2014-10-27 |
MARKET DATA |
No 207 (2489) |
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 |
670,00 |
686,06 |
31 |
250,00 |
268,19 |
5 |
920,00 |
954,25 |
36 |
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 |
101,83 |
101,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,77 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,46 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,95 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,81 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,10 |
97,12 |
97,090 |
97,090 |
97,080 |
97,090 |
97,085 |
275 000 |
266,98 |
6 |
PS1016 |
PL0000106795 |
105,94 |
105,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,16 |
107,16 |
107,140 |
107,140 |
107,140 |
107,140 |
107,140 |
27 500 |
30,13 |
2 |
DS1017 |
PL0000104543 |
109,85 |
109,88 |
109,840 |
109,840 |
109,840 |
109,840 |
109,840 |
10 000 |
10,99 |
1 |
PS0418 |
PL0000107314 |
106,11 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,99 |
101,98 |
101,950 |
101,950 |
101,930 |
101,930 |
101,946 |
150 000 |
153,91 |
5 |
PS0719 |
PL0000108148 |
105,33 |
105,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
116,11 |
116,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,97 |
117,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,98 |
121,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,62 |
123,34 |
123,450 |
123,450 |
123,450 |
123,450 |
123,450 |
10 000 |
12,40 |
1 |
DS1023 |
PL0000107264 |
111,61 |
111,49 |
111,570 |
111,570 |
111,450 |
111,450 |
111,519 |
92 500 |
103,20 |
8 |
DS0725 |
PL0000108197 |
105,68 |
105,40 |
105,400 |
105,480 |
105,400 |
105,400 |
105,437 |
55 000 |
58,46 |
5 |
WS0428 |
PL0000107611 |
99,41 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,35 |
134,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
132,05 |
138,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,56 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,80 |
112,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,24 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,17 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,10 |
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 |
99,28 |
99,28 |
99,280 |
99,280 |
99,260 |
99,260 |
99,269 |
50 000 |
49,99 |
3 |
WZ0124 |
PL0000107454 |
98,26 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
670 000 |
686,06 |
31 |
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 |
104,30 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,35 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,80 |
118,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,70 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,65 |
118,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,25 |
119,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,50 |
124,00 |
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 |
112,70 |
113,10 |
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) |
(%) |
PS0415 |
PL0000105953 |
101,82 |
101,90 |
1,69 |
1,53 |
101,86 |
1,61 |
OK0715 |
PL0000107405 |
98,76 |
98,86 |
1,70 |
1,56 |
98,81 |
1,63 |
DS1015 |
PL0000103602 |
104,43 |
104,51 |
1,68 |
1,60 |
104,47 |
1,64 |
OK0116 |
PL0000107587 |
97,91 |
97,99 |
1,72 |
1,65 |
97,95 |
1,68 |
PS0416 |
PL0000106340 |
104,76 |
104,91 |
1,72 |
1,62 |
104,84 |
1,67 |
OK0716 |
PL0000107926 |
97,05 |
