2014-11-13 |
MARKET DATA |
No 219 (2501) |
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 |
1 110,00 |
1 169,63 |
64 |
875,00 |
988,16 |
17 |
1 985,00 |
2 157,79 |
81 |
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 |
101,66 |
101,620 |
101,620 |
101,620 |
101,620 |
101,620 |
10 000 |
10,47 |
1 |
OK0715 |
PL0000107405 |
98,84 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,18 |
104,19 |
104,200 |
104,200 |
104,170 |
104,170 |
104,174 |
135 000 |
141,19 |
3 |
OK0116 |
PL0000107587 |
97,99 |
97,92 |
97,950 |
97,950 |
97,950 |
97,950 |
97,950 |
212 500 |
208,14 |
5 |
PS0416 |
PL0000106340 |
104,63 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,15 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,73 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,10 |
106,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,85 |
109,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,20 |
105,95 |
106,250 |
106,250 |
106,250 |
106,250 |
106,250 |
20 000 |
21,67 |
1 |
PS0718 |
PL0000107595 |
102,11 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,70 |
105,31 |
105,510 |
105,830 |
105,510 |
105,830 |
105,636 |
47 500 |
50,66 |
4 |
DS1019 |
PL0000105441 |
116,45 |
116,08 |
116,450 |
116,450 |
116,450 |
116,450 |
116,450 |
10 000 |
11,68 |
1 |
DS1020 |
PL0000106126 |
117,80 |
117,08 |
117,800 |
117,800 |
117,800 |
117,800 |
117,800 |
20 000 |
23,63 |
2 |
DS1021 |
PL0000106670 |
122,85 |
122,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,80 |
123,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,08 |
112,30 |
112,350 |
113,150 |
112,350 |
112,930 |
112,872 |
312 500 |
353,51 |
30 |
DS0725 |
PL0000108197 |
107,08 |
105,74 |
106,700 |
107,000 |
106,700 |
107,000 |
106,900 |
40 000 |
43,17 |
6 |
WS0428 |
PL0000107611 |
101,10 |
101,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,44 |
135,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
133,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,90 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,17 |
100,180 |
100,180 |
100,170 |
100,170 |
100,176 |
250 000 |
252,54 |
4 |
WZ0117 |
PL0000106936 |
100,10 |
100,10 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
37 500 |
37,85 |
5 |
WZ0118 |
PL0000104717 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,86 |
99,88 |
99,860 |
99,860 |
99,860 |
99,860 |
99,860 |
15 000 |
15,11 |
2 |
WZ0121 |
PL0000106068 |
99,05 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,04 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 110 000 |
1 169,63 |
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 |
104,10 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,20 |
108,45 |
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 |
105,00 |
105,25 |
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 |
119,65 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,50 |
125,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
119,60 |
120,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,50 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,60 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
133,40 |
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 |
101,56 |
101,68 |
1,83 |
1,57 |
101,62 |
1,70 |
OK0715 |
PL0000107405 |
98,76 |
98,89 |
1,83 |
1,64 |
98,83 |
1,73 |
DS1015 |
PL0000103602 |
104,08 |
104,20 |
1,80 |
1,68 |
104,14 |
1,74 |
OK0116 |
PL0000107587 |
97,85 |
97,97 |
1,84 |
1,74 |
97,91 |
1,79 |
PS0416 |
PL0000106340 |
104,46 |
104,57 |
1,81 |
1,74 |
104,52 |
1,77 |
OK0716 |
PL0000107926 |
96,98 |
97,12 |
1,83 |
1,75 |
97,05 |
1,79 |
IZ0816 |
PL0000103529 |
103,37 |
103,94 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,51 |
105,65 |
1,83 |
1,75 |
105,58 |
1,79 |
WZ0117 |
PL0000106936 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
106,79 |
106,98 |
1,87 |
1,79 |
106,89 |
1,83 |
DS1017 |
PL0000104543 |
109,48 |
109,67 |
1,90 |
1,83 |
109,58 |
1,86 |
