2014-11-19 |
MARKET DATA |
No 223 (2505) |
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 |
1 495,00 |
1 558,79 |
68 |
430,00 |
453,45 |
4 |
1 925,00 |
2 012,24 |
72 |
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 |
101,53 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,76 |
98,73 |
98,750 |
98,750 |
98,730 |
98,730 |
98,742 |
60 000 |
59,25 |
2 |
DS1015 |
PL0000103602 |
103,96 |
103,91 |
103,940 |
103,940 |
103,900 |
103,930 |
103,925 |
250 000 |
261,01 |
13 |
OK0116 |
PL0000107587 |
97,81 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,33 |
104,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,89 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,35 |
105,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,66 |
106,62 |
106,600 |
106,600 |
106,600 |
106,600 |
106,600 |
25 000 |
27,33 |
1 |
DS1017 |
PL0000104543 |
109,33 |
109,26 |
109,290 |
109,290 |
109,290 |
109,290 |
109,290 |
30 000 |
32,90 |
1 |
PS0418 |
PL0000107314 |
105,70 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,59 |
101,50 |
101,500 |
101,500 |
101,500 |
101,500 |
101,500 |
25 000 |
25,58 |
1 |
PS0719 |
PL0000108148 |
104,98 |
104,75 |
104,770 |
104,770 |
104,670 |
104,670 |
104,722 |
90 000 |
95,20 |
7 |
DS1019 |
PL0000105441 |
115,60 |
115,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,66 |
112,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,85 |
121,55 |
121,770 |
121,770 |
121,770 |
121,770 |
121,770 |
10 000 |
12,22 |
1 |
WS0922 |
PL0000102646 |
123,80 |
123,55 |
123,640 |
123,640 |
123,640 |
123,640 |
123,640 |
10 000 |
12,46 |
1 |
DS1023 |
PL0000107264 |
112,11 |
111,76 |
112,010 |
112,010 |
111,770 |
111,820 |
111,836 |
97 500 |
109,33 |
9 |
DS0725 |
PL0000108197 |
105,96 |
105,52 |
105,530 |
105,700 |
105,520 |
105,700 |
105,616 |
160 000 |
170,68 |
10 |
WS0428 |
PL0000107611 |
99,75 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,67 |
134,15 |
134,300 |
134,300 |
134,150 |
134,150 |
134,225 |
10 000 |
13,75 |
2 |
WS0437 |
PL0000104857 |
133,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,35 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,15 |
112,10 |
112,150 |
112,150 |
112,100 |
112,100 |
112,125 |
20 000 |
26,07 |
2 |
WZ0115 |
PL0000106480 |
100,14 |
100,14 |
100,130 |
100,140 |
100,130 |
100,140 |
100,138 |
480 000 |
484,84 |
7 |
WZ0117 |
PL0000106936 |
100,04 |
100,04 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
10 000 |
10,09 |
1 |
WZ0118 |
PL0000104717 |
99,92 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,76 |
99,76 |
99,760 |
99,760 |
99,760 |
99,760 |
99,760 |
112 500 |
113,21 |
2 |
WZ0121 |
PL0000106068 |
99,01 |
98,97 |
98,970 |
99,010 |
98,970 |
99,010 |
99,000 |
105 000 |
104,86 |
8 |
WZ0124 |
PL0000107454 |
97,95 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 495 000 |
1 558,79 |
68 |
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 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,15 |
108,40 |
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 |
105,00 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,00 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,10 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,65 |
125,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,10 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,00 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
117,00 |
117,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
134,00 |
135,00 |
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 |
101,51 |
101,59 |
1,86 |
1,68 |
101,55 |
1,77 |
OK0715 |
PL0000107405 |
98,74 |
98,86 |
1,89 |
1,71 |
98,80 |
1,80 |
DS1015 |
PL0000103602 |
103,94 |
104,06 |
1,90 |
1,77 |
104,00 |
1,84 |
OK0116 |
PL0000107587 |
97,79 |
97,90 |
