2014-09-30 |
MARKET DATA |
No 188 (2470) |
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 |
1 190,00 |
1 251,68 |
69 |
985,00 |
1 143,92 |
14 |
2 175,00 |
2 395,61 |
83 |
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 |
101,97 |
101,99 |
101,970 |
101,970 |
101,970 |
101,970 |
101,970 |
35 000 |
36,53 |
1 |
OK0715 |
PL0000107405 |
98,46 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,46 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,45 |
97,45 |
97,450 |
97,450 |
97,450 |
97,450 |
97,450 |
100 000 |
97,45 |
2 |
PS0416 |
PL0000106340 |
104,61 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,51 |
96,52 |
96,500 |
96,500 |
96,500 |
96,500 |
96,500 |
25 000 |
24,13 |
1 |
PS1016 |
PL0000106795 |
105,59 |
105,55 |
105,550 |
105,550 |
105,550 |
105,550 |
105,550 |
50 000 |
55,00 |
2 |
PS0417 |
PL0000107058 |
106,68 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,27 |
109,18 |
109,200 |
109,250 |
109,180 |
109,250 |
109,206 |
170 000 |
194,01 |
10 |
PS0418 |
PL0000107314 |
105,35 |
105,31 |
105,250 |
105,250 |
105,250 |
105,250 |
105,250 |
5 000 |
5,34 |
1 |
PS0718 |
PL0000107595 |
100,94 |
100,95 |
100,920 |
101,030 |
100,860 |
101,030 |
100,887 |
205 000 |
207,79 |
16 |
PS0719 |
PL0000108148 |
104,07 |
104,07 |
104,060 |
104,170 |
104,040 |
104,100 |
104,101 |
170 000 |
178,02 |
13 |
DS1019 |
PL0000105441 |
114,78 |
114,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,05 |
115,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,18 |
119,15 |
119,230 |
119,230 |
119,230 |
119,230 |
119,230 |
10 000 |
12,46 |
1 |
WS0922 |
PL0000102646 |
120,45 |
120,35 |
120,450 |
120,450 |
120,130 |
120,430 |
120,363 |
45 000 |
54,23 |
4 |
DS1023 |
PL0000107264 |
108,11 |
108,05 |
108,050 |
108,100 |
108,050 |
108,050 |
108,064 |
70 000 |
78,27 |
6 |
DS0725 |
PL0000108197 |
102,00 |
101,84 |
101,900 |
101,970 |
101,790 |
101,790 |
101,932 |
70 000 |
71,78 |
6 |
WS0428 |
PL0000107611 |
94,96 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,50 |
128,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,00 |
126,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
100,230 |
100,230 |
100,220 |
100,220 |
100,221 |
215 000 |
216,56 |
4 |
WZ0117 |
PL0000106936 |
100,17 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,07 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
20 000 |
20,12 |
2 |
WZ0119 |
PL0000107603 |
99,95 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,33 |
99,37 |
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 |
1 190 000 |
1 251,68 |
69 |
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 |
100,20 |
100,25 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
101,95 |
102,01 |
1,94 |
1,84 |
101,98 |
1,89 |
OK0715 |
PL0000107405 |
98,42 |
98,51 |
1,98 |
1,87 |
98,47 |
1,92 |
DS1015 |
PL0000103602 |
104,42 |
104,52 |
1,99 |
1,90 |
104,47 |
1,95 |
OK0116 |
PL0000107587 |
97,41 |
97,51 |
2,02 |
1,94 |
97,46 |
1,98 |
PS0416 |
PL0000106340 |
104,56 |
104,68 |
1,99 |
1,92 |
104,62 |
1,96 |
OK0716 |
PL0000107926 |
96,46 |
96,59 |
2,01 |
1,93 |
96,53 |
1,97 |
IZ0816 |
PL0000103529 |
103,23 |
103,75 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
105,54 |
105,68 |
1,98 |
1,91 |
105,61 |
1,95 |
WZ0117 |
PL0000106936 |
100,11 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,61 |
106,78 |
2,07 |
2,00 |
106,70 |
2,03 |
DS1017 |
PL0000104543 |
109,21 |
109,39 |
2,11 |
2,05 |
109,30 |
2,08 |
WZ0118 |
PL0000104717 |
100,00 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,24 |
105,48 |
2,20 |
2,13 |
105,36 |
2,17 |
PS0718 |
PL0000107595 |
100,85 |
101,09 |
