2014-11-20 |
MARKET DATA |
No 224 (2506) |
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 |
982,50 |
1 031,83 |
91 |
2 105,00 |
2 376,12 |
32 |
3 087,50 |
3 407,94 |
123 |
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 |
101,49 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,77 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,92 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,85 |
97,86 |
97,860 |
97,870 |
97,860 |
97,870 |
97,869 |
120 000 |
117,44 |
9 |
PS0416 |
PL0000106340 |
104,40 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,99 |
96,95 |
96,950 |
96,950 |
96,950 |
96,950 |
96,950 |
55 000 |
53,32 |
1 |
PS1016 |
PL0000106795 |
105,47 |
105,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,72 |
106,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,41 |
109,33 |
109,370 |
109,460 |
109,370 |
109,460 |
109,431 |
55 000 |
60,42 |
3 |
PS0418 |
PL0000107314 |
105,77 |
105,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,70 |
101,60 |
101,650 |
101,650 |
101,650 |
101,650 |
101,650 |
20 000 |
20,50 |
2 |
PS0719 |
PL0000108148 |
104,96 |
104,87 |
104,900 |
104,980 |
104,850 |
104,970 |
104,939 |
222 500 |
235,91 |
25 |
DS1019 |
PL0000105441 |
115,55 |
115,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,70 |
116,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,93 |
121,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,00 |
123,73 |
124,050 |
124,050 |
124,050 |
124,050 |
124,050 |
5 000 |
6,25 |
1 |
DS1023 |
PL0000107264 |
112,30 |
111,93 |
112,150 |
112,300 |
112,150 |
112,300 |
112,225 |
10 000 |
11,26 |
2 |
DS0725 |
PL0000108197 |
106,38 |
105,90 |
106,070 |
106,390 |
106,070 |
106,350 |
106,245 |
380 000 |
407,86 |
40 |
WS0428 |
PL0000107611 |
99,97 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,08 |
134,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,30 |
112,30 |
112,300 |
112,300 |
112,300 |
112,300 |
112,300 |
10 000 |
13,06 |
2 |
WZ0115 |
PL0000106480 |
100,16 |
100,15 |
100,170 |
100,180 |
100,170 |
100,180 |
100,173 |
30 000 |
30,32 |
3 |
WZ0117 |
PL0000106936 |
100,06 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,92 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,72 |
99,74 |
99,760 |
99,760 |
99,760 |
99,760 |
99,760 |
75 000 |
75,49 |
3 |
WZ0121 |
PL0000106068 |
99,01 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
982 500 |
1 031,83 |
91 |
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 |
104,00 |
104,30 |
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 |
104,95 |
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 |
120,00 |
120,45 |
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 |
119,80 |
120,40 |
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 |
116,90 |
117,40 |
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 |
101,45 |
101,56 |
1,93 |
1,67 |
101,51 |
1,79 |
OK0715 |
PL0000107405 |
98,74 |
98,82 |
1,92 |
1,79 |
98,78 |
1,86 |
DS1015 |
PL0000103602 |
103,86 |
103,97 |
1,95 |
1,83 |
103,92 |
1,88 |
OK0116 |
PL0000107587 |
97,79 |
97,88 |
1,93 |
1,85 |
97,84 |
1,88 |
PS0416 |
PL0000106340 |
104,27 |
104,37 |
1,90 |
1,83 |
104,32 |
1,87 |
OK0716 |
PL0000107926 |
96,88 |
97,00 |
1,92 |
1,84 |
96,94 |
1,88 |
IZ0816 |
PL0000103529 |
103,22 |
103,79 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
105,33 |
105,45 |
1,89 |
1,83 |
105,39 |
1,86 |
WZ0117 |
PL0000106936 |
99,98 |
100,14 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
106,58 |
106,74 |
1,93 |
1,86 |
106,66 |
1,90 |
DS1017 |
PL0000104543 |
109,22 |
109,39 |
1,96 |
1,91 |
109,31 |
1,93 |
WZ0118 |
PL0000104717 |
99,90 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0418 |
PL0000107314 |
105,56 |
105,78 |
2,04 |
1,98 |
105,67 |
2,01 |
PS0718 |
PL0000107595 |
101,45 |
101,68 |
2,08 |
2,02 |
101,57 |
2,05 |
WZ0119 |
PL0000107603 |
99,69 |
99,81 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
104,76 |
104,94 |
2,16 |
2,12 |
104,85 |
2,14 |
DS1019 |
PL0000105441 |
115,33 |
115,64 |
2,18 |
2,12 |
115,49 |
