2014-10-03 |
MARKET DATA |
No 191 (2473) |
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 |
455,00 |
483,37 |
37 |
3 560,00 |
3 735,56 |
23 |
4 015,00 |
4 218,93 |
60 |
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 |
101,94 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,48 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,40 |
104,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,47 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,57 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,52 |
96,56 |
96,500 |
96,500 |
96,490 |
96,490 |
96,497 |
75 000 |
72,37 |
2 |
PS1016 |
PL0000106795 |
105,52 |
105,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,66 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,23 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,30 |
105,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,98 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,13 |
103,90 |
104,150 |
104,150 |
103,990 |
103,990 |
104,043 |
30 000 |
31,41 |
2 |
DS1019 |
PL0000105441 |
114,78 |
114,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,03 |
114,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,45 |
119,30 |
119,450 |
119,450 |
119,450 |
119,450 |
119,450 |
5 000 |
6,25 |
1 |
WS0922 |
PL0000102646 |
120,67 |
120,34 |
120,370 |
120,370 |
120,370 |
120,370 |
120,370 |
40 000 |
48,24 |
6 |
DS1023 |
PL0000107264 |
108,42 |
108,18 |
108,400 |
108,400 |
108,240 |
108,290 |
108,298 |
150 000 |
168,15 |
11 |
DS0725 |
PL0000108197 |
102,16 |
101,95 |
102,000 |
102,050 |
102,000 |
102,050 |
102,025 |
10 000 |
10,27 |
2 |
WS0428 |
PL0000107611 |
95,60 |
95,70 |
95,990 |
96,320 |
95,600 |
95,600 |
95,878 |
20 000 |
19,42 |
4 |
WS0429 |
PL0000105391 |
128,74 |
128,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,17 |
127,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,37 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,84 |
109,80 |
109,980 |
109,980 |
109,980 |
109,980 |
109,980 |
10 000 |
12,79 |
1 |
WZ0115 |
PL0000106480 |
100,23 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,30 |
99,31 |
99,300 |
99,300 |
99,290 |
99,290 |
99,291 |
80 000 |
79,87 |
4 |
WZ0124 |
PL0000107454 |
98,34 |
98,40 |
98,330 |
98,330 |
98,320 |
98,320 |
98,321 |
35 000 |
34,60 |
4 |
TOTAL |
455 000 |
483,37 |
37 |
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 |
100,27 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,92 |
101,98 |
1,91 |
1,81 |
101,95 |
1,86 |
OK0715 |
PL0000107405 |
98,45 |
98,54 |
1,97 |
1,86 |
98,50 |
1,91 |
DS1015 |
PL0000103602 |
104,38 |
104,47 |
1,98 |
1,89 |
104,43 |
1,93 |
OK0116 |
PL0000107587 |
97,44 |
97,56 |
2,01 |
1,92 |
97,50 |
1,96 |
PS0416 |
PL0000106340 |
104,54 |
104,67 |
1,98 |
1,90 |
104,61 |
1,94 |
OK0716 |
PL0000107926 |
96,48 |
96,63 |
2,01 |
1,92 |
96,56 |
1,96 |
IZ0816 |
PL0000103529 |
103,24 |
103,78 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
105,48 |
105,66 |
1,99 |
1,90 |
105,57 |
1,95 |
WZ0117 |
PL0000106936 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,64 |
106,80 |
2,04 |
1,98 |
106,72 |
2,01 |
DS1017 |
PL0000104543 |
109,19 |
109,38 |
2,10 |
2,04 |
109,29 |
2,07 |
WZ0118 |
PL0000104717 |
100,00 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,25 |
105,48 |
2,19 |
2,13 |
105,37 |
2,16 |
PS0718 |
PL0000107595 |
100,91 |
101,17 |
2,24 |
2,17 |
101,04 |
2,21 |
WZ0119 |
PL0000107603 |
99,89 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,03 |
104,26 |
2,35 |
2,30 |
104,15 |
2,32 |
DS1019 |
PL0000105441 |
114,70 |
114,98 |
2,37 |
2,32 |
114,84 |
2,35 |
DS1020 |
PL0000106126 |
114,92 |
115,28 |
2,55 |
2,49 |
115,10 |
2,52 |
WZ0121 |
PL0000106068 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
