2014-10-08 |
MARKET DATA |
No 194 (2476) |
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 |
1 632,50 |
1 772,48 |
114 |
1 060,00 |
1 225,19 |
21 |
2 692,50 |
2 997,67 |
135 |
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 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,55 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,46 |
104,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,66 |
97,57 |
97,570 |
97,650 |
97,570 |
97,650 |
97,629 |
160 000 |
156,21 |
4 |
PS0416 |
PL0000106340 |
104,70 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,74 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,72 |
105,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,91 |
106,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,59 |
109,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,74 |
105,64 |
105,640 |
105,640 |
105,640 |
105,640 |
105,640 |
30 000 |
32,21 |
1 |
PS0718 |
PL0000107595 |
101,40 |
100,35 |
100,350 |
100,350 |
100,350 |
100,350 |
100,350 |
5 000 |
5,04 |
1 |
PS0719 |
PL0000108148 |
104,74 |
104,56 |
104,630 |
104,800 |
104,510 |
104,800 |
104,641 |
810 000 |
853,15 |
56 |
DS1019 |
PL0000105441 |
115,49 |
115,36 |
115,440 |
115,500 |
115,390 |
115,420 |
115,433 |
367 500 |
443,60 |
31 |
DS1020 |
PL0000106126 |
116,00 |
115,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
120,62 |
119,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
122,05 |
121,50 |
121,900 |
121,900 |
121,900 |
121,900 |
121,900 |
10 000 |
12,22 |
1 |
DS1023 |
PL0000107264 |
109,86 |
109,04 |
109,520 |
109,960 |
109,520 |
109,960 |
109,628 |
60 000 |
68,08 |
6 |
DS0725 |
PL0000108197 |
103,80 |
103,20 |
103,280 |
104,000 |
103,280 |
104,000 |
103,611 |
35 000 |
36,50 |
4 |
WS0428 |
PL0000107611 |
97,40 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,40 |
130,68 |
130,950 |
131,000 |
130,950 |
131,000 |
130,967 |
15 000 |
20,04 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,60 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,60 |
110,56 |
110,840 |
110,860 |
110,840 |
110,860 |
110,850 |
20 000 |
25,78 |
2 |
WZ0115 |
PL0000106480 |
100,24 |
100,24 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
25 000 |
25,20 |
1 |
WZ0117 |
PL0000106936 |
100,24 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
99,98 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
25 000 |
25,15 |
2 |
WZ0121 |
PL0000106068 |
99,40 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,39 |
98,42 |
98,440 |
98,450 |
98,440 |
98,450 |
98,443 |
70 000 |
69,30 |
3 |
TOTAL |
1 632 500 |
1 772,48 |
114 |
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 |
100,25 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,90 |
101,95 |
1,89 |
1,81 |
101,93 |
1,84 |
OK0715 |
PL0000107405 |
98,49 |
98,58 |
1,94 |
1,83 |
98,54 |
1,88 |
DS1015 |
PL0000103602 |
104,38 |
104,47 |
1,95 |
1,86 |
104,43 |
1,90 |
OK0116 |
PL0000107587 |
97,53 |
97,63 |
1,95 |
1,87 |
97,58 |
1,91 |
PS0416 |
PL0000106340 |
104,61 |
104,73 |
1,92 |
1,85 |
104,67 |
1,88 |
OK0716 |
PL0000107926 |
96,61 |
96,72 |
1,94 |
1,88 |
96,67 |
1,91 |
IZ0816 |
PL0000103529 |
103,44 |
103,90 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,60 |
105,74 |
1,92 |
1,85 |
105,67 |
1,89 |
WZ0117 |
PL0000106936 |
100,18 |
100,25 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,84 |
106,96 |
1,96 |
1,91 |
106,90 |
1,93 |
DS1017 |
PL0000104543 |
109,50 |
109,64 |
2,00 |
1,95 |
109,57 |
1,97 |
WZ0118 |
PL0000104717 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
105,62 |
105,81 |
2,08 |
2,03 |
105,72 |
2,05 |
PS0718 |
PL0000107595 |
101,29 |
101,51 |
2,14 |
2,08 |
101,40 |
2,11 |
WZ0119 |
PL0000107603 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,53 |
104,74 |
2,24 |
2,19 |
104,64 |
2,22 |
DS1019 |
PL0000105441 |
115,37 |
115,65 |
2,24 |
