2014-09-19 |
MARKET DATA |
No 181 (2463) |
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 |
695,00 |
778,43 |
51 |
2 960,00 |
3 125,89 |
25 |
3 655,00 |
3 904,31 |
76 |
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 |
102,02 |
102,03 |
102,030 |
102,030 |
102,030 |
102,030 |
102,030 |
100 000 |
104,31 |
1 |
OK0715 |
PL0000107405 |
98,36 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,52 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,34 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,61 |
104,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,40 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,54 |
105,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,65 |
106,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,22 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,13 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,71 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,82 |
103,70 |
103,750 |
103,820 |
103,750 |
103,780 |
103,769 |
70 000 |
73,01 |
5 |
DS1019 |
PL0000105441 |
114,60 |
114,56 |
114,600 |
114,600 |
114,600 |
114,600 |
114,600 |
10 000 |
11,96 |
1 |
DS1020 |
PL0000106126 |
114,75 |
114,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,65 |
118,55 |
118,450 |
118,650 |
118,450 |
118,650 |
118,584 |
70 000 |
86,68 |
6 |
WS0922 |
PL0000102646 |
119,80 |
119,50 |
119,580 |
119,830 |
119,580 |
119,830 |
119,742 |
112 500 |
134,71 |
10 |
DS1023 |
PL0000107264 |
107,50 |
107,24 |
107,300 |
107,550 |
107,300 |
107,500 |
107,499 |
285 000 |
316,77 |
19 |
DS0725 |
PL0000108197 |
100,95 |
100,56 |
100,900 |
101,000 |
100,900 |
100,920 |
100,967 |
37 500 |
38,06 |
8 |
WS0428 |
PL0000107611 |
93,65 |
94,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,98 |
126,67 |
126,860 |
126,860 |
126,860 |
126,860 |
126,860 |
10 000 |
12,92 |
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 |
109,85 |
110,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,24 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,02 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,20 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,19 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
695 000 |
778,43 |
51 |
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 |
102,05 |
2,00 |
1,92 |
102,03 |
1,95 |
OK0715 |
PL0000107405 |
98,34 |
98,42 |
2,02 |
1,92 |
98,38 |
1,97 |
DS1015 |
PL0000103602 |
104,50 |
104,59 |
2,01 |
1,93 |
104,55 |
1,97 |
OK0116 |
PL0000107587 |
97,32 |
97,42 |
2,05 |
1,97 |
97,37 |
2,01 |
PS0416 |
PL0000106340 |
104,58 |
104,69 |
2,03 |
1,96 |
104,64 |
1,99 |
OK0716 |
PL0000107926 |
96,36 |
96,48 |
2,04 |
1,97 |
96,42 |
2,00 |
IZ0816 |
PL0000103529 |
103,12 |
103,57 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
105,52 |
105,63 |
2,02 |
1,97 |
105,58 |
1,99 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,60 |
106,74 |
2,09 |
2,04 |
106,67 |
2,07 |
DS1017 |
PL0000104543 |
109,15 |
109,31 |
2,15 |
2,10 |
109,23 |
2,13 |
WZ0118 |
PL0000104717 |
99,99 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,07 |
105,25 |
2,26 |
2,21 |
105,16 |
2,23 |
PS0718 |
PL0000107595 |
100,63 |
100,81 |
2,32 |
2,27 |
100,72 |
2,30 |
WZ0119 |
PL0000107603 |
99,91 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,72 |
103,90 |
2,42 |
2,38 |
103,81 |
2,40 |
DS1019 |
PL0000105441 |
114,51 |
114,70 |
2,43 |
2,39 |
114,61 |
2,41 |
DS1020 |
PL0000106126 |
114,63 |
114,91 |
2,62 |
2,57 |
114,77 |
2,59 |
WZ0121 |
PL0000106068 |
99,13 |
99,28 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
118,42 |
118,72 |
2,84 |
2,80 |
118,57 |
2,82 |
WS0922 |
PL0000102646 |
119,37 |
119,67 |
2,99 |
2,95 |
119,52 |
2,97 |
