2014-11-21 |
MARKET DATA |
No 225 (2507) |
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 |
905,00 |
979,42 |
60 |
715,00 |
797,12 |
17 |
1 620,00 |
1 776,54 |
77 |
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 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,81 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,96 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,96 |
97,94 |
97,940 |
97,940 |
97,940 |
97,940 |
97,940 |
110 000 |
107,73 |
2 |
PS0416 |
PL0000106340 |
104,46 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,12 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,59 |
105,50 |
105,630 |
105,630 |
105,630 |
105,630 |
105,630 |
75 000 |
79,52 |
2 |
PS0417 |
PL0000107058 |
106,95 |
106,80 |
106,880 |
106,880 |
106,870 |
106,870 |
106,872 |
65 000 |
71,28 |
4 |
DS1017 |
PL0000104543 |
109,64 |
109,48 |
109,650 |
109,650 |
109,650 |
109,650 |
109,650 |
20 000 |
22,02 |
1 |
PS0418 |
PL0000107314 |
106,08 |
105,83 |
106,020 |
106,100 |
106,020 |
106,100 |
106,067 |
145 000 |
156,99 |
7 |
PS0718 |
PL0000107595 |
102,00 |
101,74 |
101,950 |
102,000 |
101,950 |
102,000 |
101,975 |
20 000 |
20,56 |
2 |
PS0719 |
PL0000108148 |
105,37 |
104,99 |
105,150 |
105,300 |
105,150 |
105,300 |
105,213 |
105 000 |
111,62 |
6 |
DS1019 |
PL0000105441 |
115,97 |
115,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,20 |
116,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,55 |
122,11 |
122,550 |
122,550 |
122,550 |
122,550 |
122,550 |
20 000 |
24,61 |
2 |
WS0922 |
PL0000102646 |
124,62 |
124,12 |
124,230 |
124,260 |
124,200 |
124,200 |
124,224 |
50 000 |
62,61 |
3 |
DS1023 |
PL0000107264 |
113,00 |
112,34 |
112,590 |
112,750 |
112,590 |
112,750 |
112,655 |
25 000 |
28,25 |
3 |
DS0725 |
PL0000108197 |
107,10 |
106,36 |
106,800 |
107,100 |
106,720 |
107,100 |
106,973 |
170 000 |
183,72 |
19 |
WS0428 |
PL0000107611 |
100,78 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,28 |
135,36 |
136,070 |
136,070 |
136,070 |
136,070 |
136,070 |
10 000 |
13,94 |
1 |
WS0437 |
PL0000104857 |
134,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,42 |
103,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,80 |
112,60 |
112,800 |
112,800 |
112,790 |
112,790 |
112,795 |
20 000 |
26,24 |
2 |
WZ0115 |
PL0000106480 |
100,17 |
100,18 |
100,180 |
100,190 |
100,180 |
100,190 |
100,183 |
30 000 |
30,32 |
3 |
WZ0117 |
PL0000106936 |
100,06 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,95 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,73 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,11 |
99,11 |
99,110 |
99,110 |
99,110 |
99,110 |
99,110 |
40 000 |
40,00 |
3 |
WZ0124 |
PL0000107454 |
98,07 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
905 000 |
979,42 |
60 |
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 |
104,25 |
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 |
120,00 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,75 |
125,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,00 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
113,80 |
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 |
133,75 |
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 |
1,91 |
1,65 |
101,51 |
1,77 |
OK0715 |
PL0000107405 |
98,75 |
98,85 |
1,91 |
1,75 |
98,80 |
1,83 |
DS1015 |
PL0000103602 |
103,88 |
103,99 |
1,91 |
1,80 |
103,94 |
1,85 |
OK0116 |
PL0000107587 |
97,85 |
97,96 |
1,88 |
1,78 |
97,91 |
1,83 |
PS0416 |
PL0000106340 |
104,34 |
104,45 |
1,85 |
1,77 |
104,40 |
1,81 |
OK0716 |
PL0000107926 |
96,98 |
97,11 |
1,86 |
1,78 |
97,05 |
1,81 |
IZ0816 |
PL0000103529 |
103,27 |
103,84 |
--- |
--- |
103,56 |
--- |
PS1016 |
PL0000106795 |
105,41 |
105,57 |
1,84 |
1,76 |
105,49 |
1,80 |
WZ0117 |
PL0000106936 |
100,04 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,71 |
106,87 |
1,87 |
1,81 |
106,79 |
1,84 |
DS1017 |
PL0000104543 |
109,41 |
109,59 |
1,90 |
1,84 |
109,50 |
1,87 |
WZ0118 |
