2014-10-16 |
MARKET DATA |
No 200 (2482) |
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 |
2 892,50 |
3 175,28 |
225 |
2 170,00 |
2 494,69 |
24 |
5 062,50 |
5 669,97 |
249 |
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 |
101,90 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,70 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,50 |
104,52 |
104,490 |
104,490 |
104,480 |
104,480 |
104,485 |
50 000 |
55,33 |
2 |
OK0116 |
PL0000107587 |
97,83 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,83 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,98 |
96,92 |
96,980 |
97,000 |
96,980 |
97,000 |
96,993 |
160 000 |
155,19 |
7 |
PS1016 |
PL0000106795 |
105,90 |
105,74 |
105,820 |
105,820 |
105,820 |
105,820 |
105,820 |
10 000 |
11,05 |
1 |
PS0417 |
PL0000107058 |
107,12 |
107,02 |
106,920 |
107,050 |
106,920 |
107,000 |
106,973 |
40 000 |
43,72 |
4 |
DS1017 |
PL0000104543 |
109,70 |
109,59 |
109,610 |
109,610 |
109,480 |
109,520 |
109,559 |
260 000 |
298,32 |
9 |
PS0418 |
PL0000107314 |
106,06 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,81 |
98,32 |
101,970 |
101,970 |
101,420 |
101,650 |
101,624 |
165 000 |
168,66 |
13 |
PS0719 |
PL0000108148 |
105,61 |
104,79 |
105,200 |
105,280 |
104,800 |
105,050 |
105,036 |
595 000 |
629,58 |
42 |
DS1019 |
PL0000105441 |
116,25 |
115,30 |
115,730 |
115,830 |
115,730 |
115,830 |
115,752 |
60 000 |
72,71 |
6 |
DS1020 |
PL0000106126 |
116,80 |
116,32 |
116,760 |
116,760 |
116,760 |
116,760 |
116,760 |
10 000 |
12,19 |
1 |
DS1021 |
PL0000106670 |
121,99 |
120,81 |
121,750 |
121,790 |
120,960 |
121,530 |
121,358 |
265 000 |
336,63 |
25 |
WS0922 |
PL0000102646 |
123,66 |
122,31 |
123,300 |
123,300 |
122,500 |
122,500 |
122,729 |
35 000 |
43,10 |
4 |
DS1023 |
PL0000107264 |
112,30 |
110,00 |
111,200 |
111,330 |
109,800 |
110,200 |
110,493 |
450 000 |
514,97 |
45 |
DS0725 |
PL0000108197 |
105,66 |
103,99 |
105,660 |
105,660 |
103,950 |
104,800 |
104,683 |
545 000 |
574,74 |
54 |
WS0428 |
PL0000107611 |
99,65 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,46 |
131,73 |
134,460 |
134,460 |
131,950 |
131,950 |
133,205 |
20 000 |
27,20 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,49 |
103,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,36 |
111,20 |
111,360 |
111,360 |
111,360 |
111,360 |
111,360 |
10 000 |
12,94 |
1 |
WZ0115 |
PL0000106480 |
100,25 |
100,25 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
57 500 |
58,01 |
3 |
WZ0117 |
PL0000106936 |
100,21 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,08 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
35 000 |
35,26 |
1 |
WZ0119 |
PL0000107603 |
100,04 |
100,01 |
100,040 |
100,040 |
100,010 |
100,010 |
100,036 |
115 000 |
115,77 |
4 |
WZ0121 |
PL0000106068 |
99,45 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,43 |
98,40 |
98,420 |
98,420 |
98,420 |
98,420 |
98,420 |
10 000 |
9,91 |
1 |
TOTAL |
2 892 500 |
3 175,28 |
225 |
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 |
104,50 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,45 |
108,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,20 |
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 |
118,75 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,50 |
119,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,80 |
124,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
118,90 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,00 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,00 |
116,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
133,00 |
134,00 |
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 |
100,27 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,88 |
101,97 |
1,75 |
1,58 |
101,93 |
1,66 |
OK0715 |
PL0000107405 |
98,67 |
98,79 |
1,77 |
1,61 |
98,73 |
1,69 |
DS1015 |
PL0000103602 |
104,47 |
104,56 |
1,75 |
1,66 |
104,52 |
1,70 |
OK0116 |
PL0000107587 |
97,78 |
97,93 |
1,79 |
1,67 |
97,86 |
1,72 |
PS0416 |
PL0000106340 |
104,78 |
104,94 |
1,76 |
1,66 |
104,86 |
1,71 |
OK0716 |
PL0000107926 |
96,93 |
97,13 |
1,78 |
1,66 |
97,03 |
1,72 |
IZ0816 |
PL0000103529 |
103,29 |
103,91 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
105,82 |
105,99 |
1,78 |
1,70 |
105,91 |
1,74 |
WZ0117 |
