2014-11-18 |
MARKET DATA |
No 222 (2504) |
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 |
527,50 |
566,28 |
33 |
960,00 |
1 075,66 |
15 |
1 487,50 |
1 641,94 |
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 |
101,54 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,78 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,01 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,84 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,37 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,91 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,40 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,72 |
106,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,40 |
109,40 |
109,390 |
109,390 |
109,390 |
109,390 |
109,390 |
10 000 |
10,98 |
1 |
PS0418 |
PL0000107314 |
105,79 |
105,78 |
105,790 |
105,790 |
105,790 |
105,790 |
105,790 |
10 000 |
10,79 |
1 |
PS0718 |
PL0000107595 |
101,69 |
101,66 |
101,650 |
101,650 |
101,650 |
101,650 |
101,650 |
10 000 |
10,25 |
1 |
PS0719 |
PL0000108148 |
105,09 |
105,00 |
105,050 |
105,100 |
105,000 |
105,100 |
105,039 |
90 000 |
95,48 |
8 |
DS1019 |
PL0000105441 |
115,81 |
115,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,87 |
116,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,05 |
122,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,96 |
123,91 |
123,850 |
124,000 |
123,850 |
124,000 |
123,883 |
45 000 |
56,16 |
3 |
DS1023 |
PL0000107264 |
112,38 |
112,16 |
112,210 |
112,210 |
112,060 |
112,060 |
112,127 |
22 500 |
25,29 |
2 |
DS0725 |
PL0000108197 |
106,23 |
106,05 |
106,050 |
106,050 |
106,050 |
106,050 |
106,050 |
5 000 |
5,36 |
1 |
WS0428 |
PL0000107611 |
100,06 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,09 |
134,80 |
135,160 |
135,160 |
135,160 |
135,160 |
135,160 |
15 000 |
20,77 |
1 |
WS0437 |
PL0000104857 |
133,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,50 |
112,50 |
112,500 |
112,500 |
112,400 |
112,400 |
112,433 |
30 000 |
39,22 |
3 |
WZ0115 |
PL0000106480 |
100,14 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,11 |
100,05 |
100,050 |
100,090 |
100,050 |
100,090 |
100,076 |
35 000 |
35,33 |
3 |
WZ0118 |
PL0000104717 |
99,97 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,80 |
99,79 |
99,800 |
99,800 |
99,790 |
99,790 |
99,790 |
255 000 |
256,67 |
9 |
WZ0121 |
PL0000106068 |
99,00 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,98 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
527 500 |
566,28 |
33 |
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 |
108,20 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,60 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,00 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,10 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,00 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,75 |
125,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
119,75 |
120,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,75 |
114,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,75 |
117,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
133,50 |
134,50 |
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 |
101,60 |
1,84 |
1,68 |
101,57 |
1,74 |
OK0715 |
PL0000107405 |
98,76 |
98,88 |
1,86 |
1,67 |
98,82 |
1,76 |
DS1015 |
PL0000103602 |
103,98 |
104,09 |
1,87 |
1,75 |
104,04 |
1,81 |
OK0116 |
PL0000107587 |
97,82 |
97,91 |
1,88 |
1,80 |
97,87 |
1,84 |
PS0416 |
PL0000106340 |
104,35 |
104,47 |
1,87 |
1,79 |
104,41 |
1,83 |
OK0716 |
PL0000107926 |
96,90 |
97,03 |
1,89 |
1,81 |
96,97 |
1,85 |
IZ0816 |
PL0000103529 |
103,30 |
104,02 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,38 |
105,52 |
1,88 |
1,81 |
105,45 |
1,84 |
WZ0117 |
PL0000106936 |
100,02 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
