2014-11-12 |
MARKET DATA |
No 218 (2500) |
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 |
865,00 |
955,92 |
64 |
2 030,00 |
2 309,67 |
25 |
2 895,00 |
3 265,59 |
89 |
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 |
101,61 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,76 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,16 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,87 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,52 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,01 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,59 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,96 |
106,92 |
106,940 |
106,940 |
106,940 |
106,940 |
106,940 |
20 000 |
21,92 |
2 |
DS1017 |
PL0000104543 |
109,67 |
109,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,05 |
105,95 |
106,050 |
106,050 |
105,950 |
105,950 |
106,011 |
210 000 |
227,00 |
12 |
PS0718 |
PL0000107595 |
101,88 |
101,93 |
101,860 |
101,860 |
101,860 |
101,860 |
101,860 |
10 000 |
10,26 |
1 |
PS0719 |
PL0000108148 |
105,45 |
105,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
116,18 |
116,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,25 |
117,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,34 |
122,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,25 |
124,15 |
124,250 |
124,330 |
124,250 |
124,330 |
124,292 |
60 000 |
75,07 |
5 |
DS1023 |
PL0000107264 |
112,40 |
112,20 |
112,030 |
112,440 |
112,020 |
112,290 |
112,303 |
370 000 |
416,33 |
33 |
DS0725 |
PL0000108197 |
106,46 |
106,16 |
106,250 |
106,300 |
106,250 |
106,250 |
106,266 |
75 000 |
80,45 |
8 |
WS0428 |
PL0000107611 |
100,22 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,30 |
135,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
133,40 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,51 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,50 |
112,28 |
112,350 |
112,360 |
112,350 |
112,360 |
112,355 |
20 000 |
26,12 |
2 |
WZ0115 |
PL0000106480 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,06 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,98 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,83 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,04 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,20 |
98,04 |
97,960 |
97,960 |
97,960 |
97,960 |
97,960 |
100 000 |
98,78 |
1 |
TOTAL |
865 000 |
955,92 |
64 |
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 |
104,40 |
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 |
104,95 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,95 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
119,60 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,35 |
125,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
119,50 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,40 |
113,85 |
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 |
133,25 |
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 |
1,83 |
1,62 |
101,64 |
1,72 |
OK0715 |
PL0000107405 |
98,73 |
98,85 |
1,86 |
1,68 |
98,79 |
1,77 |
DS1015 |
PL0000103602 |
104,11 |
104,23 |
1,81 |
1,68 |
104,17 |
1,75 |
OK0116 |
PL0000107587 |
97,84 |
97,96 |
1,84 |
1,74 |
97,90 |
1,79 |
PS0416 |
PL0000106340 |
104,48 |
104,60 |
1,82 |
1,74 |
104,54 |
1,78 |
OK0716 |
PL0000107926 |
96,98 |
97,12 |
1,82 |
1,74 |
97,05 |
1,78 |
IZ0816 |
PL0000103529 |
103,40 |
103,97 |
--- |
--- |
103,69 |
--- |
PS1016 |
PL0000106795 |
105,54 |
105,68 |
1,82 |
1,75 |
105,61 |
1,79 |
WZ0117 |
PL0000106936 |
100,02 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,84 |
107,03 |
1,85 |
1,78 |
106,94 |
1,81 |
DS1017 |
PL0000104543 |
109,53 |
109,72 |
1,89 |
1,83 |
109,63 |
1,86 |
WZ0118 |
PL0000104717 |
99,95 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
105,84 |
106,07 |
1,97 |
1,91 |
105,96 |
1,94 |
PS0718 |
PL0000107595 |
101,72 |
