2014-10-28 |
MARKET DATA |
No 208 (2490) |
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 |
1 377,50 |
1 546,38 |
87 |
415,00 |
467,42 |
6 |
1 792,50 |
2 013,80 |
93 |
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 |
101,82 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,79 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,44 |
104,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,92 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,79 |
104,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,10 |
97,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,87 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,11 |
107,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,85 |
109,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,12 |
106,07 |
106,100 |
106,100 |
106,070 |
106,070 |
106,077 |
325 000 |
351,03 |
14 |
PS0718 |
PL0000107595 |
101,98 |
101,90 |
101,900 |
102,000 |
101,900 |
101,950 |
101,947 |
167 500 |
171,87 |
10 |
PS0719 |
PL0000108148 |
105,41 |
105,23 |
105,270 |
105,380 |
105,230 |
105,350 |
105,285 |
155 000 |
164,53 |
11 |
DS1019 |
PL0000105441 |
116,13 |
116,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,05 |
116,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,11 |
121,80 |
122,000 |
122,200 |
122,000 |
122,200 |
122,058 |
415 000 |
506,87 |
24 |
WS0922 |
PL0000102646 |
123,70 |
123,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,76 |
111,47 |
111,470 |
111,760 |
111,470 |
111,760 |
111,716 |
315 000 |
352,08 |
28 |
DS0725 |
PL0000108197 |
105,74 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
99,90 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,55 |
134,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
132,05 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,81 |
112,21 |
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 |
100,17 |
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 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,21 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,19 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 377 500 |
1 546,38 |
87 |
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 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,35 |
108,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,70 |
118,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,75 |
105,00 |
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 |
119,35 |
119,60 |
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 |
112,75 |
113,10 |
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 |
132,60 |
133,10 |
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 |
101,81 |
101,89 |
1,69 |
1,53 |
101,85 |
1,61 |
OK0715 |
PL0000107405 |
98,78 |
98,85 |
1,68 |
1,58 |
98,82 |
1,63 |
DS1015 |
PL0000103602 |
104,41 |
104,49 |
1,69 |
1,61 |
104,45 |
1,65 |
OK0116 |
PL0000107587 |
97,90 |
97,98 |
1,73 |
1,66 |
97,94 |
1,70 |
PS0416 |
PL0000106340 |
104,75 |
104,86 |
1,72 |
1,65 |
104,81 |
1,68 |
OK0716 |
PL0000107926 |
97,03 |
97,16 |
1,75 |
1,67 |
97,10 |
1,71 |
IZ0816 |
PL0000103529 |
103,39 |
103,90 |
--- |
--- |
103,65 |
--- |
PS1016 |
PL0000106795 |
105,84 |
105,95 |
1,73 |
1,68 |
105,90 |
1,70 |
WZ0117 |
PL0000106936 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
107,05 |
107,18 |
1,82 |
1,76 |
107,12 |
1,79 |
DS1017 |
PL0000104543 |
109,77 |
109,94 |
1,85 |
1,80 |
109,86 |
1,83 |
WZ0118 |
PL0000104717 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,02 |
106,23 |
1,94 |
1,88 |
106,13 |
1,91 |
PS0718 |
PL0000107595 |
101,86 |
102,03 |
1,98 |
1,93 |
101,95 |
1,95 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
105,22 |
105,38 |
2,08 |
2,04 |
105,30 |
2,06 |
DS1019 |
PL0000105441 |
115,92 |
116,18 |
2,10 |
2,05 |
116,05 |
2,08 |
DS1020 |
PL0000106126 |
116,78 |
117,07 |
2,22 |
2,18 |
116,93 |
2,20 |
WZ0121 |
PL0000106068 |
99,16 |
99,32 |
--- |
--- |
99,24 |
--- |
DS1021 |
PL0000106670 |
121,66 |
121,96 |
2,35 |
2,31 |
121,81 |
2,33 |
WS0922 |
PL0000102646 |
123,26 |
123,64 |
2,47 |
2,42 |
123,45 |
2,45 |
IZ0823 |
PL0000105359 |
111,52 |
112,39 |
--- |
--- |
111,96 |
--- |
DS1023 |
PL0000107264 |
111,35 |
111,58 |
2,57 |
2,54 |
111,47 |
2,55 |
WZ0124 |
PL0000107454 |
98,17 |
98,32 |
--- |
--- |
98,25 |
--- |
DS0725 |
PL0000108197 |
105,32 |
105,75 |
2,67 |
2,63 |
105,54 |
2,65 |
WS0429 |
PL0000105391 |
133,81 |
134,69 |
2,86 |
2,80 |
134,25 |
2,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,81 |
101,89 |
1,69 |
1,53 |
101,85 |
1,61 |
OK0715 |
PL0000107405 |
98,78 |
98,85 |
1,68 |
1,58 |
98,82 |
1,63 |
DS1015 |
PL0000103602 |
104,42 |
104,49 |
1,68 |
1,61 |
104,46 |
1,64 |
OK0116 |
PL0000107587 |
97,90 |
97,97 |
1,73 |
1,67 |
97,94 |
1,70 |
PS0416 |
PL0000106340 |
104,74 |
104,86 |
1,73 |
1,65 |
104,80 |
1,69 |
OK0716 |
PL0000107926 |
97,07 |
97,15 |
1,73 |
1,68 |
97,11 |
1,70 |
IZ0816 |
PL0000103529 |
103,41 |
103,91 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,85 |
105,96 |
1,73 |
1,67 |
105,91 |
1,70 |
WZ0117 |
PL0000106936 |
100,15 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
107,08 |
107,22 |
1,80 |
1,75 |
107,15 |
1,78 |
DS1017 |
PL0000104543 |
109,80 |
109,93 |
1,84 |
1,80 |
109,87 |
1,82 |
WZ0118 |
PL0000104717 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,08 |
106,18 |
1,92 |
1,90 |
106,13 |
1,91 |
PS0718 |
PL0000107595 |
101,94 |
102,12 |
1,95 |
1,90 |
102,03 |
1,93 |
WZ0119 |
PL0000107603 |
99,88 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,35 |
105,50 |
2,05 |
2,02 |
105,43 |
2,03 |
DS1019 |
PL0000105441 |
116,05 |
116,31 |
2,08 |
2,03 |
116,18 |
2,05 |
DS1020 |
PL0000106126 |
116,99 |
117,30 |
2,19 |
2,14 |
117,15 |
2,16 |
WZ0121 |
PL0000106068 |
99,18 |
99,31 |
--- |
--- |
99,25 |
--- |
DS1021 |
PL0000106670 |
122,03 |
122,23 |
2,30 |
2,27 |
122,13 |
2,28 |
WS0922 |
PL0000102646 |
123,56 |
123,83 |
2,43 |
2,40 |
123,70 |
2,42 |
IZ0823 |
PL0000105359 |
111,68 |
112,47 |
--- |
--- |
112,08 |
--- |
DS1023 |
PL0000107264 |
111,68 |
111,91 |
2,53 |
2,50 |
111,80 |
2,51 |
WZ0124 |
PL0000107454 |
98,16 |
98,29 |
--- |
--- |
98,23 |
--- |
DS0725 |
PL0000108197 |
105,69 |
105,97 |
2,63 |
2,60 |
105,83 |
2,62 |
WS0429 |
PL0000105391 |
134,32 |
135,21 |
2,83 |
2,76 |
134,77 |
2,79 |
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 |
1,600 |
1,600 |
1,600 |
50 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,550 |
1,700 |
1,617 |
190 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
160 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
15 |
TOTAL |
415 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.