2014-09-11 |
MARKET DATA |
No 175 (2457) |
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 |
1 690,00 |
1 802,26 |
93 |
1 065,00 |
1 148,35 |
11 |
2 755,00 |
2 950,61 |
104 |
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 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,32 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,64 |
104,66 |
104,640 |
104,640 |
104,630 |
104,630 |
104,631 |
175 000 |
192,87 |
4 |
OK0116 |
PL0000107587 |
97,32 |
97,31 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
20 000 |
19,46 |
2 |
PS0416 |
PL0000106340 |
104,66 |
104,63 |
104,660 |
104,660 |
104,620 |
104,650 |
104,643 |
285 000 |
303,82 |
9 |
OK0716 |
PL0000107926 |
96,36 |
96,31 |
96,360 |
96,360 |
96,350 |
96,350 |
96,351 |
150 000 |
144,53 |
4 |
PS1016 |
PL0000106795 |
105,64 |
105,55 |
105,660 |
105,660 |
105,570 |
105,570 |
105,622 |
160 000 |
175,76 |
8 |
PS0417 |
PL0000107058 |
106,75 |
106,65 |
106,690 |
106,690 |
106,690 |
106,690 |
106,690 |
10 000 |
10,86 |
2 |
DS1017 |
PL0000104543 |
109,37 |
109,15 |
109,120 |
109,200 |
109,070 |
109,200 |
109,137 |
95 000 |
108,12 |
5 |
PS0418 |
PL0000107314 |
105,10 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,75 |
100,64 |
100,750 |
100,750 |
100,580 |
100,580 |
100,638 |
165 000 |
166,64 |
10 |
PS0719 |
PL0000108148 |
103,82 |
103,70 |
103,780 |
103,800 |
103,690 |
103,800 |
103,767 |
80 000 |
83,38 |
4 |
DS1019 |
PL0000105441 |
114,66 |
114,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,10 |
114,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,17 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,56 |
120,25 |
120,580 |
120,580 |
120,530 |
120,530 |
120,564 |
35 000 |
44,17 |
4 |
DS1023 |
PL0000107264 |
108,35 |
107,95 |
108,320 |
108,450 |
107,880 |
107,900 |
108,070 |
275 000 |
306,99 |
25 |
DS0725 |
PL0000108197 |
101,46 |
101,13 |
101,450 |
101,450 |
101,130 |
101,250 |
101,200 |
120 000 |
122,00 |
13 |
WS0428 |
PL0000107611 |
94,42 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,97 |
127,68 |
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 |
103,50 |
103,59 |
103,590 |
103,590 |
103,590 |
103,590 |
103,590 |
10 000 |
13,33 |
1 |
IZ0823 |
PL0000105359 |
110,44 |
110,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,27 |
100,29 |
100,285 |
100,285 |
100,285 |
100,285 |
100,285 |
10 000 |
10,07 |
1 |
WZ0117 |
PL0000106936 |
100,18 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,92 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
100 000 |
100,28 |
1 |
WZ0121 |
PL0000106068 |
99,17 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,05 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 690 000 |
1 802,26 |
93 |
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 |
100,31 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
102,05 |
102,11 |
2,04 |
1,95 |
102,08 |
2,00 |
OK0715 |
PL0000107405 |
98,28 |
98,38 |
2,04 |
1,92 |
98,33 |
1,98 |
DS1015 |
PL0000103602 |
104,61 |
104,68 |
1,99 |
1,93 |
104,65 |
1,96 |
OK0116 |
PL0000107587 |
97,29 |
97,41 |
2,04 |
1,95 |
97,35 |
1,99 |
PS0416 |
PL0000106340 |
104,64 |
104,77 |
2,03 |
1,95 |
104,71 |
1,98 |
OK0716 |
PL0000107926 |
96,33 |
96,47 |
2,03 |
1,95 |
96,40 |
1,99 |
IZ0816 |
PL0000103529 |
103,26 |
103,90 |
--- |
--- |
103,58 |
--- |
PS1016 |
PL0000106795 |
105,60 |
105,72 |
2,01 |
1,95 |
105,66 |
1,98 |
WZ0117 |
PL0000106936 |
100,12 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,68 |
106,89 |
2,08 |
2,01 |
106,79 |
2,04 |
DS1017 |
PL0000104543 |
109,21 |
109,42 |
2,15 |
2,09 |
109,32 |
2,12 |
WZ0118 |
PL0000104717 |
