2014-10-22 |
MARKET DATA |
No 204 (2486) |
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 |
1 350,00 |
1 445,10 |
105 |
730,00 |
776,22 |
11 |
2 080,00 |
2 221,33 |
116 |
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 |
101,87 |
101,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,75 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,51 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,92 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,84 |
104,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,13 |
97,10 |
97,130 |
97,130 |
97,130 |
97,130 |
97,130 |
10 000 |
9,71 |
1 |
PS1016 |
PL0000106795 |
105,93 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,25 |
107,23 |
107,250 |
107,260 |
107,250 |
107,260 |
107,254 |
40 000 |
43,85 |
2 |
DS1017 |
PL0000104543 |
109,92 |
109,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,21 |
106,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,09 |
102,05 |
102,090 |
102,140 |
102,090 |
102,140 |
102,097 |
70 000 |
71,90 |
4 |
PS0719 |
PL0000108148 |
105,55 |
105,44 |
105,440 |
105,600 |
105,400 |
105,440 |
105,510 |
695 000 |
738,93 |
56 |
DS1019 |
PL0000105441 |
116,35 |
116,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,19 |
117,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,21 |
122,12 |
122,220 |
122,220 |
122,010 |
122,010 |
122,140 |
30 000 |
36,64 |
3 |
WS0922 |
PL0000102646 |
123,90 |
123,81 |
123,900 |
123,900 |
123,650 |
123,650 |
123,788 |
40 000 |
49,71 |
4 |
DS1023 |
PL0000107264 |
111,88 |
111,65 |
111,780 |
111,910 |
111,580 |
111,650 |
111,757 |
215 000 |
240,28 |
20 |
DS0725 |
PL0000108197 |
105,99 |
105,72 |
105,900 |
105,900 |
105,700 |
105,700 |
105,746 |
85 000 |
90,57 |
7 |
WS0428 |
PL0000107611 |
99,54 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,67 |
134,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
130,50 |
136,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,58 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,05 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,25 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,34 |
99,40 |
99,340 |
99,340 |
99,340 |
99,340 |
99,340 |
10 000 |
10,00 |
1 |
WZ0124 |
PL0000107454 |
98,40 |
98,40 |
98,400 |
98,400 |
98,360 |
98,360 |
98,374 |
155 000 |
153,51 |
7 |
TOTAL |
1 350 000 |
1 445,10 |
105 |
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 |
104,35 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,40 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
118,90 |
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 |
119,15 |
119,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,60 |
124,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
118,65 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
112,85 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
115,75 |
116,15 |
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 |
101,85 |
101,93 |
1,73 |
1,58 |
101,89 |
1,65 |
OK0715 |
PL0000107405 |
98,73 |
98,82 |
1,71 |
1,59 |
98,78 |
1,65 |
DS1015 |
PL0000103602 |
104,45 |
104,55 |
1,72 |
1,63 |
104,50 |
1,67 |
OK0116 |
PL0000107587 |
97,87 |
97,98 |
1,73 |
1,64 |
97,93 |
1,68 |
PS0416 |
PL0000106340 |
104,82 |
104,96 |
1,71 |
1,62 |
104,89 |
1,66 |
OK0716 |
PL0000107926 |
97,06 |
97,20 |
1,72 |
1,63 |
97,13 |
1,67 |
IZ0816 |
PL0000103529 |
103,44 |
103,98 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
105,91 |
106,07 |
1,71 |
1,64 |
105,99 |
1,67 |
WZ0117 |
PL0000106936 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
107,17 |
107,31 |
1,79 |
1,73 |
107,24 |
1,76 |
DS1017 |
PL0000104543 |
109,85 |
110,05 |
1,84 |
1,78 |
109,95 |
1,81 |
WZ0118 |
