2014-10-01 |
MARKET DATA |
No 189 (2471) |
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 |
1 252,50 |
1 356,91 |
102 |
1 195,00 |
1 340,46 |
25 |
2 447,50 |
2 697,37 |
127 |
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 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,46 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,43 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,48 |
97,48 |
97,480 |
97,480 |
97,480 |
97,480 |
97,480 |
25 000 |
24,37 |
1 |
PS0416 |
PL0000106340 |
104,60 |
104,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,54 |
96,53 |
96,520 |
96,530 |
96,510 |
96,530 |
96,521 |
55 000 |
53,09 |
4 |
PS1016 |
PL0000106795 |
105,57 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,86 |
106,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,41 |
109,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,43 |
105,34 |
105,460 |
105,460 |
105,460 |
105,460 |
105,460 |
25 000 |
26,78 |
2 |
PS0718 |
PL0000107595 |
101,18 |
100,94 |
100,830 |
101,180 |
100,830 |
101,120 |
101,081 |
70 000 |
71,09 |
6 |
PS0719 |
PL0000108148 |
104,37 |
103,83 |
103,860 |
104,350 |
103,860 |
104,340 |
104,213 |
335 000 |
351,20 |
23 |
DS1019 |
PL0000105441 |
115,25 |
114,72 |
115,000 |
115,280 |
115,000 |
115,280 |
115,205 |
127 500 |
153,48 |
11 |
DS1020 |
PL0000106126 |
115,30 |
115,02 |
115,210 |
115,210 |
115,210 |
115,210 |
115,210 |
10 000 |
12,01 |
1 |
DS1021 |
PL0000106670 |
119,49 |
119,10 |
119,150 |
119,160 |
119,150 |
119,160 |
119,158 |
25 000 |
31,14 |
2 |
WS0922 |
PL0000102646 |
120,95 |
120,35 |
121,000 |
121,000 |
120,870 |
120,870 |
120,935 |
20 000 |
24,22 |
2 |
DS1023 |
PL0000107264 |
108,68 |
107,92 |
107,900 |
108,700 |
107,800 |
108,500 |
108,292 |
372 500 |
417,39 |
35 |
DS0725 |
PL0000108197 |
102,50 |
101,80 |
101,980 |
102,400 |
101,980 |
102,400 |
102,125 |
162 500 |
166,97 |
14 |
WS0428 |
PL0000107611 |
95,40 |
95,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,24 |
128,27 |
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 |
103,40 |
103,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,06 |
109,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,23 |
100,22 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
25 000 |
25,18 |
1 |
WZ0117 |
PL0000106936 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,06 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,33 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,38 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 252 500 |
1 356,91 |
102 |
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 |
101,93 |
102,01 |
1,96 |
1,82 |
101,97 |
1,89 |
OK0715 |
PL0000107405 |
98,42 |
98,51 |
1,99 |
1,87 |
98,47 |
1,92 |
DS1015 |
PL0000103602 |
104,39 |
104,48 |
2,01 |
1,93 |
104,44 |
1,96 |
OK0116 |
PL0000107587 |
97,41 |
97,51 |
2,02 |
1,94 |
97,46 |
1,98 |
PS0416 |
PL0000106340 |
104,53 |
104,66 |
2,01 |
1,93 |
104,60 |
1,96 |
OK0716 |
PL0000107926 |
96,45 |
96,57 |
2,02 |
1,95 |
96,51 |
1,98 |
IZ0816 |
PL0000103529 |
103,22 |
103,71 |
--- |
--- |
103,47 |
--- |
PS1016 |
PL0000106795 |
105,46 |
105,62 |
2,01 |
1,94 |
105,54 |
1,98 |
WZ0117 |
PL0000106936 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,60 |
106,78 |
2,07 |
2,00 |
106,69 |
2,03 |
DS1017 |
PL0000104543 |
109,16 |
109,36 |
2,12 |
2,06 |
109,26 |
2,09 |
WZ0118 |
PL0000104717 |
99,99 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,19 |
105,45 |
2,21 |
2,14 |
105,32 |
2,18 |
PS0718 |
PL0000107595 |
100,80 |
101,04 |
2,28 |
2,21 |
100,92 |
2,24 |
WZ0119 |
PL0000107603 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,89 |
104,10 |
2,38 |
2,34 |
