2014-11-17 |
MARKET DATA |
No 221 (2503) |
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 |
580,00 |
603,32 |
39 |
500,00 |
522,14 |
9 |
1 080,00 |
1 125,46 |
48 |
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 |
101,55 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,78 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,05 |
104,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,90 |
97,88 |
97,870 |
97,870 |
97,820 |
97,860 |
97,846 |
250 000 |
244,62 |
10 |
PS0416 |
PL0000106340 |
104,46 |
104,38 |
104,390 |
104,390 |
104,380 |
104,380 |
104,383 |
30 000 |
32,17 |
3 |
OK0716 |
PL0000107926 |
97,01 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,53 |
105,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,82 |
106,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,48 |
109,44 |
109,410 |
109,410 |
109,410 |
109,410 |
109,410 |
10 000 |
10,98 |
1 |
PS0418 |
PL0000107314 |
105,91 |
105,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,71 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,15 |
105,10 |
105,150 |
105,150 |
105,100 |
105,120 |
105,123 |
120 000 |
127,40 |
10 |
DS1019 |
PL0000105441 |
115,82 |
115,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,90 |
116,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,01 |
122,15 |
121,970 |
121,970 |
121,970 |
121,970 |
121,970 |
10 000 |
12,24 |
1 |
WS0922 |
PL0000102646 |
123,91 |
123,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,23 |
112,20 |
112,200 |
112,250 |
112,200 |
112,250 |
112,231 |
40 000 |
45,00 |
3 |
DS0725 |
PL0000108197 |
106,07 |
105,97 |
105,990 |
106,200 |
105,970 |
106,200 |
106,098 |
110 000 |
117,85 |
10 |
WS0428 |
PL0000107611 |
99,93 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,94 |
135,11 |
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 |
103,45 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,40 |
112,60 |
112,400 |
112,400 |
112,400 |
112,400 |
112,400 |
10 000 |
13,07 |
1 |
WZ0115 |
PL0000106480 |
100,15 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,05 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,97 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,80 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,95 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,98 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
580 000 |
603,32 |
39 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
101,53 |
101,63 |
1,86 |
1,63 |
101,58 |
1,75 |
OK0715 |
PL0000107405 |
98,73 |
98,91 |
1,89 |
1,62 |
98,82 |
1,76 |
DS1015 |
PL0000103602 |
103,98 |
104,16 |
1,88 |
1,69 |
104,07 |
1,79 |
OK0116 |
PL0000107587 |
97,83 |
97,97 |
1,87 |
1,75 |
97,90 |
1,81 |
PS0416 |
PL0000106340 |
104,43 |
104,58 |
1,82 |
1,72 |
104,51 |
1,77 |
OK0716 |
PL0000107926 |
96,98 |
97,14 |
1,84 |
1,74 |
97,06 |
1,79 |
IZ0816 |
PL0000103529 |
103,36 |
103,98 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,50 |
105,66 |
1,82 |
1,74 |
105,58 |
1,78 |
WZ0117 |
PL0000106936 |
100,00 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
106,77 |
106,96 |
1,87 |
1,79 |
106,87 |
1,83 |
DS1017 |
PL0000104543 |
109,45 |
109,65 |
1,90 |
1,84 |
109,55 |
1,87 |
WZ0118 |
PL0000104717 |
99,91 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0418 |
PL0000107314 |
105,75 |
106,01 |
1,99 |
1,92 |
105,88 |
1,96 |
PS0718 |
