2014-10-24 |
MARKET DATA |
No 206 (2488) |
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 |
810,00 |
868,40 |
55 |
1 535,00 |
1 704,27 |
10 |
2 345,00 |
2 572,67 |
65 |
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 |
101,85 |
101,89 |
101,850 |
101,850 |
101,850 |
101,850 |
101,850 |
55 000 |
57,56 |
2 |
OK0715 |
PL0000107405 |
98,78 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,46 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,95 |
97,93 |
97,940 |
97,940 |
97,930 |
97,930 |
97,930 |
115 000 |
112,62 |
5 |
PS0416 |
PL0000106340 |
104,85 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,14 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,95 |
105,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,20 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,96 |
109,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,25 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,12 |
102,00 |
102,130 |
102,140 |
101,950 |
101,950 |
102,080 |
100 000 |
102,73 |
5 |
PS0719 |
PL0000108148 |
105,51 |
105,34 |
105,470 |
105,470 |
105,300 |
105,370 |
105,361 |
230 000 |
244,28 |
14 |
DS1019 |
PL0000105441 |
116,26 |
116,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,12 |
117,11 |
117,120 |
117,120 |
117,040 |
117,040 |
117,080 |
20 000 |
23,42 |
2 |
DS1021 |
PL0000106670 |
122,10 |
121,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,80 |
123,65 |
123,820 |
123,820 |
123,470 |
123,600 |
123,599 |
50 000 |
62,08 |
4 |
DS1023 |
PL0000107264 |
111,75 |
111,58 |
111,660 |
111,840 |
111,500 |
111,500 |
111,639 |
195 000 |
217,76 |
18 |
DS0725 |
PL0000108197 |
105,90 |
105,65 |
105,870 |
105,890 |
105,570 |
105,570 |
105,708 |
45 000 |
47,95 |
5 |
WS0428 |
PL0000107611 |
99,60 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,69 |
134,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,56 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,80 |
112,26 |
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 |
100,16 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,01 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,22 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,21 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
810 000 |
868,40 |
55 |
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 |
104,25 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,30 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,70 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,75 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,70 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,05 |
119,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,35 |
123,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
118,60 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
112,65 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
115,75 |
116,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
132,50 |
132,95 |
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) |
(%) |
PS0415 |
PL0000105953 |
101,83 |
101,90 |
1,69 |
1,55 |
101,87 |
1,61 |
OK0715 |
PL0000107405 |
98,76 |
98,87 |
1,70 |
1,55 |
98,82 |
1,61 |
DS1015 |
PL0000103602 |
104,45 |
104,53 |
1,68 |
1,60 |
104,49 |
1,64 |
OK0116 |
PL0000107587 |
97,91 |
98,01 |
1,71 |
1,63 |
97,96 |
1,67 |
PS0416 |
PL0000106340 |
104,80 |
104,91 |
1,70 |
1,63 |
104,86 |
1,66 |
OK0716 |
PL0000107926 |
97,10 |
97,20 |
1,70 |
1,64 |
97,15 |
1,67 |
IZ0816 |
PL0000103529 |
103,46 |
103,99 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
105,92 |
106,04 |
1,70 |
1,64 |
105,98 |
1,67 |
WZ0117 |
PL0000106936 |
