2014-10-29 |
MARKET DATA |
No 209 (2491) |
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 |
917,50 |
998,68 |
47 |
535,00 |
566,60 |
12 |
1 452,50 |
1 565,27 |
59 |
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 |
101,82 |
101,830 |
101,830 |
101,820 |
101,820 |
101,829 |
215 000 |
225,05 |
4 |
OK0715 |
PL0000107405 |
98,79 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,41 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,95 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,80 |
104,84 |
104,800 |
104,800 |
104,800 |
104,800 |
104,800 |
50 000 |
53,69 |
1 |
OK0716 |
PL0000107926 |
97,14 |
97,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,90 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,21 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,93 |
109,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,22 |
106,14 |
106,140 |
106,170 |
106,135 |
106,170 |
106,139 |
142 500 |
154,02 |
6 |
PS0718 |
PL0000107595 |
102,04 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,56 |
105,48 |
105,550 |
105,600 |
105,480 |
105,520 |
105,568 |
295 000 |
314,00 |
19 |
DS1019 |
PL0000105441 |
116,29 |
116,27 |
116,270 |
116,270 |
116,250 |
116,250 |
116,260 |
70 000 |
81,45 |
4 |
DS1020 |
PL0000106126 |
117,27 |
117,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,40 |
122,32 |
122,320 |
122,380 |
122,320 |
122,380 |
122,356 |
85 000 |
104,08 |
8 |
WS0922 |
PL0000102646 |
123,90 |
123,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,03 |
111,92 |
111,920 |
111,950 |
111,920 |
111,950 |
111,936 |
27 500 |
30,80 |
2 |
DS0725 |
PL0000108197 |
106,06 |
106,05 |
106,250 |
106,250 |
106,210 |
106,210 |
106,237 |
30 000 |
32,13 |
2 |
WS0428 |
PL0000107611 |
99,90 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,97 |
135,05 |
134,910 |
134,910 |
134,910 |
134,910 |
134,910 |
2 500 |
3,45 |
1 |
WS0437 |
PL0000104857 |
133,00 |
136,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,52 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,00 |
112,27 |
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 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,03 |
100,05 |
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 |
99,19 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,19 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
917 500 |
998,68 |
47 |
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 |
108,37 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,75 |
118,95 |
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 |
118,90 |
119,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,45 |
119,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,70 |
124,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
118,70 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
112,85 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,00 |
116,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
132,70 |
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 |
101,87 |
1,67 |
1,55 |
101,84 |
1,61 |
OK0715 |
PL0000107405 |
98,78 |
98,87 |
1,69 |
1,56 |
98,83 |
1,62 |
DS1015 |
PL0000103602 |
104,39 |
104,48 |
1,70 |
1,61 |
104,44 |
1,65 |
OK0116 |
PL0000107587 |
97,92 |
98,01 |
1,72 |
1,64 |
97,97 |
1,67 |
PS0416 |
PL0000106340 |
104,78 |
104,87 |
1,70 |
1,64 |
104,83 |
1,66 |
OK0716 |
PL0000107926 |
97,09 |
97,19 |
1,72 |
1,66 |
97,14 |
1,69 |
IZ0816 |
PL0000103529 |
103,42 |
103,90 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,88 |
105,99 |
1,71 |
1,65 |
105,94 |
1,68 |
WZ0117 |
PL0000106936 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
107,15 |
107,28 |
1,77 |
1,72 |
