2014-11-03 |
MARKET DATA |
No 212 (2494) |
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 |
385,00 |
411,86 |
27 |
365,00 |
399,73 |
7 |
750,00 |
811,59 |
34 |
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 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,83 |
98,89 |
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 |
105 000 |
109,81 |
6 |
OK0116 |
PL0000107587 |
97,99 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,75 |
104,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,15 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,85 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,14 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,86 |
109,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,22 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,13 |
102,05 |
102,050 |
102,050 |
102,040 |
102,040 |
102,046 |
40 000 |
41,10 |
2 |
PS0719 |
PL0000108148 |
105,65 |
105,57 |
105,700 |
105,700 |
105,600 |
105,600 |
105,623 |
80 000 |
85,23 |
6 |
DS1019 |
PL0000105441 |
116,35 |
116,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,41 |
117,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,48 |
122,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,38 |
124,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,48 |
112,30 |
112,450 |
112,480 |
112,300 |
112,300 |
112,377 |
90 000 |
101,25 |
9 |
DS0725 |
PL0000108197 |
106,56 |
106,42 |
106,460 |
106,460 |
106,350 |
106,350 |
106,405 |
60 000 |
64,39 |
3 |
WS0428 |
PL0000107611 |
100,39 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,57 |
135,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,52 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,30 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,23 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,18 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,92 |
99,95 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
10 000 |
10,07 |
1 |
WZ0121 |
PL0000106068 |
99,15 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,15 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
385 000 |
411,86 |
27 |
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 |
104,25 |
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 |
118,75 |
118,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,85 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,90 |
119,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,40 |
119,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,75 |
124,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
119,00 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,10 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,20 |
116,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
132,85 |
135,00 |
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 |
101,84 |
1,67 |
1,50 |
101,80 |
1,58 |
OK0715 |
PL0000107405 |
98,81 |
98,90 |
1,68 |
1,55 |
98,86 |
1,61 |
DS1015 |
PL0000103602 |
104,36 |
104,44 |
1,67 |
1,59 |
104,40 |
1,63 |
OK0116 |
PL0000107587 |
97,96 |
98,04 |
1,70 |
1,63 |
98,00 |
1,67 |
PS0416 |
PL0000106340 |
104,73 |
104,83 |
1,70 |
1,63 |
104,78 |
1,67 |
OK0716 |
PL0000107926 |
97,12 |
97,22 |
1,71 |
1,65 |
97,17 |
1,68 |
IZ0816 |
PL0000103529 |
103,47 |
104,10 |
--- |
--- |
103,79 |
--- |
PS1016 |
PL0000106795 |
105,83 |
105,96 |
1,71 |
1,65 |
105,90 |
1,68 |
WZ0117 |
PL0000106936 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