PL0000106936 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
107,03 |
107,22 |
1,85 |
1,78 |
107,13 |
1,81 |
DS1017 |
PL0000104543 |
109,59 |
109,80 |
1,94 |
1,87 |
109,70 |
1,91 |
WZ0118 |
PL0000104717 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
105,92 |
106,21 |
1,98 |
1,90 |
106,07 |
1,94 |
PS0718 |
PL0000107595 |
101,71 |
101,97 |
2,02 |
1,95 |
101,84 |
1,98 |
WZ0119 |
PL0000107603 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,39 |
2,10 |
2,05 |
105,27 |
2,07 |
DS1019 |
PL0000105441 |
115,92 |
116,20 |
2,12 |
2,06 |
116,06 |
2,09 |
DS1020 |
PL0000106126 |
116,58 |
117,01 |
2,27 |
2,20 |
116,80 |
2,23 |
WZ0121 |
PL0000106068 |
99,34 |
99,53 |
--- |
--- |
99,44 |
--- |
DS1021 |
PL0000106670 |
121,61 |
122,03 |
2,37 |
2,31 |
121,82 |
2,34 |
WS0922 |
PL0000102646 |
123,26 |
123,68 |
2,48 |
2,43 |
123,47 |
2,45 |
IZ0823 |
PL0000105359 |
110,39 |
111,85 |
--- |
--- |
111,12 |
--- |
DS1023 |
PL0000107264 |
111,17 |
111,44 |
2,59 |
2,56 |
111,31 |
2,58 |
WZ0124 |
PL0000107454 |
98,36 |
98,52 |
--- |
--- |
98,44 |
--- |
DS0725 |
PL0000108197 |
105,18 |
105,51 |
2,69 |
2,65 |
105,35 |
2,67 |
WS0429 |
PL0000105391 |
133,43 |
134,45 |
2,89 |
2,82 |
133,94 |
2,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,23 |
100,28 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,88 |
101,96 |
1,75 |
1,60 |
101,92 |
1,68 |
OK0715 |
PL0000107405 |
98,67 |
98,78 |
1,77 |
1,62 |
98,73 |
1,69 |
DS1015 |
PL0000103602 |
104,47 |
104,55 |
1,75 |
1,67 |
104,51 |
1,71 |
OK0116 |
PL0000107587 |
97,75 |
97,87 |
1,81 |
1,72 |
97,81 |
1,76 |
PS0416 |
PL0000106340 |
104,74 |
104,90 |
1,78 |
1,68 |
104,82 |
1,73 |
OK0716 |
PL0000107926 |
96,92 |
97,10 |
1,79 |
1,68 |
97,01 |
1,74 |
IZ0816 |
PL0000103529 |
103,30 |
103,90 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
105,74 |
105,92 |
1,82 |
1,73 |
105,83 |
1,77 |
WZ0117 |
PL0000106936 |
100,14 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
107,01 |
107,17 |
1,86 |
1,80 |
107,09 |
1,83 |
DS1017 |
PL0000104543 |
109,57 |
109,79 |
1,95 |
1,88 |
109,68 |
1,91 |
WZ0118 |
PL0000104717 |
100,03 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,90 |
106,09 |
1,99 |
1,94 |
106,00 |
1,96 |
PS0718 |
PL0000107595 |
101,59 |
101,88 |
2,05 |
1,97 |
101,74 |
2,01 |
WZ0119 |
PL0000107603 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,98 |
105,23 |
2,14 |
2,08 |
105,11 |
2,11 |
DS1019 |
PL0000105441 |
115,86 |
116,12 |
2,13 |
2,08 |
115,99 |
2,10 |
DS1020 |
PL0000106126 |
116,56 |
116,91 |
2,27 |
2,21 |
116,74 |
2,24 |
WZ0121 |
PL0000106068 |
99,32 |
99,51 |
--- |
--- |
99,42 |
--- |
DS1021 |
PL0000106670 |
121,24 |
121,64 |
2,42 |
2,36 |
121,44 |
2,39 |
WS0922 |
PL0000102646 |
122,61 |
123,03 |
2,56 |
2,51 |
122,82 |
2,53 |
IZ0823 |
PL0000105359 |
110,62 |
111,62 |
--- |
--- |
111,12 |
--- |
DS1023 |
PL0000107264 |
110,54 |
110,93 |
2,67 |
2,62 |
110,74 |
2,64 |
WZ0124 |
PL0000107454 |
98,33 |
98,47 |
--- |
--- |
98,40 |
--- |
DS0725 |
PL0000108197 |
104,56 |
104,97 |
2,75 |
2,71 |
104,77 |
2,73 |
WS0429 |
PL0000105391 |
132,48 |
133,46 |
2,96 |
2,89 |
132,97 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
100 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
10 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
85 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,930 |
1,930 |
1,930 |
225 |
DS1015 |
PL0000103602 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
120 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,900 |
1,930 |
1,923 |
210 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,930 |
1,930 |
1,930 |
370 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,930 |
1,930 |
1,930 |
115 |
PS1016 |
PL0000106795 |
1/4 |
3 |
1,800 |
1,800 |
1,800 |
85 |
OK0715 |
PL0000107405 |
1/4 |
3 |
1,930 |
1,930 |
1,930 |
90 |
OK0116 |
PL0000107587 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
135 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
100 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
200 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,930 |
1,950 |
1,935 |
160 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,700 |
1,700 |
1,700 |
150 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
5 |
TOTAL |
2 170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.