107,22 |
1,75 |
DS1017 |
PL0000104543 |
109,86 |
110,02 |
1,82 |
1,77 |
109,94 |
1,80 |
WZ0118 |
PL0000104717 |
99,97 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
106,14 |
106,35 |
1,91 |
1,85 |
106,25 |
1,87 |
PS0718 |
PL0000107595 |
101,98 |
102,19 |
1,94 |
1,88 |
102,09 |
1,91 |
WZ0119 |
PL0000107603 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
105,45 |
105,60 |
2,03 |
2,00 |
105,53 |
2,01 |
DS1019 |
PL0000105441 |
116,22 |
116,47 |
2,04 |
1,99 |
116,35 |
2,02 |
DS1020 |
PL0000106126 |
117,18 |
117,46 |
2,16 |
2,11 |
117,32 |
2,13 |
WZ0121 |
PL0000106068 |
99,16 |
99,31 |
--- |
--- |
99,24 |
--- |
DS1021 |
PL0000106670 |
122,11 |
122,49 |
2,29 |
2,23 |
122,30 |
2,26 |
WS0922 |
PL0000102646 |
123,76 |
124,10 |
2,41 |
2,37 |
123,93 |
2,39 |
IZ0823 |
PL0000105359 |
111,79 |
112,49 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
111,84 |
112,10 |
2,51 |
2,48 |
111,97 |
2,49 |
WZ0124 |
PL0000107454 |
98,14 |
98,30 |
--- |
--- |
98,22 |
--- |
DS0725 |
PL0000108197 |
105,91 |
106,27 |
2,61 |
2,57 |
106,09 |
2,59 |
WS0429 |
PL0000105391 |
134,67 |
135,58 |
2,80 |
2,74 |
135,13 |
2,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,80 |
101,85 |
1,69 |
1,59 |
101,83 |
1,63 |
OK0715 |
PL0000107405 |
98,78 |
98,87 |
1,69 |
1,56 |
98,83 |
1,62 |
DS1015 |
PL0000103602 |
104,39 |
104,48 |
1,70 |
1,61 |
104,44 |
1,65 |
OK0116 |
PL0000107587 |
97,93 |
98,00 |
1,71 |
1,65 |
97,97 |
1,67 |
PS0416 |
PL0000106340 |
104,76 |
104,87 |
1,71 |
1,64 |
104,82 |
1,67 |
OK0716 |
PL0000107926 |
97,11 |
97,20 |
1,71 |
1,65 |
97,16 |
1,68 |
IZ0816 |
PL0000103529 |
103,42 |
103,98 |
--- |
--- |
103,70 |
--- |
PS1016 |
PL0000106795 |
105,86 |
105,99 |
1,72 |
1,65 |
105,93 |
1,68 |
WZ0117 |
PL0000106936 |
100,15 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
107,13 |
107,25 |
1,78 |
1,73 |
107,19 |
1,76 |
DS1017 |
PL0000104543 |
109,84 |
109,98 |
1,83 |
1,78 |
109,91 |
1,81 |
WZ0118 |
PL0000104717 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
106,14 |
106,28 |
1,91 |
1,87 |
106,21 |
1,89 |
PS0718 |
PL0000107595 |
101,99 |
102,17 |
1,94 |
1,89 |
102,08 |
1,91 |
WZ0119 |
PL0000107603 |
99,85 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,50 |
105,63 |
2,02 |
1,99 |
105,57 |
2,00 |
DS1019 |
PL0000105441 |
116,21 |
116,39 |
2,04 |
2,01 |
116,30 |
2,03 |
DS1020 |
PL0000106126 |
117,17 |
117,47 |
2,16 |
2,11 |
117,32 |
2,13 |
WZ0121 |
PL0000106068 |
99,16 |
99,31 |
--- |
--- |
99,24 |
--- |
DS1021 |
PL0000106670 |
122,26 |
122,48 |
2,27 |
2,24 |
122,37 |
2,25 |
WS0922 |
PL0000102646 |
123,80 |
124,08 |
2,40 |
2,37 |
123,94 |
2,38 |
IZ0823 |
PL0000105359 |
111,87 |
112,49 |
--- |
--- |
112,18 |
--- |
DS1023 |
PL0000107264 |
111,95 |
112,20 |
2,50 |
2,47 |
112,08 |
2,48 |
WZ0124 |
PL0000107454 |
98,15 |
98,30 |
--- |
--- |
98,23 |
--- |
DS0725 |
PL0000108197 |
105,99 |
106,29 |
2,60 |
2,57 |
106,14 |
2,58 |
WS0429 |
PL0000105391 |
134,63 |
135,51 |
2,80 |
2,74 |
135,07 |
2,77 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
30 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
1,700 |
1,700 |
1,700 |
100 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,700 |
1,700 |
1,700 |
45 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,700 |
1,700 |
1,700 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
130 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
30 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,700 |
1,700 |
1,700 |
110 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
55 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
15 |
TOTAL |
535 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.