2014-10-06 |
MARKET DATA |
No 192 (2474) |
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 |
1 210,00 |
1 299,21 |
62 |
1 630,00 |
1 828,19 |
26 |
2 840,00 |
3 127,40 |
88 |
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 |
101,96 |
101,960 |
101,960 |
101,960 |
101,960 |
101,960 |
17 500 |
18,28 |
1 |
OK0715 |
PL0000107405 |
98,49 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,40 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,52 |
97,52 |
97,520 |
97,520 |
97,520 |
97,520 |
97,520 |
190 000 |
185,29 |
4 |
PS0416 |
PL0000106340 |
104,61 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,57 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,59 |
105,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,77 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,35 |
109,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,44 |
105,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,13 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,29 |
104,11 |
104,110 |
104,340 |
104,110 |
104,340 |
104,244 |
130 000 |
136,39 |
11 |
DS1019 |
PL0000105441 |
115,00 |
114,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,35 |
115,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,68 |
119,54 |
119,550 |
119,720 |
119,550 |
119,720 |
119,645 |
150 000 |
187,69 |
12 |
WS0922 |
PL0000102646 |
120,93 |
120,75 |
120,850 |
120,930 |
120,850 |
120,930 |
120,885 |
170 000 |
205,91 |
15 |
DS1023 |
PL0000107264 |
108,78 |
108,35 |
108,420 |
108,700 |
108,420 |
108,690 |
108,571 |
27 500 |
30,91 |
3 |
DS0725 |
PL0000108197 |
102,56 |
102,28 |
102,450 |
102,450 |
102,450 |
102,450 |
102,450 |
10 000 |
10,31 |
1 |
WS0428 |
PL0000107611 |
95,99 |
96,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,50 |
129,11 |
129,370 |
129,370 |
129,370 |
129,370 |
129,370 |
5 000 |
6,60 |
1 |
WS0437 |
PL0000104857 |
127,00 |
127,17 |
127,170 |
127,170 |
127,170 |
127,170 |
127,170 |
5 000 |
6,47 |
1 |
IZ0816 |
PL0000103529 |
103,43 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,10 |
110,12 |
110,120 |
110,120 |
110,120 |
110,120 |
110,120 |
10 000 |
12,81 |
1 |
WZ0115 |
PL0000106480 |
100,24 |
100,24 |
100,250 |
100,250 |
100,240 |
100,240 |
100,248 |
440 000 |
443,50 |
8 |
WZ0117 |
PL0000106936 |
100,19 |
100,20 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
5 000 |
5,04 |
1 |
WZ0118 |
PL0000104717 |
100,07 |
100,07 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
10 000 |
10,06 |
1 |
WZ0119 |
PL0000107603 |
99,95 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,34 |
99,34 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
40 000 |
39,96 |
2 |
WZ0124 |
PL0000107454 |
98,35 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 210 000 |
1 299,21 |
62 |
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 |
EURA119 |
XS0985244952 |
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 |
101,91 |
101,97 |
1,91 |
1,81 |
101,94 |
1,86 |
OK0715 |
PL0000107405 |
98,46 |
98,55 |
1,97 |
1,85 |
98,51 |
1,90 |
DS1015 |
PL0000103602 |
104,37 |
104,45 |
1,98 |
1,90 |
104,41 |
1,94 |
OK0116 |
PL0000107587 |
97,45 |
97,56 |
2,01 |
1,92 |
97,51 |
1,96 |
PS0416 |
PL0000106340 |
104,55 |
104,67 |
1,97 |
1,89 |
104,61 |
1,93 |
OK0716 |
PL0000107926 |
96,53 |
96,66 |
1,98 |
1,91 |
96,60 |
1,94 |
IZ0816 |
PL0000103529 |
103,21 |
103,81 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
105,51 |
105,68 |
1,97 |
1,89 |
105,60 |
1,93 |
WZ0117 |
PL0000106936 |
100,13 |
100,23 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,68 |
106,85 |
2,02 |
1,96 |
106,77 |
1,99 |
DS1017 |
PL0000104543 |
109,24 |
109,42 |
2,09 |
2,03 |
109,33 |
2,06 |
WZ0118 |
PL0000104717 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,30 |
105,54 |
2,18 |
2,11 |
105,42 |
2,14 |
PS0718 |
PL0000107595 |
100,96 |
101,21 |
2,23 |
2,16 |
101,09 |
2,19 |
WZ0119 |
PL0000107603 |
99,89 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,07 |
