2014-09-24 |
MARKET DATA |
No 184 (2466) |
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 |
1 717,50 |
1 854,32 |
103 |
5 875,00 |
6 054,08 |
28 |
7 592,50 |
7 908,40 |
131 |
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 |
5 000 |
5,22 |
1 |
OK0715 |
PL0000107405 |
98,42 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,55 |
104,52 |
104,550 |
104,550 |
104,540 |
104,550 |
104,548 |
270 000 |
297,86 |
7 |
OK0116 |
PL0000107587 |
97,46 |
97,44 |
97,460 |
97,460 |
97,460 |
97,460 |
97,460 |
50 000 |
48,73 |
1 |
PS0416 |
PL0000106340 |
104,72 |
104,69 |
104,720 |
104,720 |
104,720 |
104,720 |
104,720 |
40 000 |
42,73 |
1 |
OK0716 |
PL0000107926 |
96,55 |
96,50 |
96,480 |
96,550 |
96,480 |
96,550 |
96,514 |
40 000 |
38,61 |
3 |
PS1016 |
PL0000106795 |
105,73 |
105,63 |
105,730 |
105,740 |
105,730 |
105,740 |
105,739 |
75 000 |
82,58 |
3 |
PS0417 |
PL0000107058 |
106,87 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,50 |
109,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,54 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,21 |
100,96 |
101,130 |
101,190 |
101,080 |
101,190 |
101,141 |
45 000 |
45,71 |
4 |
PS0719 |
PL0000108148 |
104,40 |
104,09 |
104,200 |
104,380 |
104,200 |
104,380 |
104,286 |
35 000 |
36,70 |
3 |
DS1019 |
PL0000105441 |
115,19 |
114,86 |
114,890 |
114,900 |
114,890 |
114,900 |
114,898 |
40 000 |
47,98 |
3 |
DS1020 |
PL0000106126 |
115,55 |
115,16 |
115,300 |
115,550 |
115,300 |
115,540 |
115,341 |
120 000 |
144,21 |
7 |
DS1021 |
PL0000106670 |
119,72 |
119,17 |
119,650 |
119,650 |
119,650 |
119,650 |
119,650 |
5 000 |
6,25 |
1 |
WS0922 |
PL0000102646 |
121,18 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,96 |
108,22 |
108,500 |
108,970 |
108,500 |
108,950 |
108,902 |
360 000 |
405,30 |
28 |
DS0725 |
PL0000108197 |
102,88 |
101,93 |
102,300 |
102,970 |
102,300 |
102,970 |
102,725 |
220 000 |
227,23 |
24 |
WS0428 |
PL0000107611 |
95,67 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,53 |
128,63 |
128,950 |
129,470 |
128,950 |
129,470 |
129,141 |
42 500 |
55,92 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,20 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,35 |
110,45 |
110,500 |
110,500 |
110,500 |
110,500 |
110,500 |
5 000 |
6,43 |
1 |
WZ0115 |
PL0000106480 |
100,24 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,18 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,37 |
99,32 |
99,350 |
99,370 |
99,350 |
99,350 |
99,361 |
215 000 |
214,62 |
8 |
WZ0124 |
PL0000107454 |
98,35 |
98,34 |
98,360 |
98,400 |
98,360 |
98,400 |
98,374 |
150 000 |
148,25 |
4 |
TOTAL |
1 717 500 |
1 854,32 |
103 |
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 |
100,26 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,04 |
1,99 |
1,89 |
102,01 |
1,94 |
OK0715 |
PL0000107405 |
98,37 |
98,45 |
2,00 |
1,90 |
98,41 |
1,95 |
DS1015 |
PL0000103602 |
104,47 |
104,55 |
2,01 |
1,93 |
104,51 |
1,97 |
OK0116 |
PL0000107587 |
97,37 |
97,47 |
2,02 |
1,94 |
97,42 |
1,98 |
PS0416 |
PL0000106340 |
104,60 |
104,72 |
2,00 |
1,92 |
104,66 |
1,96 |
OK0716 |
PL0000107926 |
96,42 |
96,53 |
2,01 |
1,95 |
96,48 |
1,98 |
IZ0816 |
PL0000103529 |
103,03 |
103,56 |
--- |
--- |
103,30 |
--- |
PS1016 |
PL0000106795 |
105,55 |
105,67 |
1,99 |
1,94 |
105,61 |
1,97 |
WZ0117 |
PL0000106936 |
100,12 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,65 |
106,79 |
2,07 |
2,01 |
106,72 |
2,04 |
DS1017 |
PL0000104543 |
109,26 |
109,42 |
2,11 |
2,06 |
109,34 |
2,08 |
WZ0118 |
PL0000104717 |
100,00 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,26 |
105,43 |
2,20 |
2,15 |
105,35 |
2,18 |
PS0718 |
PL0000107595 |
100,95 |
101,10 |
2,24 |
2,19 |
101,03 |
2,21 |
WZ0119 |
PL0000107603 |
