2014-11-07 |
MARKET DATA |
No 216 (2498) |
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 |
1 275,00 |
1 359,68 |
97 |
1 865,00 |
2 112,27 |
25 |
3 140,00 |
3 471,95 |
122 |
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 |
101,63 |
101,68 |
101,620 |
101,620 |
101,600 |
101,600 |
101,602 |
90 000 |
94,17 |
2 |
OK0715 |
PL0000107405 |
98,73 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,15 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,83 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,51 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,96 |
96,91 |
96,900 |
96,900 |
96,850 |
96,850 |
96,869 |
260 000 |
251,86 |
8 |
PS1016 |
PL0000106795 |
105,81 |
105,46 |
105,470 |
105,470 |
105,470 |
105,470 |
105,470 |
25 000 |
26,43 |
1 |
PS0417 |
PL0000107058 |
107,08 |
106,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,43 |
109,32 |
109,420 |
109,430 |
109,420 |
109,430 |
109,428 |
40 000 |
43,87 |
2 |
PS0418 |
PL0000107314 |
105,75 |
105,54 |
105,630 |
105,770 |
105,580 |
105,770 |
105,722 |
135 000 |
145,51 |
12 |
PS0718 |
PL0000107595 |
101,62 |
101,45 |
101,500 |
101,500 |
101,480 |
101,480 |
101,496 |
50 000 |
51,12 |
2 |
PS0719 |
PL0000108148 |
105,01 |
104,73 |
104,830 |
105,000 |
104,650 |
105,000 |
104,810 |
127 500 |
134,88 |
16 |
DS1019 |
PL0000105441 |
115,70 |
115,48 |
115,500 |
115,500 |
115,460 |
115,500 |
115,488 |
85 000 |
98,40 |
8 |
DS1020 |
PL0000106126 |
116,70 |
116,43 |
116,440 |
116,670 |
116,410 |
116,670 |
116,471 |
100 000 |
116,73 |
10 |
DS1021 |
PL0000106670 |
121,80 |
121,30 |
121,800 |
121,800 |
121,800 |
121,800 |
121,800 |
10 000 |
12,21 |
1 |
WS0922 |
PL0000102646 |
123,47 |
123,12 |
123,360 |
123,380 |
123,360 |
123,380 |
123,370 |
20 000 |
24,83 |
2 |
DS1023 |
PL0000107264 |
111,60 |
111,05 |
111,330 |
111,700 |
111,050 |
111,670 |
111,332 |
215 000 |
239,79 |
21 |
DS0725 |
PL0000108197 |
105,55 |
104,90 |
104,900 |
105,550 |
104,900 |
105,550 |
105,116 |
52 500 |
55,70 |
8 |
WS0428 |
PL0000107611 |
99,14 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,95 |
133,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
132,50 |
134,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,43 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,96 |
111,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,84 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,94 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,00 |
97,99 |
97,950 |
97,950 |
97,930 |
97,930 |
97,937 |
65 000 |
64,18 |
4 |
TOTAL |
1 275 000 |
1 359,68 |
97 |
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 |
104,40 |
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 |
118,70 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,90 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,90 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,50 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,10 |
124,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
119,15 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,30 |
113,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,35 |
116,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
133,10 |
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 |
101,60 |
101,70 |
1,85 |
1,64 |
101,65 |
1,75 |
OK0715 |
PL0000107405 |
98,71 |
98,87 |
1,87 |
1,64 |
98,79 |
1,75 |
DS1015 |
PL0000103602 |
104,09 |
104,25 |
1,85 |
1,69 |
104,17 |
1,77 |
OK0116 |
PL0000107587 |
97,73 |
97,87 |
1,93 |
1,81 |
97,80 |
1,87 |
PS0416 |
PL0000106340 |
104,36 |
104,55 |
1,91 |
1,78 |
104,46 |
1,84 |
OK0716 |
PL0000107926 |
96,81 |
96,93 |
1,92 |
1,85 |
96,87 |
1,89 |
IZ0816 |
PL0000103529 |
103,22 |
103,85 |
--- |
--- |
103,54 |
--- |
PS1016 |
PL0000106795 |
105,37 |
105,56 |
1,92 |
1,82 |
105,47 |
1,86 |
WZ0117 |
PL0000106936 |
100,02 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,58 |
106,78 |
1,96 |
1,88 |
106,68 |
1,92 |
DS1017 |
PL0000104543 |
109,20 |
109,41 |
2,00 |
1,94 |
109,31 |
1,97 |
WZ0118 |
PL0000104717 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0418 |
PL0000107314 |
105,44 |
105,64 |
2,09 |
2,04 |
