2014-10-17 |
MARKET DATA |
No 201 (2483) |
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 |
1 380,00 |
1 498,94 |
91 |
2 500,00 |
2 740,87 |
33 |
3 880,00 |
4 239,81 |
124 |
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 |
101,89 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,72 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,50 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,85 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,84 |
104,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,04 |
97,00 |
96,970 |
97,000 |
96,970 |
97,000 |
96,974 |
170 000 |
164,86 |
5 |
PS1016 |
PL0000106795 |
105,88 |
105,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,20 |
107,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,84 |
109,58 |
109,620 |
109,800 |
109,620 |
109,800 |
109,695 |
260 000 |
298,71 |
8 |
PS0418 |
PL0000107314 |
106,15 |
106,04 |
105,970 |
105,970 |
105,970 |
105,970 |
105,970 |
15 000 |
16,17 |
1 |
PS0718 |
PL0000107595 |
101,87 |
101,74 |
101,700 |
101,800 |
101,680 |
101,800 |
101,767 |
150 000 |
153,56 |
9 |
PS0719 |
PL0000108148 |
105,42 |
105,00 |
105,000 |
105,450 |
104,970 |
105,450 |
105,237 |
315 000 |
333,97 |
23 |
DS1019 |
PL0000105441 |
116,22 |
115,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,03 |
116,72 |
117,120 |
117,120 |
117,120 |
117,120 |
117,120 |
10 000 |
12,23 |
1 |
DS1021 |
PL0000106670 |
121,87 |
121,50 |
121,300 |
121,660 |
121,300 |
121,660 |
121,480 |
20 000 |
25,43 |
2 |
WS0922 |
PL0000102646 |
123,49 |
122,85 |
123,400 |
123,400 |
123,380 |
123,380 |
123,393 |
30 000 |
37,15 |
3 |
DS1023 |
PL0000107264 |
111,45 |
110,64 |
110,780 |
111,330 |
110,780 |
111,330 |
111,078 |
220 000 |
253,08 |
21 |
DS0725 |
PL0000108197 |
105,50 |
104,70 |
104,750 |
105,560 |
104,750 |
105,560 |
105,233 |
170 000 |
180,23 |
16 |
WS0428 |
PL0000107611 |
99,39 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,06 |
132,98 |
133,700 |
133,700 |
133,700 |
133,700 |
133,700 |
10 000 |
13,65 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,49 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,10 |
111,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,24 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,41 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,41 |
98,42 |
98,450 |
98,450 |
98,450 |
98,450 |
98,450 |
10 000 |
9,91 |
1 |
TOTAL |
1 380 000 |
1 498,94 |
91 |
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 |
108,40 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,85 |
119,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,80 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,65 |
118,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,20 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,60 |
124,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
118,70 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
112,75 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
115,80 |
116,20 |
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 |
100,28 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,88 |
101,95 |
1,73 |
1,60 |
101,92 |
1,66 |
OK0715 |
PL0000107405 |
98,66 |
98,77 |
1,79 |
1,64 |
98,72 |
1,71 |
DS1015 |
PL0000103602 |
104,44 |
104,54 |
1,77 |
1,67 |
104,49 |
1,72 |
OK0116 |
PL0000107587 |
97,78 |
97,91 |
1,79 |
1,69 |
97,85 |
1,74 |
PS0416 |
PL0000106340 |
104,77 |
104,91 |
1,76 |
1,67 |
104,84 |
1,71 |
OK0716 |
PL0000107926 |
96,96 |
97,11 |
1,77 |
1,68 |
97,04 |
1,72 |
IZ0816 |
PL0000103529 |
103,38 |
103,98 |
--- |
--- |
103,68 |
--- |
PS1016 |
PL0000106795 |
105,79 |
105,94 |
1,79 |
1,72 |
105,87 |
1,75 |
WZ0117 |
PL0000106936 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,98 |
107,15 |
1,87 |
1,80 |
107,07 |
1,84 |
DS1017 |
PL0000104543 |
109,57 |
109,77 |
1,94 |
1,88 |
109,67 |
1,91 |
WZ0118 |
PL0000104717 |
100,01 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,88 |
106,14 |
1,99 |
1,92 |
106,01 |
1,96 |
PS0718 |
PL0000107595 |
101,65 |
101,87 |
2,04 |
1,98 |
101,76 |
2,01 |
WZ0119 |
PL0000107603 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,95 |
105,19 |
2,14 |
2,09 |
105,07 |
2,12 |
DS1019 |
PL0000105441 |
115,82 |
116,12 |
2,14 |
2,08 |
115,97 |
2,11 |
DS1020 |
PL0000106126 |
116,53 |
116,92 |
2,27 |
2,21 |
116,73 |
2,24 |
WZ0121 |
