2014-10-07 |
MARKET DATA |
No 193 (2475) |
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 |
800,00 |
864,70 |
72 |
1 085,00 |
1 226,10 |
14 |
1 885,00 |
2 090,80 |
86 |
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 |
101,92 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,50 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,39 |
104,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,55 |
97,57 |
97,550 |
97,570 |
97,550 |
97,560 |
97,567 |
115 000 |
112,20 |
5 |
PS0416 |
PL0000106340 |
104,63 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,60 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,60 |
105,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,82 |
106,87 |
106,810 |
106,810 |
106,810 |
106,810 |
106,810 |
10 000 |
10,90 |
1 |
DS1017 |
PL0000104543 |
109,44 |
109,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,59 |
105,58 |
105,540 |
105,540 |
105,540 |
105,540 |
105,540 |
25 000 |
26,81 |
2 |
PS0718 |
PL0000107595 |
101,23 |
101,22 |
101,220 |
101,220 |
101,220 |
101,220 |
101,220 |
25 000 |
25,44 |
1 |
PS0719 |
PL0000108148 |
104,50 |
104,36 |
104,490 |
104,490 |
104,460 |
104,490 |
104,480 |
117 500 |
123,56 |
10 |
DS1019 |
PL0000105441 |
115,21 |
115,18 |
115,270 |
115,270 |
115,270 |
115,270 |
115,270 |
10 000 |
12,05 |
1 |
DS1020 |
PL0000106126 |
115,52 |
115,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
120,04 |
119,97 |
119,900 |
120,050 |
119,900 |
120,050 |
119,995 |
75 000 |
94,12 |
10 |
WS0922 |
PL0000102646 |
121,40 |
121,15 |
121,250 |
121,300 |
121,200 |
121,300 |
121,243 |
80 000 |
97,20 |
8 |
DS1023 |
PL0000107264 |
109,15 |
108,91 |
108,980 |
109,150 |
108,880 |
109,110 |
109,025 |
105 000 |
118,49 |
13 |
DS0725 |
PL0000108197 |
102,97 |
102,80 |
102,850 |
103,000 |
102,690 |
102,900 |
102,879 |
140 000 |
144,98 |
16 |
WS0428 |
PL0000107611 |
96,56 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,10 |
130,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,00 |
130,53 |
128,000 |
128,000 |
128,000 |
128,000 |
128,000 |
2 500 |
3,26 |
1 |
IZ0816 |
PL0000103529 |
103,50 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
110,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,23 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,18 |
100,210 |
100,210 |
100,210 |
100,210 |
100,210 |
55 000 |
55,42 |
2 |
WZ0118 |
PL0000104717 |
100,09 |
100,10 |
100,120 |
100,130 |
100,120 |
100,130 |
100,124 |
40 000 |
40,27 |
2 |
WZ0119 |
PL0000107603 |
99,96 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,35 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,37 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
800 000 |
864,70 |
72 |
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 |
100,22 |
100,26 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,91 |
101,96 |
1,90 |
1,81 |
101,94 |
1,84 |
OK0715 |
PL0000107405 |
98,47 |
98,56 |
1,96 |
1,85 |
98,52 |
1,90 |
DS1015 |
PL0000103602 |
104,37 |
104,46 |
1,97 |
1,88 |
104,42 |
1,92 |
OK0116 |
PL0000107587 |
97,50 |
97,59 |
1,97 |
1,90 |
97,55 |
1,93 |
PS0416 |
PL0000106340 |
104,58 |
104,69 |
1,95 |
1,88 |
104,64 |
1,91 |
OK0716 |
PL0000107926 |
96,57 |
96,69 |
1,96 |
1,89 |
96,63 |
1,93 |
IZ0816 |
PL0000103529 |
103,35 |
103,87 |
--- |
--- |
103,61 |
--- |
PS1016 |
PL0000106795 |
105,58 |
105,72 |
1,94 |
1,87 |
105,65 |
1,90 |
WZ0117 |
PL0000106936 |
100,16 |
100,23 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,78 |
106,91 |
1,98 |
1,93 |
106,85 |
1,96 |
DS1017 |
PL0000104543 |
109,37 |
109,50 |
2,04 |
2,00 |
