2014-09-22 |
MARKET DATA |
No 182 (2464) |
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 |
1 577,50 |
1 694,79 |
94 |
2 600,00 |
2 692,49 |
21 |
4 177,50 |
4 387,28 |
115 |
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 |
102,03 |
102,030 |
102,030 |
102,030 |
102,030 |
102,030 |
182 500 |
190,38 |
6 |
OK0715 |
PL0000107405 |
98,37 |
98,40 |
98,410 |
98,410 |
98,410 |
98,410 |
98,410 |
10 000 |
9,84 |
1 |
DS1015 |
PL0000103602 |
104,54 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,41 |
97,40 |
97,400 |
97,400 |
97,400 |
97,400 |
97,400 |
125 000 |
121,75 |
4 |
PS0416 |
PL0000106340 |
104,67 |
104,67 |
104,670 |
104,700 |
104,670 |
104,700 |
104,689 |
340 000 |
363,02 |
7 |
OK0716 |
PL0000107926 |
96,45 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,58 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,73 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,31 |
109,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,35 |
105,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,90 |
100,84 |
100,850 |
100,950 |
100,840 |
100,950 |
100,853 |
55 000 |
55,70 |
4 |
PS0719 |
PL0000108148 |
104,00 |
103,95 |
103,970 |
104,000 |
103,950 |
104,000 |
103,963 |
55 000 |
57,48 |
4 |
DS1019 |
PL0000105441 |
114,83 |
114,80 |
114,830 |
114,900 |
114,830 |
114,890 |
114,880 |
55 000 |
65,95 |
5 |
DS1020 |
PL0000106126 |
115,02 |
115,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,00 |
118,96 |
118,890 |
119,000 |
118,890 |
119,000 |
118,945 |
20 000 |
24,84 |
2 |
WS0922 |
PL0000102646 |
120,35 |
120,05 |
120,100 |
120,200 |
120,100 |
120,100 |
120,128 |
175 000 |
210,25 |
14 |
DS1023 |
PL0000107264 |
108,00 |
107,78 |
107,850 |
107,900 |
107,700 |
107,900 |
107,744 |
260 000 |
289,65 |
21 |
DS0725 |
PL0000108197 |
101,54 |
101,23 |
101,250 |
101,400 |
101,200 |
101,200 |
101,288 |
202 500 |
206,21 |
21 |
WS0428 |
PL0000107611 |
94,35 |
95,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,67 |
127,34 |
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 |
103,30 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,03 |
110,30 |
110,340 |
110,340 |
110,340 |
110,340 |
110,340 |
7 500 |
9,63 |
1 |
WZ0115 |
PL0000106480 |
100,24 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,17 |
100,17 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
20 000 |
20,12 |
1 |
WZ0118 |
PL0000104717 |
100,03 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
99,97 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
25 000 |
25,10 |
1 |
WZ0121 |
PL0000106068 |
99,20 |
99,21 |
99,250 |
99,250 |
99,240 |
99,240 |
99,249 |
45 000 |
44,86 |
2 |
WZ0124 |
PL0000107454 |
98,20 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 577 500 |
1 694,79 |
94 |
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 |
101,99 |
102,05 |
2,00 |
1,91 |
102,02 |
1,95 |
OK0715 |
PL0000107405 |
98,35 |
98,42 |
2,01 |
1,93 |
98,39 |
1,96 |
DS1015 |
PL0000103602 |
104,49 |
104,59 |
2,01 |
1,92 |
104,54 |
1,96 |
OK0116 |
PL0000107587 |
97,33 |
97,45 |
2,04 |
1,95 |
97,39 |
2,00 |
PS0416 |
PL0000106340 |
104,59 |
104,71 |
2,01 |
1,94 |
104,65 |
1,98 |
OK0716 |
PL0000107926 |
96,38 |
96,51 |
2,03 |
1,95 |
96,45 |
1,99 |
IZ0816 |
PL0000103529 |
103,12 |
103,61 |
--- |
--- |
103,37 |
--- |
PS1016 |
PL0000106795 |
105,54 |
105,66 |
2,01 |
1,95 |
105,60 |
1,98 |
WZ0117 |
PL0000106936 |
100,10 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,63 |
106,79 |
2,08 |
2,02 |
106,71 |
2,05 |
DS1017 |
PL0000104543 |
109,20 |
109,38 |
2,13 |
2,08 |
109,29 |
2,10 |
WZ0118 |
PL0000104717 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,11 |
105,35 |
2,25 |
2,18 |
105,23 |
2,21 |
PS0718 |
PL0000107595 |
100,70 |
100,92 |
2,30 |
2,24 |
100,81 |
2,27 |
WZ0119 |
PL0000107603 |
99,90 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,81 |
104,05 |
2,40 |