106,69 |
106,84 |
1,90 |
1,84 |
106,77 |
1,86 |
DS1017 |
PL0000104543 |
109,37 |
109,52 |
1,93 |
1,88 |
109,45 |
1,90 |
WZ0118 |
PL0000104717 |
99,93 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0418 |
PL0000107314 |
105,72 |
105,93 |
2,00 |
1,94 |
105,83 |
1,97 |
PS0718 |
PL0000107595 |
101,61 |
101,86 |
2,04 |
1,97 |
101,74 |
2,00 |
WZ0119 |
PL0000107603 |
99,72 |
99,89 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
105,05 |
105,24 |
2,10 |
2,06 |
105,15 |
2,08 |
DS1019 |
PL0000105441 |
115,77 |
116,01 |
2,10 |
2,05 |
115,89 |
2,07 |
DS1020 |
PL0000106126 |
116,83 |
117,09 |
2,19 |
2,15 |
116,96 |
2,17 |
WZ0121 |
PL0000106068 |
98,88 |
99,12 |
--- |
--- |
99,00 |
--- |
DS1021 |
PL0000106670 |
121,98 |
122,38 |
2,28 |
2,23 |
122,18 |
2,25 |
WS0922 |
PL0000102646 |
123,89 |
124,29 |
2,37 |
2,32 |
124,09 |
2,35 |
IZ0823 |
PL0000105359 |
111,94 |
112,99 |
--- |
--- |
112,47 |
--- |
DS1023 |
PL0000107264 |
112,23 |
112,53 |
2,46 |
2,42 |
112,38 |
2,44 |
WZ0124 |
PL0000107454 |
97,88 |
98,12 |
--- |
--- |
98,00 |
--- |
DS0725 |
PL0000108197 |
106,09 |
106,47 |
2,59 |
2,55 |
106,28 |
2,57 |
WS0429 |
PL0000105391 |
134,83 |
135,73 |
2,78 |
2,72 |
135,28 |
2,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,52 |
101,61 |
1,86 |
1,65 |
101,57 |
1,74 |
OK0715 |
PL0000107405 |
98,74 |
98,84 |
1,89 |
1,73 |
98,79 |
1,81 |
DS1015 |
PL0000103602 |
103,95 |
104,07 |
1,90 |
1,77 |
104,01 |
1,84 |
OK0116 |
PL0000107587 |
97,79 |
97,91 |
1,91 |
1,80 |
97,85 |
1,86 |
PS0416 |
PL0000106340 |
104,31 |
104,44 |
1,90 |
1,81 |
104,38 |
1,85 |
OK0716 |
PL0000107926 |
96,86 |
97,00 |
1,92 |
1,83 |
96,93 |
1,87 |
IZ0816 |
PL0000103529 |
103,33 |
103,98 |
--- |
--- |
103,66 |
--- |
PS1016 |
PL0000106795 |
105,33 |
105,47 |
1,91 |
1,83 |
105,40 |
1,87 |
WZ0117 |
PL0000106936 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
106,65 |
106,78 |
1,91 |
1,86 |
106,72 |
1,88 |
DS1017 |
PL0000104543 |
109,32 |
109,49 |
1,94 |
1,89 |
109,41 |
1,91 |
WZ0118 |
PL0000104717 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0418 |
PL0000107314 |
105,73 |
105,89 |
2,00 |
1,95 |
105,81 |
1,98 |
PS0718 |
PL0000107595 |
101,55 |
101,74 |
2,05 |
2,00 |
101,65 |
2,03 |
WZ0119 |
PL0000107603 |
99,75 |
99,86 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
104,96 |
105,14 |
2,12 |
2,08 |
105,05 |
2,10 |
DS1019 |
PL0000105441 |
115,63 |
115,91 |
2,12 |
2,07 |
115,77 |
2,10 |
DS1020 |
PL0000106126 |
116,68 |
116,98 |
2,21 |
2,16 |
116,83 |
2,19 |
WZ0121 |
PL0000106068 |
98,92 |
99,11 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
121,84 |
122,18 |
2,30 |
2,25 |
122,01 |
2,28 |
WS0922 |
PL0000102646 |
123,81 |
124,19 |
2,38 |
2,33 |
124,00 |
2,36 |
IZ0823 |
PL0000105359 |
112,03 |
112,88 |
--- |
--- |
112,46 |
--- |
DS1023 |
PL0000107264 |
112,09 |
112,33 |
2,47 |
2,44 |
112,21 |
2,46 |
WZ0124 |
PL0000107454 |
97,93 |
98,10 |
--- |
--- |
98,02 |
--- |
DS0725 |
PL0000108197 |
105,94 |
106,31 |
2,60 |
2,56 |
106,13 |
2,58 |
WS0429 |
PL0000105391 |
134,60 |
135,55 |
2,80 |
2,73 |
135,08 |
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 |
1,800 |
1,800 |
1,800 |
10 |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,900 |
1,900 |
1,900 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,900 |
1,900 |
1,900 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
175 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,920 |
1,920 |
1,920 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
145 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
50 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,920 |
1,930 |
1,927 |
360 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
110 |
TOTAL |
960 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.