2014-10-31 |
MARKET DATA |
No 211 (2493) |
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 |
765,00 |
823,65 |
63 |
1 500,00 |
1 550,24 |
8 |
2 265,00 |
2 373,89 |
71 |
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 |
101,80 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,81 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,38 |
104,39 |
104,380 |
104,380 |
104,380 |
104,380 |
104,380 |
85 000 |
88,88 |
5 |
OK0116 |
PL0000107587 |
97,98 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,76 |
104,81 |
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 |
105,87 |
105,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,15 |
107,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,87 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,29 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,18 |
102,15 |
102,150 |
102,150 |
102,150 |
102,150 |
102,150 |
80 000 |
82,28 |
4 |
PS0719 |
PL0000108148 |
105,66 |
105,61 |
105,620 |
105,730 |
105,620 |
105,730 |
105,642 |
370 000 |
394,24 |
25 |
DS1019 |
PL0000105441 |
116,38 |
116,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,50 |
117,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,60 |
122,17 |
122,490 |
122,490 |
122,490 |
122,490 |
122,490 |
20 000 |
24,53 |
1 |
WS0922 |
PL0000102646 |
124,40 |
123,89 |
124,400 |
124,400 |
124,400 |
124,400 |
124,400 |
15 000 |
18,76 |
1 |
DS1023 |
PL0000107264 |
112,47 |
112,20 |
112,230 |
112,510 |
112,230 |
112,500 |
112,409 |
160 000 |
180,03 |
23 |
DS0725 |
PL0000108197 |
106,65 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
100,38 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,74 |
135,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
134,00 |
140,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,80 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,50 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,24 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,22 |
100,250 |
100,250 |
100,250 |
100,250 |
100,250 |
5 000 |
5,05 |
1 |
WZ0118 |
PL0000104717 |
100,10 |
100,09 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
5 000 |
5,04 |
1 |
WZ0119 |
PL0000107603 |
99,95 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,19 |
99,21 |
99,190 |
99,190 |
99,190 |
99,190 |
99,190 |
10 000 |
9,99 |
1 |
WZ0124 |
PL0000107454 |
98,16 |
98,21 |
98,230 |
98,230 |
98,230 |
98,230 |
98,230 |
15 000 |
14,85 |
1 |
TOTAL |
765 000 |
823,65 |
63 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
101,76 |
101,85 |
1,69 |
1,50 |
101,81 |
1,58 |
OK0715 |
PL0000107405 |
98,80 |
98,88 |
1,69 |
1,57 |
98,84 |
1,63 |
DS1015 |
PL0000103602 |
104,36 |
104,45 |
1,68 |
1,59 |
104,41 |
1,63 |
OK0116 |
PL0000107587 |
97,93 |
98,04 |
1,72 |
1,63 |
97,99 |
1,67 |
PS0416 |
PL0000106340 |
104,72 |
104,86 |
1,71 |
1,62 |
104,79 |
1,67 |
OK0716 |
PL0000107926 |
97,10 |
97,22 |
1,72 |
1,65 |
97,16 |
1,69 |
IZ0816 |
PL0000103529 |
103,50 |
104,06 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
105,81 |
105,99 |
1,73 |
1,64 |
105,90 |
1,68 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
107,08 |
107,27 |
1,79 |
1,71 |
107,18 |
1,75 |
DS1017 |
PL0000104543 |
109,83 |
110,04 |
1,82 |
1,75 |
109,94 |
1,78 |
WZ0118 |
PL0000104717 |
100,00 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
