2014-11-10 |
MARKET DATA |
No 217 (2499) |
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 |
320,00 |
337,18 |
21 |
1 375,00 |
1 534,66 |
17 |
1 695,00 |
1 871,84 |
38 |
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 |
101,62 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,74 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,15 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,86 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,50 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,97 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,54 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,86 |
106,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,54 |
109,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,85 |
105,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,75 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,23 |
105,10 |
105,150 |
105,240 |
105,150 |
105,180 |
105,206 |
120 000 |
127,43 |
11 |
DS1019 |
PL0000105441 |
115,90 |
115,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,97 |
116,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,00 |
121,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,78 |
123,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,96 |
111,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,85 |
105,69 |
105,690 |
105,850 |
105,690 |
105,850 |
105,804 |
70 000 |
74,75 |
6 |
WS0428 |
PL0000107611 |
99,63 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,70 |
134,44 |
134,760 |
134,760 |
134,760 |
134,760 |
134,760 |
10 000 |
13,79 |
1 |
WS0437 |
PL0000104857 |
133,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,46 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,00 |
112,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,19 |
100,17 |
100,190 |
100,190 |
100,170 |
100,170 |
100,188 |
120 000 |
121,20 |
3 |
WZ0117 |
PL0000106936 |
100,06 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,99 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,83 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,97 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,99 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
320 000 |
337,18 |
21 |
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 |
108,25 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,70 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,95 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,00 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,60 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,35 |
124,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
119,25 |
119,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,20 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,50 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
133,20 |
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 |
101,59 |
101,69 |
1,85 |
1,64 |
101,64 |
1,75 |
OK0715 |
PL0000107405 |
98,71 |
98,84 |
1,88 |
1,69 |
98,78 |
1,77 |
DS1015 |
PL0000103602 |
104,10 |
104,21 |
1,83 |
1,72 |
104,16 |
1,77 |
OK0116 |
PL0000107587 |
97,81 |
97,92 |
1,86 |
1,77 |
97,87 |
1,81 |
PS0416 |
PL0000106340 |
104,46 |
104,58 |
1,84 |
1,75 |
104,52 |
1,80 |
OK0716 |
PL0000107926 |
96,91 |
97,04 |
1,86 |
1,78 |
96,98 |
1,82 |
IZ0816 |
PL0000103529 |
103,28 |
103,91 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
105,48 |
105,61 |
1,86 |
1,79 |
105,55 |
1,82 |
WZ0117 |
PL0000106936 |
100,03 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,75 |
106,91 |
1,89 |
1,83 |
106,83 |
1,86 |
DS1017 |
PL0000104543 |
109,40 |
109,59 |
1,94 |
1,87 |
109,50 |
1,90 |
WZ0118 |