PL0000106068 |
99,34 |
99,49 |
--- |
--- |
99,42 |
--- |
DS1021 |
PL0000106670 |
121,32 |
121,66 |
2,41 |
2,36 |
121,49 |
2,38 |
WS0922 |
PL0000102646 |
122,69 |
123,09 |
2,55 |
2,50 |
122,89 |
2,52 |
IZ0823 |
PL0000105359 |
110,33 |
111,76 |
--- |
--- |
111,05 |
--- |
DS1023 |
PL0000107264 |
110,57 |
110,94 |
2,66 |
2,62 |
110,76 |
2,64 |
WZ0124 |
PL0000107454 |
98,30 |
98,47 |
--- |
--- |
98,39 |
--- |
DS0725 |
PL0000108197 |
104,61 |
105,00 |
2,75 |
2,71 |
104,81 |
2,73 |
WS0429 |
PL0000105391 |
131,62 |
133,90 |
3,02 |
2,86 |
132,76 |
2,94 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,23 |
100,27 |
--- |
--- |
100,25 |
--- |
PS0415 |
PL0000105953 |
101,87 |
101,94 |
1,75 |
1,62 |
101,91 |
1,68 |
OK0715 |
PL0000107405 |
98,68 |
98,79 |
1,76 |
1,61 |
98,74 |
1,68 |
DS1015 |
PL0000103602 |
104,46 |
104,55 |
1,75 |
1,66 |
104,51 |
1,70 |
OK0116 |
PL0000107587 |
97,81 |
97,90 |
1,77 |
1,69 |
97,86 |
1,73 |
PS0416 |
PL0000106340 |
104,79 |
104,93 |
1,75 |
1,66 |
104,86 |
1,70 |
OK0716 |
PL0000107926 |
96,99 |
97,08 |
1,75 |
1,70 |
97,04 |
1,72 |
IZ0816 |
PL0000103529 |
103,35 |
103,99 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,82 |
105,99 |
1,78 |
1,69 |
105,91 |
1,73 |
WZ0117 |
PL0000106936 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
107,09 |
107,24 |
1,83 |
1,77 |
107,17 |
1,80 |
DS1017 |
PL0000104543 |
109,69 |
109,83 |
1,91 |
1,86 |
109,76 |
1,88 |
WZ0118 |
PL0000104717 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
106,06 |
106,27 |
1,94 |
1,88 |
106,17 |
1,91 |
PS0718 |
PL0000107595 |
101,81 |
102,07 |
1,99 |
1,92 |
101,94 |
1,96 |
WZ0119 |
PL0000107603 |
99,96 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
105,26 |
105,47 |
2,08 |
2,03 |
105,37 |
2,05 |
DS1019 |
PL0000105441 |
116,07 |
116,33 |
2,09 |
2,04 |
116,20 |
2,06 |
DS1020 |
PL0000106126 |
116,84 |
117,25 |
2,22 |
2,16 |
117,05 |
2,19 |
WZ0121 |
PL0000106068 |
99,37 |
99,50 |
--- |
--- |
99,44 |
--- |
DS1021 |
PL0000106670 |
121,73 |
122,10 |
2,35 |
2,30 |
121,92 |
2,32 |
WS0922 |
PL0000102646 |
123,41 |
123,65 |
2,46 |
2,43 |
123,53 |
2,44 |
IZ0823 |
PL0000105359 |
110,91 |
112,04 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
111,23 |
111,53 |
2,59 |
2,55 |
111,38 |
2,57 |
WZ0124 |
PL0000107454 |
98,36 |
98,48 |
--- |
--- |
98,42 |
--- |
DS0725 |
PL0000108197 |
105,27 |
105,60 |
2,68 |
2,64 |
105,44 |
2,66 |
WS0429 |
PL0000105391 |
133,61 |
134,52 |
2,88 |
2,81 |
134,07 |
2,85 |
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 |
3/4 |
1 |
1,950 |
1,950 |
1,950 |
10 |
DS1015 |
PL0000103602 |
3/4 |
1 |
1,940 |
1,940 |
1,940 |
60 |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,940 |
1,940 |
1,940 |
65 |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,930 |
1,940 |
1,939 |
310 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,940 |
1,940 |
1,940 |
285 |
PS0416 |
PL0000106340 |
3/4 |
1 |
1,940 |
1,940 |
1,940 |
30 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,950 |
1,950 |
1,950 |
10 |
PS1016 |
PL0000106795 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
120 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,940 |
1,940 |
1,940 |
70 |
OK0715 |
PL0000107405 |
3/4 |
1 |
1,940 |
1,940 |
1,940 |
90 |
OK0116 |
PL0000107587 |
3/4 |
1 |
1,950 |
1,950 |
1,950 |
95 |
OK0716 |
PL0000107926 |
3/4 |
1 |
1,930 |
1,930 |
1,930 |
100 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,750 |
1,750 |
1,750 |
50 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
1,950 |
1,950 |
1,950 |
100 |
WZ0115 |
PL0000106480 |
3/4 |
1 |
1,940 |
1,940 |
1,940 |
10 |
WS0429 |
PL0000105391 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
20 |
PS0416 |
PL0000106340 |
0/3 |
3 |
1,950 |
1,950 |
1,950 |
30 |
PS1016 |
PL0000106795 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
10 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
1,940 |
1,940 |
1,940 |
70 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,940 |
1,940 |
1,940 |
10 |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,940 |
1,940 |
1,940 |
215 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
160 |
OK0716 |
PL0000107926 |
3/10 |
7 |
1,940 |
1,940 |
1,940 |
90 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,900 |
1,950 |
1,917 |
490 |
TOTAL |
2 500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.