2,35 |
103,93 |
2,38 |
DS1019 |
PL0000105441 |
114,58 |
114,84 |
2,42 |
2,37 |
114,71 |
2,39 |
DS1020 |
PL0000106126 |
114,73 |
115,08 |
2,60 |
2,54 |
114,91 |
2,57 |
WZ0121 |
PL0000106068 |
99,12 |
99,29 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
118,68 |
119,04 |
2,80 |
2,75 |
118,86 |
2,78 |
WS0922 |
PL0000102646 |
119,76 |
120,13 |
2,94 |
2,89 |
119,95 |
2,91 |
IZ0823 |
PL0000105359 |
109,68 |
110,50 |
--- |
--- |
110,09 |
--- |
DS1023 |
PL0000107264 |
107,52 |
107,86 |
3,04 |
3,00 |
107,69 |
3,02 |
WZ0124 |
PL0000107454 |
98,11 |
98,31 |
--- |
--- |
98,21 |
--- |
DS0725 |
PL0000108197 |
101,01 |
101,33 |
3,14 |
3,10 |
101,17 |
3,12 |
WS0429 |
PL0000105391 |
126,83 |
127,90 |
3,38 |
3,30 |
127,37 |
3,34 |
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 |
102,06 |
1,99 |
1,89 |
102,03 |
1,94 |
OK0715 |
PL0000107405 |
98,36 |
98,43 |
2,00 |
1,92 |
98,40 |
1,95 |
DS1015 |
PL0000103602 |
104,50 |
104,59 |
2,00 |
1,92 |
104,55 |
1,96 |
OK0116 |
PL0000107587 |
97,36 |
97,46 |
2,02 |
1,94 |
97,41 |
1,98 |
PS0416 |
PL0000106340 |
104,64 |
104,73 |
1,98 |
1,93 |
104,69 |
1,95 |
OK0716 |
PL0000107926 |
96,42 |
96,51 |
2,01 |
1,95 |
96,47 |
1,98 |
IZ0816 |
PL0000103529 |
103,11 |
103,59 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
105,56 |
105,66 |
2,00 |
1,95 |
105,61 |
1,97 |
WZ0117 |
PL0000106936 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,64 |
106,80 |
2,08 |
2,02 |
106,72 |
2,05 |
DS1017 |
PL0000104543 |
109,24 |
109,42 |
2,12 |
2,06 |
109,33 |
2,09 |
WZ0118 |
PL0000104717 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,16 |
105,35 |
2,23 |
2,18 |
105,26 |
2,20 |
PS0718 |
PL0000107595 |
100,81 |
101,00 |
2,27 |
2,22 |
100,91 |
2,25 |
WZ0119 |
PL0000107603 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,91 |
104,07 |
2,38 |
2,35 |
103,99 |
2,36 |
DS1019 |
PL0000105441 |
114,75 |
114,95 |
2,38 |
2,34 |
114,85 |
2,36 |
DS1020 |
PL0000106126 |
114,93 |
115,30 |
2,57 |
2,50 |
115,12 |
2,53 |
WZ0121 |
PL0000106068 |
99,17 |
99,31 |
--- |
--- |
99,24 |
--- |
DS1021 |
PL0000106670 |
118,84 |
119,21 |
2,78 |
2,73 |
119,03 |
2,75 |
WS0922 |
PL0000102646 |
120,17 |
120,40 |
2,89 |
2,86 |
120,29 |
2,87 |
IZ0823 |
PL0000105359 |
109,76 |
110,57 |
--- |
--- |
110,17 |
--- |
DS1023 |
PL0000107264 |
107,87 |
108,10 |
3,00 |
2,97 |
107,99 |
2,98 |
WZ0124 |
PL0000107454 |
98,16 |
98,34 |
--- |
--- |
98,25 |
--- |
DS0725 |
PL0000108197 |
101,23 |
101,49 |
3,11 |
3,08 |
101,36 |
3,10 |
WS0429 |
PL0000105391 |
127,21 |
128,22 |
3,36 |
3,28 |
127,72 |
3,32 |
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 |
2,380 |
2,380 |
2,380 |
25 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
65 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
200 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,410 |
2,410 |
2,410 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
10 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
20 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,420 |
2,420 |
2,420 |
100 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
85 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
60 |
PS1016 |
PL0000106795 |
0/2 |
2 |
2,350 |
2,350 |
2,350 |
60 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,400 |
2,430 |
2,405 |
95 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,310 |
2,310 |
2,310 |
200 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
135 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
90 |
DS0725 |
PL0000108197 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
90 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,430 |
2,430 |
2,430 |
130 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
15 |
TOTAL |
1 400 |
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 |
1 200 |
TOTAL |
1 200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.