2014-09-26 |
MARKET DATA |
No 186 (2468) |
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 |
1 065,00 |
1 149,00 |
76 |
1 400,00 |
1 503,61 |
21 |
2 465,00 |
2 652,61 |
97 |
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 |
102,00 |
102,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,45 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,51 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,51 |
97,50 |
97,490 |
97,490 |
97,490 |
97,490 |
97,490 |
100 000 |
97,49 |
1 |
PS0416 |
PL0000106340 |
104,71 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,60 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,73 |
105,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,91 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,58 |
109,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,65 |
105,45 |
105,550 |
105,550 |
105,550 |
105,550 |
105,550 |
15 000 |
16,08 |
1 |
PS0718 |
PL0000107595 |
101,26 |
101,07 |
101,100 |
101,130 |
101,050 |
101,130 |
101,095 |
165 000 |
167,56 |
10 |
PS0719 |
PL0000108148 |
104,53 |
104,25 |
104,280 |
104,280 |
104,250 |
104,250 |
104,261 |
40 000 |
41,94 |
3 |
DS1019 |
PL0000105441 |
115,34 |
115,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,64 |
115,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,92 |
119,48 |
119,660 |
119,660 |
119,610 |
119,610 |
119,630 |
65 000 |
81,24 |
5 |
WS0922 |
PL0000102646 |
121,38 |
120,64 |
121,000 |
121,000 |
120,700 |
120,700 |
120,786 |
35 000 |
42,31 |
4 |
DS1023 |
PL0000107264 |
109,02 |
108,42 |
109,020 |
109,020 |
108,450 |
108,450 |
108,781 |
250 000 |
281,27 |
25 |
DS0725 |
PL0000108197 |
103,00 |
102,30 |
102,900 |
102,900 |
102,300 |
102,300 |
102,570 |
40 000 |
41,27 |
4 |
WS0428 |
PL0000107611 |
95,83 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,77 |
128,97 |
130,040 |
130,040 |
129,000 |
129,000 |
129,422 |
30 000 |
39,57 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,32 |
103,37 |
103,370 |
103,450 |
103,370 |
103,400 |
103,408 |
25 000 |
33,27 |
4 |
IZ0823 |
PL0000105359 |
110,29 |
110,31 |
110,140 |
110,140 |
110,100 |
110,100 |
110,120 |
20 000 |
25,62 |
2 |
WZ0115 |
PL0000106480 |
100,24 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,21 |
100,180 |
100,190 |
100,180 |
100,190 |
100,185 |
100 000 |
100,68 |
6 |
WZ0118 |
PL0000104717 |
100,08 |
100,09 |
100,070 |
100,080 |
100,070 |
100,080 |
100,078 |
60 000 |
60,34 |
2 |
WZ0119 |
PL0000107603 |
99,95 |
99,98 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
100 000 |
100,47 |
3 |
WZ0121 |
PL0000106068 |
99,39 |
99,39 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
10 000 |
9,98 |
1 |
WZ0124 |
PL0000107454 |
98,45 |
98,45 |
98,450 |
98,450 |
98,450 |
98,450 |
98,450 |
10 000 |
9,89 |
1 |
TOTAL |
1 065 000 |
1 149,00 |
76 |
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 |
100,27 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,97 |
102,04 |
1,94 |
1,82 |
102,01 |
1,87 |
OK0715 |
PL0000107405 |
98,43 |
98,51 |
1,95 |
1,85 |
98,47 |
1,90 |
DS1015 |
PL0000103602 |
104,49 |
104,61 |
1,95 |
1,84 |
104,55 |
1,89 |
OK0116 |
PL0000107587 |
97,47 |
97,61 |
1,96 |
1,85 |
97,54 |
1,90 |
PS0416 |
PL0000106340 |
104,67 |
104,82 |
1,93 |
1,84 |
104,75 |
1,88 |
OK0716 |
PL0000107926 |
96,56 |
96,71 |
1,94 |
1,86 |
96,64 |
1,90 |
IZ0816 |
PL0000103529 |
103,06 |
103,62 |
--- |
--- |
103,34 |
--- |
PS1016 |
PL0000106795 |
105,67 |
105,82 |
1,92 |
1,85 |
105,75 |
1,89 |
WZ0117 |
PL0000106936 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,83 |
107,01 |
1,99 |
1,92 |
106,92 |
1,95 |
DS1017 |
PL0000104543 |
109,51 |
109,70 |
2,02 |
1,96 |
109,61 |
1,99 |
WZ0118 |
PL0000104717 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
105,55 |
105,79 |
2,11 |
2,05 |
105,67 |
