2014-10-30 |
MARKET DATA |
No 210 (2492) |
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 |
1 305,00 |
1 405,74 |
92 |
320,00 |
347,60 |
8 |
1 625,00 |
1 753,34 |
100 |
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 |
101,79 |
101,84 |
101,790 |
101,790 |
101,790 |
101,790 |
101,790 |
10 000 |
10,47 |
1 |
OK0715 |
PL0000107405 |
98,83 |
98,83 |
98,830 |
98,830 |
98,830 |
98,830 |
98,830 |
5 000 |
4,94 |
1 |
DS1015 |
PL0000103602 |
104,38 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,94 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,74 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,10 |
97,10 |
97,100 |
97,100 |
97,100 |
97,100 |
97,100 |
40 000 |
38,84 |
2 |
PS1016 |
PL0000106795 |
105,86 |
105,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,07 |
107,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,81 |
107,02 |
109,810 |
109,810 |
109,810 |
109,810 |
109,810 |
5 000 |
5,50 |
1 |
PS0418 |
PL0000107314 |
106,08 |
106,07 |
106,050 |
106,050 |
105,980 |
105,990 |
106,011 |
180 000 |
194,37 |
10 |
PS0718 |
PL0000107595 |
102,00 |
101,93 |
101,910 |
101,910 |
101,900 |
101,900 |
101,903 |
40 000 |
41,04 |
2 |
PS0719 |
PL0000108148 |
105,41 |
105,25 |
105,250 |
105,420 |
105,240 |
105,400 |
105,345 |
205 000 |
217,80 |
16 |
DS1019 |
PL0000105441 |
116,10 |
116,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,10 |
117,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,23 |
121,92 |
122,040 |
122,040 |
122,040 |
122,040 |
122,040 |
15 000 |
18,33 |
2 |
WS0922 |
PL0000102646 |
123,94 |
123,34 |
123,720 |
123,920 |
123,720 |
123,920 |
123,817 |
132 500 |
164,91 |
11 |
DS1023 |
PL0000107264 |
111,97 |
111,70 |
111,800 |
111,980 |
111,700 |
111,900 |
111,840 |
265 000 |
296,64 |
25 |
DS0725 |
PL0000108197 |
106,02 |
105,40 |
105,700 |
106,000 |
105,700 |
106,000 |
105,850 |
20 000 |
21,35 |
2 |
WS0428 |
PL0000107611 |
99,61 |
100,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,78 |
134,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,00 |
136,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,57 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,95 |
112,25 |
111,950 |
111,950 |
111,950 |
111,950 |
111,950 |
10 000 |
13,00 |
1 |
WZ0115 |
PL0000106480 |
100,25 |
100,23 |
100,230 |
100,230 |
100,230 |
100,230 |
100,230 |
20 000 |
20,19 |
2 |
WZ0117 |
PL0000106936 |
100,15 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,07 |
100,020 |
100,040 |
100,020 |
100,040 |
100,025 |
40 000 |
40,31 |
2 |
WZ0119 |
PL0000107603 |
99,91 |
99,89 |
99,880 |
99,910 |
99,880 |
99,910 |
99,903 |
192 500 |
193,73 |
7 |
WZ0121 |
PL0000106068 |
99,19 |
99,19 |
99,170 |
99,170 |
99,160 |
99,160 |
99,164 |
70 000 |
69,93 |
3 |
WZ0124 |
PL0000107454 |
98,19 |
98,15 |
98,190 |
98,190 |
98,120 |
98,120 |
98,149 |
55 000 |
54,39 |
4 |
TOTAL |
1 305 000 |
1 405,74 |
92 |
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 |
108,25 |
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 |
104,80 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,80 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,30 |
119,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,50 |
124,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
118,70 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
112,80 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,00 |
116,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
132,50 |
133,25 |
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 |
101,76 |
101,85 |
1,71 |
1,52 |
101,81 |
1,61 |
OK0715 |
PL0000107405 |
98,79 |
98,87 |
1,69 |
1,58 |
98,83 |
1,64 |
DS1015 |
PL0000103602 |
104,37 |
104,45 |
1,68 |
1,60 |
104,41 |
1,64 |
OK0116 |
PL0000107587 |
97,92 |
98,01 |
1,73 |
1,65 |
97,97 |
1,68 |
PS0416 |