WZ0118 |
PL0000104717 |
99,95 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
105,83 |
105,99 |
1,97 |
1,93 |
105,91 |
1,95 |
PS0718 |
PL0000107595 |
101,71 |
101,94 |
2,01 |
1,95 |
101,83 |
1,98 |
WZ0119 |
PL0000107603 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
105,19 |
105,39 |
2,07 |
2,03 |
105,29 |
2,05 |
DS1019 |
PL0000105441 |
115,88 |
116,17 |
2,08 |
2,02 |
116,03 |
2,05 |
DS1020 |
PL0000106126 |
116,97 |
117,26 |
2,17 |
2,12 |
117,12 |
2,15 |
WZ0121 |
PL0000106068 |
99,00 |
99,17 |
--- |
--- |
99,09 |
--- |
DS1021 |
PL0000106670 |
122,05 |
122,47 |
2,28 |
2,22 |
122,26 |
2,25 |
WS0922 |
PL0000102646 |
123,91 |
124,32 |
2,37 |
2,32 |
124,12 |
2,35 |
IZ0823 |
PL0000105359 |
112,20 |
113,08 |
--- |
--- |
112,64 |
--- |
DS1023 |
PL0000107264 |
112,04 |
112,35 |
2,48 |
2,44 |
112,20 |
2,46 |
WZ0124 |
PL0000107454 |
97,94 |
98,12 |
--- |
--- |
98,03 |
--- |
DS0725 |
PL0000108197 |
105,94 |
106,32 |
2,60 |
2,56 |
106,13 |
2,58 |
WS0429 |
PL0000105391 |
134,64 |
135,53 |
2,80 |
2,73 |
135,09 |
2,76 |
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 |
1,77 |
1,55 |
101,64 |
1,66 |
OK0715 |
PL0000107405 |
98,80 |
98,93 |
1,77 |
1,58 |
98,87 |
1,67 |
DS1015 |
PL0000103602 |
104,13 |
104,21 |
1,75 |
1,67 |
104,17 |
1,71 |
OK0116 |
PL0000107587 |
97,93 |
98,06 |
1,77 |
1,66 |
98,00 |
1,71 |
PS0416 |
PL0000106340 |
104,57 |
104,69 |
1,74 |
1,66 |
104,63 |
1,70 |
OK0716 |
PL0000107926 |
97,12 |
97,24 |
1,75 |
1,67 |
97,18 |
1,71 |
IZ0816 |
PL0000103529 |
103,30 |
103,95 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
105,65 |
105,80 |
1,75 |
1,68 |
105,73 |
1,71 |
WZ0117 |
PL0000106936 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
107,01 |
107,20 |
1,78 |
1,70 |
107,11 |
1,74 |
DS1017 |
PL0000104543 |
109,74 |
109,93 |
1,81 |
1,75 |
109,84 |
1,78 |
WZ0118 |
PL0000104717 |
99,95 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
106,14 |
106,33 |
1,88 |
1,83 |
106,24 |
1,85 |
PS0718 |
PL0000107595 |
102,02 |
102,23 |
1,92 |
1,87 |
102,13 |
1,89 |
WZ0119 |
PL0000107603 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
105,62 |
105,82 |
1,98 |
1,94 |
105,72 |
1,96 |
DS1019 |
PL0000105441 |
116,31 |
116,51 |
2,00 |
1,96 |
116,41 |
1,98 |
DS1020 |
PL0000106126 |
117,52 |
117,80 |
2,08 |
2,03 |
117,66 |
2,06 |
WZ0121 |
PL0000106068 |
99,01 |
99,17 |
--- |
--- |
99,09 |
--- |
DS1021 |
PL0000106670 |
122,62 |
122,90 |
2,20 |
2,16 |
122,76 |
2,18 |
WS0922 |
PL0000102646 |
124,56 |
124,88 |
2,29 |
2,25 |
124,72 |
2,27 |
IZ0823 |
PL0000105359 |
112,71 |
113,48 |
--- |
--- |
113,10 |
--- |
DS1023 |
PL0000107264 |
112,81 |
113,03 |
2,39 |
2,36 |
112,92 |
2,38 |
WZ0124 |
PL0000107454 |
98,00 |
98,14 |
--- |
--- |
98,07 |
--- |
DS0725 |
PL0000108197 |
106,73 |
106,99 |
2,52 |
2,49 |
106,86 |
2,51 |
WS0429 |
PL0000105391 |
135,80 |
136,61 |
2,72 |
2,66 |
136,21 |
2,69 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
35 |
OK0116 |
PL0000107587 |
0/1 |
1 |
1,950 |
1,950 |
1,950 |
55 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,960 |
1,960 |
1,960 |
20 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,890 |
1,890 |
1,890 |
150 |
DS1015 |
PL0000103602 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
50 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,850 |
1,870 |
1,864 |
130 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,890 |
1,890 |
1,890 |
10 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,960 |
1,960 |
1,960 |
100 |
OK0716 |
PL0000107926 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
45 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
110 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
20 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,960 |
1,960 |
1,960 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
45 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
5 |
TOTAL |
875 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.