PL0000107595 |
101,65 |
101,93 |
2,03 |
1,95 |
101,79 |
1,99 |
WZ0119 |
PL0000107603 |
99,72 |
99,90 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
105,08 |
105,39 |
2,10 |
2,03 |
105,24 |
2,06 |
DS1019 |
PL0000105441 |
115,80 |
116,10 |
2,09 |
2,03 |
115,95 |
2,06 |
DS1020 |
PL0000106126 |
116,87 |
117,18 |
2,18 |
2,13 |
117,03 |
2,16 |
WZ0121 |
PL0000106068 |
98,88 |
99,19 |
--- |
--- |
99,04 |
--- |
DS1021 |
PL0000106670 |
121,95 |
122,39 |
2,29 |
2,23 |
122,17 |
2,26 |
WS0922 |
PL0000102646 |
123,83 |
124,28 |
2,38 |
2,32 |
124,06 |
2,35 |
IZ0823 |
PL0000105359 |
112,12 |
113,17 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
112,02 |
112,46 |
2,48 |
2,43 |
112,24 |
2,46 |
WZ0124 |
PL0000107454 |
97,90 |
98,13 |
--- |
--- |
98,02 |
--- |
DS0725 |
PL0000108197 |
105,97 |
106,38 |
2,60 |
2,56 |
106,18 |
2,58 |
WS0429 |
PL0000105391 |
134,46 |
135,61 |
2,81 |
2,73 |
135,04 |
2,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,53 |
101,61 |
1,86 |
1,68 |
101,57 |
1,77 |
OK0715 |
PL0000107405 |
98,73 |
98,86 |
1,89 |
1,70 |
98,80 |
1,79 |
DS1015 |
PL0000103602 |
103,97 |
104,12 |
1,89 |
1,74 |
104,05 |
1,81 |
OK0116 |
PL0000107587 |
97,81 |
97,91 |
1,89 |
1,80 |
97,86 |
1,84 |
PS0416 |
PL0000106340 |
104,35 |
104,47 |
1,88 |
1,80 |
104,41 |
1,84 |
OK0716 |
PL0000107926 |
96,91 |
97,02 |
1,88 |
1,81 |
96,97 |
1,85 |
IZ0816 |
PL0000103529 |
103,35 |
103,96 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,38 |
105,51 |
1,88 |
1,82 |
105,45 |
1,85 |
WZ0117 |
PL0000106936 |
100,02 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
106,68 |
106,82 |
1,90 |
1,85 |
106,75 |
1,88 |
DS1017 |
PL0000104543 |
109,35 |
109,51 |
1,94 |
1,88 |
109,43 |
1,91 |
WZ0118 |
PL0000104717 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0418 |
PL0000107314 |
105,76 |
105,91 |
1,99 |
1,95 |
105,84 |
1,97 |
PS0718 |
PL0000107595 |
101,63 |
101,79 |
2,03 |
1,99 |
101,71 |
2,01 |
WZ0119 |
PL0000107603 |
99,75 |
99,89 |
--- |
--- |
99,82 |
--- |
PS0719 |
PL0000108148 |
105,05 |
105,19 |
2,10 |
2,07 |
105,12 |
2,09 |
DS1019 |
PL0000105441 |
115,69 |
115,96 |
2,11 |
2,06 |
115,83 |
2,09 |
DS1020 |
PL0000106126 |
116,81 |
117,04 |
2,19 |
2,16 |
116,93 |
2,17 |
WZ0121 |
PL0000106068 |
98,88 |
99,17 |
--- |
--- |
99,03 |
--- |
DS1021 |
PL0000106670 |
121,91 |
122,22 |
2,29 |
2,25 |
122,07 |
2,27 |
WS0922 |
PL0000102646 |
123,86 |
124,18 |
2,38 |
2,34 |
124,02 |
2,36 |
IZ0823 |
PL0000105359 |
112,11 |
112,86 |
--- |
--- |
112,49 |
--- |
DS1023 |
PL0000107264 |
112,15 |
112,39 |
2,47 |
2,44 |
112,27 |
2,45 |
WZ0124 |
PL0000107454 |
97,94 |
98,12 |
--- |
--- |
98,03 |
--- |
DS0725 |
PL0000108197 |
105,99 |
106,26 |
2,60 |
2,57 |
106,13 |
2,58 |
WS0429 |
PL0000105391 |
134,70 |
135,56 |
2,79 |
2,73 |
135,13 |
2,76 |
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 |
1,910 |
1,910 |
1,910 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,910 |
1,910 |
1,910 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
5 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,930 |
1,930 |
1,930 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
60 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
30 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
90 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
245 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.