2014-11-25 |
MARKET DATA |
No 227 (2509) |
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 |
462,50 |
492,80 |
31 |
2 135,00 |
2 347,95 |
22 |
2 597,50 |
2 840,74 |
53 |
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 |
101,48 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,83 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,95 |
103,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,96 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,45 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,15 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,55 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,89 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,65 |
109,65 |
109,700 |
109,700 |
109,700 |
109,700 |
109,700 |
25 000 |
27,54 |
1 |
PS0418 |
PL0000107314 |
106,06 |
106,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,04 |
102,05 |
101,960 |
101,960 |
101,960 |
101,960 |
101,960 |
30 000 |
30,84 |
3 |
PS0719 |
PL0000108148 |
105,46 |
105,12 |
105,420 |
105,430 |
105,360 |
105,410 |
105,390 |
52 500 |
55,91 |
5 |
DS1019 |
PL0000105441 |
116,07 |
116,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,34 |
116,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,80 |
121,84 |
122,630 |
122,800 |
122,630 |
122,800 |
122,715 |
20 000 |
24,65 |
2 |
WS0922 |
PL0000102646 |
124,92 |
116,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,37 |
112,01 |
113,290 |
113,290 |
113,130 |
113,130 |
113,202 |
30 000 |
34,07 |
3 |
DS0725 |
PL0000108197 |
107,34 |
106,45 |
107,340 |
107,360 |
107,230 |
107,360 |
107,342 |
135 000 |
146,41 |
10 |
WS0428 |
PL0000107611 |
101,10 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,55 |
136,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
135,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,53 |
112,75 |
112,800 |
112,800 |
112,800 |
112,800 |
112,800 |
10 000 |
13,12 |
1 |
WZ0115 |
PL0000106480 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,10 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
15 000 |
15,15 |
1 |
WZ0118 |
PL0000104717 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,75 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,15 |
99,11 |
99,140 |
99,150 |
99,140 |
99,150 |
99,149 |
145 000 |
145,09 |
5 |
WZ0124 |
PL0000107454 |
98,08 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
462 500 |
492,80 |
31 |
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 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,75 |
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 |
119,07 |
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 |
124,85 |
125,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,15 |
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 |
117,15 |
117,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
134,10 |
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 |
101,44 |
101,56 |
1,88 |
1,60 |
101,50 |
1,74 |
OK0715 |
PL0000107405 |
98,80 |
98,90 |
1,85 |
1,69 |
98,85 |
1,77 |
DS1015 |
PL0000103602 |
103,91 |
104,02 |
1,86 |
1,74 |
103,97 |
1,79 |
OK0116 |
PL0000107587 |
97,90 |
98,02 |
1,84 |
1,74 |
97,96 |
1,79 |
PS0416 |
PL0000106340 |
104,39 |
104,52 |
1,80 |
1,71 |
104,46 |
1,75 |
OK0716 |
PL0000107926 |
97,05 |
97,18 |
1,82 |
1,74 |
97,12 |
1,78 |
IZ0816 |
PL0000103529 |
103,28 |
103,80 |
--- |
--- |
103,54 |
--- |
PS1016 |
PL0000106795 |
105,48 |
105,62 |
1,80 |
1,73 |
105,55 |
1,76 |
WZ0117 |
PL0000106936 |
100,02 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
106,84 |
106,97 |
1,81 |
1,76 |
106,91 |
1,79 |
DS1017 |
PL0000104543 |
109,56 |
109,70 |
1,84 |
1,80 |
109,63 |
1,82 |
WZ0118 |
PL0000104717 |
99,94 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0418 |