PL0000104717 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0418 |
PL0000107314 |
105,81 |
105,97 |
1,97 |
1,92 |
105,89 |
1,95 |
PS0718 |
PL0000107595 |
101,67 |
101,88 |
2,02 |
1,96 |
101,78 |
1,99 |
WZ0119 |
PL0000107603 |
99,68 |
99,78 |
--- |
--- |
99,73 |
--- |
PS0719 |
PL0000108148 |
104,95 |
105,16 |
2,12 |
2,07 |
105,06 |
2,10 |
DS1019 |
PL0000105441 |
115,60 |
115,87 |
2,12 |
2,07 |
115,74 |
2,09 |
DS1020 |
PL0000106126 |
116,74 |
117,02 |
2,20 |
2,15 |
116,88 |
2,17 |
WZ0121 |
PL0000106068 |
98,99 |
99,14 |
--- |
--- |
99,07 |
--- |
DS1021 |
PL0000106670 |
121,92 |
122,35 |
2,28 |
2,22 |
122,14 |
2,25 |
WS0922 |
PL0000102646 |
123,99 |
124,39 |
2,35 |
2,31 |
124,19 |
2,33 |
IZ0823 |
PL0000105359 |
111,94 |
112,89 |
--- |
--- |
112,42 |
--- |
DS1023 |
PL0000107264 |
112,28 |
112,59 |
2,45 |
2,41 |
112,44 |
2,43 |
WZ0124 |
PL0000107454 |
97,97 |
98,11 |
--- |
--- |
98,04 |
--- |
DS0725 |
PL0000108197 |
106,20 |
106,64 |
2,57 |
2,53 |
106,42 |
2,55 |
WS0429 |
PL0000105391 |
134,77 |
135,91 |
2,78 |
2,70 |
135,34 |
2,74 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,48 |
101,58 |
1,84 |
1,60 |
101,53 |
1,72 |
OK0715 |
PL0000107405 |
98,79 |
98,89 |
1,85 |
1,69 |
98,84 |
1,77 |
DS1015 |
PL0000103602 |
103,94 |
104,01 |
1,85 |
1,77 |
103,98 |
1,81 |
OK0116 |
PL0000107587 |
97,93 |
98,02 |
1,81 |
1,73 |
97,98 |
1,76 |
PS0416 |
PL0000106340 |
104,43 |
104,55 |
1,79 |
1,70 |
104,49 |
1,75 |
OK0716 |
PL0000107926 |
97,09 |
97,19 |
1,79 |
1,73 |
97,14 |
1,76 |
IZ0816 |
PL0000103529 |
103,27 |
103,83 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
105,57 |
105,69 |
1,76 |
1,70 |
105,63 |
1,73 |
WZ0117 |
PL0000106936 |
100,04 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,92 |
107,04 |
1,79 |
1,74 |
106,98 |
1,76 |
DS1017 |
PL0000104543 |
109,59 |
109,76 |
1,84 |
1,78 |
109,68 |
1,81 |
WZ0118 |
PL0000104717 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0418 |
PL0000107314 |
106,02 |
106,17 |
1,91 |
1,86 |
106,10 |
1,88 |
PS0718 |
PL0000107595 |
101,90 |
102,09 |
1,95 |
1,90 |
102,00 |
1,93 |
WZ0119 |
PL0000107603 |
99,71 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
105,31 |
105,47 |
2,04 |
2,01 |
105,39 |
2,02 |
DS1019 |
PL0000105441 |
115,93 |
116,22 |
2,06 |
2,00 |
116,08 |
2,03 |
DS1020 |
PL0000106126 |
117,16 |
117,46 |
2,13 |
2,08 |
117,31 |
2,10 |
WZ0121 |
PL0000106068 |
99,04 |
99,15 |
--- |
--- |
99,10 |
--- |
DS1021 |
PL0000106670 |
122,45 |
122,73 |
2,21 |
2,17 |
122,59 |
2,19 |
WS0922 |
PL0000102646 |
124,58 |
124,97 |
2,28 |
2,23 |
124,78 |
2,26 |
IZ0823 |
PL0000105359 |
112,26 |
113,08 |
--- |
--- |
112,67 |
--- |
DS1023 |
PL0000107264 |
112,96 |
113,27 |
2,37 |
2,33 |
113,12 |
2,35 |
WZ0124 |
PL0000107454 |
98,03 |
98,12 |
--- |
--- |
98,08 |
--- |
DS0725 |
PL0000108197 |
106,94 |
107,25 |
2,50 |
2,47 |
107,10 |
2,48 |
WS0429 |
PL0000105391 |
135,95 |
136,66 |
2,70 |
2,65 |
136,31 |
2,68 |
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 |
3/4 |
1 |
1,910 |
1,910 |
1,910 |
25 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,910 |
1,910 |
1,910 |
45 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,750 |
1,750 |
1,750 |
45 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,910 |
1,910 |
1,910 |
30 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
60 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
20 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
5 |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
145 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
50 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
50 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
65 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,920 |
1,920 |
1,920 |
50 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
115 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
1,800 |
1,800 |
1,800 |
10 |
TOTAL |
715 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.