2014-09-15 |
MARKET DATA |
No 177 (2459) |
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 |
1 040,00 |
1 139,60 |
70 |
1 385,00 |
1 492,88 |
24 |
2 425,00 |
2 632,48 |
94 |
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 |
102,07 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,35 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,60 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,30 |
97,31 |
97,300 |
97,300 |
97,280 |
97,280 |
97,282 |
300 000 |
291,85 |
8 |
PS0416 |
PL0000106340 |
104,61 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,31 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,51 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,68 |
106,67 |
106,660 |
106,670 |
106,660 |
106,670 |
106,665 |
20 000 |
21,71 |
2 |
DS1017 |
PL0000104543 |
109,21 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,06 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,58 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,65 |
103,56 |
103,570 |
103,710 |
103,570 |
103,710 |
103,635 |
37 500 |
39,04 |
2 |
DS1019 |
PL0000105441 |
114,50 |
114,26 |
114,360 |
114,470 |
114,360 |
114,470 |
114,423 |
17 500 |
20,89 |
2 |
DS1020 |
PL0000106126 |
114,75 |
114,53 |
114,710 |
114,710 |
114,710 |
114,710 |
114,710 |
10 000 |
11,94 |
1 |
DS1021 |
PL0000106670 |
118,57 |
118,35 |
118,550 |
118,550 |
118,550 |
118,550 |
118,550 |
10 000 |
12,37 |
1 |
WS0922 |
PL0000102646 |
119,51 |
119,30 |
119,370 |
119,510 |
119,300 |
119,450 |
119,385 |
275 000 |
343,86 |
24 |
DS1023 |
PL0000107264 |
107,41 |
107,21 |
107,300 |
107,400 |
107,180 |
107,220 |
107,306 |
245 000 |
271,68 |
17 |
DS0725 |
PL0000108197 |
100,72 |
100,40 |
100,400 |
100,680 |
100,400 |
100,680 |
100,533 |
125 000 |
126,27 |
13 |
WS0428 |
PL0000107611 |
93,37 |
94,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,57 |
126,41 |
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 |
103,27 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,16 |
110,39 |
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 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,06 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,85 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,13 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,10 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 040 000 |
1 139,60 |
70 |
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 |
102,03 |
102,10 |
2,05 |
1,93 |
102,07 |
1,98 |
OK0715 |
PL0000107405 |
98,32 |
98,41 |
2,01 |
1,90 |
98,37 |
1,94 |
DS1015 |
PL0000103602 |
104,56 |
104,65 |
2,02 |
1,94 |
104,61 |
1,97 |
OK0116 |
PL0000107587 |
97,25 |
97,35 |
2,08 |
2,00 |
97,30 |
2,04 |
PS0416 |
PL0000106340 |
104,54 |
104,66 |
2,08 |
2,01 |
104,60 |
2,04 |
OK0716 |
PL0000107926 |
96,25 |
96,36 |
2,08 |
2,02 |
96,31 |
2,05 |
IZ0816 |
PL0000103529 |
103,17 |
103,69 |
--- |
--- |
103,43 |
--- |
PS1016 |
PL0000106795 |
105,46 |
105,57 |
2,07 |
2,02 |
105,52 |
2,04 |
WZ0117 |
PL0000106936 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,55 |
106,71 |
2,13 |
2,07 |
106,63 |
2,10 |
DS1017 |
PL0000104543 |
109,05 |
109,18 |
2,20 |
2,16 |
109,12 |
2,18 |
WZ0118 |
PL0000104717 |
100,02 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
104,81 |
104,99 |
2,34 |
2,29 |
104,90 |
2,31 |
PS0718 |
PL0000107595 |
100,32 |
100,53 |
2,41 |
2,35 |
100,43 |
2,38 |
WZ0119 |
PL0000107603 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
103,39 |
103,60 |
2,50 |
2,45 |
103,50 |
2,47 |
DS1019 |
