2014-09-12 |
MARKET DATA |
No 176 (2458) |
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 |
1 542,50 |
1 643,58 |
122 |
1 610,00 |
1 800,99 |
27 |
3 152,50 |
3 444,58 |
149 |
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 |
102,06 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,33 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,59 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,27 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,60 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,29 |
96,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,50 |
105,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,56 |
106,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,06 |
109,06 |
109,050 |
109,050 |
109,050 |
109,050 |
109,050 |
25 000 |
28,43 |
1 |
PS0418 |
PL0000107314 |
104,95 |
104,93 |
104,860 |
104,860 |
104,860 |
104,860 |
104,860 |
20 000 |
21,27 |
1 |
PS0718 |
PL0000107595 |
100,45 |
100,42 |
100,450 |
100,450 |
100,350 |
100,430 |
100,397 |
105 000 |
105,80 |
6 |
PS0719 |
PL0000108148 |
103,55 |
103,42 |
103,550 |
103,550 |
103,390 |
103,390 |
103,461 |
65 000 |
67,56 |
5 |
DS1019 |
PL0000105441 |
114,32 |
114,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,72 |
114,49 |
114,720 |
114,720 |
114,720 |
114,720 |
114,720 |
10 000 |
11,94 |
1 |
DS1021 |
PL0000106670 |
118,67 |
118,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,75 |
119,25 |
119,530 |
119,580 |
119,250 |
119,250 |
119,396 |
85 000 |
106,28 |
6 |
DS1023 |
PL0000107264 |
107,64 |
107,10 |
107,400 |
107,520 |
107,010 |
107,130 |
107,247 |
572 500 |
634,44 |
49 |
DS0725 |
PL0000108197 |
100,83 |
100,29 |
100,770 |
100,770 |
100,250 |
100,250 |
100,425 |
500 000 |
504,49 |
45 |
WS0428 |
PL0000107611 |
93,63 |
94,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,11 |
126,07 |
126,700 |
126,700 |
126,520 |
126,520 |
126,640 |
15 000 |
19,34 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,18 |
110,40 |
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 |
100,15 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,14 |
99,18 |
99,140 |
99,140 |
99,110 |
99,110 |
99,126 |
120 000 |
119,42 |
5 |
WZ0124 |
PL0000107454 |
98,10 |
98,25 |
98,100 |
98,100 |
98,100 |
98,100 |
98,100 |
25 000 |
24,62 |
1 |
TOTAL |
1 542 500 |
1 643,58 |
122 |
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 |
100,25 |
100,31 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,04 |
102,11 |
2,04 |
1,93 |
102,08 |
1,98 |
OK0715 |
PL0000107405 |
98,30 |
98,40 |
2,02 |
1,90 |
98,35 |
1,96 |
DS1015 |
PL0000103602 |
104,56 |
104,67 |
2,03 |
1,93 |
104,62 |
1,97 |
OK0116 |
PL0000107587 |
97,23 |
97,34 |
2,09 |
2,00 |
97,29 |
2,04 |
PS0416 |
PL0000106340 |
104,54 |
104,66 |
2,08 |
2,01 |
104,60 |
2,05 |
OK0716 |
PL0000107926 |
96,22 |
96,33 |
2,10 |
2,03 |
96,28 |
2,06 |
IZ0816 |
PL0000103529 |
103,25 |
103,79 |
--- |
--- |
103,52 |
--- |
PS1016 |
PL0000106795 |
105,43 |
105,58 |
2,08 |
2,01 |
105,51 |
2,05 |
WZ0117 |
PL0000106936 |
100,10 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,49 |
106,63 |
2,15 |
2,10 |
106,56 |
2,13 |
DS1017 |
PL0000104543 |
108,99 |
109,16 |
2,22 |
2,17 |
109,08 |
2,19 |
WZ0118 |
PL0000104717 |
100,02 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
104,81 |
105,02 |
2,34 |
2,28 |
104,92 |
2,31 |
PS0718 |
PL0000107595 |
100,33 |
100,57 |
2,41 |
2,34 |
100,45 |
2,37 |
WZ0119 |
PL0000107603 |
99,81 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
103,38 |
103,62 |
2,50 |
2,45 |
103,50 |
2,47 |
DS1019 |
PL0000105441 |
114,17 |
114,42 |
2,51 |
2,46 |
114,30 |
2,48 |
DS1020 |
PL0000106126 |
114,52 |
114,82 |
2,64 |
2,59 |
114,67 |
2,62 |
WZ0121 |
PL0000106068 |
99,06 |
99,24 |
--- |
--- |
99,15 |
--- |
DS1021 |
PL0000106670 |