99,92 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,18 |
2,36 |
2,32 |
104,10 |
2,34 |
DS1019 |
PL0000105441 |
114,68 |
114,93 |
2,39 |
2,35 |
114,81 |
2,37 |
DS1020 |
PL0000106126 |
114,93 |
115,26 |
2,56 |
2,51 |
115,10 |
2,54 |
WZ0121 |
PL0000106068 |
99,20 |
99,35 |
--- |
--- |
99,28 |
--- |
DS1021 |
PL0000106670 |
118,96 |
119,29 |
2,76 |
2,72 |
119,13 |
2,74 |
WS0922 |
PL0000102646 |
120,42 |
120,77 |
2,85 |
2,81 |
120,60 |
2,83 |
IZ0823 |
PL0000105359 |
109,80 |
110,68 |
--- |
--- |
110,24 |
--- |
DS1023 |
PL0000107264 |
108,05 |
108,42 |
2,97 |
2,93 |
108,24 |
2,95 |
WZ0124 |
PL0000107454 |
98,20 |
98,38 |
--- |
--- |
98,29 |
--- |
DS0725 |
PL0000108197 |
101,79 |
102,16 |
3,05 |
3,01 |
101,98 |
3,03 |
WS0429 |
PL0000105391 |
128,17 |
129,08 |
3,28 |
3,22 |
128,63 |
3,25 |
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 |
1,96 |
1,87 |
102,03 |
1,90 |
OK0715 |
PL0000107405 |
98,40 |
98,48 |
1,97 |
1,87 |
98,44 |
1,92 |
DS1015 |
PL0000103602 |
104,52 |
104,61 |
1,96 |
1,88 |
104,57 |
1,92 |
OK0116 |
PL0000107587 |
97,44 |
97,53 |
1,97 |
1,90 |
97,49 |
1,93 |
PS0416 |
PL0000106340 |
104,70 |
104,78 |
1,94 |
1,89 |
104,74 |
1,91 |
OK0716 |
PL0000107926 |
96,51 |
96,61 |
1,96 |
1,90 |
96,56 |
1,93 |
IZ0816 |
PL0000103529 |
103,07 |
103,56 |
--- |
--- |
103,32 |
--- |
PS1016 |
PL0000106795 |
105,61 |
105,75 |
1,97 |
1,90 |
105,68 |
1,93 |
WZ0117 |
PL0000106936 |
100,15 |
100,22 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,81 |
106,98 |
2,01 |
1,94 |
106,90 |
1,97 |
DS1017 |
PL0000104543 |
109,46 |
109,65 |
2,05 |
1,99 |
109,56 |
2,01 |
WZ0118 |
PL0000104717 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,51 |
105,70 |
2,13 |
2,08 |
105,61 |
2,10 |
PS0718 |
PL0000107595 |
101,17 |
101,36 |
2,18 |
2,12 |
101,27 |
2,15 |
WZ0119 |
PL0000107603 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,34 |
104,58 |
2,29 |
2,24 |
104,46 |
2,26 |
DS1019 |
PL0000105441 |
115,12 |
115,41 |
2,31 |
2,25 |
115,27 |
2,28 |
DS1020 |
PL0000106126 |
115,40 |
115,78 |
2,49 |
2,42 |
115,59 |
2,45 |
WZ0121 |
PL0000106068 |
99,33 |
99,47 |
--- |
--- |
99,40 |
--- |
DS1021 |
PL0000106670 |
119,60 |
119,95 |
2,67 |
2,62 |
119,78 |
2,65 |
WS0922 |
PL0000102646 |
121,02 |
121,33 |
2,78 |
2,74 |
121,18 |
2,76 |
IZ0823 |
PL0000105359 |
110,03 |
110,81 |
--- |
--- |
110,42 |
--- |
DS1023 |
PL0000107264 |
108,83 |
109,08 |
2,88 |
2,85 |
108,96 |
2,86 |
WZ0124 |
PL0000107454 |
98,29 |
98,49 |
--- |
--- |
98,39 |
--- |
DS0725 |
PL0000108197 |
102,61 |
102,88 |
2,96 |
2,93 |
102,75 |
2,95 |
WS0429 |
PL0000105391 |
129,13 |
130,00 |
3,21 |
3,15 |
129,57 |
3,18 |
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 |
2,390 |
2,390 |
2,390 |
140 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,390 |
2,390 |
2,390 |
200 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,320 |
2,350 |
2,342 |
190 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
40 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,390 |
2,390 |
2,390 |
300 |
PS1016 |
PL0000106795 |
0/2 |
2 |
2,370 |
2,370 |
2,370 |
60 |
DS1017 |
PL0000104543 |
1/6 |
5 |
2,400 |
2,400 |
2,400 |
105 |
PS1016 |
PL0000106795 |
1/6 |
5 |
2,400 |
2,400 |
2,400 |
100 |
PS0718 |
PL0000107595 |
1/6 |
5 |
2,400 |
2,400 |
2,400 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
40 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
65 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,390 |
2,390 |
2,390 |
55 |
TOTAL |
1 375 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,430 |
2,430 |
2,430 |
600 |
GCZ |
G.C. Poland |
1/2 |
1 |
2,460 |
2,490 |
2,472 |
3 060 |
GCZ |
G.C. Poland |
1/2 |
1 |
2,470 |
2,490 |
2,484 |
840 |
TOTAL |
4 500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.