104,00 |
2,36 |
DS1019 |
PL0000105441 |
114,58 |
114,87 |
2,40 |
2,35 |
114,73 |
2,37 |
DS1020 |
PL0000106126 |
114,79 |
115,17 |
2,58 |
2,52 |
114,98 |
2,55 |
WZ0121 |
PL0000106068 |
99,30 |
99,46 |
--- |
--- |
99,38 |
--- |
DS1021 |
PL0000106670 |
118,81 |
119,23 |
2,78 |
2,72 |
119,02 |
2,75 |
WS0922 |
PL0000102646 |
120,05 |
120,48 |
2,89 |
2,84 |
120,27 |
2,87 |
IZ0823 |
PL0000105359 |
109,55 |
110,22 |
--- |
--- |
109,89 |
--- |
DS1023 |
PL0000107264 |
107,82 |
108,06 |
3,00 |
2,97 |
107,94 |
2,98 |
WZ0124 |
PL0000107454 |
98,34 |
98,52 |
--- |
--- |
98,43 |
--- |
DS0725 |
PL0000108197 |
101,61 |
101,93 |
3,07 |
3,03 |
101,77 |
3,05 |
WS0429 |
PL0000105391 |
127,92 |
128,62 |
3,30 |
3,25 |
128,27 |
3,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,21 |
100,26 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,95 |
102,01 |
1,93 |
1,82 |
101,98 |
1,87 |
OK0715 |
PL0000107405 |
98,44 |
98,52 |
1,96 |
1,86 |
98,48 |
1,91 |
DS1015 |
PL0000103602 |
104,42 |
104,51 |
1,98 |
1,90 |
104,47 |
1,94 |
OK0116 |
PL0000107587 |
97,45 |
97,51 |
1,99 |
1,94 |
97,48 |
1,96 |
PS0416 |
PL0000106340 |
104,59 |
104,71 |
1,97 |
1,89 |
104,65 |
1,93 |
OK0716 |
PL0000107926 |
96,52 |
96,61 |
1,98 |
1,92 |
96,57 |
1,95 |
IZ0816 |
PL0000103529 |
103,25 |
103,79 |
--- |
--- |
103,52 |
--- |
PS1016 |
PL0000106795 |
105,55 |
105,66 |
1,97 |
1,92 |
105,61 |
1,94 |
WZ0117 |
PL0000106936 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,76 |
106,93 |
2,01 |
1,94 |
106,85 |
1,97 |
DS1017 |
PL0000104543 |
109,35 |
109,54 |
2,06 |
2,00 |
109,45 |
2,03 |
WZ0118 |
PL0000104717 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,40 |
105,65 |
2,15 |
2,08 |
105,53 |
2,12 |
PS0718 |
PL0000107595 |
101,13 |
101,33 |
2,18 |
2,13 |
101,23 |
2,16 |
WZ0119 |
PL0000107603 |
99,90 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,31 |
104,46 |
2,29 |
2,26 |
104,39 |
2,27 |
DS1019 |
PL0000105441 |
115,04 |
115,28 |
2,31 |
2,27 |
115,16 |
2,29 |
DS1020 |
PL0000106126 |
115,20 |
115,56 |
2,51 |
2,45 |
115,38 |
2,48 |
WZ0121 |
PL0000106068 |
99,30 |
99,43 |
--- |
--- |
99,37 |
--- |
DS1021 |
PL0000106670 |
119,45 |
119,80 |
2,69 |
2,64 |
119,63 |
2,66 |
WS0922 |
PL0000102646 |
120,85 |
121,12 |
2,79 |
2,76 |
120,99 |
2,78 |
IZ0823 |
PL0000105359 |
109,82 |
110,48 |
--- |
--- |
110,15 |
--- |
DS1023 |
PL0000107264 |
108,61 |
108,80 |
2,90 |
2,88 |
108,71 |
2,89 |
WZ0124 |
PL0000107454 |
98,34 |
98,50 |
--- |
--- |
98,42 |
--- |
DS0725 |
PL0000108197 |
102,37 |
102,64 |
2,99 |
2,96 |
102,51 |
2,97 |
WS0429 |
PL0000105391 |
129,07 |
129,83 |
3,21 |
3,16 |
129,45 |
3,19 |
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 |
2,350 |
2,329 |
85 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,310 |
2,310 |
2,310 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
60 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,310 |
2,310 |
2,310 |
10 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,300 |
2,380 |
2,327 |
175 |
DS0725 |
PL0000108197 |
0/1 |
1 |
2,200 |
2,400 |
2,289 |
90 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
40 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
80 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
120 |
PS0719 |
PL0000108148 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
200 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,250 |
2,300 |
2,277 |
65 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
60 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
30 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,300 |
2,300 |
2,300 |
65 |
TOTAL |
1 195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.