118,43 |
118,79 |
2,85 |
2,79 |
118,61 |
2,82 |
WS0922 |
PL0000102646 |
119,45 |
119,77 |
2,98 |
2,94 |
119,61 |
2,96 |
IZ0823 |
PL0000105359 |
109,90 |
110,78 |
--- |
--- |
110,34 |
--- |
DS1023 |
PL0000107264 |
107,36 |
107,72 |
3,06 |
3,02 |
107,54 |
3,04 |
WZ0124 |
PL0000107454 |
98,06 |
98,33 |
--- |
--- |
98,20 |
--- |
DS0725 |
PL0000108197 |
100,51 |
100,87 |
3,19 |
3,15 |
100,69 |
3,17 |
WS0429 |
PL0000105391 |
126,48 |
127,37 |
3,41 |
3,35 |
126,93 |
3,38 |
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 |
102,05 |
102,11 |
2,03 |
1,93 |
102,08 |
1,98 |
OK0715 |
PL0000107405 |
98,29 |
98,40 |
2,04 |
1,90 |
98,35 |
1,96 |
DS1015 |
PL0000103602 |
104,55 |
104,66 |
2,04 |
1,94 |
104,61 |
1,98 |
OK0116 |
PL0000107587 |
97,23 |
97,34 |
2,09 |
2,00 |
97,29 |
2,04 |
PS0416 |
PL0000106340 |
104,56 |
104,66 |
2,07 |
2,01 |
104,61 |
2,04 |
OK0716 |
PL0000107926 |
96,25 |
96,34 |
2,08 |
2,03 |
96,30 |
2,05 |
IZ0816 |
PL0000103529 |
103,29 |
103,69 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
105,47 |
105,58 |
2,07 |
2,01 |
105,53 |
2,04 |
WZ0117 |
PL0000106936 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,53 |
106,71 |
2,14 |
2,07 |
106,62 |
2,11 |
DS1017 |
PL0000104543 |
108,95 |
109,11 |
2,23 |
2,18 |
109,03 |
2,21 |
WZ0118 |
PL0000104717 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
104,87 |
105,05 |
2,32 |
2,27 |
104,96 |
2,30 |
PS0718 |
PL0000107595 |
100,34 |
100,49 |
2,40 |
2,36 |
100,42 |
2,38 |
WZ0119 |
PL0000107603 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
103,36 |
103,54 |
2,50 |
2,46 |
103,45 |
2,48 |
DS1019 |
PL0000105441 |
114,13 |
114,33 |
2,51 |
2,48 |
114,23 |
2,49 |
DS1020 |
PL0000106126 |
114,30 |
114,58 |
2,68 |
2,63 |
114,44 |
2,65 |
WZ0121 |
PL0000106068 |
99,08 |
99,21 |
--- |
--- |
99,15 |
--- |
DS1021 |
PL0000106670 |
118,23 |
118,48 |
2,87 |
2,84 |
118,36 |
2,86 |
WS0922 |
PL0000102646 |
119,11 |
119,50 |
3,03 |
2,98 |
119,31 |
3,00 |
IZ0823 |
PL0000105359 |
109,72 |
110,62 |
--- |
--- |
110,17 |
--- |
DS1023 |
PL0000107264 |
107,02 |
107,36 |
3,10 |
3,06 |
107,19 |
3,08 |
WZ0124 |
PL0000107454 |
98,01 |
98,29 |
--- |
--- |
98,15 |
--- |
DS0725 |
PL0000108197 |
100,19 |
100,42 |
3,23 |
3,20 |
100,31 |
3,21 |
WS0429 |
PL0000105391 |
125,96 |
126,83 |
3,45 |
3,39 |
126,40 |
3,42 |
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 |
2,390 |
2,390 |
2,390 |
20 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
125 |
DS0725 |
PL0000108197 |
3/4 |
1 |
2,390 |
2,390 |
2,390 |
50 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
10 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,390 |
2,390 |
2,390 |
105 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,390 |
2,390 |
2,390 |
20 |
DS1021 |
PL0000106670 |
0/3 |
3 |
2,390 |
2,400 |
2,397 |
100 |
PS0417 |
PL0000107058 |
0/3 |
3 |
2,390 |
2,390 |
2,390 |
35 |
OK0715 |
PL0000107405 |
0/3 |
3 |
2,430 |
2,430 |
2,430 |
50 |
DS0725 |
PL0000108197 |
0/3 |
3 |
2,410 |
2,410 |
2,410 |
20 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
10 |
WZ0119 |
PL0000107603 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
5 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,430 |
2,430 |
2,430 |
80 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,320 |
2,390 |
2,362 |
365 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,390 |
2,390 |
2,390 |
10 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,430 |
2,430 |
2,430 |
205 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
140 |
PS0417 |
PL0000107058 |
3/10 |
7 |
2,430 |
2,430 |
2,430 |
100 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,430 |
2,430 |
2,430 |
155 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
5 |
TOTAL |
1 610 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.