2014-09-29 |
MARKET DATA |
No 187 (2469) |
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 |
832,50 |
889,18 |
49 |
2 635,00 |
3 078,29 |
26 |
3 467,50 |
3 967,47 |
75 |
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 |
101,99 |
101,99 |
101,990 |
101,990 |
101,980 |
101,990 |
101,986 |
255 000 |
266,17 |
4 |
OK0715 |
PL0000107405 |
98,45 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,51 |
104,50 |
104,500 |
104,500 |
104,500 |
104,500 |
104,500 |
10 000 |
11,04 |
1 |
OK0116 |
PL0000107587 |
97,49 |
97,48 |
97,470 |
97,490 |
97,470 |
97,490 |
97,475 |
20 000 |
19,50 |
2 |
PS0416 |
PL0000106340 |
104,69 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,57 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,66 |
105,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,83 |
106,81 |
106,750 |
106,750 |
106,740 |
106,740 |
106,743 |
100 000 |
108,81 |
4 |
DS1017 |
PL0000104543 |
109,43 |
109,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,53 |
105,42 |
105,440 |
105,440 |
105,440 |
105,440 |
105,440 |
20 000 |
21,41 |
2 |
PS0718 |
PL0000107595 |
101,21 |
101,12 |
101,120 |
101,150 |
101,030 |
101,030 |
101,127 |
115 000 |
116,83 |
10 |
PS0719 |
PL0000108148 |
104,30 |
104,18 |
104,220 |
104,380 |
104,220 |
104,250 |
104,288 |
65 000 |
68,18 |
5 |
DS1019 |
PL0000105441 |
115,07 |
114,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,35 |
115,22 |
115,350 |
115,350 |
115,340 |
115,340 |
115,342 |
45 000 |
54,11 |
2 |
DS1021 |
PL0000106670 |
119,39 |
119,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,85 |
120,60 |
120,600 |
120,600 |
120,500 |
120,500 |
120,567 |
30 000 |
36,21 |
3 |
DS1023 |
PL0000107264 |
108,40 |
108,20 |
108,150 |
108,400 |
108,110 |
108,400 |
108,181 |
80 000 |
89,53 |
7 |
DS0725 |
PL0000108197 |
102,37 |
102,15 |
102,170 |
102,370 |
102,170 |
102,200 |
102,266 |
85 000 |
87,44 |
7 |
WS0428 |
PL0000107611 |
95,29 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,00 |
128,92 |
128,600 |
128,600 |
128,600 |
128,600 |
128,600 |
2 500 |
3,28 |
1 |
WS0437 |
PL0000104857 |
0,00 |
127,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,45 |
103,50 |
103,500 |
103,500 |
103,500 |
103,500 |
103,500 |
5 000 |
6,66 |
1 |
IZ0823 |
PL0000105359 |
109,80 |
110,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,23 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,17 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,34 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,38 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
832 500 |
889,18 |
49 |
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 |
100,21 |
100,26 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,96 |
102,02 |
1,94 |
1,84 |
101,99 |
1,89 |
OK0715 |
PL0000107405 |
98,43 |
98,52 |
1,96 |
1,85 |
98,48 |
1,90 |
DS1015 |
PL0000103602 |
104,47 |
104,55 |
1,96 |
1,88 |
104,51 |
1,92 |
OK0116 |
PL0000107587 |
97,44 |
97,55 |
1,99 |
1,90 |
97,50 |
1,94 |
PS0416 |
PL0000106340 |
104,61 |
104,75 |
1,97 |
1,88 |
104,68 |
1,92 |
OK0716 |
PL0000107926 |
96,51 |
96,63 |
1,97 |
1,91 |
96,57 |
1,94 |
IZ0816 |
PL0000103529 |
103,09 |
103,60 |
--- |
--- |
103,35 |
--- |
PS1016 |
PL0000106795 |
105,58 |
105,71 |
1,96 |
1,90 |
105,65 |
1,93 |
WZ0117 |
PL0000106936 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,68 |
106,85 |
2,04 |
1,98 |
106,77 |
2,01 |
DS1017 |
PL0000104543 |
109,31 |
109,48 |
2,08 |
2,03 |
109,40 |
2,05 |
WZ0118 |
PL0000104717 |
99,99 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,35 |
105,52 |
2,17 |
2,12 |
105,44 |
2,14 |
PS0718 |
PL0000107595 |
100,96 |
101,15 |
2,23 |
2,18 |
101,06 |
2,20 |
WZ0119 |
PL0000107603 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,22 |
2,36 |
2,31 |
104,12 |
2,33 |
DS1019 |
