2014-10-13 |
MARKET DATA |
No 197 (2479) |
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 |
967,50 |
1 040,80 |
51 |
1 205,00 |
1 365,87 |
20 |
2 172,50 |
2 406,67 |
71 |
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 |
101,91 |
101,93 |
101,910 |
101,910 |
101,910 |
101,910 |
101,910 |
20 000 |
20,90 |
1 |
OK0715 |
PL0000107405 |
98,61 |
98,62 |
98,620 |
98,620 |
98,620 |
98,620 |
98,620 |
5 000 |
4,93 |
1 |
DS1015 |
PL0000103602 |
104,48 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,74 |
97,74 |
97,700 |
97,740 |
97,700 |
97,740 |
97,730 |
40 000 |
39,09 |
3 |
PS0416 |
PL0000106340 |
104,78 |
104,82 |
104,820 |
104,820 |
104,820 |
104,820 |
104,820 |
2 500 |
2,68 |
1 |
OK0716 |
PL0000107926 |
96,92 |
96,92 |
96,920 |
96,920 |
96,920 |
96,920 |
96,920 |
10 000 |
9,69 |
2 |
PS1016 |
PL0000106795 |
105,87 |
105,89 |
105,890 |
105,890 |
105,890 |
105,890 |
105,890 |
20 000 |
22,10 |
1 |
PS0417 |
PL0000107058 |
107,08 |
107,09 |
107,080 |
107,080 |
107,060 |
107,060 |
107,070 |
50 000 |
54,66 |
3 |
DS1017 |
PL0000104543 |
109,75 |
109,75 |
109,710 |
109,710 |
109,680 |
109,680 |
109,698 |
132 500 |
152,12 |
3 |
PS0418 |
PL0000107314 |
106,03 |
106,08 |
105,910 |
105,910 |
105,910 |
105,910 |
105,910 |
2 500 |
2,69 |
1 |
PS0718 |
PL0000107595 |
101,80 |
101,80 |
101,750 |
101,810 |
101,750 |
101,810 |
101,787 |
45 000 |
46,06 |
3 |
PS0719 |
PL0000108148 |
105,23 |
105,15 |
105,150 |
105,150 |
105,150 |
105,150 |
105,150 |
100 000 |
105,88 |
8 |
DS1019 |
PL0000105441 |
116,06 |
116,03 |
116,100 |
116,100 |
115,850 |
115,850 |
116,063 |
22 500 |
27,32 |
3 |
DS1020 |
PL0000106126 |
116,65 |
116,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,55 |
121,45 |
121,590 |
121,610 |
121,590 |
121,610 |
121,600 |
20 000 |
25,44 |
2 |
WS0922 |
PL0000102646 |
123,20 |
122,97 |
123,200 |
123,230 |
123,200 |
123,230 |
123,210 |
30 000 |
37,07 |
2 |
DS1023 |
PL0000107264 |
111,00 |
110,77 |
110,770 |
111,010 |
110,670 |
111,010 |
110,869 |
80 000 |
91,81 |
7 |
DS0725 |
PL0000108197 |
105,00 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,85 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,25 |
133,12 |
133,200 |
133,200 |
133,200 |
133,200 |
133,200 |
5 000 |
6,80 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,65 |
103,75 |
103,650 |
103,650 |
103,600 |
103,600 |
103,625 |
20 000 |
26,66 |
2 |
IZ0823 |
PL0000105359 |
111,31 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,25 |
100,25 |
100,240 |
100,240 |
100,240 |
100,240 |
100,240 |
327 500 |
330,25 |
5 |
WZ0117 |
PL0000106936 |
100,25 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,43 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,42 |
98,44 |
98,440 |
98,440 |
98,440 |
98,440 |
98,440 |
35 000 |
34,66 |
2 |
TOTAL |
967 500 |
1 040,80 |
51 |
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 |
104,40 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,50 |
108,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,10 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,85 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,45 |
118,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,25 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,35 |
123,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
118,50 |
118,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
112,45 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
115,50 |
115,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
132,50 |
133,00 |
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 |
100,27 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,90 |
101,97 |
1,81 |
1,68 |
101,94 |
1,73 |
OK0715 |
PL0000107405 |
98,57 |
98,67 |
1,87 |
1,74 |
98,62 |
1,80 |
DS1015 |
PL0000103602 |
104,45 |
104,54 |
1,83 |
1,74 |
104,50 |
1,78 |
OK0116 |
PL0000107587 |
97,68 |
97,80 |
1,85 |
1,75 |
97,74 |
1,80 |
PS0416 |
PL0000106340 |
104,72 |
104,85 |
1,82 |
1,74 |
104,79 |
1,78 |
OK0716 |
PL0000107926 |
96,81 |
96,97 |
1,84 |
1,75 |
96,89 |
1,79 |
IZ0816 |
PL0000103529 |
103,37 |
104,03 |
--- |
--- |
103,70 |
--- |
PS1016 |
PL0000106795 |
