2014-10-10 |
MARKET DATA |
No 196 (2478) |
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 |
1 470,00 |
1 651,98 |
119 |
1 750,00 |
1 838,87 |
15 |
3 220,00 |
3 490,86 |
134 |
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 |
101,93 |
101,94 |
101,940 |
101,940 |
101,940 |
101,940 |
101,940 |
12 500 |
13,07 |
1 |
OK0715 |
PL0000107405 |
98,61 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,51 |
104,52 |
104,520 |
104,520 |
104,520 |
104,520 |
104,520 |
25 000 |
27,65 |
1 |
OK0116 |
PL0000107587 |
97,72 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,76 |
104,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,88 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,83 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,04 |
107,03 |
107,060 |
107,060 |
107,060 |
107,060 |
107,060 |
25 000 |
27,32 |
1 |
DS1017 |
PL0000104543 |
109,74 |
109,71 |
109,740 |
109,740 |
109,700 |
109,700 |
109,730 |
40 000 |
45,93 |
2 |
PS0418 |
PL0000107314 |
105,95 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,71 |
101,68 |
101,650 |
101,680 |
101,650 |
101,670 |
101,671 |
60 000 |
61,34 |
4 |
PS0719 |
PL0000108148 |
105,07 |
104,92 |
105,100 |
105,100 |
104,880 |
105,050 |
105,017 |
240 000 |
253,77 |
19 |
DS1019 |
PL0000105441 |
115,91 |
115,81 |
115,930 |
115,970 |
115,930 |
115,970 |
115,950 |
30 000 |
36,39 |
3 |
DS1020 |
PL0000106126 |
129,25 |
116,45 |
116,300 |
116,300 |
116,300 |
116,300 |
116,300 |
10 000 |
12,14 |
1 |
DS1021 |
PL0000106670 |
121,29 |
121,20 |
121,310 |
121,350 |
121,100 |
121,350 |
121,297 |
70 000 |
88,81 |
7 |
WS0922 |
PL0000102646 |
122,78 |
122,69 |
122,660 |
122,660 |
122,650 |
122,650 |
122,655 |
20 000 |
24,60 |
2 |
DS1023 |
PL0000107264 |
110,68 |
110,39 |
110,570 |
110,720 |
110,330 |
110,680 |
110,573 |
582 500 |
666,68 |
53 |
DS0725 |
PL0000108197 |
104,65 |
104,40 |
104,500 |
104,640 |
104,460 |
104,640 |
104,522 |
185 000 |
194,70 |
12 |
WS0428 |
PL0000107611 |
98,45 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,70 |
132,48 |
132,960 |
132,960 |
132,620 |
132,620 |
132,705 |
40 000 |
54,17 |
3 |
WS0437 |
PL0000104857 |
129,00 |
133,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,66 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,37 |
111,40 |
111,400 |
111,590 |
111,280 |
111,280 |
111,416 |
50 000 |
64,76 |
5 |
WZ0115 |
PL0000106480 |
100,25 |
100,26 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
70 000 |
70,59 |
4 |
WZ0117 |
PL0000106936 |
100,24 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,16 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
10 000 |
10,08 |
1 |
WZ0119 |
PL0000107603 |
100,01 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,40 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 470 000 |
1 651,98 |
119 |
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 |
118,50 |
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 |
100,23 |
100,29 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,90 |
101,97 |
1,82 |
1,70 |
101,94 |
1,75 |
OK0715 |
PL0000107405 |
98,58 |
98,67 |
1,85 |
1,73 |
98,63 |
1,79 |
DS1015 |
PL0000103602 |
104,47 |
104,55 |
1,82 |
1,74 |
104,51 |
1,78 |
OK0116 |
PL0000107587 |
97,68 |
97,79 |
1,85 |
1,76 |
97,74 |
1,80 |
PS0416 |
PL0000106340 |
104,73 |
104,86 |
1,82 |
1,74 |
104,80 |
1,78 |
OK0716 |
PL0000107926 |
96,78 |
96,94 |
1,85 |
1,76 |
96,86 |
1,81 |
IZ0816 |
PL0000103529 |
103,36 |
103,98 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,78 |
105,95 |
1,82 |
1,74 |
105,87 |
1,78 |
WZ0117 |
PL0000106936 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
106,97 |
107,15 |
1,89 |
1,82 |
107,06 |
1,86 |
DS1017 |
PL0000104543 |
109,65 |
109,83 |
1,94 |
1,88 |
109,74 |
1,91 |