97,21 |
1,74 |
1,64 |
97,13 |
1,69 |
IZ0816 |
PL0000103529 |
103,40 |
103,91 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,87 |
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 |
109,81 |
109,99 |
1,84 |
1,79 |
109,90 |
1,82 |
WZ0118 |
PL0000104717 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
106,06 |
106,29 |
1,93 |
1,87 |
106,18 |
1,90 |
PS0718 |
PL0000107595 |
101,90 |
102,10 |
1,96 |
1,91 |
102,00 |
1,94 |
WZ0119 |
PL0000107603 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
105,25 |
105,46 |
2,07 |
2,03 |
105,36 |
2,05 |
DS1019 |
PL0000105441 |
116,06 |
116,30 |
2,08 |
2,03 |
116,18 |
2,05 |
DS1020 |
PL0000106126 |
116,86 |
117,18 |
2,21 |
2,16 |
117,02 |
2,18 |
WZ0121 |
PL0000106068 |
99,17 |
99,35 |
--- |
--- |
99,26 |
--- |
DS1021 |
PL0000106670 |
121,82 |
122,19 |
2,33 |
2,28 |
122,01 |
2,30 |
WS0922 |
PL0000102646 |
123,45 |
123,83 |
2,45 |
2,40 |
123,64 |
2,42 |
IZ0823 |
PL0000105359 |
111,48 |
112,41 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
111,47 |
111,76 |
2,55 |
2,52 |
111,62 |
2,54 |
WZ0124 |
PL0000107454 |
98,18 |
98,33 |
--- |
--- |
98,26 |
--- |
DS0725 |
PL0000108197 |
105,48 |
105,88 |
2,65 |
2,61 |
105,68 |
2,63 |
WS0429 |
PL0000105391 |
134,07 |
135,01 |
2,84 |
2,78 |
134,54 |
2,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,82 |
101,90 |
1,69 |
1,53 |
101,86 |
1,61 |
OK0715 |
PL0000107405 |
98,76 |
98,86 |
1,70 |
1,56 |
98,81 |
1,63 |
DS1015 |
PL0000103602 |
104,44 |
104,50 |
1,67 |
1,61 |
104,47 |
1,64 |
OK0116 |
PL0000107587 |
97,89 |
97,97 |
1,73 |
1,67 |
97,93 |
1,70 |
PS0416 |
PL0000106340 |
104,75 |
104,87 |
1,73 |
1,65 |
104,81 |
1,69 |
OK0716 |
PL0000107926 |
97,05 |
97,16 |
1,74 |
1,67 |
97,11 |
1,70 |
IZ0816 |
PL0000103529 |
103,42 |
103,91 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,84 |
105,97 |
1,73 |
1,67 |
105,91 |
1,70 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
107,06 |
107,20 |
1,82 |
1,76 |
107,13 |
1,79 |
DS1017 |
PL0000104543 |
109,79 |
109,91 |
1,85 |
1,81 |
109,85 |
1,83 |
WZ0118 |
PL0000104717 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,07 |
106,20 |
1,93 |
1,89 |
106,14 |
1,91 |
PS0718 |
PL0000107595 |
101,87 |
102,01 |
1,97 |
1,93 |
101,94 |
1,95 |
WZ0119 |
PL0000107603 |
99,88 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,27 |
105,41 |
2,07 |
2,04 |
105,34 |
2,05 |
DS1019 |
PL0000105441 |
115,97 |
116,20 |
2,09 |
2,05 |
116,09 |
2,07 |
DS1020 |
PL0000106126 |
116,80 |
117,08 |
2,22 |
2,18 |
116,94 |
2,20 |
WZ0121 |
PL0000106068 |
99,19 |
99,31 |
--- |
--- |
99,25 |
--- |
DS1021 |
PL0000106670 |
121,66 |
121,95 |
2,35 |
2,31 |
121,81 |
2,33 |
WS0922 |
PL0000102646 |
123,26 |
123,57 |
2,47 |
2,43 |
123,42 |
2,45 |
IZ0823 |
PL0000105359 |
111,58 |
112,36 |
--- |
--- |
111,97 |
--- |
DS1023 |
PL0000107264 |
111,34 |
111,57 |
2,57 |
2,54 |
111,46 |
2,56 |
WZ0124 |
PL0000107454 |
98,17 |
98,31 |
--- |
--- |
98,24 |
--- |
DS0725 |
PL0000108197 |
105,33 |
105,60 |
2,67 |
2,64 |
105,47 |
2,65 |
WS0429 |
PL0000105391 |
133,71 |
134,78 |
2,87 |
2,79 |
134,25 |
2,83 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
60 |
WZ0117 |
PL0000106936 |
0/7 |
7 |
1,900 |
1,900 |
1,900 |
5 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,750 |
1,800 |
1,782 |
165 |
TOTAL |
250 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.