2014-11-06 |
MARKET DATA |
No 215 (2497) |
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 |
2 700,00 |
2 863,75 |
176 |
1 555,00 |
1 788,36 |
28 |
4 255,00 |
4 652,11 |
204 |
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 |
101,70 |
101,67 |
101,700 |
101,700 |
101,660 |
101,660 |
101,671 |
365 000 |
382,04 |
8 |
OK0715 |
PL0000107405 |
98,80 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,27 |
104,24 |
104,260 |
104,260 |
104,210 |
104,210 |
104,234 |
170 000 |
177,69 |
8 |
OK0116 |
PL0000107587 |
97,87 |
97,84 |
97,870 |
97,870 |
97,840 |
97,840 |
97,849 |
225 000 |
220,16 |
7 |
PS0416 |
PL0000106340 |
104,57 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,00 |
97,00 |
97,000 |
97,000 |
96,990 |
96,990 |
96,997 |
35 000 |
33,95 |
2 |
PS1016 |
PL0000106795 |
105,64 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,89 |
106,80 |
106,850 |
106,850 |
106,850 |
106,850 |
106,850 |
20 000 |
21,89 |
1 |
DS1017 |
PL0000104543 |
109,55 |
109,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,85 |
104,80 |
105,810 |
105,900 |
105,650 |
105,690 |
105,736 |
675 000 |
727,52 |
40 |
PS0718 |
PL0000107595 |
101,75 |
101,57 |
101,540 |
101,540 |
101,540 |
101,540 |
101,540 |
10 000 |
10,23 |
1 |
PS0719 |
PL0000108148 |
105,22 |
104,91 |
105,050 |
105,200 |
104,850 |
105,070 |
105,045 |
462 500 |
490,28 |
39 |
DS1019 |
PL0000105441 |
116,03 |
115,60 |
116,000 |
116,000 |
116,000 |
116,000 |
116,000 |
30 000 |
34,87 |
3 |
DS1020 |
PL0000106126 |
116,94 |
116,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,05 |
121,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,85 |
123,30 |
123,540 |
123,540 |
123,540 |
123,540 |
123,540 |
10 000 |
12,43 |
1 |
DS1023 |
PL0000107264 |
111,95 |
111,39 |
111,600 |
111,950 |
111,450 |
111,900 |
111,610 |
252 500 |
282,26 |
25 |
DS0725 |
PL0000108197 |
105,86 |
105,33 |
105,520 |
105,900 |
105,340 |
105,900 |
105,576 |
340 000 |
362,23 |
34 |
WS0428 |
PL0000107611 |
99,70 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,62 |
133,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
132,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,44 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,00 |
112,15 |
111,960 |
111,960 |
111,960 |
111,960 |
111,960 |
10 000 |
13,01 |
1 |
WZ0115 |
PL0000106480 |
100,18 |
100,18 |
100,180 |
100,180 |
100,180 |
100,180 |
100,180 |
10 000 |
10,10 |
1 |
WZ0117 |
PL0000106936 |
100,14 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,85 |
99,88 |
99,850 |
99,850 |
99,820 |
99,840 |
99,843 |
60 000 |
60,38 |
4 |
WZ0121 |
PL0000106068 |
99,08 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,08 |
98,06 |
98,060 |
98,060 |
98,060 |
98,060 |
98,060 |
25 000 |
24,71 |
1 |
TOTAL |
2 700 000 |
2 863,75 |
176 |
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 |
104,10 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,20 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,65 |
118,90 |
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 |
119,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,45 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,00 |
124,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
119,10 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,20 |
113,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,25 |
116,75 |
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 |
101,62 |
101,73 |
1,85 |
1,62 |
101,68 |
1,72 |
OK0715 |
PL0000107405 |
98,72 |
98,87 |
1,84 |
1,62 |
98,80 |
1,72 |
DS1015 |
PL0000103602 |
104,14 |
104,28 |
1,83 |
1,68 |
104,21 |
1,76 |
OK0116 |
PL0000107587 |
97,81 |
97,91 |
1,85 |
1,76 |
97,86 |
1,81 |
PS0416 |
PL0000106340 |
104,47 |
104,59 |
1,85 |
1,77 |
104,53 |
1,81 |
OK0716 |
PL0000107926 |
96,88 |
97,07 |
1,87 |
1,76 |
96,98 |
1,81 |
IZ0816 |
PL0000103529 |
103,36 |
103,98 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,54 |
105,67 |
1,84 |
1,77 |
105,61 |
1,80 |
WZ0117 |
PL0000106936 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,75 |
106,91 |
1,90 |
1,84 |
106,83 |
1,87 |
DS1017 |
PL0000104543 |
109,42 |
109,60 |
1,94 |
1,88 |
109,51 |
1,91 |
