2014-10-09 |
MARKET DATA |
No 195 (2477) |
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 |
2 430,00 |
2 714,50 |
157 |
750,00 |
815,03 |
11 |
3 180,00 |
3 529,53 |
168 |
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 |
98,60 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,51 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,72 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,82 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,89 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,89 |
105,89 |
105,930 |
105,930 |
105,930 |
105,930 |
105,930 |
5 000 |
5,53 |
1 |
PS0417 |
PL0000107058 |
107,15 |
107,07 |
107,070 |
107,070 |
107,060 |
107,060 |
107,065 |
5 000 |
5,46 |
2 |
DS1017 |
PL0000104543 |
109,88 |
109,76 |
109,850 |
109,850 |
109,840 |
109,840 |
109,846 |
140 000 |
160,89 |
8 |
PS0418 |
PL0000107314 |
106,23 |
106,04 |
106,230 |
106,230 |
106,230 |
106,230 |
106,230 |
10 000 |
10,80 |
1 |
PS0718 |
PL0000107595 |
101,82 |
101,71 |
101,780 |
101,780 |
101,750 |
101,770 |
101,763 |
115 000 |
117,66 |
9 |
PS0719 |
PL0000108148 |
105,23 |
104,99 |
105,170 |
105,300 |
105,060 |
105,110 |
105,190 |
380 000 |
402,43 |
24 |
DS1019 |
PL0000105441 |
116,14 |
115,81 |
116,090 |
116,130 |
115,990 |
116,000 |
116,084 |
205 000 |
248,88 |
16 |
DS1020 |
PL0000106126 |
116,64 |
116,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,86 |
121,13 |
121,350 |
121,880 |
121,300 |
121,450 |
121,632 |
325 000 |
413,38 |
31 |
WS0922 |
PL0000102646 |
123,10 |
122,49 |
122,990 |
123,200 |
122,950 |
123,200 |
123,047 |
30 000 |
37,01 |
4 |
DS1023 |
PL0000107264 |
111,04 |
110,24 |
110,250 |
111,040 |
110,250 |
110,750 |
110,628 |
367 500 |
420,77 |
26 |
DS0725 |
PL0000108197 |
105,07 |
104,35 |
104,750 |
105,000 |
104,720 |
104,720 |
104,819 |
165 000 |
174,13 |
13 |
WS0428 |
PL0000107611 |
99,06 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,23 |
132,01 |
132,560 |
132,840 |
132,560 |
132,840 |
132,678 |
50 000 |
67,69 |
5 |
WS0437 |
PL0000104857 |
129,00 |
139,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,64 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,35 |
111,04 |
111,040 |
111,200 |
111,040 |
111,200 |
111,152 |
50 000 |
64,61 |
5 |
WZ0115 |
PL0000106480 |
100,25 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,31 |
100,30 |
100,320 |
100,320 |
100,300 |
100,300 |
100,310 |
400 000 |
403,58 |
4 |
WZ0118 |
PL0000104717 |
100,16 |
100,17 |
100,150 |
100,150 |
100,150 |
100,150 |
100,150 |
37 500 |
37,78 |
3 |
WZ0119 |
PL0000107603 |
100,04 |
100,10 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
20 000 |
20,13 |
2 |
WZ0121 |
PL0000106068 |
99,43 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,43 |
98,44 |
98,450 |
98,460 |
98,450 |
98,460 |
98,452 |
125 000 |
123,80 |
3 |
TOTAL |
2 430 000 |
2 714,50 |
157 |
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 |
100,29 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,91 |
101,98 |
1,82 |
1,70 |
101,95 |
1,75 |
OK0715 |
PL0000107405 |
98,55 |
98,66 |
1,88 |
1,74 |
98,61 |
1,81 |
DS1015 |
PL0000103602 |
104,45 |
104,56 |
1,85 |
1,74 |
104,51 |
1,79 |
OK0116 |
PL0000107587 |
97,64 |
97,75 |
1,88 |
1,79 |
97,70 |
1,83 |
PS0416 |
PL0000106340 |
104,71 |
104,86 |
1,84 |
1,75 |
104,79 |
1,79 |
OK0716 |
PL0000107926 |
96,75 |
96,92 |
1,87 |
1,77 |
96,84 |
1,82 |
IZ0816 |
PL0000103529 |
103,29 |
104,14 |
--- |
--- |
103,72 |
--- |
PS1016 |
PL0000106795 |
105,77 |
105,94 |
1,83 |
1,75 |
105,86 |
1,79 |
WZ0117 |
PL0000106936 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
106,98 |
107,15 |
1,89 |
1,83 |
107,07 |
1,86 |
DS1017 |