107,12 |
107,24 |
1,77 |
1,72 |
107,18 |
1,75 |
DS1017 |
PL0000104543 |
109,83 |
110,01 |
1,82 |
1,76 |
109,92 |
1,79 |
WZ0118 |
PL0000104717 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
106,18 |
106,39 |
1,89 |
1,83 |
106,29 |
1,86 |
PS0718 |
PL0000107595 |
102,07 |
102,28 |
1,92 |
1,86 |
102,18 |
1,88 |
WZ0119 |
PL0000107603 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
105,56 |
105,74 |
2,00 |
1,96 |
105,65 |
1,98 |
DS1019 |
PL0000105441 |
116,33 |
116,57 |
2,01 |
1,97 |
116,45 |
1,99 |
DS1020 |
PL0000106126 |
117,37 |
117,63 |
2,12 |
2,08 |
117,50 |
2,10 |
WZ0121 |
PL0000106068 |
99,13 |
99,29 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
122,45 |
122,82 |
2,23 |
2,18 |
122,64 |
2,21 |
WS0922 |
PL0000102646 |
124,26 |
124,56 |
2,34 |
2,30 |
124,41 |
2,32 |
IZ0823 |
PL0000105359 |
112,05 |
113,06 |
--- |
--- |
112,56 |
--- |
DS1023 |
PL0000107264 |
112,43 |
112,62 |
2,44 |
2,42 |
112,53 |
2,43 |
WZ0124 |
PL0000107454 |
98,11 |
98,31 |
--- |
--- |
98,21 |
--- |
DS0725 |
PL0000108197 |
106,51 |
106,86 |
2,55 |
2,51 |
106,69 |
2,53 |
WS0429 |
PL0000105391 |
135,45 |
136,20 |
2,74 |
2,69 |
135,83 |
2,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,77 |
101,84 |
1,65 |
1,50 |
101,81 |
1,56 |
OK0715 |
PL0000107405 |
98,81 |
98,90 |
1,68 |
1,55 |
98,86 |
1,61 |
DS1015 |
PL0000103602 |
104,35 |
104,41 |
1,68 |
1,62 |
104,38 |
1,65 |
OK0116 |
PL0000107587 |
97,95 |
98,04 |
1,71 |
1,63 |
98,00 |
1,67 |
PS0416 |
PL0000106340 |
104,73 |
104,83 |
1,70 |
1,63 |
104,78 |
1,67 |
OK0716 |
PL0000107926 |
97,11 |
97,20 |
1,72 |
1,66 |
97,16 |
1,69 |
IZ0816 |
PL0000103529 |
103,44 |
103,97 |
--- |
--- |
103,71 |
--- |
PS1016 |
PL0000106795 |
105,81 |
105,95 |
1,72 |
1,65 |
105,88 |
1,69 |
WZ0117 |
PL0000106936 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
107,09 |
107,21 |
1,78 |
1,73 |
107,15 |
1,76 |
DS1017 |
PL0000104543 |
109,79 |
109,97 |
1,83 |
1,77 |
109,88 |
1,80 |
WZ0118 |
PL0000104717 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
106,15 |
106,31 |
1,90 |
1,85 |
106,23 |
1,87 |
PS0718 |
PL0000107595 |
102,01 |
102,14 |
1,93 |
1,90 |
102,08 |
1,91 |
WZ0119 |
PL0000107603 |
99,90 |
99,98 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,51 |
105,67 |
2,01 |
1,98 |
105,59 |
1,99 |
DS1019 |
PL0000105441 |
116,21 |
116,44 |
2,04 |
1,99 |
116,33 |
2,01 |
DS1020 |
PL0000106126 |
117,24 |
117,50 |
2,14 |
2,10 |
117,37 |
2,12 |
WZ0121 |
PL0000106068 |
99,13 |
99,29 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
122,23 |
122,48 |
2,26 |
2,23 |
122,36 |
2,25 |
WS0922 |
PL0000102646 |
124,03 |
124,30 |
2,37 |
2,34 |
124,17 |
2,35 |
IZ0823 |
PL0000105359 |
112,07 |
112,81 |
--- |
--- |
112,44 |
--- |
DS1023 |
PL0000107264 |
112,16 |
112,40 |
2,47 |
2,44 |
112,28 |
2,46 |
WZ0124 |
PL0000107454 |
98,10 |
98,29 |
--- |
--- |
98,20 |
--- |
DS0725 |
PL0000108197 |
106,20 |
106,50 |
2,58 |
2,55 |
106,35 |
2,56 |
WS0429 |
PL0000105391 |
135,06 |
135,84 |
2,77 |
2,72 |
135,45 |
2,74 |
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 |
1,650 |
1,650 |
1,650 |
40 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,650 |
1,650 |
1,650 |
65 |
DS1021 |
PL0000106670 |
1/9 |
8 |
1,800 |
1,800 |
1,800 |
30 |
PS1016 |
PL0000106795 |
1/9 |
8 |
1,650 |
1,650 |
1,650 |
160 |
PS0418 |
PL0000107314 |
1/9 |
8 |
1,800 |
1,800 |
1,800 |
50 |
TOTAL |
365 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.