2014-11-24 |
MARKET DATA |
No 226 (2508) |
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 |
160,00 |
168,00 |
10 |
295,00 |
326,69 |
6 |
455,00 |
494,69 |
16 |
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 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,82 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,95 |
103,98 |
103,950 |
103,950 |
103,950 |
103,950 |
103,950 |
75 000 |
78,39 |
2 |
OK0116 |
PL0000107587 |
97,94 |
97,98 |
97,940 |
97,940 |
97,940 |
97,940 |
97,940 |
25 000 |
24,49 |
1 |
PS0416 |
PL0000106340 |
104,45 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,09 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,57 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,89 |
106,91 |
106,850 |
106,850 |
106,850 |
106,850 |
106,850 |
10 000 |
10,96 |
1 |
DS1017 |
PL0000104543 |
109,63 |
109,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,02 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,99 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,43 |
105,35 |
105,430 |
105,430 |
105,350 |
105,350 |
105,410 |
40 000 |
42,61 |
4 |
DS1019 |
PL0000105441 |
115,99 |
116,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,22 |
117,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,53 |
122,52 |
122,410 |
122,410 |
122,410 |
122,410 |
122,410 |
5 000 |
6,15 |
1 |
WS0922 |
PL0000102646 |
124,73 |
124,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,06 |
113,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,12 |
107,05 |
107,050 |
107,050 |
107,050 |
107,050 |
107,050 |
5 000 |
5,41 |
1 |
WS0428 |
PL0000107611 |
100,88 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,31 |
135,87 |
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 |
103,37 |
103,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,40 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,95 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,74 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,07 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,02 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
160 000 |
168,00 |
10 |
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 |
103,95 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,15 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,70 |
119,00 |
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 |
119,05 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,05 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,80 |
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 |
113,90 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
117,10 |
117,50 |
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 |
101,47 |
101,58 |
1,84 |
1,58 |
101,53 |
1,70 |
OK0715 |
PL0000107405 |
98,80 |
98,92 |
1,84 |
1,65 |
98,86 |
1,75 |
DS1015 |
PL0000103602 |
103,93 |
104,05 |
1,85 |
1,72 |
103,99 |
1,78 |
OK0116 |
PL0000107587 |
97,92 |
98,05 |
1,82 |
1,71 |
97,99 |
1,76 |
PS0416 |
PL0000106340 |
104,43 |
104,56 |
1,78 |
1,69 |
104,50 |
1,73 |
OK0716 |
PL0000107926 |
97,07 |
97,22 |
1,80 |
1,71 |
97,15 |
1,75 |
IZ0816 |
PL0000103529 |
103,26 |
103,80 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
105,56 |
105,71 |
1,76 |
1,69 |
105,64 |
1,72 |
WZ0117 |
PL0000106936 |
100,02 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
106,87 |
107,04 |
1,81 |
1,74 |
106,96 |
1,77 |
DS1017 |
PL0000104543 |
109,60 |