PL0000106340 |
104,72 |
104,82 |
1,72 |
1,65 |
104,77 |
1,69 |
OK0716 |
PL0000107926 |
97,06 |
97,16 |
1,74 |
1,68 |
97,11 |
1,71 |
IZ0816 |
PL0000103529 |
103,43 |
103,94 |
--- |
--- |
103,69 |
--- |
PS1016 |
PL0000106795 |
105,80 |
105,92 |
1,73 |
1,68 |
105,86 |
1,71 |
WZ0117 |
PL0000106936 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
107,02 |
107,17 |
1,82 |
1,76 |
107,10 |
1,78 |
DS1017 |
PL0000104543 |
109,72 |
109,90 |
1,86 |
1,80 |
109,81 |
1,83 |
WZ0118 |
PL0000104717 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,99 |
106,16 |
1,95 |
1,90 |
106,08 |
1,92 |
PS0718 |
PL0000107595 |
101,84 |
102,07 |
1,98 |
1,92 |
101,96 |
1,95 |
WZ0119 |
PL0000107603 |
99,87 |
99,98 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
105,26 |
105,47 |
2,07 |
2,02 |
105,37 |
2,04 |
DS1019 |
PL0000105441 |
115,99 |
116,22 |
2,08 |
2,04 |
116,11 |
2,06 |
DS1020 |
PL0000106126 |
116,94 |
117,24 |
2,19 |
2,14 |
117,09 |
2,17 |
WZ0121 |
PL0000106068 |
99,16 |
99,30 |
--- |
--- |
99,23 |
--- |
DS1021 |
PL0000106670 |
121,98 |
122,30 |
2,30 |
2,26 |
122,14 |
2,28 |
WS0922 |
PL0000102646 |
123,55 |
123,88 |
2,43 |
2,39 |
123,72 |
2,41 |
IZ0823 |
PL0000105359 |
111,74 |
112,53 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
111,54 |
111,90 |
2,54 |
2,50 |
111,72 |
2,52 |
WZ0124 |
PL0000107454 |
98,15 |
98,31 |
--- |
--- |
98,23 |
--- |
DS0725 |
PL0000108197 |
105,59 |
105,99 |
2,64 |
2,60 |
105,79 |
2,62 |
WS0429 |
PL0000105391 |
134,11 |
135,03 |
2,84 |
2,77 |
134,57 |
2,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,78 |
101,85 |
1,67 |
1,52 |
101,82 |
1,59 |
OK0715 |
PL0000107405 |
98,78 |
98,87 |
1,71 |
1,58 |
98,83 |
1,64 |
DS1015 |
PL0000103602 |
104,36 |
104,45 |
1,69 |
1,60 |
104,41 |
1,64 |
OK0116 |
PL0000107587 |
97,92 |
98,00 |
1,73 |
1,66 |
97,96 |
1,69 |
PS0416 |
PL0000106340 |
104,69 |
104,81 |
1,74 |
1,66 |
104,75 |
1,70 |
OK0716 |
PL0000107926 |
97,06 |
97,13 |
1,74 |
1,70 |
97,10 |
1,72 |
IZ0816 |
PL0000103529 |
103,48 |
103,99 |
--- |
--- |
103,74 |
--- |
PS1016 |
PL0000106795 |
105,76 |
105,91 |
1,75 |
1,68 |
105,84 |
1,72 |
WZ0117 |
PL0000106936 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
107,00 |
107,15 |
1,82 |
1,76 |
107,08 |
1,79 |
DS1017 |
PL0000104543 |
109,73 |
109,86 |
1,86 |
1,81 |
109,80 |
1,83 |
WZ0118 |
PL0000104717 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
106,02 |
106,17 |
1,94 |
1,89 |
106,10 |
1,91 |
PS0718 |
PL0000107595 |
101,89 |
102,08 |
1,97 |
1,91 |
101,99 |
1,94 |
WZ0119 |
PL0000107603 |
99,88 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,35 |
105,46 |
2,05 |
2,02 |
105,41 |
2,03 |
DS1019 |
PL0000105441 |
116,03 |
116,29 |
2,07 |
2,02 |
116,16 |
2,05 |
DS1020 |
PL0000106126 |
117,00 |
117,27 |
2,18 |
2,14 |
117,14 |
2,16 |
WZ0121 |
PL0000106068 |
99,14 |
99,24 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
122,04 |
122,29 |
2,29 |
2,26 |
122,17 |
2,27 |
WS0922 |
PL0000102646 |
123,76 |
123,95 |
2,40 |
2,38 |
123,86 |
2,39 |
IZ0823 |
PL0000105359 |
111,75 |
112,54 |
--- |
--- |
112,15 |
--- |
DS1023 |
PL0000107264 |
111,84 |
112,03 |
2,51 |
2,49 |
111,94 |
2,50 |
WZ0124 |
PL0000107454 |
98,08 |
98,28 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
105,84 |
106,12 |
2,62 |
2,59 |
105,98 |
2,60 |
WS0429 |
PL0000105391 |
134,40 |
135,40 |
2,82 |
2,75 |
134,90 |
2,78 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
35 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
50 |
OK0715 |
PL0000107405 |
1/4 |
3 |
1,900 |
1,900 |
1,900 |
10 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,700 |
1,700 |
1,700 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
100 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
15 |
TOTAL |
320 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.