PL0000105441 |
114,72 |
115,01 |
2,38 |
2,32 |
114,87 |
2,35 |
DS1020 |
PL0000106126 |
114,91 |
115,26 |
2,56 |
2,50 |
115,09 |
2,53 |
WZ0121 |
PL0000106068 |
99,30 |
99,45 |
--- |
--- |
99,38 |
--- |
DS1021 |
PL0000106670 |
119,00 |
119,40 |
2,75 |
2,69 |
119,20 |
2,72 |
WS0922 |
PL0000102646 |
120,44 |
120,78 |
2,85 |
2,80 |
120,61 |
2,83 |
IZ0823 |
PL0000105359 |
109,63 |
110,43 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,05 |
108,37 |
2,97 |
2,93 |
108,21 |
2,95 |
WZ0124 |
PL0000107454 |
98,32 |
98,51 |
--- |
--- |
98,42 |
--- |
DS0725 |
PL0000108197 |
101,84 |
102,24 |
3,04 |
3,00 |
102,04 |
3,02 |
WS0429 |
PL0000105391 |
128,38 |
129,12 |
3,27 |
3,21 |
128,75 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,21 |
100,25 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
101,96 |
102,03 |
1,94 |
1,82 |
102,00 |
1,87 |
OK0715 |
PL0000107405 |
98,42 |
98,51 |
1,97 |
1,86 |
98,47 |
1,91 |
DS1015 |
PL0000103602 |
104,44 |
104,52 |
1,98 |
1,91 |
104,48 |
1,95 |
OK0116 |
PL0000107587 |
97,44 |
97,53 |
1,99 |
1,92 |
97,49 |
1,95 |
PS0416 |
PL0000106340 |
104,59 |
104,71 |
1,98 |
1,90 |
104,65 |
1,94 |
OK0716 |
PL0000107926 |
96,48 |
96,58 |
1,99 |
1,93 |
96,53 |
1,96 |
IZ0816 |
PL0000103529 |
103,26 |
103,73 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
105,57 |
105,67 |
1,97 |
1,92 |
105,62 |
1,94 |
WZ0117 |
PL0000106936 |
100,14 |
100,21 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,72 |
106,84 |
2,03 |
1,98 |
106,78 |
2,00 |
DS1017 |
PL0000104543 |
109,27 |
109,46 |
2,09 |
2,03 |
109,37 |
2,06 |
WZ0118 |
PL0000104717 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,32 |
105,47 |
2,18 |
2,14 |
105,40 |
2,16 |
PS0718 |
PL0000107595 |
100,99 |
101,18 |
2,22 |
2,17 |
101,09 |
2,20 |
WZ0119 |
PL0000107603 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,08 |
104,29 |
2,34 |
2,30 |
104,19 |
2,32 |
DS1019 |
PL0000105441 |
114,87 |
115,06 |
2,35 |
2,31 |
114,97 |
2,33 |
DS1020 |
PL0000106126 |
115,04 |
115,37 |
2,54 |
2,49 |
115,21 |
2,51 |
WZ0121 |
PL0000106068 |
99,29 |
99,43 |
--- |
--- |
99,36 |
--- |
DS1021 |
PL0000106670 |
119,16 |
119,47 |
2,73 |
2,68 |
119,32 |
2,71 |
WS0922 |
PL0000102646 |
120,45 |
120,67 |
2,85 |
2,82 |
120,56 |
2,83 |
IZ0823 |
PL0000105359 |
109,66 |
110,42 |
--- |
--- |
110,04 |
--- |
DS1023 |
PL0000107264 |
108,15 |
108,46 |
2,96 |
2,92 |
108,31 |
2,94 |
WZ0124 |
PL0000107454 |
98,36 |
98,53 |
--- |
--- |
98,45 |
--- |
DS0725 |
PL0000108197 |
101,94 |
102,26 |
3,03 |
3,00 |
102,10 |
3,02 |
WS0429 |
PL0000105391 |
128,53 |
129,29 |
3,25 |
3,20 |
128,91 |
3,23 |
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 |
2,270 |
2,270 |
2,270 |
30 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,270 |
2,270 |
2,270 |
135 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,270 |
2,270 |
2,270 |
30 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
80 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
5 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
115 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
670 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
25 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
25 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,200 |
2,350 |
2,243 |
210 |
PS1016 |
PL0000106795 |
2/3 |
1 |
2,350 |
2,350 |
2,350 |
95 |
DS0725 |
PL0000108197 |
2/3 |
1 |
2,200 |
2,200 |
2,200 |
285 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
75 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
170 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
190 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
395 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
65 |
TOTAL |
2 635 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.