2014-09-17 |
MARKET DATA |
No 179 (2461) |
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 |
1 572,50 |
1 649,59 |
80 |
3 285,00 |
3 365,04 |
24 |
4 857,50 |
5 014,63 |
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 |
102,05 |
102,06 |
102,050 |
102,050 |
102,040 |
102,040 |
102,047 |
310 000 |
323,21 |
4 |
OK0715 |
PL0000107405 |
98,34 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,57 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,32 |
97,34 |
97,320 |
97,320 |
97,320 |
97,320 |
97,320 |
10 000 |
9,73 |
1 |
PS0416 |
PL0000106340 |
104,61 |
104,63 |
104,600 |
104,600 |
104,600 |
104,600 |
104,600 |
30 000 |
31,98 |
1 |
OK0716 |
PL0000107926 |
96,35 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,54 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,67 |
106,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,24 |
109,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,15 |
105,03 |
105,150 |
105,190 |
105,150 |
105,190 |
105,174 |
25 000 |
26,67 |
2 |
PS0718 |
PL0000107595 |
100,69 |
100,55 |
100,570 |
100,700 |
100,570 |
100,700 |
100,612 |
70 000 |
70,70 |
5 |
PS0719 |
PL0000108148 |
103,80 |
103,59 |
103,600 |
103,830 |
103,600 |
103,830 |
103,736 |
227 500 |
237,13 |
14 |
DS1019 |
PL0000105441 |
114,56 |
114,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,79 |
114,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,64 |
118,42 |
118,580 |
118,640 |
118,580 |
118,640 |
118,585 |
65 000 |
80,45 |
7 |
WS0922 |
PL0000102646 |
119,60 |
119,42 |
119,450 |
119,550 |
119,430 |
119,550 |
119,466 |
115 000 |
137,39 |
13 |
DS1023 |
PL0000107264 |
107,45 |
107,20 |
107,310 |
107,400 |
107,200 |
107,400 |
107,351 |
90 000 |
99,86 |
9 |
DS0725 |
PL0000108197 |
100,84 |
100,58 |
100,600 |
100,770 |
100,600 |
100,770 |
100,641 |
80 000 |
80,91 |
10 |
WS0428 |
PL0000107611 |
93,69 |
94,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,84 |
126,74 |
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 |
103,25 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,93 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,28 |
100,27 |
100,270 |
100,270 |
100,260 |
100,260 |
100,263 |
350 000 |
352,35 |
4 |
WZ0117 |
PL0000106936 |
100,15 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,85 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,15 |
99,16 |
99,160 |
99,200 |
99,160 |
99,200 |
99,194 |
200 000 |
199,21 |
10 |
WZ0124 |
PL0000107454 |
98,12 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 572 500 |
1 649,59 |
80 |
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 |
102,04 |
102,09 |
2,00 |
1,92 |
102,07 |
1,95 |
OK0715 |
PL0000107405 |
98,33 |
98,41 |
2,01 |
1,91 |
98,37 |
1,96 |
DS1015 |
PL0000103602 |
104,55 |
104,63 |
2,01 |
1,93 |
104,59 |
1,97 |
OK0116 |
PL0000107587 |
97,27 |
97,36 |
2,07 |
2,00 |
97,32 |
2,03 |
PS0416 |
PL0000106340 |
104,58 |
104,66 |
2,04 |
2,00 |
104,62 |
2,02 |
OK0716 |
PL0000107926 |
96,27 |
96,37 |
2,08 |
2,02 |
96,32 |
2,05 |
IZ0816 |
PL0000103529 |
103,13 |
103,64 |
--- |
--- |
103,39 |
--- |
PS1016 |
PL0000106795 |
105,45 |
105,58 |
2,06 |
2,00 |
105,52 |
2,03 |
WZ0117 |
PL0000106936 |
100,08 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,52 |
106,64 |
2,14 |
2,09 |
106,58 |
2,11 |
DS1017 |
PL0000104543 |
109,04 |
109,19 |
2,20 |
2,15 |
109,12 |
2,17 |
WZ0118 |
PL0000104717 |
100,00 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
104,85 |
105,06 |
2,32 |
2,26 |
104,96 |
2,29 |
PS0718 |
PL0000107595 |
100,39 |
100,60 |
2,39 |
2,33 |
100,50 |
2,36 |
WZ0119 |
PL0000107603 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
103,41 |
103,66 |
2,49 |
2,44 |
103,54 |
2,46 |
DS1019 |
PL0000105441 |
114,16 |
114,43 |
2,50 |
2,45 |