WZ0118 |
PL0000104717 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
105,73 |
105,92 |
2,01 |
1,96 |
105,83 |
1,98 |
PS0718 |
PL0000107595 |
101,57 |
101,78 |
2,05 |
1,99 |
101,68 |
2,02 |
WZ0119 |
PL0000107603 |
99,82 |
99,95 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
104,95 |
105,18 |
2,13 |
2,08 |
105,07 |
2,10 |
DS1019 |
PL0000105441 |
115,72 |
116,00 |
2,12 |
2,07 |
115,86 |
2,10 |
DS1020 |
PL0000106126 |
116,68 |
116,95 |
2,23 |
2,18 |
116,82 |
2,20 |
WZ0121 |
PL0000106068 |
99,05 |
99,22 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
121,67 |
122,02 |
2,34 |
2,29 |
121,85 |
2,31 |
WS0922 |
PL0000102646 |
123,43 |
123,74 |
2,44 |
2,40 |
123,59 |
2,42 |
IZ0823 |
PL0000105359 |
111,82 |
112,65 |
--- |
--- |
112,24 |
--- |
DS1023 |
PL0000107264 |
111,44 |
111,79 |
2,55 |
2,51 |
111,62 |
2,53 |
WZ0124 |
PL0000107454 |
98,02 |
98,21 |
--- |
--- |
98,12 |
--- |
DS0725 |
PL0000108197 |
105,38 |
105,73 |
2,66 |
2,63 |
105,56 |
2,64 |
WS0429 |
PL0000105391 |
133,75 |
134,71 |
2,86 |
2,79 |
134,23 |
2,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,62 |
101,70 |
1,85 |
1,68 |
101,66 |
1,77 |
OK0715 |
PL0000107405 |
98,74 |
98,86 |
1,81 |
1,64 |
98,80 |
1,72 |
DS1015 |
PL0000103602 |
104,19 |
104,30 |
1,78 |
1,66 |
104,25 |
1,71 |
OK0116 |
PL0000107587 |
97,82 |
97,93 |
1,84 |
1,75 |
97,88 |
1,79 |
PS0416 |
PL0000106340 |
104,45 |
104,63 |
1,86 |
1,74 |
104,54 |
1,80 |
OK0716 |
PL0000107926 |
96,95 |
97,09 |
1,83 |
1,75 |
97,02 |
1,79 |
IZ0816 |
PL0000103529 |
103,34 |
103,96 |
--- |
--- |
103,65 |
--- |
PS1016 |
PL0000106795 |
105,49 |
105,69 |
1,86 |
1,76 |
105,59 |
1,81 |
WZ0117 |
PL0000106936 |
100,09 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,79 |
106,92 |
1,89 |
1,83 |
106,86 |
1,86 |
DS1017 |
PL0000104543 |
109,44 |
109,64 |
1,93 |
1,87 |
109,54 |
1,90 |
WZ0118 |
PL0000104717 |
99,96 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
105,76 |
105,93 |
2,00 |
1,95 |
105,85 |
1,98 |
PS0718 |
PL0000107595 |
101,67 |
101,85 |
2,02 |
1,97 |
101,76 |
2,00 |
WZ0119 |
PL0000107603 |
99,81 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
105,06 |
105,22 |
2,11 |
2,07 |
105,14 |
2,09 |
DS1019 |
PL0000105441 |
115,86 |
116,07 |
2,10 |
2,05 |
115,97 |
2,07 |
DS1020 |
PL0000106126 |
116,81 |
117,10 |
2,20 |
2,16 |
116,96 |
2,18 |
WZ0121 |
PL0000106068 |
98,97 |
99,15 |
--- |
--- |
99,06 |
--- |
DS1021 |
PL0000106670 |
121,73 |
122,10 |
2,33 |
2,28 |
121,92 |
2,30 |
WS0922 |
PL0000102646 |
123,54 |
123,85 |
2,42 |
2,39 |
123,70 |
2,40 |
IZ0823 |
PL0000105359 |
111,53 |
112,47 |
--- |
--- |
112,00 |
--- |
DS1023 |
PL0000107264 |
111,72 |
112,02 |
2,52 |
2,48 |
111,87 |
2,50 |
WZ0124 |
PL0000107454 |
98,00 |
98,12 |
--- |
--- |
98,06 |
--- |
DS0725 |
PL0000108197 |
105,60 |
105,92 |
2,64 |
2,61 |
105,76 |
2,62 |
WS0429 |
PL0000105391 |
134,21 |
135,08 |
2,83 |
2,77 |
134,65 |
2,80 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,890 |
1,890 |
1,890 |
15 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,890 |
1,890 |
1,890 |
65 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,890 |
1,890 |
1,890 |
70 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,890 |
1,890 |
1,890 |
300 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,890 |
1,890 |
1,890 |
100 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,890 |
1,890 |
1,890 |
20 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
80 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,700 |
1,750 |
1,742 |
165 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
115 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,890 |
1,930 |
1,906 |
230 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
70 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,900 |
1,930 |
1,916 |
110 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
20 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
50 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
55 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
85 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
5 |
TOTAL |
1 555 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.