2014-11-04 |
MARKET DATA |
No 213 (2495) |
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 |
1 022,50 |
1 125,86 |
86 |
350,00 |
393,07 |
5 |
1 372,50 |
1 518,92 |
91 |
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 |
101,76 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,82 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,38 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,99 |
98,03 |
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 |
97,19 |
97,20 |
97,190 |
97,190 |
97,190 |
97,190 |
97,190 |
5 000 |
4,86 |
1 |
PS1016 |
PL0000106795 |
105,88 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,19 |
107,18 |
107,230 |
107,230 |
107,230 |
107,230 |
107,230 |
35 000 |
38,42 |
2 |
DS1017 |
PL0000104543 |
109,98 |
109,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,34 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,20 |
102,16 |
102,090 |
102,090 |
102,090 |
102,090 |
102,090 |
30 000 |
30,84 |
2 |
PS0719 |
PL0000108148 |
105,83 |
105,62 |
105,650 |
105,830 |
105,550 |
105,550 |
105,691 |
177 500 |
189,25 |
16 |
DS1019 |
PL0000105441 |
116,58 |
116,21 |
116,420 |
116,560 |
116,420 |
116,520 |
116,533 |
145 000 |
169,24 |
13 |
DS1020 |
PL0000106126 |
117,75 |
117,25 |
117,790 |
117,800 |
117,790 |
117,800 |
117,797 |
60 000 |
70,78 |
6 |
DS1021 |
PL0000106670 |
122,71 |
122,17 |
122,600 |
122,600 |
122,500 |
122,500 |
122,550 |
40 000 |
49,10 |
4 |
WS0922 |
PL0000102646 |
124,57 |
123,89 |
124,500 |
124,500 |
124,490 |
124,490 |
124,493 |
15 000 |
18,78 |
2 |
DS1023 |
PL0000107264 |
112,70 |
112,30 |
112,370 |
112,530 |
112,350 |
112,490 |
112,477 |
155 000 |
174,54 |
15 |
DS0725 |
PL0000108197 |
106,90 |
105,90 |
106,600 |
106,900 |
106,370 |
106,370 |
106,586 |
225 000 |
241,90 |
16 |
WS0428 |
PL0000107611 |
100,53 |
101,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,89 |
135,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
133,20 |
142,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,30 |
112,43 |
112,500 |
112,500 |
112,500 |
112,500 |
112,500 |
10 000 |
13,07 |
2 |
WZ0115 |
PL0000106480 |
100,23 |
100,23 |
100,240 |
100,240 |
100,230 |
100,230 |
100,237 |
70 000 |
70,70 |
3 |
WZ0117 |
PL0000106936 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,03 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,92 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,17 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,20 |
98,12 |
98,140 |
98,140 |
98,120 |
98,120 |
98,129 |
55 000 |
54,39 |
4 |
TOTAL |
1 022 500 |
1 125,86 |
86 |
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 |
104,15 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,25 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,65 |
118,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,80 |
105,00 |
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 |
119,25 |
119,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,50 |
124,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
118,90 |
119,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,00 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,10 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
132,75 |
134,00 |
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 |
101,75 |
101,82 |
1,67 |
1,52 |
101,79 |
1,58 |
OK0715 |
PL0000107405 |
98,81 |
98,90 |
1,68 |
1,56 |
98,86 |
1,61 |
DS1015 |
PL0000103602 |
104,34 |
104,42 |
1,67 |
1,59 |
104,38 |
1,63 |
OK0116 |
PL0000107587 |
97,94 |
98,04 |
1,72 |
1,64 |
97,99 |
1,68 |
PS0416 |
PL0000106340 |
104,71 |
104,84 |
1,71 |
1,62 |
104,78 |
1,66 |
OK0716 |
PL0000107926 |
97,09 |
97,21 |