2,08 |
PS0718 |
PL0000107595 |
101,19 |
101,44 |
2,17 |
2,10 |
101,32 |
2,13 |
WZ0119 |
PL0000107603 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,42 |
104,69 |
2,27 |
2,21 |
104,56 |
2,24 |
DS1019 |
PL0000105441 |
115,23 |
115,52 |
2,28 |
2,23 |
115,38 |
2,25 |
DS1020 |
PL0000106126 |
115,48 |
115,87 |
2,47 |
2,41 |
115,68 |
2,44 |
WZ0121 |
PL0000106068 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
DS1021 |
PL0000106670 |
119,73 |
120,09 |
2,65 |
2,60 |
119,91 |
2,62 |
WS0922 |
PL0000102646 |
121,17 |
121,63 |
2,76 |
2,70 |
121,40 |
2,73 |
IZ0823 |
PL0000105359 |
110,08 |
110,94 |
--- |
--- |
110,51 |
--- |
DS1023 |
PL0000107264 |
108,95 |
109,30 |
2,86 |
2,82 |
109,13 |
2,84 |
WZ0124 |
PL0000107454 |
98,37 |
98,57 |
--- |
--- |
98,47 |
--- |
DS0725 |
PL0000108197 |
102,94 |
103,27 |
2,93 |
2,89 |
103,11 |
2,91 |
WS0429 |
PL0000105391 |
129,55 |
130,20 |
3,18 |
3,13 |
129,88 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,22 |
100,26 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,98 |
102,04 |
1,92 |
1,82 |
102,01 |
1,87 |
OK0715 |
PL0000107405 |
98,43 |
98,51 |
1,95 |
1,85 |
98,47 |
1,90 |
DS1015 |
PL0000103602 |
104,48 |
104,59 |
1,96 |
1,86 |
104,54 |
1,90 |
OK0116 |
PL0000107587 |
97,45 |
97,58 |
1,98 |
1,87 |
97,52 |
1,92 |
PS0416 |
PL0000106340 |
104,63 |
104,78 |
1,96 |
1,87 |
104,71 |
1,91 |
OK0716 |
PL0000107926 |
96,54 |
96,67 |
1,95 |
1,88 |
96,61 |
1,91 |
IZ0816 |
PL0000103529 |
103,09 |
103,63 |
--- |
--- |
103,36 |
--- |
PS1016 |
PL0000106795 |
105,62 |
105,75 |
1,95 |
1,89 |
105,69 |
1,91 |
WZ0117 |
PL0000106936 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,68 |
106,87 |
2,05 |
1,97 |
106,78 |
2,01 |
DS1017 |
PL0000104543 |
109,32 |
109,48 |
2,08 |
2,03 |
109,40 |
2,05 |
WZ0118 |
PL0000104717 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
105,35 |
105,51 |
2,17 |
2,13 |
105,43 |
2,15 |
PS0718 |
PL0000107595 |
101,02 |
101,20 |
2,22 |
2,17 |
101,11 |
2,19 |
WZ0119 |
PL0000107603 |
99,91 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,07 |
104,33 |
2,34 |
2,29 |
104,20 |
2,32 |
DS1019 |
PL0000105441 |
114,85 |
115,13 |
2,36 |
2,30 |
114,99 |
2,33 |
DS1020 |
PL0000106126 |
115,08 |
115,36 |
2,53 |
2,49 |
115,22 |
2,51 |
WZ0121 |
PL0000106068 |
99,32 |
99,43 |
--- |
--- |
99,38 |
--- |
DS1021 |
PL0000106670 |
119,27 |
119,57 |
2,71 |
2,67 |
119,42 |
2,69 |
WS0922 |
PL0000102646 |
120,56 |
120,83 |
2,83 |
2,80 |
120,70 |
2,82 |
IZ0823 |
PL0000105359 |
109,79 |
110,54 |
--- |
--- |
110,17 |
--- |
DS1023 |
PL0000107264 |
108,21 |
108,51 |
2,95 |
2,92 |
108,36 |
2,93 |
WZ0124 |
PL0000107454 |
98,35 |
98,53 |
--- |
--- |
98,44 |
--- |
DS0725 |
PL0000108197 |
102,08 |
102,40 |
3,02 |
2,98 |
102,24 |
3,00 |
WS0429 |
PL0000105391 |
128,49 |
129,36 |
3,26 |
3,19 |
128,93 |
3,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
2,350 |
2,400 |
2,375 |
40 |
DS1017 |
PL0000104543 |
3/4 |
1 |
2,430 |
2,430 |
2,430 |
120 |
WS0429 |
PL0000105391 |
3/4 |
1 |
2,300 |
2,300 |
2,300 |
15 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
35 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
160 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,430 |
2,430 |
2,430 |
55 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,430 |
2,430 |
2,430 |
115 |
PS0719 |
PL0000108148 |
3/4 |
1 |
2,430 |
2,430 |
2,430 |
355 |
DS0725 |
PL0000108197 |
3/4 |
1 |
2,000 |
2,200 |
2,100 |
80 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
2,430 |
2,430 |
2,430 |
95 |
WS0922 |
PL0000102646 |
0/3 |
3 |
2,350 |
2,350 |
2,350 |
10 |
PS0719 |
PL0000108148 |
0/3 |
3 |
2,300 |
2,350 |
2,336 |
270 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
2,300 |
2,300 |
2,300 |
50 |
TOTAL |
1 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.