2014-11-26 |
MARKET DATA |
No 228 (2510) |
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 |
390,00 |
457,38 |
36 |
305,00 |
336,67 |
5 |
695,00 |
794,05 |
41 |
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 |
101,47 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,84 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,95 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,99 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,49 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,20 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,61 |
105,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,02 |
107,04 |
106,970 |
106,970 |
106,970 |
106,970 |
106,970 |
25 000 |
27,45 |
1 |
DS1017 |
PL0000104543 |
109,75 |
109,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,22 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,18 |
102,15 |
102,150 |
102,170 |
102,150 |
102,170 |
102,161 |
27 500 |
28,33 |
3 |
PS0719 |
PL0000108148 |
105,67 |
105,58 |
105,650 |
105,650 |
105,640 |
105,650 |
105,646 |
50 000 |
53,38 |
6 |
DS1019 |
PL0000105441 |
116,31 |
116,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,63 |
117,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,96 |
123,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,20 |
125,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,81 |
113,50 |
113,560 |
113,810 |
113,560 |
113,810 |
113,684 |
52 500 |
59,88 |
5 |
DS0725 |
PL0000108197 |
107,80 |
107,60 |
107,650 |
107,800 |
107,650 |
107,750 |
107,755 |
60 000 |
65,33 |
6 |
WS0428 |
PL0000107611 |
101,74 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,42 |
137,17 |
137,550 |
137,550 |
137,550 |
137,550 |
137,550 |
10 000 |
14,10 |
1 |
WS0437 |
PL0000104857 |
136,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
103,72 |
103,720 |
103,770 |
103,720 |
103,740 |
103,741 |
130 000 |
173,68 |
8 |
IZ0823 |
PL0000105359 |
113,33 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,16 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,76 |
99,76 |
99,760 |
99,760 |
99,750 |
99,750 |
99,753 |
35 000 |
35,24 |
6 |
WZ0121 |
PL0000106068 |
99,16 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,14 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
390 000 |
457,38 |
36 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
101,45 |
101,56 |
1,84 |
1,58 |
101,51 |
1,69 |
OK0715 |
PL0000107405 |
98,82 |
98,94 |
1,82 |
1,64 |
98,88 |
1,73 |
DS1015 |
PL0000103602 |
103,94 |
104,05 |
1,81 |
1,69 |
104,00 |
1,75 |
OK0116 |
PL0000107587 |
97,96 |
98,08 |
1,79 |
1,69 |
98,02 |
1,74 |
PS0416 |
PL0000106340 |
104,46 |
104,56 |
1,75 |
1,68 |
104,51 |
1,71 |
OK0716 |
PL0000107926 |
97,15 |
97,26 |
1,76 |
1,69 |
97,21 |
1,72 |
IZ0816 |
PL0000103529 |
103,34 |
103,81 |
--- |
--- |
103,58 |
--- |
PS1016 |
PL0000106795 |
105,58 |
105,72 |
1,75 |
1,67 |
105,65 |
1,71 |
WZ0117 |
PL0000106936 |
100,06 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
106,93 |
107,08 |
1,78 |
1,71 |
107,01 |
1,74 |
DS1017 |
PL0000104543 |
109,70 |
109,88 |
1,79 |
1,73 |
109,79 |
1,76 |
WZ0118 |
PL0000104717 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
106,11 |
106,29 |
1,88 |
1,82 |
106,20 |
1,85 |
PS0718 |
PL0000107595 |
102,04 |
102,28 |
1,91 |
1,85 |
102,16 |
1,88 |
WZ0119 |
PL0000107603 |
99,71 |
99,80 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
105,48 |
105,71 |
2,00 |
1,95 |
105,60 |
1,98 |
DS1019 |
PL0000105441 |
116,18 |
116,47 |
2,00 |
1,95 |
116,33 |
1,97 |
DS1020 |
PL0000106126 |
117,49 |
117,79 |
2,07 |
2,02 |
117,64 |
2,05 |
WZ0121 |
PL0000106068 |
99,12 |
99,26 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
122,80 |
123,23 |
2,16 |
2,10 |
123,02 |
2,13 |
WS0922 |
PL0000102646 |
124,98 |
125,41 |
2,23 |
2,18 |
125,20 |
2,20 |
IZ0823 |
PL0000105359 |
112,56 |
113,48 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
113,48 |
113,79 |
2,31 |
2,27 |
113,64 |
2,29 |
WZ0124 |
PL0000107454 |
98,06 |
98,21 |
--- |
--- |
98,14 |
--- |
DS0725 |
PL0000108197 |
107,52 |
107,92 |
2,44 |
2,40 |
107,72 |
2,42 |
WS0429 |
PL0000105391 |
136,90 |
137,80 |
2,63 |
2,57 |
137,35 |
2,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,45 |
101,56 |
1,84 |
1,58 |
101,51 |
1,69 |
OK0715 |
PL0000107405 |
98,83 |
98,93 |
1,81 |
1,65 |
98,88 |
1,73 |
DS1015 |
PL0000103602 |
103,93 |
104,03 |
1,82 |
1,71 |
103,98 |
1,77 |
OK0116 |
PL0000107587 |
97,97 |
98,08 |
1,79 |
1,69 |
98,03 |
1,73 |
PS0416 |
PL0000106340 |
104,44 |
104,55 |
1,76 |
1,69 |
104,50 |
1,72 |
OK0716 |
PL0000107926 |
97,17 |
97,25 |
1,75 |
1,70 |
97,21 |
1,72 |
IZ0816 |
PL0000103529 |
103,45 |
103,88 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,58 |
105,74 |
1,75 |
1,66 |
105,66 |
1,70 |
WZ0117 |
PL0000106936 |
100,06 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,96 |
107,10 |
1,76 |
1,71 |
107,03 |
1,73 |
DS1017 |
PL0000104543 |
109,70 |
109,85 |
1,79 |
1,74 |
109,78 |
1,77 |
WZ0118 |
PL0000104717 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
106,17 |
106,31 |
1,86 |
1,82 |
106,24 |
1,84 |
PS0718 |
PL0000107595 |
102,15 |
102,32 |
1,88 |
1,83 |
102,24 |
1,86 |
WZ0119 |
PL0000107603 |
99,72 |
99,79 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
105,62 |
105,77 |
1,97 |
1,94 |
105,70 |
1,95 |
DS1019 |
PL0000105441 |
116,27 |
116,56 |
1,99 |
1,93 |
116,42 |
1,96 |
DS1020 |
PL0000106126 |
117,59 |
117,87 |
2,05 |
2,01 |
117,73 |
2,03 |
WZ0121 |
PL0000106068 |
99,12 |
99,26 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
122,92 |
123,19 |
2,14 |
2,10 |
123,06 |
2,12 |
WS0922 |
PL0000102646 |
125,16 |
125,57 |
2,21 |
2,16 |
125,37 |
2,18 |
IZ0823 |
PL0000105359 |
113,05 |
113,98 |
--- |
--- |
113,52 |
--- |
DS1023 |
PL0000107264 |
113,60 |
113,86 |
2,29 |
2,26 |
113,73 |
2,28 |
WZ0124 |
PL0000107454 |
98,08 |
98,21 |
--- |
--- |
98,15 |
--- |
DS0725 |
PL0000108197 |
107,68 |
107,90 |
2,42 |
2,40 |
107,79 |
2,41 |
WS0429 |
PL0000105391 |
137,15 |
138,02 |
2,62 |
2,56 |
137,59 |
2,59 |
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 |
45 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
40 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,920 |
1,920 |
1,920 |
90 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,920 |
1,920 |
1,920 |
100 |
TOTAL |
305 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.