IZ0823 |
PL0000105359 |
109,59 |
110,47 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
107,18 |
107,40 |
3,08 |
3,05 |
107,29 |
3,07 |
WZ0124 |
PL0000107454 |
98,10 |
98,31 |
--- |
--- |
98,21 |
--- |
DS0725 |
PL0000108197 |
100,45 |
100,76 |
3,20 |
3,16 |
100,61 |
3,18 |
WS0429 |
PL0000105391 |
126,28 |
127,18 |
3,43 |
3,36 |
126,73 |
3,39 |
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 |
102,00 |
102,05 |
2,00 |
1,92 |
102,03 |
1,95 |
OK0715 |
PL0000107405 |
98,34 |
98,42 |
2,02 |
1,92 |
98,38 |
1,97 |
DS1015 |
PL0000103602 |
104,50 |
104,60 |
2,01 |
1,92 |
104,55 |
1,97 |
OK0116 |
PL0000107587 |
97,32 |
97,43 |
2,05 |
1,96 |
97,38 |
2,00 |
PS0416 |
PL0000106340 |
104,58 |
104,70 |
2,03 |
1,95 |
104,64 |
1,99 |
OK0716 |
PL0000107926 |
96,37 |
96,46 |
2,03 |
1,98 |
96,42 |
2,00 |
IZ0816 |
PL0000103529 |
103,12 |
103,57 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
105,50 |
105,61 |
2,03 |
1,98 |
105,56 |
2,00 |
WZ0117 |
PL0000106936 |
100,12 |
100,20 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,57 |
106,74 |
2,11 |
2,04 |
106,66 |
2,07 |
DS1017 |
PL0000104543 |
109,15 |
109,31 |
2,15 |
2,10 |
109,23 |
2,13 |
WZ0118 |
PL0000104717 |
100,00 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,09 |
105,25 |
2,25 |
2,21 |
105,17 |
2,23 |
PS0718 |
PL0000107595 |
100,67 |
100,84 |
2,31 |
2,27 |
100,76 |
2,29 |
WZ0119 |
PL0000107603 |
99,91 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,75 |
103,88 |
2,42 |
2,39 |
103,82 |
2,40 |
DS1019 |
PL0000105441 |
114,51 |
114,69 |
2,43 |
2,40 |
114,60 |
2,41 |
DS1020 |
PL0000106126 |
114,57 |
114,86 |
2,63 |
2,58 |
114,72 |
2,60 |
WZ0121 |
PL0000106068 |
99,16 |
99,28 |
--- |
--- |
99,22 |
--- |
DS1021 |
PL0000106670 |
118,50 |
118,69 |
2,83 |
2,80 |
118,60 |
2,82 |
WS0922 |
PL0000102646 |
119,68 |
119,86 |
2,95 |
2,93 |
119,77 |
2,94 |
IZ0823 |
PL0000105359 |
109,68 |
110,42 |
--- |
--- |
110,05 |
--- |
DS1023 |
PL0000107264 |
107,36 |
107,56 |
3,06 |
3,03 |
107,46 |
3,05 |
WZ0124 |
PL0000107454 |
98,13 |
98,32 |
--- |
--- |
98,23 |
--- |
DS0725 |
PL0000108197 |
100,72 |
100,92 |
3,17 |
3,15 |
100,82 |
3,16 |
WS0429 |
PL0000105391 |
126,63 |
127,48 |
3,40 |
3,34 |
127,06 |
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) |
(%) |
(%) |
(%) |
PS0415 |
PL0000105953 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
70 |
PS0416 |
PL0000106340 |
3/4 |
1 |
2,430 |
2,430 |
2,430 |
150 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,420 |
2,420 |
2,420 |
20 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
150 |
DS0725 |
PL0000108197 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
80 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,300 |
2,300 |
2,300 |
20 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,250 |
2,250 |
2,250 |
180 |
DS1021 |
PL0000106670 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
20 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
80 |
PS0719 |
PL0000108148 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
220 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
30 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,430 |
2,430 |
2,430 |
65 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,300 |
2,300 |
2,300 |
90 |
PS0415 |
PL0000105953 |
3/10 |
7 |
2,430 |
2,430 |
2,430 |
130 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,430 |
2,430 |
2,430 |
135 |
PS0719 |
PL0000108148 |
3/10 |
7 |
2,430 |
2,430 |
2,430 |
200 |
TOTAL |
1 640 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
2,540 |
2,540 |
2,540 |
1 120 |
GCZ |
G.C. Poland |
3/4 |
1 |
2,540 |
2,540 |
2,540 |
200 |
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.