100,03 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
105,02 |
105,26 |
2,28 |
2,21 |
105,14 |
2,25 |
PS0718 |
PL0000107595 |
100,62 |
100,84 |
2,33 |
2,27 |
100,73 |
2,30 |
WZ0119 |
PL0000107603 |
99,82 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,74 |
103,98 |
2,42 |
2,37 |
103,86 |
2,40 |
DS1019 |
PL0000105441 |
114,57 |
114,80 |
2,43 |
2,39 |
114,69 |
2,41 |
DS1020 |
PL0000106126 |
114,91 |
115,23 |
2,58 |
2,53 |
115,07 |
2,55 |
WZ0121 |
PL0000106068 |
99,08 |
99,27 |
--- |
--- |
99,18 |
--- |
DS1021 |
PL0000106670 |
119,07 |
119,44 |
2,76 |
2,70 |
119,26 |
2,73 |
WS0922 |
PL0000102646 |
120,20 |
120,56 |
2,89 |
2,84 |
120,38 |
2,87 |
IZ0823 |
PL0000105359 |
109,35 |
111,34 |
--- |
--- |
110,35 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,46 |
2,97 |
2,93 |
108,28 |
2,95 |
WZ0124 |
PL0000107454 |
98,10 |
98,38 |
--- |
--- |
98,24 |
--- |
DS0725 |
PL0000108197 |
101,30 |
101,61 |
3,10 |
3,07 |
101,46 |
3,09 |
WS0429 |
PL0000105391 |
127,44 |
128,59 |
3,34 |
3,25 |
128,02 |
3,30 |
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 |
102,06 |
102,11 |
2,03 |
1,95 |
102,09 |
1,98 |
OK0715 |
PL0000107405 |
98,29 |
98,39 |
2,03 |
1,91 |
98,34 |
1,97 |
DS1015 |
PL0000103602 |
104,56 |
104,68 |
2,04 |
1,93 |
104,62 |
1,98 |
OK0116 |
PL0000107587 |
97,22 |
97,34 |
2,09 |
2,00 |
97,28 |
2,05 |
PS0416 |
PL0000106340 |
104,56 |
104,68 |
2,08 |
2,00 |
104,62 |
2,04 |
OK0716 |
PL0000107926 |
96,26 |
96,37 |
2,07 |
2,01 |
96,32 |
2,04 |
IZ0816 |
PL0000103529 |
103,32 |
103,88 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
105,46 |
105,58 |
2,07 |
2,02 |
105,52 |
2,05 |
WZ0117 |
PL0000106936 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,52 |
106,73 |
2,15 |
2,07 |
106,63 |
2,10 |
DS1017 |
PL0000104543 |
109,06 |
109,22 |
2,20 |
2,15 |
109,14 |
2,17 |
WZ0118 |
PL0000104717 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
104,99 |
105,22 |
2,29 |
2,22 |
105,11 |
2,25 |
PS0718 |
PL0000107595 |
100,50 |
100,75 |
2,36 |
2,29 |
100,63 |
2,32 |
WZ0119 |
PL0000107603 |
99,85 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,62 |
103,84 |
2,45 |
2,40 |
103,73 |
2,42 |
DS1019 |
PL0000105441 |
114,42 |
114,69 |
2,46 |
2,41 |
114,56 |
2,43 |
DS1020 |
PL0000106126 |
114,77 |
115,13 |
2,60 |
2,54 |
114,95 |
2,57 |
WZ0121 |
PL0000106068 |
99,11 |
99,26 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
118,83 |
119,17 |
2,79 |
2,74 |
119,00 |
2,77 |
WS0922 |
PL0000102646 |
119,95 |
120,31 |
2,92 |
2,88 |
120,13 |
2,90 |
IZ0823 |
PL0000105359 |
110,00 |
111,10 |
--- |
--- |
110,55 |
--- |
DS1023 |
PL0000107264 |
107,91 |
108,13 |
2,99 |
2,97 |
108,02 |
2,98 |
WZ0124 |
PL0000107454 |
98,11 |
98,38 |
--- |
--- |
98,25 |
--- |
DS0725 |
PL0000108197 |
101,02 |
101,27 |
3,13 |
3,11 |
101,15 |
3,12 |
WS0429 |
PL0000105391 |
127,14 |
128,05 |
3,36 |
3,29 |
127,60 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,410 |
2,410 |
2,410 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,410 |
2,410 |
2,410 |
90 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,420 |
2,420 |
2,420 |
25 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
100 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,410 |
2,410 |
2,410 |
5 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
170 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,410 |
2,410 |
2,410 |
35 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,440 |
2,440 |
2,440 |
20 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,410 |
2,410 |
2,410 |
500 |
TOTAL |
1 065 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.