2014-09-18 |
MARKET DATA |
No 180 (2462) |
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 |
1 837,50 |
1 945,63 |
129 |
3 810,00 |
3 992,82 |
27 |
5 647,50 |
5 938,45 |
156 |
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 |
102,03 |
102,04 |
102,050 |
102,050 |
102,050 |
102,050 |
102,050 |
40 000 |
41,72 |
1 |
OK0715 |
PL0000107405 |
98,35 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,53 |
104,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,34 |
97,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,61 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,38 |
96,39 |
96,380 |
96,380 |
96,380 |
96,380 |
96,380 |
25 000 |
24,10 |
1 |
PS1016 |
PL0000106795 |
105,57 |
105,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,67 |
106,67 |
106,690 |
106,690 |
106,690 |
106,690 |
106,690 |
25 000 |
27,16 |
1 |
DS1017 |
PL0000104543 |
109,22 |
109,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,10 |
105,05 |
105,060 |
105,060 |
105,060 |
105,060 |
105,060 |
10 000 |
10,66 |
1 |
PS0718 |
PL0000107595 |
100,69 |
100,60 |
100,660 |
100,660 |
100,650 |
100,660 |
100,655 |
40 000 |
40,42 |
4 |
PS0719 |
PL0000108148 |
103,76 |
103,60 |
103,600 |
103,760 |
103,600 |
103,680 |
103,688 |
590 000 |
614,86 |
41 |
DS1019 |
PL0000105441 |
114,52 |
114,44 |
114,530 |
114,660 |
114,530 |
114,580 |
114,580 |
55 000 |
65,77 |
5 |
DS1020 |
PL0000106126 |
114,67 |
114,60 |
114,600 |
114,600 |
114,600 |
114,600 |
114,600 |
10 000 |
11,94 |
1 |
DS1021 |
PL0000106670 |
118,50 |
118,37 |
118,410 |
118,410 |
118,410 |
118,410 |
118,410 |
10 000 |
12,36 |
1 |
WS0922 |
PL0000102646 |
119,55 |
119,28 |
119,630 |
119,630 |
119,350 |
119,350 |
119,442 |
157 500 |
188,12 |
15 |
DS1023 |
PL0000107264 |
107,31 |
107,06 |
107,110 |
107,260 |
107,110 |
107,140 |
107,161 |
257 500 |
285,31 |
28 |
DS0725 |
PL0000108197 |
100,65 |
100,30 |
100,260 |
100,650 |
100,170 |
100,500 |
100,342 |
110 000 |
110,95 |
10 |
WS0428 |
PL0000107611 |
93,28 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,49 |
126,24 |
126,650 |
126,650 |
126,650 |
126,650 |
126,650 |
10 000 |
12,90 |
1 |
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 |
109,86 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,25 |
100,25 |
100,250 |
100,250 |
100,240 |
100,240 |
100,246 |
25 000 |
25,17 |
2 |
WZ0117 |
PL0000106936 |
100,15 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,07 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
25 000 |
25,12 |
1 |
WZ0119 |
PL0000107603 |
100,00 |
99,91 |
99,970 |
100,000 |
99,920 |
99,920 |
99,971 |
417 500 |
419,18 |
14 |
WZ0121 |
PL0000106068 |
99,24 |
99,18 |
99,180 |
99,180 |
99,180 |
99,180 |
99,180 |
30 000 |
29,88 |
2 |
WZ0124 |
PL0000107454 |
98,23 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 837 500 |
1 945,63 |
129 |
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 |
100,22 |
100,28 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
102,00 |
102,06 |
2,02 |
1,92 |
102,03 |
1,97 |
OK0715 |
PL0000107405 |
98,33 |
98,42 |
2,03 |
1,91 |
98,38 |
1,96 |
DS1015 |
PL0000103602 |
104,51 |
104,62 |
2,01 |
1,91 |
104,57 |
1,96 |
OK0116 |
PL0000107587 |
97,28 |
97,40 |
2,08 |
1,98 |
97,34 |
2,03 |
PS0416 |
PL0000106340 |
104,53 |
104,65 |
2,06 |
1,99 |
104,59 |
2,02 |
OK0716 |
PL0000107926 |
96,31 |
96,45 |
2,06 |
1,98 |
96,38 |
2,02 |
IZ0816 |
PL0000103529 |
103,12 |
103,57 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
105,45 |
105,60 |
2,05 |
1,98 |
105,53 |
2,02 |
WZ0117 |
PL0000106936 |
100,09 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,56 |
106,74 |
2,11 |
2,04 |
106,65 |
2,08 |
DS1017 |
PL0000104543 |
109,08 |
109,26 |
2,18 |
2,12 |
109,17 |
2,15 |
WZ0118 |
PL0000104717 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
104,97 |
105,17 |
2,29 |
2,23 |
105,07 |
2,26 |
PS0718 |
PL0000107595 |
100,48 |
100,73 |
2,36 |
2,30 |
100,61 |
2,33 |
WZ0119 |
PL0000107603 |
99,84 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