PL0000105441 |
114,18 |
114,38 |
2,50 |
2,46 |
114,28 |
2,48 |
DS1020 |
PL0000106126 |
114,43 |
114,69 |
2,65 |
2,61 |
114,56 |
2,63 |
WZ0121 |
PL0000106068 |
99,04 |
99,21 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
118,20 |
118,49 |
2,88 |
2,84 |
118,35 |
2,86 |
WS0922 |
PL0000102646 |
119,13 |
119,40 |
3,02 |
2,99 |
119,27 |
3,01 |
IZ0823 |
PL0000105359 |
109,72 |
110,59 |
--- |
--- |
110,16 |
--- |
DS1023 |
PL0000107264 |
106,99 |
107,29 |
3,10 |
3,07 |
107,14 |
3,09 |
WZ0124 |
PL0000107454 |
98,02 |
98,29 |
--- |
--- |
98,16 |
--- |
DS0725 |
PL0000108197 |
100,23 |
100,52 |
3,22 |
3,19 |
100,38 |
3,20 |
WS0429 |
PL0000105391 |
125,87 |
126,74 |
3,46 |
3,39 |
126,31 |
3,43 |
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 |
102,10 |
2,01 |
1,93 |
102,08 |
1,97 |
OK0715 |
PL0000107405 |
98,32 |
98,41 |
2,01 |
1,90 |
98,37 |
1,94 |
DS1015 |
PL0000103602 |
104,56 |
104,65 |
2,02 |
1,94 |
104,61 |
1,97 |
OK0116 |
PL0000107587 |
97,26 |
97,36 |
2,07 |
1,99 |
97,31 |
2,03 |
PS0416 |
PL0000106340 |
104,58 |
104,68 |
2,05 |
1,99 |
104,63 |
2,02 |
OK0716 |
PL0000107926 |
96,29 |
96,40 |
2,06 |
2,00 |
96,35 |
2,02 |
IZ0816 |
PL0000103529 |
103,15 |
103,68 |
--- |
--- |
103,42 |
--- |
PS1016 |
PL0000106795 |
105,42 |
105,55 |
2,09 |
2,02 |
105,49 |
2,05 |
WZ0117 |
PL0000106936 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,61 |
106,72 |
2,11 |
2,06 |
106,67 |
2,08 |
DS1017 |
PL0000104543 |
109,12 |
109,26 |
2,18 |
2,13 |
109,19 |
2,15 |
WZ0118 |
PL0000104717 |
100,03 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
105,01 |
105,18 |
2,28 |
2,23 |
105,10 |
2,26 |
PS0718 |
PL0000107595 |
100,52 |
100,67 |
2,35 |
2,31 |
100,60 |
2,33 |
WZ0119 |
PL0000107603 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,58 |
103,76 |
2,46 |
2,42 |
103,67 |
2,44 |
DS1019 |
PL0000105441 |
114,32 |
114,55 |
2,48 |
2,43 |
114,44 |
2,45 |
DS1020 |
PL0000106126 |
114,52 |
114,81 |
2,64 |
2,59 |
114,67 |
2,61 |
WZ0121 |
PL0000106068 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
118,33 |
118,64 |
2,86 |
2,81 |
118,49 |
2,84 |
WS0922 |
PL0000102646 |
119,29 |
119,63 |
3,00 |
2,96 |
119,46 |
2,98 |
IZ0823 |
PL0000105359 |
109,75 |
110,68 |
--- |
--- |
110,22 |
--- |
DS1023 |
PL0000107264 |
107,29 |
107,54 |
3,07 |
3,04 |
107,42 |
3,05 |
WZ0124 |
PL0000107454 |
98,06 |
98,29 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
100,55 |
100,76 |
3,19 |
3,16 |
100,66 |
3,17 |
WS0429 |
PL0000105391 |
126,26 |
127,08 |
3,43 |
3,37 |
126,67 |
3,40 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
90 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
35 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
100 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
20 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
5 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
80 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,430 |
2,430 |
2,430 |
120 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,400 |
2,420 |
2,406 |
100 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
125 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,430 |
2,430 |
2,430 |
85 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
60 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
280 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,390 |
2,430 |
2,407 |
105 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,430 |
2,430 |
2,430 |
130 |
TOTAL |
1 385 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.