104,27 |
2,34 |
2,30 |
104,17 |
2,32 |
DS1019 |
PL0000105441 |
114,80 |
115,08 |
2,35 |
2,30 |
114,94 |
2,33 |
DS1020 |
PL0000106126 |
115,09 |
115,45 |
2,52 |
2,47 |
115,27 |
2,50 |
WZ0121 |
PL0000106068 |
99,25 |
99,38 |
--- |
--- |
99,32 |
--- |
DS1021 |
PL0000106670 |
119,31 |
119,75 |
2,70 |
2,64 |
119,53 |
2,67 |
WS0922 |
PL0000102646 |
120,52 |
120,97 |
2,83 |
2,77 |
120,75 |
2,80 |
IZ0823 |
PL0000105359 |
109,60 |
110,52 |
--- |
--- |
110,06 |
--- |
DS1023 |
PL0000107264 |
108,35 |
108,59 |
2,93 |
2,90 |
108,47 |
2,92 |
WZ0124 |
PL0000107454 |
98,26 |
98,43 |
--- |
--- |
98,35 |
--- |
DS0725 |
PL0000108197 |
102,09 |
102,47 |
3,02 |
2,98 |
102,28 |
3,00 |
WS0429 |
PL0000105391 |
128,52 |
129,52 |
3,25 |
3,18 |
129,02 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,22 |
100,26 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,92 |
101,97 |
1,90 |
1,81 |
101,95 |
1,84 |
OK0715 |
PL0000107405 |
98,47 |
98,56 |
1,96 |
1,84 |
98,52 |
1,89 |
DS1015 |
PL0000103602 |
104,38 |
104,46 |
1,97 |
1,89 |
104,42 |
1,93 |
OK0116 |
PL0000107587 |
97,49 |
97,55 |
1,98 |
1,93 |
97,52 |
1,95 |
PS0416 |
PL0000106340 |
104,58 |
104,67 |
1,95 |
1,89 |
104,63 |
1,92 |
OK0716 |
PL0000107926 |
96,55 |
96,65 |
1,97 |
1,91 |
96,60 |
1,94 |
IZ0816 |
PL0000103529 |
103,31 |
103,84 |
--- |
--- |
103,58 |
--- |
PS1016 |
PL0000106795 |
105,53 |
105,65 |
1,96 |
1,91 |
105,59 |
1,93 |
WZ0117 |
PL0000106936 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,75 |
106,88 |
2,00 |
1,95 |
106,82 |
1,97 |
DS1017 |
PL0000104543 |
109,33 |
109,47 |
2,06 |
2,01 |
109,40 |
2,03 |
WZ0118 |
PL0000104717 |
100,05 |
100,12 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
105,41 |
105,58 |
2,14 |
2,10 |
105,50 |
2,12 |
PS0718 |
PL0000107595 |
101,08 |
101,27 |
2,20 |
2,15 |
101,18 |
2,17 |
WZ0119 |
PL0000107603 |
99,92 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,22 |
104,38 |
2,31 |
2,27 |
104,30 |
2,29 |
DS1019 |
PL0000105441 |
114,92 |
115,19 |
2,33 |
2,28 |
115,06 |
2,30 |
DS1020 |
PL0000106126 |
115,23 |
115,57 |
2,50 |
2,45 |
115,40 |
2,47 |
WZ0121 |
PL0000106068 |
99,30 |
99,42 |
--- |
--- |
99,36 |
--- |
DS1021 |
PL0000106670 |
119,60 |
119,79 |
2,66 |
2,63 |
119,70 |
2,65 |
WS0922 |
PL0000102646 |
120,86 |
121,12 |
2,79 |
2,76 |
120,99 |
2,77 |
IZ0823 |
PL0000105359 |
109,92 |
110,64 |
--- |
--- |
110,28 |
--- |
DS1023 |
PL0000107264 |
108,64 |
108,88 |
2,90 |
2,87 |
108,76 |
2,88 |
WZ0124 |
PL0000107454 |
98,31 |
98,42 |
--- |
--- |
98,37 |
--- |
DS0725 |
PL0000108197 |
102,49 |
102,72 |
2,97 |
2,95 |
102,61 |
2,96 |
WS0429 |
PL0000105391 |
129,24 |
130,11 |
3,20 |
3,14 |
129,68 |
3,17 |
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 |
2,260 |
2,350 |
2,311 |
115 |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
330 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
20 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
40 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
10 |
DS0725 |
PL0000108197 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
95 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
40 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
160 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
120 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
95 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,220 |
2,220 |
2,220 |
90 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
25 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,200 |
2,350 |
2,213 |
120 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,050 |
2,250 |
2,133 |
60 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
40 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
120 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,260 |
2,260 |
2,260 |
30 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
30 |
TOTAL |
1 630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.