114,30 |
2,48 |
DS1020 |
PL0000106126 |
114,33 |
114,68 |
2,67 |
2,61 |
114,51 |
2,64 |
WZ0121 |
PL0000106068 |
99,06 |
99,22 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
118,18 |
118,56 |
2,88 |
2,82 |
118,37 |
2,85 |
WS0922 |
PL0000102646 |
119,13 |
119,49 |
3,02 |
2,97 |
119,31 |
2,99 |
IZ0823 |
PL0000105359 |
109,77 |
110,67 |
--- |
--- |
110,22 |
--- |
DS1023 |
PL0000107264 |
107,06 |
107,34 |
3,10 |
3,06 |
107,20 |
3,08 |
WZ0124 |
PL0000107454 |
98,01 |
98,27 |
--- |
--- |
98,14 |
--- |
DS0725 |
PL0000108197 |
100,30 |
100,67 |
3,21 |
3,17 |
100,49 |
3,19 |
WS0429 |
PL0000105391 |
126,08 |
126,85 |
3,44 |
3,38 |
126,47 |
3,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,23 |
100,29 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
102,02 |
102,09 |
2,03 |
1,92 |
102,06 |
1,97 |
OK0715 |
PL0000107405 |
98,31 |
98,40 |
2,03 |
1,92 |
98,36 |
1,97 |
DS1015 |
PL0000103602 |
104,55 |
104,64 |
2,01 |
1,93 |
104,60 |
1,96 |
OK0116 |
PL0000107587 |
97,28 |
97,38 |
2,06 |
1,99 |
97,33 |
2,02 |
PS0416 |
PL0000106340 |
104,58 |
104,71 |
2,04 |
1,96 |
104,65 |
2,00 |
OK0716 |
PL0000107926 |
96,32 |
96,44 |
2,05 |
1,98 |
96,38 |
2,01 |
IZ0816 |
PL0000103529 |
103,12 |
103,61 |
--- |
--- |
103,37 |
--- |
PS1016 |
PL0000106795 |
105,51 |
105,64 |
2,04 |
1,98 |
105,58 |
2,00 |
WZ0117 |
PL0000106936 |
100,12 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,60 |
106,75 |
2,11 |
2,05 |
106,68 |
2,07 |
DS1017 |
PL0000104543 |
109,14 |
109,30 |
2,16 |
2,11 |
109,22 |
2,14 |
WZ0118 |
PL0000104717 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,11 |
105,23 |
2,25 |
2,22 |
105,17 |
2,23 |
PS0718 |
PL0000107595 |
100,59 |
100,74 |
2,33 |
2,29 |
100,67 |
2,31 |
WZ0119 |
PL0000107603 |
99,82 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
103,66 |
103,87 |
2,44 |
2,39 |
103,77 |
2,41 |
DS1019 |
PL0000105441 |
114,42 |
114,68 |
2,45 |
2,40 |
114,55 |
2,43 |
DS1020 |
PL0000106126 |
114,62 |
114,94 |
2,62 |
2,57 |
114,78 |
2,59 |
WZ0121 |
PL0000106068 |
99,12 |
99,25 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
118,44 |
118,73 |
2,84 |
2,80 |
118,59 |
2,82 |
WS0922 |
PL0000102646 |
119,46 |
119,72 |
2,97 |
2,94 |
119,59 |
2,96 |
IZ0823 |
PL0000105359 |
109,74 |
110,59 |
--- |
--- |
110,17 |
--- |
DS1023 |
PL0000107264 |
107,36 |
107,60 |
3,06 |
3,03 |
107,48 |
3,04 |
WZ0124 |
PL0000107454 |
98,07 |
98,28 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
100,65 |
100,90 |
3,17 |
3,15 |
100,78 |
3,16 |
WS0429 |
PL0000105391 |
126,58 |
127,43 |
3,40 |
3,34 |
127,01 |
3,37 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
60 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
30 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
225 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
110 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
80 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,420 |
2,430 |
2,428 |
260 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
90 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
40 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,390 |
2,430 |
2,421 |
305 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
30 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,430 |
2,430 |
2,430 |
85 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,430 |
2,430 |
2,430 |
170 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,430 |
2,430 |
2,430 |
45 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,390 |
2,430 |
2,396 |
355 |
TOTAL |
1 965 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
2,540 |
2,540 |
2,540 |
760 |
GCZ |
G.C. Poland |
1/2 |
1 |
2,540 |
2,540 |
2,540 |
560 |
TOTAL |
1 320 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.