2014-10-21 |
MARKET DATA |
No 203 (2485) |
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 |
1 387,50 |
1 509,87 |
95 |
1 020,00 |
1 094,42 |
17 |
2 407,50 |
2 604,29 |
112 |
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 |
101,88 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,72 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,48 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,86 |
97,87 |
97,870 |
97,870 |
97,870 |
97,870 |
97,870 |
10 000 |
9,79 |
1 |
PS0416 |
PL0000106340 |
104,84 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,08 |
97,08 |
97,070 |
97,070 |
97,060 |
97,060 |
97,065 |
75 000 |
72,80 |
3 |
PS1016 |
PL0000106795 |
105,91 |
105,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,15 |
107,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,84 |
109,75 |
109,750 |
109,800 |
109,750 |
109,780 |
109,772 |
170 000 |
186,61 |
9 |
PS0418 |
PL0000107314 |
106,08 |
106,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,90 |
101,83 |
101,830 |
101,830 |
101,820 |
101,820 |
101,821 |
100 000 |
102,44 |
2 |
PS0719 |
PL0000108148 |
105,34 |
105,12 |
105,280 |
105,280 |
105,120 |
105,270 |
105,207 |
175 000 |
185,51 |
14 |
DS1019 |
PL0000105441 |
116,16 |
116,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,01 |
116,86 |
116,910 |
116,910 |
116,910 |
116,910 |
116,910 |
10 000 |
12,21 |
1 |
DS1021 |
PL0000106670 |
121,99 |
121,67 |
121,850 |
121,850 |
121,720 |
121,720 |
121,808 |
90 000 |
114,77 |
6 |
WS0922 |
PL0000102646 |
123,65 |
123,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,55 |
111,10 |
111,180 |
111,550 |
111,050 |
111,550 |
111,182 |
350 000 |
403,06 |
35 |
DS0725 |
PL0000108197 |
105,65 |
105,32 |
105,250 |
105,750 |
105,250 |
105,750 |
105,458 |
60 000 |
63,76 |
7 |
WS0428 |
PL0000107611 |
97,97 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,54 |
134,00 |
134,000 |
134,040 |
134,000 |
134,040 |
134,028 |
25 000 |
34,22 |
3 |
WS0437 |
PL0000104857 |
130,00 |
133,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,54 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,66 |
111,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,24 |
100,25 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
152 500 |
153,88 |
4 |
WZ0117 |
PL0000106936 |
100,20 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,07 |
100,070 |
100,090 |
100,050 |
100,090 |
100,062 |
90 000 |
90,65 |
6 |
WZ0119 |
PL0000107603 |
99,98 |
99,99 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
25 000 |
25,16 |
1 |
WZ0121 |
PL0000106068 |
99,37 |
99,37 |
99,370 |
99,370 |
99,350 |
99,350 |
99,359 |
55 000 |
55,01 |
3 |
WZ0124 |
PL0000107454 |
98,38 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 387 500 |
1 509,87 |
95 |
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 |
104,55 |
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 |
118,89 |
119,15 |
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 |
118,95 |
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 |
123,60 |
124,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
118,65 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
112,85 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
115,80 |
116,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
132,55 |
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 |
101,86 |
101,94 |
1,73 |
1,58 |
101,90 |
1,66 |
OK0715 |
PL0000107405 |
98,69 |
98,79 |
1,76 |
1,63 |
98,74 |
1,69 |
DS1015 |
PL0000103602 |
104,46 |
104,55 |
1,71 |
1,62 |
104,51 |
1,66 |
OK0116 |
PL0000107587 |
97,83 |
97,95 |
1,76 |
1,66 |
97,89 |
1,71 |
PS0416 |
PL0000106340 |
104,80 |
104,96 |
1,73 |
1,63 |
104,88 |
1,68 |
OK0716 |
PL0000107926 |
97,03 |
97,20 |
1,73 |
1,63 |
97,12 |
1,68 |
IZ0816 |
PL0000103529 |
103,42 |
103,93 |
--- |
--- |
103,68 |
--- |
PS1016 |
PL0000106795 |
105,87 |
106,04 |
1,74 |
1,66 |
105,96 |
1,70 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
107,08 |
107,20 |
1,83 |
1,78 |
107,14 |
1,80 |
