2014-09-16 |
MARKET DATA |
No 178 (2460) |
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 |
782,50 |
850,72 |
49 |
1 555,00 |
1 712,07 |
22 |
2 337,50 |
2 562,79 |
71 |
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 |
102,07 |
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 |
104,57 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,30 |
97,32 |
97,290 |
97,290 |
97,290 |
97,290 |
97,290 |
30 000 |
29,19 |
1 |
PS0416 |
PL0000106340 |
104,61 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,33 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,54 |
105,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,69 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,25 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,07 |
104,99 |
104,990 |
105,000 |
104,990 |
105,000 |
104,996 |
25 000 |
26,62 |
3 |
PS0718 |
PL0000107595 |
100,64 |
100,50 |
100,700 |
100,700 |
100,700 |
100,700 |
100,700 |
20 000 |
20,22 |
2 |
PS0719 |
PL0000108148 |
103,76 |
103,50 |
103,690 |
103,690 |
103,690 |
103,690 |
103,690 |
30 000 |
31,25 |
1 |
DS1019 |
PL0000105441 |
114,58 |
114,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,85 |
114,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,87 |
118,35 |
118,910 |
118,910 |
118,910 |
118,910 |
118,910 |
15 000 |
18,61 |
2 |
WS0922 |
PL0000102646 |
119,71 |
119,29 |
119,300 |
119,300 |
119,230 |
119,300 |
119,269 |
170 000 |
212,40 |
16 |
DS1023 |
PL0000107264 |
107,64 |
107,20 |
107,550 |
107,550 |
107,080 |
107,200 |
107,219 |
137 500 |
152,37 |
13 |
DS0725 |
PL0000108197 |
101,05 |
100,42 |
100,980 |
100,980 |
100,980 |
100,980 |
100,980 |
12 500 |
12,68 |
2 |
WS0428 |
PL0000107611 |
93,72 |
94,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,18 |
126,69 |
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 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,05 |
110,38 |
110,380 |
110,380 |
110,380 |
110,380 |
110,380 |
10 000 |
12,84 |
1 |
WZ0115 |
PL0000106480 |
100,28 |
100,28 |
100,280 |
100,280 |
100,280 |
100,280 |
100,280 |
207 500 |
208,92 |
5 |
WZ0117 |
PL0000106936 |
100,17 |
100,19 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
100 000 |
100,55 |
1 |
WZ0118 |
PL0000104717 |
100,06 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,88 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
25 000 |
25,07 |
2 |
WZ0121 |
PL0000106068 |
99,13 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,10 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
782 500 |
850,72 |
49 |
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 |
102,08 |
2,03 |
1,95 |
102,06 |
1,98 |
OK0715 |
PL0000107405 |
98,33 |
98,41 |
2,00 |
1,90 |
98,37 |
1,95 |
DS1015 |
PL0000103602 |
104,55 |
104,64 |
2,02 |
1,94 |
104,60 |
1,97 |
OK0116 |
PL0000107587 |
97,26 |
97,36 |
2,07 |
2,00 |
97,31 |
2,04 |
PS0416 |
PL0000106340 |
104,58 |
104,68 |
2,05 |
1,99 |
104,63 |
2,02 |
OK0716 |
PL0000107926 |
96,29 |
96,41 |
2,06 |
1,99 |
96,35 |
2,03 |
IZ0816 |
PL0000103529 |
103,12 |
103,64 |
--- |
--- |
103,38 |
--- |
PS1016 |
PL0000106795 |
105,48 |
105,60 |
2,05 |
2,00 |
105,54 |
2,03 |
WZ0117 |
PL0000106936 |
100,11 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,67 |
106,82 |
2,08 |
2,02 |
106,75 |
2,05 |
DS1017 |
PL0000104543 |
109,22 |
109,37 |
2,14 |
2,09 |
109,30 |
2,12 |
WZ0118 |
PL0000104717 |
100,03 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
105,05 |
105,23 |
2,27 |
2,22 |
105,14 |
2,24 |
PS0718 |
PL0000107595 |
100,58 |
100,73 |
2,34 |
2,30 |
100,66 |
2,32 |
WZ0119 |
PL0000107603 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
103,72 |
