2014-11-05 |
MARKET DATA |
No 214 (2496) |
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 |
1 470,00 |
1 571,79 |
91 |
175,00 |
184,62 |
4 |
1 645,00 |
1 756,42 |
95 |
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 |
101,75 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,83 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,35 |
104,37 |
104,350 |
104,350 |
104,350 |
104,350 |
104,350 |
10 000 |
10,46 |
1 |
OK0116 |
PL0000107587 |
98,00 |
97,89 |
97,900 |
97,900 |
97,900 |
97,900 |
97,900 |
50 000 |
48,95 |
1 |
PS0416 |
PL0000106340 |
104,77 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,18 |
97,05 |
97,220 |
97,220 |
97,050 |
97,050 |
97,110 |
142 500 |
138,38 |
3 |
PS1016 |
PL0000106795 |
105,90 |
105,76 |
105,930 |
105,930 |
105,930 |
105,930 |
105,930 |
50 000 |
53,05 |
1 |
PS0417 |
PL0000107058 |
107,20 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,94 |
109,70 |
109,770 |
109,790 |
109,770 |
109,790 |
109,785 |
115 000 |
126,47 |
4 |
PS0418 |
PL0000107314 |
106,31 |
105,87 |
105,600 |
105,880 |
105,600 |
105,870 |
105,727 |
75 000 |
80,81 |
7 |
PS0718 |
PL0000107595 |
102,15 |
101,85 |
102,200 |
102,220 |
101,750 |
101,750 |
102,081 |
85 000 |
87,38 |
5 |
PS0719 |
PL0000108148 |
105,72 |
105,20 |
105,670 |
105,780 |
105,200 |
105,200 |
105,473 |
312 500 |
332,52 |
21 |
DS1019 |
PL0000105441 |
116,52 |
116,10 |
116,500 |
116,510 |
116,400 |
116,400 |
116,458 |
55 000 |
64,16 |
4 |
DS1020 |
PL0000106126 |
117,70 |
117,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,60 |
122,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,50 |
124,00 |
124,510 |
124,510 |
124,150 |
124,150 |
124,390 |
30 000 |
37,53 |
2 |
DS1023 |
PL0000107264 |
112,60 |
111,45 |
112,460 |
112,460 |
111,700 |
111,830 |
111,987 |
282 500 |
316,76 |
24 |
DS0725 |
PL0000108197 |
134,50 |
105,95 |
106,280 |
106,650 |
106,000 |
106,000 |
106,394 |
95 000 |
101,96 |
8 |
WS0428 |
PL0000107611 |
100,49 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,69 |
134,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
133,20 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,32 |
112,50 |
112,300 |
112,300 |
112,200 |
112,200 |
112,267 |
15 000 |
19,56 |
2 |
WZ0115 |
PL0000106480 |
100,22 |
100,23 |
100,210 |
100,210 |
100,200 |
100,200 |
100,203 |
60 000 |
60,58 |
3 |
WZ0117 |
PL0000106936 |
100,16 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,03 |
100,03 |
100,030 |
100,030 |
100,020 |
100,020 |
100,023 |
72 500 |
73,07 |
3 |
WZ0119 |
PL0000107603 |
99,94 |
99,92 |
99,930 |
99,940 |
99,930 |
99,940 |
99,935 |
20 000 |
20,14 |
2 |
WZ0121 |
PL0000106068 |
99,15 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,10 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 470 000 |
1 571,79 |
91 |
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 |
104,20 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,30 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,60 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,75 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,75 |
119,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,35 |
119,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
123,75 |
124,50 |
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 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,15 |
116,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
133,00 |
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 |
101,73 |
101,81 |
1,69 |
1,52 |
101,77 |
1,60 |
OK0715 |
PL0000107405 |
98,81 |
98,90 |
1,69 |
1,56 |
98,86 |
1,62 |
DS1015 |
PL0000103602 |
104,34 |
104,41 |
1,66 |
1,59 |
104,38 |
1,62 |
OK0116 |
PL0000107587 |
97,97 |
