2014-10-02 |
MARKET DATA |
No 190 (2472) |
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 |
1 357,50 |
1 507,23 |
80 |
1 625,00 |
1 808,63 |
19 |
2 982,50 |
3 315,87 |
99 |
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 |
101,95 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,48 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,44 |
104,42 |
104,440 |
104,440 |
104,400 |
104,410 |
104,418 |
765 000 |
844,25 |
26 |
OK0116 |
PL0000107587 |
97,48 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,60 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,57 |
96,55 |
96,540 |
96,540 |
96,540 |
96,540 |
96,540 |
25 000 |
24,14 |
1 |
PS1016 |
PL0000106795 |
105,57 |
105,56 |
105,540 |
105,540 |
105,540 |
105,540 |
105,540 |
10 000 |
11,00 |
1 |
PS0417 |
PL0000107058 |
106,76 |
106,74 |
106,740 |
106,740 |
106,740 |
106,740 |
106,740 |
60 000 |
65,32 |
1 |
DS1017 |
PL0000104543 |
109,36 |
109,32 |
109,250 |
109,250 |
109,240 |
109,240 |
109,242 |
45 000 |
51,40 |
3 |
PS0418 |
PL0000107314 |
105,40 |
105,30 |
105,300 |
105,300 |
105,280 |
105,300 |
105,292 |
50 000 |
53,49 |
5 |
PS0718 |
PL0000107595 |
101,09 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,36 |
104,15 |
104,200 |
104,200 |
104,190 |
104,190 |
104,195 |
20 000 |
20,97 |
2 |
DS1019 |
PL0000105441 |
115,00 |
114,90 |
114,950 |
114,960 |
114,950 |
114,950 |
114,955 |
40 000 |
48,07 |
3 |
DS1020 |
PL0000106126 |
115,19 |
115,17 |
115,180 |
115,180 |
115,180 |
115,180 |
115,180 |
10 000 |
12,02 |
1 |
DS1021 |
PL0000106670 |
119,55 |
119,45 |
119,600 |
119,600 |
119,450 |
119,450 |
119,521 |
17 500 |
21,87 |
3 |
WS0922 |
PL0000102646 |
120,87 |
120,65 |
120,880 |
120,890 |
120,800 |
120,800 |
120,851 |
65 000 |
78,69 |
3 |
DS1023 |
PL0000107264 |
108,57 |
108,40 |
108,680 |
108,680 |
108,350 |
108,400 |
108,483 |
200 000 |
224,55 |
25 |
DS0725 |
PL0000108197 |
102,46 |
102,20 |
102,400 |
102,400 |
102,280 |
102,300 |
102,300 |
50 000 |
51,48 |
6 |
WS0428 |
PL0000107611 |
95,41 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,27 |
129,11 |
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 |
103,34 |
103,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,85 |
110,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,22 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,18 |
100,21 |
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 |
99,92 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,32 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,38 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 357 500 |
1 507,23 |
80 |
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 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
101,94 |
102,01 |
1,89 |
1,77 |
101,98 |
1,82 |
OK0715 |
PL0000107405 |
98,46 |
98,54 |
1,96 |
1,85 |
98,50 |
1,90 |
DS1015 |
PL0000103602 |
104,39 |
104,49 |
1,98 |
1,89 |
104,44 |
1,93 |
OK0116 |
PL0000107587 |
97,46 |
97,56 |
1,99 |
1,91 |
97,51 |
1,95 |
PS0416 |
PL0000106340 |
104,58 |
104,71 |
1,96 |
1,88 |
104,65 |
1,92 |
OK0716 |
PL0000107926 |
96,53 |
96,67 |
1,98 |
1,90 |
96,60 |
1,94 |
IZ0816 |
PL0000103529 |
103,25 |
103,79 |
--- |
--- |
103,52 |
--- |
PS1016 |
PL0000106795 |
105,55 |
105,69 |
1,96 |
1,89 |
105,62 |
1,93 |
WZ0117 |
PL0000106936 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,74 |
106,90 |
2,01 |
1,94 |
106,82 |
1,98 |
DS1017 |
PL0000104543 |
109,32 |
109,49 |
2,06 |
2,01 |
109,41 |
2,04 |
WZ0118 |
PL0000104717 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,36 |
105,61 |
2,16 |
2,09 |
105,49 |
2,12 |
PS0718 |
PL0000107595 |
101,05 |
101,30 |
2,21 |
2,14 |
101,18 |
2,17 |
WZ0119 |
PL0000107603 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,23 |