PL0000107314 |
105,97 |
106,18 |
1,92 |
1,86 |
106,08 |
1,89 |
PS0718 |
PL0000107595 |
101,91 |
102,13 |
1,95 |
1,89 |
102,02 |
1,92 |
WZ0119 |
PL0000107603 |
99,71 |
99,81 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
105,29 |
105,52 |
2,04 |
1,99 |
105,41 |
2,02 |
DS1019 |
PL0000105441 |
115,97 |
116,27 |
2,05 |
1,99 |
116,12 |
2,02 |
DS1020 |
PL0000106126 |
117,20 |
117,50 |
2,12 |
2,07 |
117,35 |
2,09 |
WZ0121 |
PL0000106068 |
99,03 |
99,17 |
--- |
--- |
99,10 |
--- |
DS1021 |
PL0000106670 |
122,51 |
122,95 |
2,20 |
2,14 |
122,73 |
2,17 |
WS0922 |
PL0000102646 |
124,66 |
125,05 |
2,27 |
2,22 |
124,86 |
2,25 |
IZ0823 |
PL0000105359 |
112,13 |
112,92 |
--- |
--- |
112,53 |
--- |
DS1023 |
PL0000107264 |
113,09 |
113,43 |
2,35 |
2,31 |
113,26 |
2,33 |
WZ0124 |
PL0000107454 |
97,96 |
98,13 |
--- |
--- |
98,05 |
--- |
DS0725 |
PL0000108197 |
107,09 |
107,43 |
2,48 |
2,45 |
107,26 |
2,46 |
WS0429 |
PL0000105391 |
136,34 |
137,07 |
2,67 |
2,62 |
136,71 |
2,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,46 |
101,57 |
1,84 |
1,58 |
101,52 |
1,70 |
OK0715 |
PL0000107405 |
98,81 |
98,93 |
1,83 |
1,64 |
98,87 |
1,74 |
DS1015 |
PL0000103602 |
103,93 |
104,02 |
1,83 |
1,74 |
103,98 |
1,78 |
OK0116 |
PL0000107587 |
97,94 |
98,02 |
1,81 |
1,74 |
97,98 |
1,77 |
PS0416 |
PL0000106340 |
104,43 |
104,50 |
1,78 |
1,73 |
104,47 |
1,75 |
OK0716 |
PL0000107926 |
97,12 |
97,21 |
1,78 |
1,72 |
97,17 |
1,74 |
IZ0816 |
PL0000103529 |
103,29 |
103,80 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
105,51 |
105,65 |
1,79 |
1,71 |
105,58 |
1,75 |
WZ0117 |
PL0000106936 |
100,06 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,86 |
107,00 |
1,81 |
1,75 |
106,93 |
1,78 |
DS1017 |
PL0000104543 |
109,57 |
109,73 |
1,84 |
1,79 |
109,65 |
1,81 |
WZ0118 |
PL0000104717 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
106,02 |
106,19 |
1,90 |
1,85 |
106,11 |
1,88 |
PS0718 |
PL0000107595 |
101,97 |
102,10 |
1,93 |
1,90 |
102,04 |
1,91 |
WZ0119 |
PL0000107603 |
99,72 |
99,81 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
105,36 |
105,54 |
2,03 |
1,99 |
105,45 |
2,01 |
DS1019 |
PL0000105441 |
116,00 |
116,30 |
2,04 |
1,98 |
116,15 |
2,01 |
DS1020 |
PL0000106126 |
117,24 |
117,53 |
2,11 |
2,07 |
117,39 |
2,09 |
WZ0121 |
PL0000106068 |
99,10 |
99,22 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
122,44 |
122,73 |
2,21 |
2,17 |
122,59 |
2,19 |
WS0922 |
PL0000102646 |
124,62 |
124,99 |
2,28 |
2,23 |
124,81 |
2,25 |
IZ0823 |
PL0000105359 |
112,32 |
113,38 |
--- |
--- |
112,85 |
--- |
DS1023 |
PL0000107264 |
113,08 |
113,38 |
2,35 |
2,32 |
113,23 |
2,34 |
WZ0124 |
PL0000107454 |
98,05 |
98,17 |
--- |
--- |
98,11 |
--- |
DS0725 |
PL0000108197 |
107,06 |
107,30 |
2,48 |
2,46 |
107,18 |
2,47 |
WS0429 |
PL0000105391 |
136,20 |
137,11 |
2,68 |
2,62 |
136,66 |
2,65 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
30 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
70 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
160 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
150 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,930 |
1,930 |
1,930 |
150 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
200 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
100 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
100 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,930 |
1,950 |
1,944 |
545 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
40 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
400 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
70 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
70 |
TOTAL |
2 135 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.