DS1017 |
PL0000104543 |
109,72 |
109,89 |
1,88 |
1,83 |
109,81 |
1,85 |
WZ0118 |
PL0000104717 |
100,05 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
106,03 |
106,20 |
1,95 |
1,90 |
106,12 |
1,92 |
PS0718 |
PL0000107595 |
101,80 |
101,99 |
1,99 |
1,94 |
101,90 |
1,97 |
WZ0119 |
PL0000107603 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
105,24 |
105,38 |
2,08 |
2,05 |
105,31 |
2,06 |
DS1019 |
PL0000105441 |
116,08 |
116,29 |
2,08 |
2,04 |
116,19 |
2,06 |
DS1020 |
PL0000106126 |
116,89 |
117,21 |
2,21 |
2,16 |
117,05 |
2,19 |
WZ0121 |
PL0000106068 |
99,35 |
99,49 |
--- |
--- |
99,42 |
--- |
DS1021 |
PL0000106670 |
121,83 |
122,12 |
2,33 |
2,29 |
121,98 |
2,31 |
WS0922 |
PL0000102646 |
123,28 |
123,58 |
2,47 |
2,44 |
123,43 |
2,46 |
IZ0823 |
PL0000105359 |
111,33 |
112,27 |
--- |
--- |
111,80 |
--- |
DS1023 |
PL0000107264 |
111,23 |
111,44 |
2,58 |
2,56 |
111,34 |
2,57 |
WZ0124 |
PL0000107454 |
98,35 |
98,50 |
--- |
--- |
98,43 |
--- |
DS0725 |
PL0000108197 |
105,35 |
105,68 |
2,67 |
2,63 |
105,52 |
2,65 |
WS0429 |
PL0000105391 |
133,67 |
134,60 |
2,87 |
2,81 |
134,14 |
2,84 |
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 |
101,86 |
101,94 |
1,73 |
1,58 |
101,90 |
1,66 |
OK0715 |
PL0000107405 |
98,70 |
98,79 |
1,75 |
1,63 |
98,75 |
1,68 |
DS1015 |
PL0000103602 |
104,45 |
104,53 |
1,72 |
1,64 |
104,49 |
1,68 |
OK0116 |
PL0000107587 |
97,84 |
97,93 |
1,75 |
1,68 |
97,89 |
1,71 |
PS0416 |
PL0000106340 |
104,80 |
104,95 |
1,73 |
1,63 |
104,88 |
1,68 |
OK0716 |
PL0000107926 |
97,03 |
97,17 |
1,73 |
1,65 |
97,10 |
1,69 |
IZ0816 |
PL0000103529 |
103,38 |
103,94 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,87 |
106,03 |
1,74 |
1,67 |
105,95 |
1,70 |
WZ0117 |
PL0000106936 |
100,18 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
107,12 |
107,21 |
1,81 |
1,77 |
107,17 |
1,79 |
DS1017 |
PL0000104543 |
109,80 |
109,94 |
1,86 |
1,81 |
109,87 |
1,83 |
WZ0118 |
PL0000104717 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
106,06 |
106,29 |
1,94 |
1,87 |
106,18 |
1,91 |
PS0718 |
PL0000107595 |
101,88 |
102,08 |
1,97 |
1,92 |
101,98 |
1,95 |
WZ0119 |
PL0000107603 |
99,95 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
105,31 |
105,50 |
2,06 |
2,02 |
105,41 |
2,04 |
DS1019 |
PL0000105441 |
116,14 |
116,36 |
2,07 |
2,02 |
116,25 |
2,04 |
DS1020 |
PL0000106126 |
116,98 |
117,29 |
2,20 |
2,15 |
117,14 |
2,17 |
WZ0121 |
PL0000106068 |
99,30 |
99,43 |
--- |
--- |
99,37 |
--- |
DS1021 |
PL0000106670 |
121,96 |
122,25 |
2,32 |
2,28 |
122,11 |
2,30 |
WS0922 |
PL0000102646 |
123,51 |
123,78 |
2,45 |
2,41 |
123,65 |
2,43 |
IZ0823 |
PL0000105359 |
111,41 |
112,28 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
111,50 |
111,76 |
2,55 |
2,52 |
111,63 |
2,54 |
WZ0124 |
PL0000107454 |
98,31 |
98,48 |
--- |
--- |
98,40 |
--- |
DS0725 |
PL0000108197 |
105,55 |
105,79 |
2,65 |
2,62 |
105,67 |
2,63 |
WS0429 |
PL0000105391 |
133,99 |
134,83 |
2,85 |
2,79 |
134,41 |
2,82 |
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 |
1,940 |
1,940 |
1,940 |
60 |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,900 |
1,900 |
1,900 |
50 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,940 |
1,940 |
1,940 |
90 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,940 |
1,940 |
1,940 |
60 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
20 |
WS0429 |
PL0000105391 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
5 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
70 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
70 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
5 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,940 |
1,940 |
1,940 |
45 |
PS0415 |
PL0000105953 |
1/8 |
7 |
1,940 |
1,940 |
1,940 |
65 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
135 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
10 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
335 |
TOTAL |
1 020 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.