105,78 |
105,95 |
1,82 |
1,73 |
105,87 |
1,77 |
WZ0117 |
PL0000106936 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,98 |
107,15 |
1,89 |
1,82 |
107,07 |
1,85 |
DS1017 |
PL0000104543 |
109,70 |
109,86 |
1,92 |
1,87 |
109,78 |
1,89 |
WZ0118 |
PL0000104717 |
100,10 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
105,93 |
106,16 |
1,99 |
1,92 |
106,05 |
1,95 |
PS0718 |
PL0000107595 |
101,67 |
101,89 |
2,03 |
1,97 |
101,78 |
2,00 |
WZ0119 |
PL0000107603 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
105,09 |
105,29 |
2,12 |
2,07 |
105,19 |
2,09 |
DS1019 |
PL0000105441 |
115,91 |
116,14 |
2,13 |
2,08 |
116,03 |
2,10 |
DS1020 |
PL0000106126 |
116,49 |
116,84 |
2,29 |
2,23 |
116,67 |
2,26 |
WZ0121 |
PL0000106068 |
99,36 |
99,50 |
--- |
--- |
99,43 |
--- |
DS1021 |
PL0000106670 |
121,26 |
121,65 |
2,42 |
2,37 |
121,46 |
2,39 |
WS0922 |
PL0000102646 |
122,71 |
123,09 |
2,55 |
2,50 |
122,90 |
2,53 |
IZ0823 |
PL0000105359 |
110,82 |
112,55 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
110,66 |
110,91 |
2,65 |
2,62 |
110,79 |
2,64 |
WZ0124 |
PL0000107454 |
98,35 |
98,48 |
--- |
--- |
98,42 |
--- |
DS0725 |
PL0000108197 |
104,59 |
104,96 |
2,75 |
2,71 |
104,78 |
2,73 |
WS0429 |
PL0000105391 |
132,40 |
133,52 |
2,97 |
2,89 |
132,96 |
2,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,22 |
100,26 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,89 |
101,95 |
1,82 |
1,71 |
101,92 |
1,77 |
OK0715 |
PL0000107405 |
98,59 |
98,66 |
1,84 |
1,75 |
98,63 |
1,79 |
DS1015 |
PL0000103602 |
104,45 |
104,53 |
1,83 |
1,75 |
104,49 |
1,79 |
OK0116 |
PL0000107587 |
97,70 |
97,77 |
1,84 |
1,78 |
97,74 |
1,80 |
PS0416 |
PL0000106340 |
104,76 |
104,85 |
1,80 |
1,74 |
104,81 |
1,77 |
OK0716 |
PL0000107926 |
96,89 |
96,96 |
1,79 |
1,75 |
96,93 |
1,77 |
IZ0816 |
PL0000103529 |
103,37 |
103,89 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
105,83 |
105,92 |
1,79 |
1,75 |
105,88 |
1,77 |
WZ0117 |
PL0000106936 |
100,22 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
107,00 |
107,15 |
1,88 |
1,82 |
107,08 |
1,85 |
DS1017 |
PL0000104543 |
109,69 |
109,86 |
1,92 |
1,87 |
109,78 |
1,89 |
WZ0118 |
PL0000104717 |
100,11 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
105,99 |
106,18 |
1,97 |
1,92 |
106,09 |
1,94 |
PS0718 |
PL0000107595 |
101,72 |
101,88 |
2,02 |
1,98 |
101,80 |
2,00 |
WZ0119 |
PL0000107603 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
105,17 |
105,30 |
2,10 |
2,07 |
105,24 |
2,08 |
DS1019 |
PL0000105441 |
115,92 |
116,18 |
2,13 |
2,08 |
116,05 |
2,10 |
DS1020 |
PL0000106126 |
116,56 |
116,91 |
2,28 |
2,22 |
116,74 |
2,25 |
WZ0121 |
PL0000106068 |
99,38 |
99,52 |
--- |
--- |
99,45 |
--- |
DS1021 |
PL0000106670 |
121,38 |
121,64 |
2,40 |
2,37 |
121,51 |
2,39 |
WS0922 |
PL0000102646 |
123,04 |
123,28 |
2,51 |
2,48 |
123,16 |
2,50 |
IZ0823 |
PL0000105359 |
110,87 |
111,75 |
--- |
--- |
111,31 |
--- |
DS1023 |
PL0000107264 |
110,85 |
111,07 |
2,63 |
2,61 |
110,96 |
2,62 |
WZ0124 |
PL0000107454 |
98,38 |
98,48 |
--- |
--- |
98,43 |
--- |
DS0725 |
PL0000108197 |
104,78 |
105,12 |
2,73 |
2,69 |
104,95 |
2,71 |
WS0429 |
PL0000105391 |
132,72 |
133,45 |
2,94 |
2,89 |
133,09 |
2,92 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
25 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
65 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
80 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
70 |
DS1015 |
PL0000103602 |
1/2 |
1 |
1,930 |
1,930 |
1,930 |
40 |
WS0429 |
PL0000105391 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
45 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,850 |
1,870 |
1,858 |
155 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,920 |
1,920 |
1,920 |
80 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
100 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
55 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
110 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,920 |
1,920 |
1,920 |
280 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
30 |
TOTAL |
1 205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.