100,14 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
107,15 |
107,28 |
1,78 |
1,73 |
107,22 |
1,76 |
DS1017 |
PL0000104543 |
109,88 |
110,02 |
1,82 |
1,78 |
109,95 |
1,80 |
WZ0118 |
PL0000104717 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,11 |
106,31 |
1,92 |
1,86 |
106,21 |
1,89 |
PS0718 |
PL0000107595 |
101,97 |
102,15 |
1,95 |
1,90 |
102,06 |
1,92 |
WZ0119 |
PL0000107603 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
105,41 |
105,56 |
2,04 |
2,01 |
105,49 |
2,02 |
DS1019 |
PL0000105441 |
116,16 |
116,40 |
2,06 |
2,01 |
116,28 |
2,04 |
DS1020 |
PL0000106126 |
117,02 |
117,30 |
2,19 |
2,14 |
117,16 |
2,16 |
WZ0121 |
PL0000106068 |
99,19 |
99,35 |
--- |
--- |
99,27 |
--- |
DS1021 |
PL0000106670 |
121,95 |
122,26 |
2,31 |
2,27 |
122,11 |
2,29 |
WS0922 |
PL0000102646 |
123,54 |
123,87 |
2,44 |
2,40 |
123,71 |
2,42 |
IZ0823 |
PL0000105359 |
111,64 |
112,56 |
--- |
--- |
112,10 |
--- |
DS1023 |
PL0000107264 |
111,55 |
111,76 |
2,54 |
2,52 |
111,66 |
2,53 |
WZ0124 |
PL0000107454 |
98,18 |
98,36 |
--- |
--- |
98,27 |
--- |
DS0725 |
PL0000108197 |
105,56 |
105,92 |
2,65 |
2,61 |
105,74 |
2,63 |
WS0429 |
PL0000105391 |
134,35 |
135,06 |
2,82 |
2,77 |
134,71 |
2,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,84 |
101,90 |
1,67 |
1,55 |
101,87 |
1,61 |
OK0715 |
PL0000107405 |
98,76 |
98,86 |
1,70 |
1,56 |
98,81 |
1,63 |
DS1015 |
PL0000103602 |
104,44 |
104,53 |
1,69 |
1,60 |
104,49 |
1,64 |
OK0116 |
PL0000107587 |
97,90 |
97,99 |
1,72 |
1,65 |
97,95 |
1,68 |
PS0416 |
PL0000106340 |
104,77 |
104,92 |
1,72 |
1,62 |
104,85 |
1,67 |
OK0716 |
PL0000107926 |
97,06 |
97,20 |
1,73 |
1,64 |
97,13 |
1,69 |
IZ0816 |
PL0000103529 |
103,46 |
103,98 |
--- |
--- |
103,72 |
--- |
PS1016 |
PL0000106795 |
105,88 |
106,04 |
1,72 |
1,64 |
105,96 |
1,68 |
WZ0117 |
PL0000106936 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
107,11 |
107,25 |
1,80 |
1,74 |
107,18 |
1,77 |
DS1017 |
PL0000104543 |
109,82 |
109,97 |
1,84 |
1,80 |
109,90 |
1,82 |
WZ0118 |
PL0000104717 |
99,99 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
106,03 |
106,25 |
1,94 |
1,88 |
106,14 |
1,91 |
PS0718 |
PL0000107595 |
101,85 |
102,05 |
1,98 |
1,92 |
101,95 |
1,95 |
WZ0119 |
PL0000107603 |
99,85 |
100,00 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
105,28 |
105,41 |
2,07 |
2,04 |
105,35 |
2,05 |
DS1019 |
PL0000105441 |
115,98 |
116,24 |
2,09 |
2,04 |
116,11 |
2,07 |
DS1020 |
PL0000106126 |
116,78 |
117,15 |
2,23 |
2,17 |
116,97 |
2,19 |
WZ0121 |
PL0000106068 |
99,14 |
99,31 |
--- |
--- |
99,23 |
--- |
DS1021 |
PL0000106670 |
121,75 |
122,04 |
2,34 |
2,30 |
121,90 |
2,32 |
WS0922 |
PL0000102646 |
123,42 |
123,71 |
2,45 |
2,42 |
123,57 |
2,43 |
IZ0823 |
PL0000105359 |
111,65 |
112,51 |
--- |
--- |
112,08 |
--- |
DS1023 |
PL0000107264 |
111,47 |
111,65 |
2,55 |
2,53 |
111,56 |
2,54 |
WZ0124 |
PL0000107454 |
98,15 |
98,30 |
--- |
--- |
98,23 |
--- |
DS0725 |
PL0000108197 |
105,49 |
105,75 |
2,65 |
2,63 |
105,62 |
2,64 |
WS0429 |
PL0000105391 |
133,94 |
134,81 |
2,85 |
2,79 |
134,38 |
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) |
(%) |
(%) |
(%) |
OK0715 |
PL0000107405 |
3/4 |
1 |
1,940 |
1,940 |
1,940 |
90 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,940 |
1,940 |
1,940 |
400 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,980 |
1,980 |
1,980 |
200 |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,930 |
1,950 |
1,936 |
305 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
200 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
340 |
TOTAL |
1 535 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.