1,73 |
1,66 |
97,15 |
1,70 |
IZ0816 |
PL0000103529 |
103,41 |
103,92 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,79 |
105,92 |
1,73 |
1,66 |
105,86 |
1,69 |
WZ0117 |
PL0000106936 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
107,04 |
107,20 |
1,80 |
1,74 |
107,12 |
1,77 |
DS1017 |
PL0000104543 |
109,76 |
109,96 |
1,84 |
1,77 |
109,86 |
1,80 |
WZ0118 |
PL0000104717 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
106,12 |
106,34 |
1,90 |
1,84 |
106,23 |
1,87 |
PS0718 |
PL0000107595 |
101,96 |
102,19 |
1,95 |
1,88 |
102,08 |
1,91 |
WZ0119 |
PL0000107603 |
99,89 |
99,98 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,45 |
105,66 |
2,02 |
1,98 |
105,56 |
2,00 |
DS1019 |
PL0000105441 |
116,18 |
116,44 |
2,04 |
1,99 |
116,31 |
2,01 |
DS1020 |
PL0000106126 |
117,20 |
117,50 |
2,15 |
2,10 |
117,35 |
2,12 |
WZ0121 |
PL0000106068 |
99,14 |
99,29 |
--- |
--- |
99,22 |
--- |
DS1021 |
PL0000106670 |
122,14 |
122,49 |
2,28 |
2,23 |
122,32 |
2,25 |
WS0922 |
PL0000102646 |
123,97 |
124,42 |
2,38 |
2,32 |
124,20 |
2,35 |
IZ0823 |
PL0000105359 |
111,84 |
112,74 |
--- |
--- |
112,29 |
--- |
DS1023 |
PL0000107264 |
112,05 |
112,35 |
2,48 |
2,45 |
112,20 |
2,46 |
WZ0124 |
PL0000107454 |
98,10 |
98,26 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
106,09 |
106,48 |
2,59 |
2,55 |
106,29 |
2,57 |
WS0429 |
PL0000105391 |
134,81 |
135,73 |
2,79 |
2,72 |
135,27 |
2,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,75 |
101,82 |
1,67 |
1,52 |
101,79 |
1,58 |
OK0715 |
PL0000107405 |
98,81 |
98,90 |
1,68 |
1,56 |
98,86 |
1,61 |
DS1015 |
PL0000103602 |
104,36 |
104,43 |
1,65 |
1,58 |
104,40 |
1,61 |
OK0116 |
PL0000107587 |
97,97 |
98,06 |
1,70 |
1,62 |
98,02 |
1,65 |
PS0416 |
PL0000106340 |
104,74 |
104,85 |
1,69 |
1,62 |
104,80 |
1,65 |
OK0716 |
PL0000107926 |
97,15 |
97,24 |
1,70 |
1,64 |
97,20 |
1,67 |
IZ0816 |
PL0000103529 |
103,45 |
104,00 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
105,85 |
105,97 |
1,70 |
1,64 |
105,91 |
1,67 |
WZ0117 |
PL0000106936 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
107,14 |
107,25 |
1,76 |
1,72 |
107,20 |
1,74 |
DS1017 |
PL0000104543 |
109,90 |
110,02 |
1,79 |
1,75 |
109,96 |
1,77 |
WZ0118 |
PL0000104717 |
100,00 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,26 |
106,40 |
1,86 |
1,82 |
106,33 |
1,84 |
PS0718 |
PL0000107595 |
102,10 |
102,25 |
1,91 |
1,86 |
102,18 |
1,88 |
WZ0119 |
PL0000107603 |
99,86 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,63 |
105,75 |
1,98 |
1,96 |
105,69 |
1,97 |
DS1019 |
PL0000105441 |
116,48 |
116,61 |
1,98 |
1,96 |
116,55 |
1,97 |
DS1020 |
PL0000106126 |
117,46 |
117,74 |
2,10 |
2,06 |
117,60 |
2,08 |
WZ0121 |
PL0000106068 |
99,12 |
99,30 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
122,58 |
122,76 |
2,21 |
2,19 |
122,67 |
2,20 |
WS0922 |
PL0000102646 |
124,37 |
124,59 |
2,33 |
2,30 |
124,48 |
2,31 |
IZ0823 |
PL0000105359 |
112,08 |
112,80 |
--- |
--- |
112,44 |
--- |
DS1023 |
PL0000107264 |
112,40 |
112,67 |
2,44 |
2,41 |
112,54 |
2,43 |
WZ0124 |
PL0000107454 |
98,08 |
98,22 |
--- |
--- |
98,15 |
--- |
DS0725 |
PL0000108197 |
106,42 |
106,71 |
2,55 |
2,52 |
106,57 |
2,54 |
WS0429 |
PL0000105391 |
135,30 |
136,08 |
2,75 |
2,70 |
135,69 |
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 |
1/2 |
1 |
1,700 |
1,700 |
1,700 |
25 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,610 |
1,610 |
1,610 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,650 |
1,650 |
1,650 |
150 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,650 |
1,650 |
1,650 |
55 |
TOTAL |
350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.