PL0000104717 |
100,05 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
106,14 |
106,37 |
1,92 |
1,85 |
106,26 |
1,88 |
PS0718 |
PL0000107595 |
101,98 |
102,18 |
1,94 |
1,89 |
102,08 |
1,92 |
WZ0119 |
PL0000107603 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
105,41 |
105,65 |
2,04 |
1,99 |
105,53 |
2,02 |
DS1019 |
PL0000105441 |
116,23 |
116,47 |
2,05 |
2,00 |
116,35 |
2,03 |
DS1020 |
PL0000106126 |
117,12 |
117,42 |
2,17 |
2,12 |
117,27 |
2,15 |
WZ0121 |
PL0000106068 |
99,30 |
99,45 |
--- |
--- |
99,38 |
--- |
DS1021 |
PL0000106670 |
122,12 |
122,42 |
2,29 |
2,25 |
122,27 |
2,27 |
WS0922 |
PL0000102646 |
123,71 |
124,05 |
2,42 |
2,38 |
123,88 |
2,40 |
IZ0823 |
PL0000105359 |
111,82 |
112,64 |
--- |
--- |
112,23 |
--- |
DS1023 |
PL0000107264 |
111,70 |
111,96 |
2,53 |
2,50 |
111,83 |
2,51 |
WZ0124 |
PL0000107454 |
98,29 |
98,49 |
--- |
--- |
98,39 |
--- |
DS0725 |
PL0000108197 |
105,76 |
106,07 |
2,63 |
2,59 |
105,92 |
2,61 |
WS0429 |
PL0000105391 |
134,31 |
135,23 |
2,83 |
2,76 |
134,77 |
2,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,24 |
100,28 |
--- |
--- |
100,26 |
--- |
PS0415 |
PL0000105953 |
101,86 |
101,93 |
1,71 |
1,58 |
101,90 |
1,64 |
OK0715 |
PL0000107405 |
98,74 |
98,83 |
1,70 |
1,58 |
98,79 |
1,63 |
DS1015 |
PL0000103602 |
104,48 |
104,56 |
1,69 |
1,62 |
104,52 |
1,66 |
OK0116 |
PL0000107587 |
97,89 |
97,96 |
1,71 |
1,66 |
97,93 |
1,68 |
PS0416 |
PL0000106340 |
104,79 |
104,94 |
1,73 |
1,63 |
104,87 |
1,68 |
OK0716 |
PL0000107926 |
97,03 |
97,17 |
1,73 |
1,65 |
97,10 |
1,69 |
IZ0816 |
PL0000103529 |
103,43 |
103,97 |
--- |
--- |
103,70 |
--- |
PS1016 |
PL0000106795 |
105,87 |
106,05 |
1,73 |
1,65 |
105,96 |
1,69 |
WZ0117 |
PL0000106936 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
107,11 |
107,25 |
1,81 |
1,76 |
107,18 |
1,78 |
DS1017 |
PL0000104543 |
109,82 |
109,98 |
1,85 |
1,80 |
109,90 |
1,83 |
WZ0118 |
PL0000104717 |
100,05 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
106,12 |
106,32 |
1,92 |
1,86 |
106,22 |
1,89 |
PS0718 |
PL0000107595 |
101,90 |
102,09 |
1,97 |
1,91 |
102,00 |
1,94 |
WZ0119 |
PL0000107603 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
105,33 |
105,50 |
2,06 |
2,02 |
105,42 |
2,04 |
DS1019 |
PL0000105441 |
116,15 |
116,41 |
2,06 |
2,01 |
116,28 |
2,04 |
DS1020 |
PL0000106126 |
116,98 |
117,32 |
2,20 |
2,14 |
117,15 |
2,17 |
WZ0121 |
PL0000106068 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
121,92 |
122,25 |
2,32 |
2,27 |
122,09 |
2,29 |
WS0922 |
PL0000102646 |
123,59 |
123,96 |
2,43 |
2,39 |
123,78 |
2,41 |
IZ0823 |
PL0000105359 |
111,64 |
112,49 |
--- |
--- |
112,07 |
--- |
DS1023 |
PL0000107264 |
111,57 |
111,76 |
2,54 |
2,52 |
111,67 |
2,53 |
WZ0124 |
PL0000107454 |
98,28 |
98,43 |
--- |
--- |
98,36 |
--- |
DS0725 |
PL0000108197 |
105,62 |
105,83 |
2,64 |
2,62 |
105,73 |
2,63 |
WS0429 |
PL0000105391 |
134,23 |
135,11 |
2,83 |
2,77 |
134,67 |
2,80 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0716 |
PL0000107926 |
0/1 |
1 |
1,940 |
1,940 |
1,940 |
50 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,940 |
1,940 |
1,940 |
345 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
100 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,940 |
1,940 |
1,940 |
40 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,940 |
1,940 |
1,940 |
10 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
35 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,940 |
1,940 |
1,940 |
40 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
55 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,940 |
1,940 |
1,940 |
35 |
TOTAL |
730 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.