PL0000104543 |
109,66 |
109,84 |
1,94 |
1,88 |
109,75 |
1,91 |
WZ0118 |
PL0000104717 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
105,84 |
106,13 |
2,02 |
1,93 |
105,99 |
1,97 |
PS0718 |
PL0000107595 |
101,52 |
101,81 |
2,08 |
2,00 |
101,67 |
2,03 |
WZ0119 |
PL0000107603 |
99,90 |
100,17 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,83 |
105,13 |
2,17 |
2,11 |
104,98 |
2,14 |
DS1019 |
PL0000105441 |
115,65 |
115,95 |
2,18 |
2,12 |
115,80 |
2,15 |
DS1020 |
PL0000106126 |
116,10 |
116,53 |
2,35 |
2,28 |
116,32 |
2,32 |
WZ0121 |
PL0000106068 |
99,36 |
99,53 |
--- |
--- |
99,45 |
--- |
DS1021 |
PL0000106670 |
120,92 |
121,38 |
2,47 |
2,41 |
121,15 |
2,44 |
WS0922 |
PL0000102646 |
122,32 |
122,77 |
2,60 |
2,55 |
122,55 |
2,57 |
IZ0823 |
PL0000105359 |
110,95 |
111,90 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
110,13 |
110,50 |
2,72 |
2,67 |
110,32 |
2,70 |
WZ0124 |
PL0000107454 |
98,34 |
98,47 |
--- |
--- |
98,41 |
--- |
DS0725 |
PL0000108197 |
104,19 |
104,57 |
2,79 |
2,75 |
104,38 |
2,77 |
WS0429 |
PL0000105391 |
131,88 |
132,68 |
3,01 |
2,95 |
132,28 |
2,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,23 |
100,29 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,91 |
101,97 |
1,82 |
1,72 |
101,94 |
1,77 |
OK0715 |
PL0000107405 |
98,57 |
98,66 |
1,86 |
1,74 |
98,62 |
1,79 |
DS1015 |
PL0000103602 |
104,48 |
104,57 |
1,82 |
1,73 |
104,53 |
1,77 |
OK0116 |
PL0000107587 |
97,68 |
97,78 |
1,84 |
1,76 |
97,73 |
1,80 |
PS0416 |
PL0000106340 |
104,74 |
104,87 |
1,82 |
1,74 |
104,81 |
1,78 |
OK0716 |
PL0000107926 |
96,79 |
96,93 |
1,85 |
1,76 |
96,86 |
1,80 |
IZ0816 |
PL0000103529 |
103,48 |
103,98 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
105,80 |
105,97 |
1,81 |
1,73 |
105,89 |
1,77 |
WZ0117 |
PL0000106936 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
106,99 |
107,17 |
1,89 |
1,82 |
107,08 |
1,85 |
DS1017 |
PL0000104543 |
109,69 |
109,89 |
1,93 |
1,86 |
109,79 |
1,90 |
WZ0118 |
PL0000104717 |
100,12 |
100,20 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
105,99 |
106,18 |
1,97 |
1,92 |
106,09 |
1,94 |
PS0718 |
PL0000107595 |
101,64 |
101,90 |
2,04 |
1,97 |
101,77 |
2,01 |
WZ0119 |
PL0000107603 |
99,95 |
100,17 |
--- |
--- |
100,06 |
--- |
PS0719 |
PL0000108148 |
104,98 |
105,24 |
2,14 |
2,08 |
105,11 |
2,11 |
DS1019 |
PL0000105441 |
115,86 |
116,13 |
2,14 |
2,09 |
116,00 |
2,11 |
DS1020 |
PL0000106126 |
116,44 |
116,84 |
2,30 |
2,23 |
116,64 |
2,27 |
WZ0121 |
PL0000106068 |
99,37 |
99,53 |
--- |
--- |
99,45 |
--- |
DS1021 |
PL0000106670 |
121,38 |
121,62 |
2,41 |
2,37 |
121,50 |
2,39 |
WS0922 |
PL0000102646 |
122,77 |
123,09 |
2,55 |
2,51 |
122,93 |
2,53 |
IZ0823 |
PL0000105359 |
110,98 |
111,79 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
110,66 |
110,96 |
2,66 |
2,62 |
110,81 |
2,64 |
WZ0124 |
PL0000107454 |
98,35 |
98,49 |
--- |
--- |
98,42 |
--- |
DS0725 |
PL0000108197 |
104,64 |
104,95 |
2,74 |
2,71 |
104,80 |
2,73 |
WS0429 |
PL0000105391 |
132,50 |
133,42 |
2,96 |
2,90 |
132,96 |
2,93 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
1/4 |
3 |
1,850 |
1,850 |
1,850 |
80 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,900 |
1,900 |
1,900 |
20 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,900 |
1,900 |
1,900 |
80 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,900 |
1,900 |
1,900 |
240 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,900 |
1,900 |
1,900 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,600 |
1,700 |
1,631 |
65 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
145 |
TOTAL |
750 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.