2,19 |
115,51 |
2,21 |
DS1020 |
PL0000106126 |
115,72 |
116,10 |
2,42 |
2,36 |
115,91 |
2,39 |
WZ0121 |
PL0000106068 |
99,32 |
99,47 |
--- |
--- |
99,40 |
--- |
DS1021 |
PL0000106670 |
120,12 |
120,51 |
2,59 |
2,53 |
120,32 |
2,56 |
WS0922 |
PL0000102646 |
121,47 |
121,85 |
2,71 |
2,66 |
121,66 |
2,69 |
IZ0823 |
PL0000105359 |
109,96 |
110,70 |
--- |
--- |
110,33 |
--- |
DS1023 |
PL0000107264 |
109,26 |
109,54 |
2,82 |
2,79 |
109,40 |
2,81 |
WZ0124 |
PL0000107454 |
98,33 |
98,46 |
--- |
--- |
98,40 |
--- |
DS0725 |
PL0000108197 |
103,08 |
103,37 |
2,91 |
2,88 |
103,23 |
2,89 |
WS0429 |
PL0000105391 |
130,25 |
131,16 |
3,12 |
3,06 |
130,71 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,22 |
100,28 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,92 |
101,99 |
1,86 |
1,73 |
101,96 |
1,79 |
OK0715 |
PL0000107405 |
98,53 |
98,62 |
1,89 |
1,77 |
98,58 |
1,83 |
DS1015 |
PL0000103602 |
104,44 |
104,56 |
1,89 |
1,78 |
104,50 |
1,83 |
OK0116 |
PL0000107587 |
97,59 |
97,68 |
1,90 |
1,83 |
97,64 |
1,86 |
PS0416 |
PL0000106340 |
104,63 |
104,77 |
1,91 |
1,82 |
104,70 |
1,86 |
OK0716 |
PL0000107926 |
96,71 |
96,80 |
1,88 |
1,83 |
96,76 |
1,86 |
IZ0816 |
PL0000103529 |
103,48 |
103,90 |
--- |
--- |
103,69 |
--- |
PS1016 |
PL0000106795 |
105,63 |
105,81 |
1,91 |
1,82 |
105,72 |
1,86 |
WZ0117 |
PL0000106936 |
100,19 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
106,84 |
106,99 |
1,96 |
1,90 |
106,92 |
1,93 |
DS1017 |
PL0000104543 |
109,47 |
109,67 |
2,01 |
1,94 |
109,57 |
1,97 |
WZ0118 |
PL0000104717 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
105,66 |
105,85 |
2,07 |
2,02 |
105,76 |
2,04 |
PS0718 |
PL0000107595 |
101,29 |
101,54 |
2,14 |
2,07 |
101,42 |
2,10 |
WZ0119 |
PL0000107603 |
99,93 |
100,13 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
104,55 |
104,78 |
2,23 |
2,19 |
104,67 |
2,21 |
DS1019 |
PL0000105441 |
115,37 |
115,64 |
2,24 |
2,19 |
115,51 |
2,21 |
DS1020 |
PL0000106126 |
115,94 |
116,18 |
2,38 |
2,34 |
116,06 |
2,36 |
WZ0121 |
PL0000106068 |
99,35 |
99,50 |
--- |
--- |
99,43 |
--- |
DS1021 |
PL0000106670 |
120,38 |
120,76 |
2,55 |
2,50 |
120,57 |
2,52 |
WS0922 |
PL0000102646 |
121,92 |
122,22 |
2,65 |
2,62 |
122,07 |
2,64 |
IZ0823 |
PL0000105359 |
110,29 |
111,05 |
--- |
--- |
110,67 |
--- |
DS1023 |
PL0000107264 |
109,58 |
109,88 |
2,78 |
2,75 |
109,73 |
2,77 |
WZ0124 |
PL0000107454 |
98,33 |
98,46 |
--- |
--- |
98,40 |
--- |
DS0725 |
PL0000108197 |
103,53 |
103,89 |
2,86 |
2,82 |
103,71 |
2,84 |
WS0429 |
PL0000105391 |
130,73 |
131,84 |
3,09 |
3,01 |
131,29 |
3,05 |
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 |
2,160 |
2,160 |
2,160 |
75 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,160 |
2,160 |
2,160 |
10 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,160 |
2,160 |
2,160 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,160 |
2,160 |
2,160 |
50 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,160 |
2,160 |
2,160 |
40 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
45 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,160 |
2,160 |
2,160 |
160 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,160 |
2,160 |
2,160 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,160 |
2,160 |
2,160 |
280 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,160 |
2,160 |
2,160 |
35 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
130 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,160 |
2,160 |
2,160 |
60 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
15 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,160 |
2,160 |
2,160 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
40 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,160 |
2,160 |
2,160 |
5 |
TOTAL |
1 060 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.