101,97 |
2,01 |
1,94 |
101,85 |
1,97 |
WZ0119 |
PL0000107603 |
99,76 |
99,91 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
105,21 |
105,42 |
2,07 |
2,02 |
105,32 |
2,05 |
DS1019 |
PL0000105441 |
115,94 |
116,22 |
2,07 |
2,02 |
116,08 |
2,05 |
DS1020 |
PL0000106126 |
117,00 |
117,30 |
2,17 |
2,12 |
117,15 |
2,14 |
WZ0121 |
PL0000106068 |
98,89 |
99,09 |
--- |
--- |
98,99 |
--- |
DS1021 |
PL0000106670 |
122,10 |
122,45 |
2,27 |
2,22 |
122,28 |
2,25 |
WS0922 |
PL0000102646 |
123,81 |
124,20 |
2,39 |
2,34 |
124,01 |
2,36 |
IZ0823 |
PL0000105359 |
111,83 |
112,54 |
--- |
--- |
112,19 |
--- |
DS1023 |
PL0000107264 |
112,04 |
112,30 |
2,48 |
2,45 |
112,17 |
2,47 |
WZ0124 |
PL0000107454 |
97,87 |
98,08 |
--- |
--- |
97,98 |
--- |
DS0725 |
PL0000108197 |
105,90 |
106,30 |
2,61 |
2,57 |
106,10 |
2,59 |
WS0429 |
PL0000105391 |
134,53 |
135,41 |
2,81 |
2,74 |
134,97 |
2,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,59 |
101,69 |
1,83 |
1,62 |
101,64 |
1,72 |
OK0715 |
PL0000107405 |
98,74 |
98,85 |
1,84 |
1,68 |
98,80 |
1,75 |
DS1015 |
PL0000103602 |
104,14 |
104,23 |
1,78 |
1,68 |
104,19 |
1,73 |
OK0116 |
PL0000107587 |
97,84 |
97,97 |
1,84 |
1,73 |
97,91 |
1,78 |
PS0416 |
PL0000106340 |
104,47 |
104,60 |
1,82 |
1,74 |
104,54 |
1,78 |
OK0716 |
PL0000107926 |
96,96 |
97,10 |
1,84 |
1,75 |
97,03 |
1,79 |
IZ0816 |
PL0000103529 |
103,36 |
103,97 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,52 |
105,67 |
1,83 |
1,76 |
105,60 |
1,79 |
WZ0117 |
PL0000106936 |
100,03 |
100,14 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,87 |
106,97 |
1,84 |
1,80 |
106,92 |
1,82 |
DS1017 |
PL0000104543 |
109,56 |
109,75 |
1,88 |
1,82 |
109,66 |
1,85 |
WZ0118 |
PL0000104717 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
105,95 |
106,10 |
1,94 |
1,90 |
106,03 |
1,92 |
PS0718 |
PL0000107595 |
101,81 |
101,98 |
1,98 |
1,94 |
101,90 |
1,96 |
WZ0119 |
PL0000107603 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
105,31 |
105,50 |
2,05 |
2,01 |
105,41 |
2,03 |
DS1019 |
PL0000105441 |
116,01 |
116,25 |
2,06 |
2,01 |
116,13 |
2,04 |
DS1020 |
PL0000106126 |
117,08 |
117,37 |
2,16 |
2,11 |
117,23 |
2,13 |
WZ0121 |
PL0000106068 |
99,00 |
99,12 |
--- |
--- |
99,06 |
--- |
DS1021 |
PL0000106670 |
122,16 |
122,51 |
2,26 |
2,22 |
122,34 |
2,24 |
WS0922 |
PL0000102646 |
124,06 |
124,32 |
2,36 |
2,32 |
124,19 |
2,34 |
IZ0823 |
PL0000105359 |
112,26 |
113,33 |
--- |
--- |
112,80 |
--- |
DS1023 |
PL0000107264 |
112,24 |
112,52 |
2,46 |
2,42 |
112,38 |
2,44 |
WZ0124 |
PL0000107454 |
97,97 |
98,12 |
--- |
--- |
98,05 |
--- |
DS0725 |
PL0000108197 |
106,07 |
106,40 |
2,59 |
2,56 |
106,24 |
2,57 |
WS0429 |
PL0000105391 |
134,79 |
135,72 |
2,79 |
2,72 |
135,26 |
2,75 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,890 |
1,890 |
1,890 |
80 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
50 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,900 |
1,900 |
1,900 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,890 |
1,890 |
1,890 |
135 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,890 |
1,920 |
1,895 |
145 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,920 |
1,920 |
1,920 |
70 |
PS0416 |
PL0000106340 |
1/2 |
1 |
1,920 |
1,920 |
1,920 |
75 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,910 |
1,960 |
1,952 |
130 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
105 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
320 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
270 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
220 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
160 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
160 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
40 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
10 |
TOTAL |
2 030 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.