109,78 |
1,83 |
1,77 |
109,69 |
1,80 |
WZ0118 |
PL0000104717 |
99,92 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0418 |
PL0000107314 |
105,98 |
106,22 |
1,92 |
1,85 |
106,10 |
1,88 |
PS0718 |
PL0000107595 |
101,91 |
102,12 |
1,95 |
1,89 |
102,02 |
1,92 |
WZ0119 |
PL0000107603 |
99,69 |
99,82 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
105,28 |
105,49 |
2,05 |
2,00 |
105,39 |
2,02 |
DS1019 |
PL0000105441 |
115,95 |
116,25 |
2,05 |
1,99 |
116,10 |
2,02 |
DS1020 |
PL0000106126 |
117,17 |
117,48 |
2,13 |
2,08 |
117,33 |
2,10 |
WZ0121 |
PL0000106068 |
99,01 |
99,17 |
--- |
--- |
99,09 |
--- |
DS1021 |
PL0000106670 |
122,47 |
122,84 |
2,21 |
2,16 |
122,66 |
2,18 |
WS0922 |
PL0000102646 |
124,57 |
125,00 |
2,28 |
2,23 |
124,79 |
2,26 |
IZ0823 |
PL0000105359 |
112,11 |
113,09 |
--- |
--- |
112,60 |
--- |
DS1023 |
PL0000107264 |
112,97 |
113,30 |
2,37 |
2,33 |
113,14 |
2,35 |
WZ0124 |
PL0000107454 |
97,94 |
98,15 |
--- |
--- |
98,05 |
--- |
DS0725 |
PL0000108197 |
106,95 |
107,31 |
2,50 |
2,46 |
107,13 |
2,48 |
WS0429 |
PL0000105391 |
136,05 |
136,93 |
2,69 |
2,63 |
136,49 |
2,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,47 |
101,55 |
1,84 |
1,65 |
101,51 |
1,74 |
OK0715 |
PL0000107405 |
98,79 |
98,91 |
1,86 |
1,67 |
98,85 |
1,76 |
DS1015 |
PL0000103602 |
103,92 |
104,00 |
1,86 |
1,77 |
103,96 |
1,81 |
OK0116 |
PL0000107587 |
97,89 |
98,00 |
1,85 |
1,75 |
97,95 |
1,79 |
PS0416 |
PL0000106340 |
104,37 |
104,49 |
1,82 |
1,74 |
104,43 |
1,78 |
OK0716 |
PL0000107926 |
96,99 |
97,13 |
1,85 |
1,77 |
97,06 |
1,81 |
IZ0816 |
PL0000103529 |
103,26 |
103,81 |
--- |
--- |
103,54 |
--- |
PS1016 |
PL0000106795 |
105,45 |
105,61 |
1,82 |
1,74 |
105,53 |
1,78 |
WZ0117 |
PL0000106936 |
100,05 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
106,78 |
106,94 |
1,84 |
1,78 |
106,86 |
1,81 |
DS1017 |
PL0000104543 |
109,50 |
109,66 |
1,87 |
1,81 |
109,58 |
1,84 |
WZ0118 |
PL0000104717 |
99,93 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0418 |
PL0000107314 |
105,94 |
106,13 |
1,93 |
1,87 |
106,04 |
1,90 |
PS0718 |
PL0000107595 |
101,85 |
102,06 |
1,97 |
1,91 |
101,96 |
1,94 |
WZ0119 |
PL0000107603 |
99,71 |
99,81 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
105,25 |
105,42 |
2,05 |
2,02 |
105,34 |
2,03 |
DS1019 |
PL0000105441 |
115,86 |
116,16 |
2,07 |
2,01 |
116,01 |
2,04 |
DS1020 |
PL0000106126 |
117,06 |
117,38 |
2,14 |
2,09 |
117,22 |
2,12 |
WZ0121 |
PL0000106068 |
99,04 |
99,15 |
--- |
--- |
99,10 |
--- |
DS1021 |
PL0000106670 |
122,40 |
122,59 |
2,22 |
2,19 |
122,50 |
2,20 |
WS0922 |
PL0000102646 |
124,50 |
124,89 |
2,29 |
2,24 |
124,70 |
2,27 |
IZ0823 |
PL0000105359 |
112,07 |
112,88 |
--- |
--- |
112,48 |
--- |
DS1023 |
PL0000107264 |
112,88 |
113,21 |
2,38 |
2,34 |
113,05 |
2,36 |
WZ0124 |
PL0000107454 |
97,97 |
98,12 |
--- |
--- |
98,05 |
--- |
DS0725 |
PL0000108197 |
106,94 |
107,17 |
2,50 |
2,47 |
107,06 |
2,49 |
WS0429 |
PL0000105391 |
136,01 |
136,80 |
2,70 |
2,64 |
136,41 |
2,67 |
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 |
1,910 |
1,910 |
1,910 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,870 |
1,870 |
1,870 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
25 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
85 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
80 |
TOTAL |
295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.