WZ0118 |
PL0000104717 |
100,11 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
105,83 |
106,08 |
2,02 |
1,95 |
105,96 |
1,98 |
PS0718 |
PL0000107595 |
101,52 |
101,78 |
2,07 |
2,00 |
101,65 |
2,04 |
WZ0119 |
PL0000107603 |
99,96 |
100,22 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
104,94 |
105,14 |
2,15 |
2,11 |
105,04 |
2,13 |
DS1019 |
PL0000105441 |
115,72 |
116,03 |
2,17 |
2,11 |
115,88 |
2,14 |
DS1020 |
PL0000106126 |
116,28 |
116,71 |
2,32 |
2,25 |
116,50 |
2,29 |
WZ0121 |
PL0000106068 |
99,33 |
99,53 |
--- |
--- |
99,43 |
--- |
DS1021 |
PL0000106670 |
121,17 |
121,50 |
2,43 |
2,39 |
121,34 |
2,41 |
WS0922 |
PL0000102646 |
122,57 |
122,98 |
2,57 |
2,52 |
122,78 |
2,54 |
IZ0823 |
PL0000105359 |
110,46 |
112,31 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
110,52 |
110,80 |
2,67 |
2,64 |
110,66 |
2,65 |
WZ0124 |
PL0000107454 |
98,32 |
98,53 |
--- |
--- |
98,43 |
--- |
DS0725 |
PL0000108197 |
104,49 |
104,89 |
2,76 |
2,72 |
104,69 |
2,74 |
WS0429 |
PL0000105391 |
132,35 |
133,43 |
2,97 |
2,89 |
132,89 |
2,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,24 |
100,27 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,91 |
101,96 |
1,81 |
1,71 |
101,94 |
1,75 |
OK0715 |
PL0000107405 |
98,59 |
98,67 |
1,84 |
1,73 |
98,63 |
1,79 |
DS1015 |
PL0000103602 |
104,48 |
104,54 |
1,81 |
1,75 |
104,51 |
1,78 |
OK0116 |
PL0000107587 |
97,70 |
97,79 |
1,83 |
1,76 |
97,75 |
1,79 |
PS0416 |
PL0000106340 |
104,74 |
104,87 |
1,82 |
1,73 |
104,81 |
1,77 |
OK0716 |
PL0000107926 |
96,85 |
96,97 |
1,81 |
1,74 |
96,91 |
1,78 |
IZ0816 |
PL0000103529 |
103,47 |
103,99 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
105,78 |
105,96 |
1,82 |
1,73 |
105,87 |
1,78 |
WZ0117 |
PL0000106936 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
107,01 |
107,14 |
1,88 |
1,83 |
107,08 |
1,85 |
DS1017 |
PL0000104543 |
109,68 |
109,83 |
1,93 |
1,88 |
109,76 |
1,90 |
WZ0118 |
PL0000104717 |
100,11 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
105,92 |
106,12 |
1,99 |
1,93 |
106,02 |
1,96 |
PS0718 |
PL0000107595 |
101,68 |
101,87 |
2,03 |
1,98 |
101,78 |
2,00 |
WZ0119 |
PL0000107603 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
105,01 |
105,16 |
2,13 |
2,10 |
105,09 |
2,12 |
DS1019 |
PL0000105441 |
115,83 |
116,09 |
2,14 |
2,09 |
115,96 |
2,12 |
DS1020 |
PL0000106126 |
116,38 |
116,73 |
2,31 |
2,25 |
116,56 |
2,28 |
WZ0121 |
PL0000106068 |
99,38 |
99,53 |
--- |
--- |
99,46 |
--- |
DS1021 |
PL0000106670 |
121,17 |
121,46 |
2,43 |
2,39 |
121,32 |
2,41 |
WS0922 |
PL0000102646 |
122,72 |
122,95 |
2,55 |
2,52 |
122,84 |
2,54 |
IZ0823 |
PL0000105359 |
111,12 |
112,13 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
110,59 |
110,77 |
2,66 |
2,64 |
110,68 |
2,65 |
WZ0124 |
PL0000107454 |
98,37 |
98,48 |
--- |
--- |
98,43 |
--- |
DS0725 |
PL0000108197 |
104,55 |
104,79 |
2,75 |
2,73 |
104,67 |
2,74 |
WS0429 |
PL0000105391 |
132,23 |
133,26 |
2,98 |
2,91 |
132,75 |
2,94 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
10 |
PS1016 |
PL0000106795 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
200 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,930 |
1,930 |
1,930 |
235 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,750 |
1,900 |
1,874 |
235 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,900 |
1,900 |
1,900 |
45 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
115 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
80 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
25 |
OK0716 |
PL0000107926 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
380 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
425 |
TOTAL |
1 750 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.