1,92 |
1,82 |
97,85 |
1,86 |
PS0416 |
PL0000106340 |
104,30 |
104,43 |
1,90 |
1,81 |
104,37 |
1,85 |
OK0716 |
PL0000107926 |
96,85 |
97,00 |
1,93 |
1,83 |
96,93 |
1,88 |
IZ0816 |
PL0000103529 |
103,27 |
103,88 |
--- |
--- |
103,58 |
--- |
PS1016 |
PL0000106795 |
105,30 |
105,45 |
1,92 |
1,84 |
105,38 |
1,88 |
WZ0117 |
PL0000106936 |
100,01 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
106,62 |
106,79 |
1,92 |
1,85 |
106,71 |
1,89 |
DS1017 |
PL0000104543 |
109,31 |
109,48 |
1,94 |
1,89 |
109,40 |
1,91 |
WZ0118 |
PL0000104717 |
99,89 |
100,07 |
--- |
--- |
99,98 |
--- |
PS0418 |
PL0000107314 |
105,64 |
105,86 |
2,02 |
1,96 |
105,75 |
1,99 |
PS0718 |
PL0000107595 |
101,54 |
101,79 |
2,06 |
1,99 |
101,67 |
2,02 |
WZ0119 |
PL0000107603 |
99,72 |
99,85 |
--- |
--- |
99,79 |
--- |
PS0719 |
PL0000108148 |
104,93 |
105,13 |
2,13 |
2,08 |
105,03 |
2,11 |
DS1019 |
PL0000105441 |
115,57 |
115,87 |
2,13 |
2,08 |
115,72 |
2,10 |
DS1020 |
PL0000106126 |
116,63 |
116,93 |
2,22 |
2,17 |
116,78 |
2,20 |
WZ0121 |
PL0000106068 |
98,88 |
99,13 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
121,80 |
122,23 |
2,31 |
2,25 |
122,02 |
2,27 |
WS0922 |
PL0000102646 |
123,76 |
124,12 |
2,39 |
2,34 |
123,94 |
2,36 |
IZ0823 |
PL0000105359 |
111,95 |
112,95 |
--- |
--- |
112,45 |
--- |
DS1023 |
PL0000107264 |
112,05 |
112,37 |
2,48 |
2,44 |
112,21 |
2,46 |
WZ0124 |
PL0000107454 |
97,88 |
98,09 |
--- |
--- |
97,99 |
--- |
DS0725 |
PL0000108197 |
105,88 |
106,31 |
2,61 |
2,56 |
106,10 |
2,59 |
WS0429 |
PL0000105391 |
134,48 |
135,41 |
2,81 |
2,74 |
134,95 |
2,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,48 |
101,57 |
1,93 |
1,72 |
101,53 |
1,81 |
OK0715 |
PL0000107405 |
98,72 |
98,80 |
1,92 |
1,80 |
98,76 |
1,86 |
DS1015 |
PL0000103602 |
103,90 |
103,96 |
1,94 |
1,88 |
103,93 |
1,91 |
OK0116 |
PL0000107587 |
97,76 |
97,85 |
1,94 |
1,86 |
97,81 |
1,90 |
PS0416 |
PL0000106340 |
104,24 |
104,37 |
1,94 |
1,85 |
104,31 |
1,89 |
OK0716 |
PL0000107926 |
96,84 |
96,94 |
1,93 |
1,87 |
96,89 |
1,90 |
IZ0816 |
PL0000103529 |
103,19 |
103,80 |
--- |
--- |
103,50 |
--- |
PS1016 |
PL0000106795 |
105,26 |
105,40 |
1,94 |
1,87 |
105,33 |
1,90 |
WZ0117 |
PL0000106936 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
106,56 |
106,68 |
1,95 |
1,90 |
106,62 |
1,92 |
DS1017 |
PL0000104543 |
109,21 |
109,35 |
1,98 |
1,93 |
109,28 |
1,95 |
WZ0118 |
PL0000104717 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0418 |
PL0000107314 |
105,55 |
105,72 |
2,05 |
2,00 |
105,64 |
2,02 |
PS0718 |
PL0000107595 |
101,43 |
101,63 |
2,09 |
2,03 |
101,53 |
2,06 |
WZ0119 |
PL0000107603 |
99,72 |
99,80 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
104,71 |
104,89 |
2,18 |
2,14 |
104,80 |
2,16 |
DS1019 |
PL0000105441 |
115,32 |
115,59 |
2,18 |
2,13 |
115,46 |
2,16 |
DS1020 |
PL0000106126 |
116,34 |
116,63 |
2,27 |
2,22 |
116,49 |
2,24 |
WZ0121 |
PL0000106068 |
98,94 |
99,08 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
121,42 |
121,84 |
2,36 |
2,30 |
121,63 |
2,33 |
WS0922 |
PL0000102646 |
123,34 |
123,73 |
2,44 |
2,39 |
123,54 |
2,41 |
IZ0823 |
PL0000105359 |
111,67 |
112,51 |
--- |
--- |
112,09 |
--- |
DS1023 |
PL0000107264 |
111,63 |
111,95 |
2,53 |
2,49 |
111,79 |
2,51 |
WZ0124 |
PL0000107454 |
97,91 |
98,05 |
--- |
--- |
97,98 |
--- |
DS0725 |
PL0000108197 |
105,57 |
105,85 |
2,64 |
2,61 |
105,71 |
2,63 |
WS0429 |
PL0000105391 |
133,79 |
134,69 |
2,85 |
2,79 |
134,24 |
2,82 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,920 |
1,920 |
1,920 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
25 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
225 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
170 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.