105,54 |
2,06 |
PS0718 |
PL0000107595 |
101,33 |
101,59 |
2,12 |
2,05 |
101,46 |
2,08 |
WZ0119 |
PL0000107603 |
99,75 |
99,89 |
--- |
--- |
99,82 |
--- |
PS0719 |
PL0000108148 |
104,65 |
104,84 |
2,19 |
2,15 |
104,75 |
2,17 |
DS1019 |
PL0000105441 |
115,38 |
115,58 |
2,19 |
2,15 |
115,48 |
2,17 |
DS1020 |
PL0000106126 |
116,30 |
116,61 |
2,29 |
2,24 |
116,46 |
2,26 |
WZ0121 |
PL0000106068 |
98,87 |
99,09 |
--- |
--- |
98,98 |
--- |
DS1021 |
PL0000106670 |
121,25 |
121,67 |
2,39 |
2,33 |
121,46 |
2,36 |
WS0922 |
PL0000102646 |
123,04 |
123,48 |
2,48 |
2,43 |
123,26 |
2,46 |
IZ0823 |
PL0000105359 |
110,98 |
112,09 |
--- |
--- |
111,54 |
--- |
DS1023 |
PL0000107264 |
111,14 |
111,46 |
2,59 |
2,55 |
111,30 |
2,57 |
WZ0124 |
PL0000107454 |
97,89 |
98,05 |
--- |
--- |
97,97 |
--- |
DS0725 |
PL0000108197 |
104,99 |
105,39 |
2,70 |
2,66 |
105,19 |
2,68 |
WS0429 |
PL0000105391 |
133,10 |
134,11 |
2,91 |
2,84 |
133,61 |
2,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,61 |
101,70 |
1,83 |
1,64 |
101,66 |
1,72 |
OK0715 |
PL0000107405 |
98,70 |
98,85 |
1,89 |
1,67 |
98,78 |
1,77 |
DS1015 |
PL0000103602 |
104,12 |
104,23 |
1,82 |
1,71 |
104,18 |
1,76 |
OK0116 |
PL0000107587 |
97,77 |
97,91 |
1,89 |
1,77 |
97,84 |
1,83 |
PS0416 |
PL0000106340 |
104,42 |
104,61 |
1,87 |
1,74 |
104,52 |
1,80 |
OK0716 |
PL0000107926 |
96,92 |
97,05 |
1,86 |
1,78 |
96,99 |
1,81 |
IZ0816 |
PL0000103529 |
103,28 |
103,87 |
--- |
--- |
103,58 |
--- |
PS1016 |
PL0000106795 |
105,47 |
105,66 |
1,86 |
1,77 |
105,57 |
1,81 |
WZ0117 |
PL0000106936 |
100,06 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
106,69 |
106,84 |
1,92 |
1,86 |
106,77 |
1,89 |
DS1017 |
PL0000104543 |
109,38 |
109,55 |
1,95 |
1,89 |
109,47 |
1,92 |
WZ0118 |
PL0000104717 |
99,96 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
105,69 |
105,85 |
2,02 |
1,97 |
105,77 |
2,00 |
PS0718 |
PL0000107595 |
101,57 |
101,74 |
2,05 |
2,00 |
101,66 |
2,03 |
WZ0119 |
PL0000107603 |
99,80 |
99,93 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
104,92 |
105,11 |
2,14 |
2,09 |
105,02 |
2,11 |
DS1019 |
PL0000105441 |
115,62 |
115,87 |
2,14 |
2,09 |
115,75 |
2,11 |
DS1020 |
PL0000106126 |
116,61 |
116,91 |
2,24 |
2,19 |
116,76 |
2,21 |
WZ0121 |
PL0000106068 |
98,91 |
99,08 |
--- |
--- |
99,00 |
--- |
DS1021 |
PL0000106670 |
121,53 |
121,83 |
2,35 |
2,31 |
121,68 |
2,33 |
WS0922 |
PL0000102646 |
123,32 |
123,67 |
2,45 |
2,41 |
123,50 |
2,43 |
IZ0823 |
PL0000105359 |
111,43 |
112,36 |
--- |
--- |
111,90 |
--- |
DS1023 |
PL0000107264 |
111,48 |
111,80 |
2,55 |
2,51 |
111,64 |
2,53 |
WZ0124 |
PL0000107454 |
97,96 |
98,09 |
--- |
--- |
98,03 |
--- |
DS0725 |
PL0000108197 |
105,31 |
105,72 |
2,67 |
2,63 |
105,52 |
2,65 |
WS0429 |
PL0000105391 |
133,70 |
134,49 |
2,86 |
2,81 |
134,10 |
2,84 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
5/6 |
1 |
1,870 |
1,870 |
1,870 |
150 |
WS0922 |
PL0000102646 |
3/5 |
2 |
1,890 |
1,890 |
1,890 |
235 |
DS1019 |
PL0000105441 |
3/5 |
2 |
1,890 |
1,890 |
1,890 |
100 |
DS1020 |
PL0000106126 |
3/5 |
2 |
1,890 |
1,890 |
1,890 |
150 |
DS1021 |
PL0000106670 |
3/5 |
2 |
1,890 |
1,890 |
1,890 |
140 |
PS1016 |
PL0000106795 |
3/5 |
2 |
1,870 |
1,870 |
1,870 |
100 |
DS1023 |
PL0000107264 |
3/5 |
2 |
1,900 |
1,950 |
1,926 |
160 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,890 |
1,890 |
1,890 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,940 |
1,940 |
1,940 |
50 |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,940 |
1,940 |
1,940 |
110 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,890 |
1,890 |
1,890 |
130 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
140 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,940 |
1,950 |
1,942 |
90 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,890 |
1,940 |
1,930 |
155 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,940 |
1,940 |
1,940 |
35 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,940 |
1,940 |
1,940 |
95 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
1,890 |
1,890 |
1,890 |
5 |
TOTAL |
1 865 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.