2,15 |
DS1020 |
PL0000106126 |
116,42 |
116,71 |
2,25 |
2,20 |
116,57 |
2,23 |
WZ0121 |
PL0000106068 |
98,92 |
99,06 |
--- |
--- |
98,99 |
--- |
DS1021 |
PL0000106670 |
121,50 |
121,93 |
2,34 |
2,28 |
121,72 |
2,31 |
WS0922 |
PL0000102646 |
123,43 |
123,86 |
2,43 |
2,37 |
123,65 |
2,40 |
IZ0823 |
PL0000105359 |
111,84 |
112,66 |
--- |
--- |
112,25 |
--- |
DS1023 |
PL0000107264 |
111,77 |
112,05 |
2,51 |
2,48 |
111,91 |
2,49 |
WZ0124 |
PL0000107454 |
97,87 |
98,04 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
105,63 |
106,02 |
2,63 |
2,59 |
105,83 |
2,61 |
WS0429 |
PL0000105391 |
134,01 |
134,95 |
2,84 |
2,77 |
134,48 |
2,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,46 |
101,56 |
1,90 |
1,67 |
101,51 |
1,79 |
OK0715 |
PL0000107405 |
98,75 |
98,82 |
1,90 |
1,79 |
98,79 |
1,84 |
DS1015 |
PL0000103602 |
103,89 |
103,97 |
1,91 |
1,83 |
103,93 |
1,87 |
OK0116 |
PL0000107587 |
97,83 |
97,93 |
1,89 |
1,80 |
97,88 |
1,85 |
PS0416 |
PL0000106340 |
104,32 |
104,44 |
1,87 |
1,79 |
104,38 |
1,83 |
OK0716 |
PL0000107926 |
96,96 |
97,07 |
1,87 |
1,80 |
97,02 |
1,83 |
IZ0816 |
PL0000103529 |
103,25 |
103,82 |
--- |
--- |
103,54 |
--- |
PS1016 |
PL0000106795 |
105,39 |
105,54 |
1,86 |
1,78 |
105,47 |
1,82 |
WZ0117 |
PL0000106936 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
106,65 |
106,81 |
1,90 |
1,84 |
106,73 |
1,87 |
DS1017 |
PL0000104543 |
109,37 |
109,49 |
1,91 |
1,87 |
109,43 |
1,89 |
WZ0118 |
PL0000104717 |
99,88 |
100,12 |
--- |
--- |
100,00 |
--- |
PS0418 |
PL0000107314 |
105,72 |
105,89 |
2,00 |
1,95 |
105,81 |
1,97 |
PS0718 |
PL0000107595 |
101,64 |
101,77 |
2,03 |
1,99 |
101,71 |
2,01 |
WZ0119 |
PL0000107603 |
99,66 |
99,78 |
--- |
--- |
99,72 |
--- |
PS0719 |
PL0000108148 |
104,86 |
105,02 |
2,14 |
2,11 |
104,94 |
2,12 |
DS1019 |
PL0000105441 |
115,44 |
115,75 |
2,16 |
2,09 |
115,60 |
2,12 |
DS1020 |
PL0000106126 |
116,58 |
116,89 |
2,23 |
2,17 |
116,74 |
2,20 |
WZ0121 |
PL0000106068 |
98,95 |
99,11 |
--- |
--- |
99,03 |
--- |
DS1021 |
PL0000106670 |
121,74 |
122,06 |
2,31 |
2,27 |
121,90 |
2,29 |
WS0922 |
PL0000102646 |
123,78 |
124,20 |
2,38 |
2,33 |
123,99 |
2,36 |
IZ0823 |
PL0000105359 |
111,94 |
112,85 |
--- |
--- |
112,40 |
--- |
DS1023 |
PL0000107264 |
112,09 |
112,37 |
2,47 |
2,44 |
112,23 |
2,45 |
WZ0124 |
PL0000107454 |
97,95 |
98,13 |
--- |
--- |
98,04 |
--- |
DS0725 |
PL0000108197 |
106,04 |
106,41 |
2,59 |
2,55 |
106,23 |
2,57 |
WS0429 |
PL0000105391 |
134,76 |
135,66 |
2,79 |
2,72 |
135,21 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,910 |
1,910 |
1,910 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,910 |
1,910 |
1,910 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,910 |
1,910 |
1,910 |
200 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
45 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,910 |
1,910 |
1,910 |
60 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,910 |
1,910 |
1,910 |
25 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,910 |
1,910 |
1,910 |
105 |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,910 |
1,910 |
1,910 |
35 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,910 |
1,910 |
1,910 |
50 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,910 |
1,910 |
1,910 |
115 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
100 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
30 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,850 |
1,850 |
1,850 |
115 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
120 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
380 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
140 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
50 |
WZ0115 |
PL0000106480 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
85 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
30 |
DS1019 |
PL0000105441 |
4/11 |
7 |
1,870 |
1,870 |
1,870 |
95 |
PS1016 |
PL0000106795 |
4/11 |
7 |
1,860 |
1,860 |
1,860 |
185 |
TOTAL |
2 105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.