95,99 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,11 |
129,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
125,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,62 |
103,500 |
103,500 |
103,500 |
103,500 |
103,500 |
10 000 |
13,32 |
1 |
IZ0823 |
PL0000105359 |
110,39 |
110,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,27 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,26 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,86 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,33 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
480 000 |
522,57 |
43 |
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 |
100,26 |
100,32 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
102,09 |
102,15 |
2,05 |
1,96 |
102,12 |
2,01 |
OK0715 |
PL0000107405 |
98,22 |
98,35 |
2,08 |
1,93 |
98,29 |
2,00 |
DS1015 |
PL0000103602 |
104,56 |
104,70 |
2,08 |
1,96 |
104,63 |
2,02 |
OK0116 |
PL0000107587 |
97,21 |
97,34 |
2,08 |
1,98 |
97,28 |
2,03 |
PS0416 |
PL0000106340 |
104,60 |
104,74 |
2,08 |
1,99 |
104,67 |
2,03 |
OK0716 |
PL0000107926 |
96,23 |
96,38 |
2,07 |
1,99 |
96,31 |
2,03 |
IZ0816 |
PL0000103529 |
103,16 |
103,73 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
105,48 |
105,66 |
2,08 |
2,00 |
105,57 |
2,04 |
WZ0117 |
PL0000106936 |
100,23 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
106,66 |
106,88 |
2,11 |
2,02 |
106,77 |
2,06 |
DS1017 |
PL0000104543 |
109,30 |
109,54 |
2,14 |
2,06 |
109,42 |
2,10 |
WZ0118 |
PL0000104717 |
100,09 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
105,21 |
105,49 |
2,23 |
2,15 |
105,35 |
2,19 |
PS0718 |
PL0000107595 |
100,77 |
101,03 |
2,29 |
2,22 |
100,90 |
2,25 |
WZ0119 |
PL0000107603 |
99,82 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,95 |
104,25 |
2,38 |
2,32 |
104,10 |
2,35 |
DS1019 |
PL0000105441 |
114,83 |
115,13 |
2,39 |
2,33 |
114,98 |
2,36 |
DS1020 |
PL0000106126 |
115,23 |
115,61 |
2,53 |
2,47 |
115,42 |
2,50 |
WZ0121 |
PL0000106068 |
99,24 |
99,39 |
--- |
--- |
99,32 |
--- |
DS1021 |
PL0000106670 |
119,46 |
119,88 |
2,71 |
2,65 |
119,67 |
2,68 |
WS0922 |
PL0000102646 |
120,65 |
121,06 |
2,84 |
2,79 |
120,86 |
2,81 |
IZ0823 |
PL0000105359 |
109,72 |
110,60 |
--- |
--- |
110,16 |
--- |
DS1023 |
PL0000107264 |
108,63 |
108,95 |
2,91 |
2,87 |
108,79 |
2,89 |
WZ0124 |
PL0000107454 |
98,26 |
98,40 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
101,80 |
102,19 |
3,05 |
3,01 |
102,00 |
3,03 |
WS0429 |
PL0000105391 |
128,30 |
129,63 |
3,28 |
3,18 |
128,97 |
3,23 |
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 |
102,10 |
102,15 |
2,04 |
1,96 |
102,13 |
1,99 |
OK0715 |
PL0000107405 |
98,24 |
98,37 |
2,06 |
1,90 |
98,31 |
1,97 |
DS1015 |
PL0000103602 |
104,59 |
104,71 |
2,06 |
1,95 |
104,65 |
2,01 |
OK0116 |
PL0000107587 |
97,28 |
97,38 |
2,03 |
1,95 |
97,33 |
1,99 |
PS0416 |
PL0000106340 |
104,73 |
104,81 |
2,00 |
1,95 |
104,77 |
1,97 |
OK0716 |
PL0000107926 |
96,32 |
96,45 |
2,02 |
1,95 |
96,39 |
1,98 |
IZ0816 |
PL0000103529 |
103,26 |
103,76 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
105,64 |
105,74 |
2,01 |
1,96 |
105,69 |
1,98 |
WZ0117 |
PL0000106936 |
100,23 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
106,83 |
107,01 |
2,04 |
1,97 |
106,92 |
2,01 |
DS1017 |
PL0000104543 |
109,48 |
109,61 |
2,08 |
2,04 |
109,55 |
2,06 |
WZ0118 |
PL0000104717 |
100,09 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
105,44 |
105,71 |
2,17 |
2,09 |
105,58 |
2,13 |
PS0718 |
PL0000107595 |
100,99 |
101,15 |
2,23 |
2,18 |
101,07 |
2,21 |
WZ0119 |
PL0000107603 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
104,23 |
104,49 |
2,32 |
2,26 |
104,36 |
2,29 |
DS1019 |
PL0000105441 |
115,18 |
115,46 |
2,32 |
2,27 |
115,32 |
2,29 |
DS1020 |
PL0000106126 |
115,64 |
116,00 |
2,46 |
2,41 |
115,82 |
2,43 |
WZ0121 |
PL0000106068 |
99,25 |
99,39 |
--- |
--- |
99,32 |
--- |
DS1021 |
PL0000106670 |
120,18 |
120,42 |
2,61 |
2,57 |
120,30 |
2,59 |
WS0922 |
PL0000102646 |
121,39 |
121,64 |
2,74 |
2,71 |
121,52 |
2,73 |
IZ0823 |
PL0000105359 |
109,81 |
110,91 |
--- |
--- |
110,36 |
--- |
DS1023 |
PL0000107264 |
109,38 |
109,71 |
2,82 |
2,78 |
109,55 |
2,80 |
WZ0124 |
PL0000107454 |
98,28 |
98,40 |
--- |
--- |
98,34 |
--- |
DS0725 |
PL0000108197 |
102,64 |
102,92 |
2,96 |
2,93 |
102,78 |
2,94 |
WS0429 |
PL0000105391 |
129,77 |
130,76 |
3,17 |
3,10 |
130,27 |
3,13 |
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 |
80 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
65 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
100 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
15 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
70 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
195 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
130 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
200 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,300 |
2,258 |
360 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
125 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
150 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
180 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
200 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
60 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
90 |
TOTAL |
2 150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.