103,89 |
2,43 |
2,39 |
103,81 |
2,41 |
DS1019 |
PL0000105441 |
114,53 |
114,72 |
2,43 |
2,40 |
114,63 |
2,41 |
DS1020 |
PL0000106126 |
114,78 |
115,02 |
2,60 |
2,56 |
114,90 |
2,58 |
WZ0121 |
PL0000106068 |
99,07 |
99,22 |
--- |
--- |
99,15 |
--- |
DS1021 |
PL0000106670 |
118,67 |
118,96 |
2,81 |
2,77 |
118,82 |
2,79 |
WS0922 |
PL0000102646 |
119,52 |
119,86 |
2,97 |
2,93 |
119,69 |
2,95 |
IZ0823 |
PL0000105359 |
109,79 |
110,71 |
--- |
--- |
110,25 |
--- |
DS1023 |
PL0000107264 |
107,43 |
107,76 |
3,05 |
3,01 |
107,60 |
3,03 |
WZ0124 |
PL0000107454 |
98,06 |
98,30 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
100,83 |
101,14 |
3,16 |
3,12 |
100,99 |
3,14 |
WS0429 |
PL0000105391 |
126,75 |
127,55 |
3,39 |
3,33 |
127,15 |
3,36 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,25 |
100,30 |
--- |
--- |
100,28 |
--- |
PS0415 |
PL0000105953 |
102,04 |
102,09 |
2,01 |
1,93 |
102,07 |
1,97 |
OK0715 |
PL0000107405 |
98,33 |
98,40 |
2,00 |
1,91 |
98,37 |
1,95 |
DS1015 |
PL0000103602 |
104,55 |
104,63 |
2,02 |
1,94 |
104,59 |
1,98 |
OK0116 |
PL0000107587 |
97,26 |
97,34 |
2,07 |
2,01 |
97,30 |
2,04 |
PS0416 |
PL0000106340 |
104,58 |
104,65 |
2,05 |
2,01 |
104,62 |
2,03 |
OK0716 |
PL0000107926 |
96,27 |
96,37 |
2,07 |
2,02 |
96,32 |
2,05 |
IZ0816 |
PL0000103529 |
103,14 |
103,63 |
--- |
--- |
103,39 |
--- |
PS1016 |
PL0000106795 |
105,45 |
105,56 |
2,07 |
2,02 |
105,51 |
2,04 |
WZ0117 |
PL0000106936 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,52 |
106,64 |
2,14 |
2,09 |
106,58 |
2,12 |
DS1017 |
PL0000104543 |
109,06 |
109,20 |
2,19 |
2,15 |
109,13 |
2,17 |
WZ0118 |
PL0000104717 |
99,99 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
104,86 |
105,02 |
2,32 |
2,28 |
104,94 |
2,30 |
PS0718 |
PL0000107595 |
100,41 |
100,57 |
2,38 |
2,34 |
100,49 |
2,36 |
WZ0119 |
PL0000107603 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
103,45 |
103,61 |
2,48 |
2,45 |
103,53 |
2,47 |
DS1019 |
PL0000105441 |
114,20 |
114,40 |
2,50 |
2,46 |
114,30 |
2,48 |
DS1020 |
PL0000106126 |
114,40 |
114,64 |
2,66 |
2,62 |
114,52 |
2,64 |
WZ0121 |
PL0000106068 |
99,07 |
99,21 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
118,23 |
118,44 |
2,87 |
2,84 |
118,34 |
2,86 |
WS0922 |
PL0000102646 |
119,13 |
119,37 |
3,02 |
2,99 |
119,25 |
3,01 |
IZ0823 |
PL0000105359 |
109,71 |
110,63 |
--- |
--- |
110,17 |
--- |
DS1023 |
PL0000107264 |
107,07 |
107,26 |
3,09 |
3,07 |
107,17 |
3,08 |
WZ0124 |
PL0000107454 |
98,01 |
98,27 |
--- |
--- |
98,14 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,52 |
3,21 |
3,19 |
100,41 |
3,20 |
WS0429 |
PL0000105391 |
126,07 |
126,91 |
3,44 |
3,38 |
126,49 |
3,41 |
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 |
5 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
50 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
180 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
110 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
150 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
50 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
75 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
110 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
80 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,400 |
2,420 |
2,402 |
315 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
10 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,410 |
2,410 |
2,410 |
60 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
25 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,410 |
2,410 |
2,410 |
265 |
TOTAL |
1 555 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.