103,52 |
103,74 |
2,47 |
2,42 |
103,63 |
2,44 |
DS1019 |
PL0000105441 |
114,26 |
114,55 |
2,48 |
2,42 |
114,41 |
2,45 |
DS1020 |
PL0000106126 |
114,42 |
114,79 |
2,65 |
2,59 |
114,61 |
2,62 |
WZ0121 |
PL0000106068 |
99,11 |
99,26 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
118,23 |
118,61 |
2,87 |
2,81 |
118,42 |
2,84 |
WS0922 |
PL0000102646 |
119,15 |
119,50 |
3,02 |
2,97 |
119,33 |
2,99 |
IZ0823 |
PL0000105359 |
109,56 |
110,49 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
106,98 |
107,29 |
3,10 |
3,07 |
107,14 |
3,08 |
WZ0124 |
PL0000107454 |
98,07 |
98,25 |
--- |
--- |
98,16 |
--- |
DS0725 |
PL0000108197 |
100,23 |
100,61 |
3,22 |
3,18 |
100,42 |
3,20 |
WS0429 |
PL0000105391 |
125,69 |
126,76 |
3,47 |
3,39 |
126,23 |
3,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,22 |
100,27 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
102,01 |
102,06 |
2,00 |
1,92 |
102,04 |
1,95 |
OK0715 |
PL0000107405 |
98,33 |
98,41 |
2,03 |
1,93 |
98,37 |
1,98 |
DS1015 |
PL0000103602 |
104,51 |
104,61 |
2,01 |
1,92 |
104,56 |
1,97 |
OK0116 |
PL0000107587 |
97,32 |
97,39 |
2,04 |
1,99 |
97,36 |
2,01 |
PS0416 |
PL0000106340 |
104,58 |
104,72 |
2,03 |
1,94 |
104,65 |
1,99 |
OK0716 |
PL0000107926 |
96,35 |
96,44 |
2,04 |
1,99 |
96,40 |
2,01 |
IZ0816 |
PL0000103529 |
103,13 |
103,60 |
--- |
--- |
103,37 |
--- |
PS1016 |
PL0000106795 |
105,52 |
105,64 |
2,02 |
1,97 |
105,58 |
1,99 |
WZ0117 |
PL0000106936 |
100,12 |
100,19 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,57 |
106,74 |
2,11 |
2,04 |
106,66 |
2,07 |
DS1017 |
PL0000104543 |
109,10 |
109,29 |
2,17 |
2,11 |
109,20 |
2,14 |
WZ0118 |
PL0000104717 |
100,00 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,05 |
105,20 |
2,26 |
2,22 |
105,13 |
2,24 |
PS0718 |
PL0000107595 |
100,61 |
100,76 |
2,33 |
2,29 |
100,69 |
2,31 |
WZ0119 |
PL0000107603 |
99,89 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
103,62 |
103,81 |
2,45 |
2,40 |
103,72 |
2,42 |
DS1019 |
PL0000105441 |
114,33 |
114,62 |
2,47 |
2,41 |
114,48 |
2,44 |
DS1020 |
PL0000106126 |
114,48 |
114,69 |
2,64 |
2,61 |
114,59 |
2,62 |
WZ0121 |
PL0000106068 |
99,12 |
99,27 |
--- |
--- |
99,20 |
--- |
DS1021 |
PL0000106670 |
118,28 |
118,54 |
2,86 |
2,82 |
118,41 |
2,84 |
WS0922 |
PL0000102646 |
119,38 |
119,57 |
2,99 |
2,96 |
119,48 |
2,97 |
IZ0823 |
PL0000105359 |
109,52 |
110,53 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
107,08 |
107,30 |
3,09 |
3,07 |
107,19 |
3,08 |
WZ0124 |
PL0000107454 |
98,09 |
98,32 |
--- |
--- |
98,21 |
--- |
DS0725 |
PL0000108197 |
100,39 |
100,64 |
3,20 |
3,18 |
100,52 |
3,19 |
WS0429 |
PL0000105391 |
126,23 |
126,94 |
3,43 |
3,38 |
126,59 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
40 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
980 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
2,390 |
2,400 |
2,398 |
105 |
WS0429 |
PL0000105391 |
1/4 |
3 |
2,300 |
2,300 |
2,300 |
10 |
PS0415 |
PL0000105953 |
1/4 |
3 |
2,390 |
2,390 |
2,390 |
200 |
PS0416 |
PL0000106340 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
65 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,390 |
2,410 |
2,393 |
135 |
PS0719 |
PL0000108148 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
15 |
DS0725 |
PL0000108197 |
1/4 |
3 |
2,410 |
2,410 |
2,410 |
70 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,430 |
2,430 |
2,430 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,430 |
2,430 |
2,430 |
80 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
140 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,410 |
2,410 |
2,410 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,410 |
2,410 |
2,410 |
295 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
105 |
TOTAL |
2 370 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
2,540 |
2,540 |
2,540 |
880 |
GCZ |
G.C. Poland |
1/4 |
3 |
2,540 |
2,540 |
2,540 |
560 |
TOTAL |
1 440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.