119,25 |
119,67 |
2,71 |
2,65 |
119,46 |
2,68 |
WS0922 |
PL0000102646 |
120,50 |
120,93 |
2,83 |
2,78 |
120,72 |
2,81 |
IZ0823 |
PL0000105359 |
109,64 |
110,39 |
--- |
--- |
110,02 |
--- |
DS1023 |
PL0000107264 |
108,31 |
108,60 |
2,94 |
2,90 |
108,46 |
2,92 |
WZ0124 |
PL0000107454 |
98,30 |
98,45 |
--- |
--- |
98,38 |
--- |
DS0725 |
PL0000108197 |
102,05 |
102,44 |
3,02 |
2,98 |
102,25 |
3,00 |
WS0429 |
PL0000105391 |
128,55 |
129,46 |
3,25 |
3,18 |
129,01 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,21 |
100,27 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,92 |
101,98 |
1,91 |
1,81 |
101,95 |
1,86 |
OK0715 |
PL0000107405 |
98,46 |
98,54 |
1,96 |
1,86 |
98,50 |
1,91 |
DS1015 |
PL0000103602 |
104,36 |
104,45 |
2,00 |
1,91 |
104,41 |
1,95 |
OK0116 |
PL0000107587 |
97,44 |
97,55 |
2,01 |
1,92 |
97,50 |
1,96 |
PS0416 |
PL0000106340 |
104,54 |
104,64 |
1,98 |
1,92 |
104,59 |
1,95 |
OK0716 |
PL0000107926 |
96,49 |
96,61 |
2,00 |
1,93 |
96,55 |
1,97 |
IZ0816 |
PL0000103529 |
103,26 |
103,80 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
105,47 |
105,59 |
2,00 |
1,94 |
105,53 |
1,97 |
WZ0117 |
PL0000106936 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,60 |
106,77 |
2,06 |
1,99 |
106,69 |
2,02 |
DS1017 |
PL0000104543 |
109,14 |
109,32 |
2,12 |
2,06 |
109,23 |
2,09 |
WZ0118 |
PL0000104717 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,24 |
105,42 |
2,19 |
2,14 |
105,33 |
2,17 |
PS0718 |
PL0000107595 |
100,90 |
101,11 |
2,25 |
2,19 |
101,01 |
2,22 |
WZ0119 |
PL0000107603 |
99,91 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,92 |
104,10 |
2,37 |
2,33 |
104,01 |
2,35 |
DS1019 |
PL0000105441 |
114,61 |
114,91 |
2,39 |
2,33 |
114,76 |
2,36 |
DS1020 |
PL0000106126 |
114,81 |
115,18 |
2,57 |
2,51 |
115,00 |
2,54 |
WZ0121 |
PL0000106068 |
99,24 |
99,35 |
--- |
--- |
99,30 |
--- |
DS1021 |
PL0000106670 |
119,06 |
119,35 |
2,74 |
2,70 |
119,21 |
2,72 |
WS0922 |
PL0000102646 |
120,28 |
120,46 |
2,86 |
2,84 |
120,37 |
2,85 |
IZ0823 |
PL0000105359 |
109,54 |
110,31 |
--- |
--- |
109,93 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,37 |
2,96 |
2,93 |
108,25 |
2,95 |
WZ0124 |
PL0000107454 |
98,26 |
98,42 |
--- |
--- |
98,34 |
--- |
DS0725 |
PL0000108197 |
101,85 |
102,11 |
3,04 |
3,01 |
101,98 |
3,03 |
WS0429 |
PL0000105391 |
128,36 |
129,12 |
3,27 |
3,21 |
128,74 |
3,24 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0415 |
PL0000105953 |
3/4 |
1 |
2,350 |
2,370 |
2,362 |
665 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
15 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
120 |
DS0725 |
PL0000108197 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
75 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
400 |
WS0922 |
PL0000102646 |
0/3 |
3 |
2,350 |
2,350 |
2,350 |
30 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,310 |
2,310 |
2,310 |
10 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,350 |
2,350 |
2,350 |
40 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,310 |
2,310 |
2,310 |
50 |
PS0719 |
PL0000108148 |
0/3 |
3 |
2,310 |
2,370 |
2,334 |
330 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
2,350 |
2,350 |
2,350 |
35 |
WZ0117 |
PL0000106936 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
400 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,250 |
2,250 |
2,250 |
150 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
255 |
OK0716 |
PL0000107926 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
185 |
PS0719 |
PL0000108148 |
3/10 |
7 |
2,250 |
2,250 |
2,250 |
300 |
TOTAL |
3 060 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,450 |
2,450 |
2,450 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.