98,05 |
1,70 |
1,63 |
98,01 |
1,67 |
PS0416 |
PL0000106340 |
104,72 |
104,82 |
1,70 |
1,63 |
104,77 |
1,66 |
OK0716 |
PL0000107926 |
97,13 |
97,23 |
1,71 |
1,65 |
97,18 |
1,68 |
IZ0816 |
PL0000103529 |
103,43 |
104,03 |
--- |
--- |
103,73 |
--- |
PS1016 |
PL0000106795 |
105,83 |
105,96 |
1,70 |
1,64 |
105,90 |
1,67 |
WZ0117 |
PL0000106936 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
107,11 |
107,23 |
1,77 |
1,72 |
107,17 |
1,74 |
DS1017 |
PL0000104543 |
109,86 |
109,99 |
1,80 |
1,76 |
109,93 |
1,78 |
WZ0118 |
PL0000104717 |
99,99 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,18 |
106,36 |
1,89 |
1,83 |
106,27 |
1,86 |
PS0718 |
PL0000107595 |
102,04 |
102,25 |
1,92 |
1,86 |
102,15 |
1,89 |
WZ0119 |
PL0000107603 |
99,84 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,52 |
105,68 |
2,01 |
1,97 |
105,60 |
1,99 |
DS1019 |
PL0000105441 |
116,31 |
116,54 |
2,01 |
1,97 |
116,43 |
1,99 |
DS1020 |
PL0000106126 |
117,37 |
117,65 |
2,12 |
2,07 |
117,51 |
2,09 |
WZ0121 |
PL0000106068 |
98,98 |
99,28 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
122,38 |
122,77 |
2,24 |
2,19 |
122,58 |
2,21 |
WS0922 |
PL0000102646 |
124,20 |
124,54 |
2,35 |
2,30 |
124,37 |
2,33 |
IZ0823 |
PL0000105359 |
111,57 |
113,30 |
--- |
--- |
112,44 |
--- |
DS1023 |
PL0000107264 |
112,31 |
112,58 |
2,45 |
2,42 |
112,45 |
2,44 |
WZ0124 |
PL0000107454 |
98,03 |
98,22 |
--- |
--- |
98,13 |
--- |
DS0725 |
PL0000108197 |
106,36 |
106,71 |
2,56 |
2,52 |
106,54 |
2,54 |
WS0429 |
PL0000105391 |
135,17 |
136,07 |
2,76 |
2,70 |
135,62 |
2,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,69 |
101,81 |
1,77 |
1,52 |
101,75 |
1,64 |
OK0715 |
PL0000107405 |
98,74 |
98,89 |
1,79 |
1,58 |
98,82 |
1,68 |
DS1015 |
PL0000103602 |
104,29 |
104,42 |
1,71 |
1,58 |
104,36 |
1,64 |
OK0116 |
PL0000107587 |
97,81 |
97,96 |
1,84 |
1,71 |
97,89 |
1,77 |
PS0416 |
PL0000106340 |
104,55 |
104,74 |
1,81 |
1,68 |
104,65 |
1,74 |
OK0716 |
PL0000107926 |
96,94 |
97,07 |
1,83 |
1,75 |
97,01 |
1,79 |
IZ0816 |
PL0000103529 |
103,35 |
103,94 |
--- |
--- |
103,65 |
--- |
PS1016 |
PL0000106795 |
105,62 |
105,82 |
1,81 |
1,71 |
105,72 |
1,76 |
WZ0117 |
PL0000106936 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,88 |
107,02 |
1,86 |
1,80 |
106,95 |
1,83 |
DS1017 |
PL0000104543 |
109,58 |
109,81 |
1,89 |
1,82 |
109,70 |
1,85 |
WZ0118 |
PL0000104717 |
99,96 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
105,90 |
106,06 |
1,97 |
1,92 |
105,98 |
1,94 |
PS0718 |
PL0000107595 |
101,75 |
101,91 |
2,00 |
1,96 |
101,83 |
1,98 |
WZ0119 |
PL0000107603 |
99,84 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,20 |
105,39 |
2,08 |
2,04 |
105,30 |
2,06 |
DS1019 |
PL0000105441 |
115,94 |
116,16 |
2,08 |
2,04 |
116,05 |
2,06 |
DS1020 |
PL0000106126 |
116,98 |
117,30 |
2,18 |
2,13 |
117,14 |
2,15 |
WZ0121 |
PL0000106068 |
99,04 |
99,24 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
121,96 |
122,22 |
2,30 |
2,26 |
122,09 |
2,28 |
WS0922 |
PL0000102646 |
123,81 |
124,08 |
2,39 |
2,36 |
123,95 |
2,38 |
IZ0823 |
PL0000105359 |
111,97 |
112,81 |
--- |
--- |
112,39 |
--- |
DS1023 |
PL0000107264 |
111,85 |
112,20 |
2,51 |
2,46 |
112,03 |
2,48 |
WZ0124 |
PL0000107454 |
98,03 |
98,21 |
--- |
--- |
98,12 |
--- |
DS0725 |
PL0000108197 |
105,78 |
106,17 |
2,62 |
2,58 |
105,98 |
2,60 |
WS0429 |
PL0000105391 |
134,36 |
135,22 |
2,82 |
2,76 |
134,79 |
2,79 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,500 |
1,600 |
1,568 |
110 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,700 |
1,700 |
1,700 |
20 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
45 |
TOTAL |
175 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.