109,44 |
2,02 |
WZ0118 |
PL0000104717 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,44 |
105,63 |
2,13 |
2,08 |
105,54 |
2,11 |
PS0718 |
PL0000107595 |
101,10 |
101,27 |
2,19 |
2,14 |
101,19 |
2,17 |
WZ0119 |
PL0000107603 |
99,91 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,31 |
104,47 |
2,29 |
2,25 |
104,39 |
2,27 |
DS1019 |
PL0000105441 |
115,02 |
115,29 |
2,31 |
2,26 |
115,16 |
2,28 |
DS1020 |
PL0000106126 |
115,36 |
115,69 |
2,48 |
2,42 |
115,53 |
2,45 |
WZ0121 |
PL0000106068 |
99,30 |
99,42 |
--- |
--- |
99,36 |
--- |
DS1021 |
PL0000106670 |
119,86 |
120,09 |
2,62 |
2,59 |
119,98 |
2,61 |
WS0922 |
PL0000102646 |
121,14 |
121,41 |
2,75 |
2,72 |
121,28 |
2,73 |
IZ0823 |
PL0000105359 |
109,84 |
110,66 |
--- |
--- |
110,25 |
--- |
DS1023 |
PL0000107264 |
108,94 |
109,15 |
2,86 |
2,84 |
109,05 |
2,85 |
WZ0124 |
PL0000107454 |
98,31 |
98,44 |
--- |
--- |
98,38 |
--- |
DS0725 |
PL0000108197 |
102,78 |
103,02 |
2,94 |
2,92 |
102,90 |
2,93 |
WS0429 |
PL0000105391 |
129,68 |
130,61 |
3,17 |
3,10 |
130,15 |
3,13 |
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 |
101,91 |
101,96 |
1,90 |
1,81 |
101,94 |
1,84 |
OK0715 |
PL0000107405 |
98,48 |
98,56 |
1,95 |
1,85 |
98,52 |
1,90 |
DS1015 |
PL0000103602 |
104,37 |
104,46 |
1,97 |
1,88 |
104,42 |
1,92 |
OK0116 |
PL0000107587 |
97,52 |
97,59 |
1,96 |
1,90 |
97,56 |
1,92 |
PS0416 |
PL0000106340 |
104,59 |
104,69 |
1,94 |
1,88 |
104,64 |
1,91 |
OK0716 |
PL0000107926 |
96,58 |
96,67 |
1,96 |
1,91 |
96,63 |
1,93 |
IZ0816 |
PL0000103529 |
103,41 |
103,89 |
--- |
--- |
103,65 |
--- |
PS1016 |
PL0000106795 |
105,57 |
105,70 |
1,94 |
1,88 |
105,64 |
1,91 |
WZ0117 |
PL0000106936 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,79 |
106,91 |
1,98 |
1,93 |
106,85 |
1,96 |
DS1017 |
PL0000104543 |
109,42 |
109,57 |
2,02 |
1,98 |
109,50 |
2,00 |
WZ0118 |
PL0000104717 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
105,52 |
105,72 |
2,11 |
2,05 |
105,62 |
2,08 |
PS0718 |
PL0000107595 |
101,21 |
101,42 |
2,16 |
2,10 |
101,32 |
2,13 |
WZ0119 |
PL0000107603 |
99,93 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,42 |
104,58 |
2,26 |
2,23 |
104,50 |
2,25 |
DS1019 |
PL0000105441 |
115,12 |
115,36 |
2,29 |
2,24 |
115,24 |
2,27 |
DS1020 |
PL0000106126 |
115,45 |
115,77 |
2,46 |
2,41 |
115,61 |
2,44 |
WZ0121 |
PL0000106068 |
99,32 |
99,45 |
--- |
--- |
99,39 |
--- |
DS1021 |
PL0000106670 |
119,93 |
120,12 |
2,61 |
2,59 |
120,03 |
2,60 |
WS0922 |
PL0000102646 |
121,21 |
121,51 |
2,74 |
2,71 |
121,36 |
2,72 |
IZ0823 |
PL0000105359 |
109,79 |
110,66 |
--- |
--- |
110,23 |
--- |
DS1023 |
PL0000107264 |
108,96 |
109,19 |
2,86 |
2,83 |
109,08 |
2,84 |
WZ0124 |
PL0000107454 |
98,34 |
98,44 |
--- |
--- |
98,39 |
--- |
DS0725 |
PL0000108197 |
102,84 |
103,03 |
2,94 |
2,92 |
102,94 |
2,93 |
WS0429 |
PL0000105391 |
129,75 |
130,64 |
3,16 |
3,10 |
130,20 |
3,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,270 |
2,270 |
2,270 |
10 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,260 |
2,260 |
2,260 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
35 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,210 |
2,210 |
2,210 |
195 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
45 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,000 |
2,100 |
2,031 |
420 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
80 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
20 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
140 |
TOTAL |
1 085 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.