104,44 |
2,31 |
2,26 |
104,34 |
2,28 |
DS1019 |
PL0000105441 |
114,97 |
115,24 |
2,32 |
2,27 |
115,11 |
2,30 |
DS1020 |
PL0000106126 |
115,13 |
115,47 |
2,52 |
2,46 |
115,30 |
2,49 |
WZ0121 |
PL0000106068 |
99,29 |
99,46 |
--- |
--- |
99,38 |
--- |
DS1021 |
PL0000106670 |
119,38 |
119,80 |
2,69 |
2,63 |
119,59 |
2,66 |
WS0922 |
PL0000102646 |
120,67 |
121,11 |
2,81 |
2,76 |
120,89 |
2,79 |
IZ0823 |
PL0000105359 |
109,59 |
110,52 |
--- |
--- |
110,06 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,72 |
2,92 |
2,89 |
108,59 |
2,90 |
WZ0124 |
PL0000107454 |
98,33 |
98,49 |
--- |
--- |
98,41 |
--- |
DS0725 |
PL0000108197 |
102,29 |
102,61 |
3,00 |
2,96 |
102,45 |
2,98 |
WS0429 |
PL0000105391 |
128,81 |
129,72 |
3,23 |
3,16 |
129,27 |
3,20 |
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 |
101,93 |
101,99 |
1,91 |
1,81 |
101,96 |
1,86 |
OK0715 |
PL0000107405 |
98,44 |
98,54 |
1,98 |
1,85 |
98,49 |
1,92 |
DS1015 |
PL0000103602 |
104,38 |
104,44 |
1,99 |
1,93 |
104,41 |
1,96 |
OK0116 |
PL0000107587 |
97,42 |
97,54 |
2,02 |
1,93 |
97,48 |
1,98 |
PS0416 |
PL0000106340 |
104,53 |
104,66 |
1,99 |
1,91 |
104,60 |
1,95 |
OK0716 |
PL0000107926 |
96,47 |
96,61 |
2,01 |
1,93 |
96,54 |
1,97 |
IZ0816 |
PL0000103529 |
103,23 |
103,77 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
105,48 |
105,59 |
1,99 |
1,94 |
105,54 |
1,97 |
WZ0117 |
PL0000106936 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,60 |
106,78 |
2,06 |
1,99 |
106,69 |
2,03 |
DS1017 |
PL0000104543 |
109,15 |
109,34 |
2,12 |
2,06 |
109,25 |
2,09 |
WZ0118 |
PL0000104717 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,21 |
105,34 |
2,20 |
2,17 |
105,28 |
2,18 |
PS0718 |
PL0000107595 |
100,90 |
101,10 |
2,25 |
2,19 |
101,00 |
2,22 |
WZ0119 |
PL0000107603 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,97 |
104,18 |
2,36 |
2,32 |
104,08 |
2,34 |
DS1019 |
PL0000105441 |
114,67 |
114,93 |
2,38 |
2,33 |
114,80 |
2,36 |
DS1020 |
PL0000106126 |
114,83 |
115,20 |
2,57 |
2,51 |
115,02 |
2,54 |
WZ0121 |
PL0000106068 |
99,27 |
99,41 |
--- |
--- |
99,34 |
--- |
DS1021 |
PL0000106670 |
119,19 |
119,50 |
2,72 |
2,68 |
119,35 |
2,70 |
WS0922 |
PL0000102646 |
120,47 |
120,72 |
2,84 |
2,81 |
120,60 |
2,82 |
IZ0823 |
PL0000105359 |
109,59 |
110,31 |
--- |
--- |
109,95 |
--- |
DS1023 |
PL0000107264 |
108,24 |
108,50 |
2,95 |
2,92 |
108,37 |
2,93 |
WZ0124 |
PL0000107454 |
98,30 |
98,42 |
--- |
--- |
98,36 |
--- |
DS0725 |
PL0000108197 |
102,02 |
102,26 |
3,02 |
3,00 |
102,14 |
3,01 |
WS0429 |
PL0000105391 |
128,55 |
129,38 |
3,25 |
3,19 |
128,97 |
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 |
0/1 |
1 |
2,310 |
2,310 |
2,310 |
40 |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,310 |
2,310 |
2,310 |
240 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,350 |
2,350 |
2,350 |
95 |
DS1015 |
PL0000103602 |
1/4 |
3 |
2,330 |
2,330 |
2,330 |
70 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,350 |
2,350 |
2,350 |
120 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,350 |
2,380 |
2,371 |
170 |
OK0716 |
PL0000107926 |
1/4 |
3 |
2,350 |
2,350 |
2,350 |
15 |
PS0719 |
PL0000108148 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
250 |
DS1019 |
PL0000105441 |
1/5 |
4 |
2,250 |
2,250 |
2,250 |
10 |
PS1016 |
PL0000106795 |
1/5 |
4 |
2,350 |
2,350 |
2,350 |
95 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,310 |
2,310 |
2,310 |
50 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
230 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,330 |
2,350 |
2,336 |
180 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,340 |
2,340 |
2,340 |
60 |
TOTAL |
1 625 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.