106,17 |
106,34 |
1,89 |
1,84 |
106,26 |
1,87 |
PS0718 |
PL0000107595 |
102,07 |
102,29 |
1,92 |
1,85 |
102,18 |
1,88 |
WZ0119 |
PL0000107603 |
99,84 |
100,03 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,57 |
105,73 |
2,00 |
1,96 |
105,65 |
1,98 |
DS1019 |
PL0000105441 |
116,29 |
116,54 |
2,02 |
1,97 |
116,42 |
2,00 |
DS1020 |
PL0000106126 |
117,32 |
117,63 |
2,13 |
2,08 |
117,48 |
2,10 |
WZ0121 |
PL0000106068 |
99,09 |
99,31 |
--- |
--- |
99,20 |
--- |
DS1021 |
PL0000106670 |
122,49 |
122,91 |
2,23 |
2,17 |
122,70 |
2,20 |
WS0922 |
PL0000102646 |
124,34 |
124,69 |
2,33 |
2,29 |
124,52 |
2,31 |
IZ0823 |
PL0000105359 |
112,12 |
115,24 |
--- |
--- |
113,68 |
--- |
DS1023 |
PL0000107264 |
112,39 |
112,66 |
2,44 |
2,41 |
112,53 |
2,43 |
WZ0124 |
PL0000107454 |
98,03 |
98,28 |
--- |
--- |
98,16 |
--- |
DS0725 |
PL0000108197 |
106,50 |
106,97 |
2,55 |
2,50 |
106,74 |
2,52 |
WS0429 |
PL0000105391 |
134,96 |
136,18 |
2,78 |
2,69 |
135,57 |
2,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,79 |
101,84 |
1,63 |
1,52 |
101,82 |
1,56 |
OK0715 |
PL0000107405 |
98,80 |
98,88 |
1,69 |
1,57 |
98,84 |
1,63 |
DS1015 |
PL0000103602 |
104,36 |
104,41 |
1,68 |
1,63 |
104,39 |
1,65 |
OK0116 |
PL0000107587 |
97,95 |
98,03 |
1,71 |
1,64 |
97,99 |
1,67 |
PS0416 |
PL0000106340 |
104,73 |
104,84 |
1,71 |
1,63 |
104,79 |
1,67 |
OK0716 |
PL0000107926 |
97,09 |
97,18 |
1,73 |
1,67 |
97,14 |
1,70 |
IZ0816 |
PL0000103529 |
103,50 |
104,06 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
105,84 |
105,97 |
1,71 |
1,65 |
105,91 |
1,68 |
WZ0117 |
PL0000106936 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
107,11 |
107,24 |
1,78 |
1,73 |
107,18 |
1,75 |
DS1017 |
PL0000104543 |
109,84 |
110,01 |
1,82 |
1,76 |
109,93 |
1,79 |
WZ0118 |
PL0000104717 |
100,01 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
106,20 |
106,33 |
1,88 |
1,85 |
106,27 |
1,86 |
PS0718 |
PL0000107595 |
102,10 |
102,23 |
1,91 |
1,87 |
102,17 |
1,89 |
WZ0119 |
PL0000107603 |
99,91 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
105,61 |
105,76 |
1,99 |
1,96 |
105,69 |
1,97 |
DS1019 |
PL0000105441 |
116,31 |
116,50 |
2,02 |
1,98 |
116,41 |
2,00 |
DS1020 |
PL0000106126 |
117,37 |
117,66 |
2,12 |
2,07 |
117,52 |
2,10 |
WZ0121 |
PL0000106068 |
99,14 |
99,26 |
--- |
--- |
99,20 |
--- |
DS1021 |
PL0000106670 |
122,42 |
122,64 |
2,24 |
2,21 |
122,53 |
2,22 |
WS0922 |
PL0000102646 |
124,20 |
124,46 |
2,35 |
2,32 |
124,33 |
2,33 |
IZ0823 |
PL0000105359 |
112,18 |
112,97 |
--- |
--- |
112,58 |
--- |
DS1023 |
PL0000107264 |
112,39 |
112,60 |
2,44 |
2,42 |
112,50 |
2,43 |
WZ0124 |
PL0000107454 |
98,09 |
98,27 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
106,50 |
106,73 |
2,55 |
2,52 |
106,62 |
2,53 |
WS0429 |
PL0000105391 |
135,25 |
136,16 |
2,76 |
2,70 |
135,71 |
2,73 |
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 |
0/3 |
3 |
1,800 |
1,800 |
1,800 |
20 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,750 |
1,750 |
1,750 |
60 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,700 |
1,700 |
1,700 |
140 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,700 |
1,700 |
1,700 |
280 |
TOTAL |
500 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
1,970 |
1,970 |
1,970 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.