PL0000104717 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
105,69 |
105,90 |
2,02 |
1,96 |
105,80 |
1,99 |
PS0718 |
PL0000107595 |
101,59 |
101,76 |
2,05 |
2,00 |
101,68 |
2,02 |
WZ0119 |
PL0000107603 |
99,78 |
99,92 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
104,98 |
105,15 |
2,12 |
2,08 |
105,07 |
2,10 |
DS1019 |
PL0000105441 |
115,70 |
115,92 |
2,12 |
2,08 |
115,81 |
2,10 |
DS1020 |
PL0000106126 |
116,70 |
117,00 |
2,22 |
2,17 |
116,85 |
2,19 |
WZ0121 |
PL0000106068 |
98,92 |
99,09 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
121,61 |
122,00 |
2,34 |
2,29 |
121,81 |
2,31 |
WS0922 |
PL0000102646 |
123,45 |
123,79 |
2,43 |
2,39 |
123,62 |
2,41 |
IZ0823 |
PL0000105359 |
111,50 |
112,39 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
111,56 |
111,87 |
2,54 |
2,50 |
111,72 |
2,52 |
WZ0124 |
PL0000107454 |
97,93 |
98,11 |
--- |
--- |
98,02 |
--- |
DS0725 |
PL0000108197 |
105,40 |
105,76 |
2,66 |
2,62 |
105,58 |
2,64 |
WS0429 |
PL0000105391 |
133,78 |
134,64 |
2,86 |
2,80 |
134,21 |
2,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,60 |
101,68 |
1,83 |
1,66 |
101,64 |
1,75 |
OK0715 |
PL0000107405 |
98,71 |
98,84 |
1,88 |
1,69 |
98,78 |
1,77 |
DS1015 |
PL0000103602 |
104,11 |
104,23 |
1,82 |
1,70 |
104,17 |
1,76 |
OK0116 |
PL0000107587 |
97,83 |
97,93 |
1,85 |
1,76 |
97,88 |
1,80 |
PS0416 |
PL0000106340 |
104,47 |
104,57 |
1,83 |
1,76 |
104,52 |
1,80 |
OK0716 |
PL0000107926 |
96,94 |
97,05 |
1,85 |
1,78 |
97,00 |
1,81 |
IZ0816 |
PL0000103529 |
103,27 |
103,92 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
105,51 |
105,67 |
1,84 |
1,76 |
105,59 |
1,80 |
WZ0117 |
PL0000106936 |
100,02 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,80 |
106,97 |
1,87 |
1,81 |
106,89 |
1,84 |
DS1017 |
PL0000104543 |
109,47 |
109,63 |
1,91 |
1,86 |
109,55 |
1,89 |
WZ0118 |
PL0000104717 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
105,81 |
105,99 |
1,98 |
1,93 |
105,90 |
1,96 |
PS0718 |
PL0000107595 |
101,69 |
101,85 |
2,02 |
1,97 |
101,77 |
2,00 |
WZ0119 |
PL0000107603 |
99,79 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
105,12 |
105,28 |
2,09 |
2,06 |
105,20 |
2,07 |
DS1019 |
PL0000105441 |
115,81 |
116,08 |
2,10 |
2,05 |
115,95 |
2,07 |
DS1020 |
PL0000106126 |
116,85 |
117,13 |
2,19 |
2,15 |
116,99 |
2,17 |
WZ0121 |
PL0000106068 |
98,92 |
99,10 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
121,90 |
122,12 |
2,30 |
2,27 |
122,01 |
2,29 |
WS0922 |
PL0000102646 |
123,59 |
123,91 |
2,42 |
2,38 |
123,75 |
2,40 |
IZ0823 |
PL0000105359 |
111,77 |
112,45 |
--- |
--- |
112,11 |
--- |
DS1023 |
PL0000107264 |
111,80 |
112,05 |
2,51 |
2,48 |
111,93 |
2,49 |
WZ0124 |
PL0000107454 |
97,96 |
98,11 |
--- |
--- |
98,04 |
--- |
DS0725 |
PL0000108197 |
105,67 |
105,96 |
2,63 |
2,60 |
105,82 |
2,62 |
WS0429 |
PL0000105391 |
134,32 |
135,08 |
2,82 |
2,77 |
134,70 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
2/3 |
1 |
1,890 |
1,890 |
1,890 |
235 |
DS1017 |
PL0000104543 |
2/3 |
1 |
1,920 |
1,920 |
1,920 |
50 |
DS1019 |
PL0000105441 |
2/3 |
1 |
1,750 |
1,890 |
1,823 |
220 |
PS0416 |
PL0000106340 |
2/3 |
1 |
1,900 |
1,900 |
1,900 |
75 |
DS1023 |
PL0000107264 |
2/3 |
1 |
1,910 |
1,950 |
1,930 |
200 |
PS0719 |
PL0000108148 |
2/3 |
1 |
1,920 |
1,920 |
1,920 |
200 |
DS0725 |
PL0000108197 |
2/3 |
1 |
1,750 |
1,750 |
1,750 |
130 |
DS0725 |
PL0000108197 |
0/2 |
2 |
1,750 |
1,750 |
1,750 |
20 |
PS0416 |
PL0000106340 |
2/9 |
7 |
1,900 |
1,900 |
1,900 |
55 |
DS1023 |
PL0000107264 |
2/9 |
7 |
1,900 |
1,900 |
1,900 |
80 |
OK0716 |
PL0000107926 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
110 |
TOTAL |
1 375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.