2,26 |
2,20 |
100,97 |
2,23 |
WZ0119 |
PL0000107603 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,97 |
104,18 |
2,36 |
2,32 |
104,08 |
2,34 |
DS1019 |
PL0000105441 |
114,69 |
114,95 |
2,38 |
2,33 |
114,82 |
2,36 |
DS1020 |
PL0000106126 |
114,92 |
115,29 |
2,56 |
2,50 |
115,11 |
2,53 |
WZ0121 |
PL0000106068 |
99,28 |
99,44 |
--- |
--- |
99,36 |
--- |
DS1021 |
PL0000106670 |
119,07 |
119,43 |
2,74 |
2,69 |
119,25 |
2,71 |
WS0922 |
PL0000102646 |
120,31 |
120,71 |
2,86 |
2,81 |
120,51 |
2,84 |
IZ0823 |
PL0000105359 |
109,65 |
110,42 |
--- |
--- |
110,04 |
--- |
DS1023 |
PL0000107264 |
107,98 |
108,34 |
2,98 |
2,94 |
108,16 |
2,96 |
WZ0124 |
PL0000107454 |
98,34 |
98,50 |
--- |
--- |
98,42 |
--- |
DS0725 |
PL0000108197 |
101,85 |
102,24 |
3,04 |
3,00 |
102,05 |
3,02 |
WS0429 |
PL0000105391 |
128,22 |
129,03 |
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 |
100,20 |
100,25 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
101,95 |
102,01 |
1,94 |
1,84 |
101,98 |
1,89 |
OK0715 |
PL0000107405 |
98,41 |
98,48 |
1,99 |
1,90 |
98,45 |
1,94 |
DS1015 |
PL0000103602 |
104,39 |
104,48 |
2,02 |
1,94 |
104,44 |
1,97 |
OK0116 |
PL0000107587 |
97,41 |
97,48 |
2,02 |
1,96 |
97,45 |
1,98 |
PS0416 |
PL0000106340 |
104,57 |
104,66 |
1,99 |
1,93 |
104,62 |
1,96 |
OK0716 |
PL0000107926 |
96,46 |
96,55 |
2,01 |
1,95 |
96,51 |
1,98 |
IZ0816 |
PL0000103529 |
103,23 |
103,77 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
105,47 |
105,59 |
2,01 |
1,95 |
105,53 |
1,98 |
WZ0117 |
PL0000106936 |
100,14 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,65 |
106,79 |
2,05 |
2,00 |
106,72 |
2,02 |
DS1017 |
PL0000104543 |
109,19 |
109,32 |
2,12 |
2,08 |
109,26 |
2,09 |
WZ0118 |
PL0000104717 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,27 |
105,43 |
2,19 |
2,15 |
105,35 |
2,17 |
PS0718 |
PL0000107595 |
100,88 |
101,07 |
2,25 |
2,20 |
100,98 |
2,23 |
WZ0119 |
PL0000107603 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,99 |
104,18 |
2,36 |
2,32 |
104,09 |
2,34 |
DS1019 |
PL0000105441 |
114,68 |
114,97 |
2,39 |
2,33 |
114,83 |
2,36 |
DS1020 |
PL0000106126 |
114,88 |
115,24 |
2,57 |
2,51 |
115,06 |
2,54 |
WZ0121 |
PL0000106068 |
99,28 |
99,45 |
--- |
--- |
99,37 |
--- |
DS1021 |
PL0000106670 |
118,91 |
119,28 |
2,76 |
2,71 |
119,10 |
2,74 |
WS0922 |
PL0000102646 |
120,27 |
120,55 |
2,87 |
2,83 |
120,41 |
2,85 |
IZ0823 |
PL0000105359 |
109,63 |
110,43 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,28 |
2,97 |
2,94 |
108,15 |
2,96 |
WZ0124 |
PL0000107454 |
98,34 |
98,50 |
--- |
--- |
98,42 |
--- |
DS0725 |
PL0000108197 |
101,73 |
102,00 |
3,06 |
3,03 |
101,87 |
3,04 |
WS0429 |
PL0000105391 |
128,18 |
128,99 |
3,28 |
3,22 |
128,59 |
3,25 |
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 |
0/1 |
1 |
2,310 |
2,310 |
2,310 |
130 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,310 |
2,310 |
2,310 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,310 |
2,310 |
2,310 |
140 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,310 |
2,310 |
2,310 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,310 |
2,310 |
2,310 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,310 |
2,310 |
2,310 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,310 |
2,350 |
2,324 |
230 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
50 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
270 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,310 |
2,310 |
2,310 |
95 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,310 |
2,310 |
2,310 |
5 |
TOTAL |
985 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.