2014-11-28 |
MARKET DATA |
No 230 (2512) |
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 |
542,50 |
579,98 |
37 |
815,00 |
944,50 |
10 |
1 357,50 |
1 524,48 |
47 |
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 |
101,46 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,91 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,93 |
103,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,02 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,46 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,20 |
97,21 |
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 |
107,01 |
106,96 |
106,900 |
106,900 |
106,900 |
106,900 |
106,900 |
100 000 |
109,78 |
2 |
DS1017 |
PL0000104543 |
109,80 |
109,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,25 |
106,17 |
106,100 |
106,100 |
106,100 |
106,100 |
106,100 |
5 000 |
5,42 |
1 |
PS0718 |
PL0000107595 |
102,23 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,77 |
105,63 |
105,850 |
105,850 |
105,600 |
105,740 |
105,699 |
100 000 |
106,86 |
10 |
DS1019 |
PL0000105441 |
116,46 |
116,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,82 |
117,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,30 |
123,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,83 |
125,55 |
125,830 |
125,830 |
125,580 |
125,580 |
125,705 |
20 000 |
25,36 |
2 |
DS1023 |
PL0000107264 |
114,04 |
114,00 |
114,150 |
114,180 |
114,010 |
114,010 |
114,126 |
45 000 |
51,54 |
3 |
DS0725 |
PL0000108197 |
108,14 |
108,00 |
108,140 |
108,140 |
107,990 |
108,000 |
108,061 |
55 000 |
60,07 |
6 |
WS0428 |
PL0000107611 |
102,30 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,95 |
138,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
137,70 |
141,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,70 |
103,95 |
103,960 |
103,960 |
103,960 |
103,960 |
103,960 |
10 000 |
13,39 |
1 |
IZ0823 |
PL0000105359 |
113,65 |
113,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,23 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,13 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
25 000 |
25,27 |
2 |
WZ0118 |
PL0000104717 |
99,98 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
5 000 |
5,05 |
1 |
WZ0119 |
PL0000107603 |
99,76 |
99,76 |
99,840 |
99,840 |
99,760 |
99,760 |
99,776 |
25 000 |
25,18 |
2 |
WZ0121 |
PL0000106068 |
99,20 |
99,23 |
99,190 |
99,230 |
99,180 |
99,230 |
99,188 |
92 500 |
92,63 |
5 |
WZ0124 |
PL0000107454 |
98,10 |
98,12 |
98,100 |
98,100 |
98,100 |
98,100 |
98,100 |
60 000 |
59,43 |
2 |
TOTAL |
542 500 |
579,98 |
37 |
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 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,00 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,55 |
118,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,10 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,20 |
119,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,30 |
120,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,00 |
126,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,25 |
120,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,25 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
117,40 |
117,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
134,25 |
135,25 |
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 |
1,74 |
1,47 |
101,51 |
1,60 |
OK0715 |
PL0000107405 |
98,88 |
98,99 |
1,76 |
1,58 |
98,94 |
1,66 |
DS1015 |
PL0000103602 |
103,92 |
104,03 |
1,78 |
1,66 |
103,98 |
1,71 |
OK0116 |
PL0000107587 |
98,00 |
98,14 |
1,78 |
1,65 |
98,07 |
1,71 |
PS0416 |
PL0000106340 |
104,44 |
104,56 |
1,74 |
1,65 |
104,50 |
1,70 |
OK0716 |
PL0000107926 |
97,18 |
97,32 |
1,75 |
1,66 |
97,25 |
1,71 |
IZ0816 |
PL0000103529 |
103,57 |
104,09 |
--- |
--- |
103,83 |
--- |
PS1016 |
PL0000106795 |
105,55 |
105,71 |
1,74 |
1,66 |
105,63 |
1,70 |
WZ0117 |
PL0000106936 |
100,08 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,98 |
107,13 |
1,74 |
1,68 |
107,06 |
1,71 |
DS1017 |
PL0000104543 |
109,76 |
109,91 |
1,76 |
1,71 |
109,84 |
1,73 |
WZ0118 |
PL0000104717 |
99,96 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
106,21 |
106,43 |
1,84 |
1,78 |
106,32 |
1,81 |
PS0718 |
PL0000107595 |
102,20 |
102,43 |
1,87 |
1,80 |
102,32 |
1,83 |
WZ0119 |
PL0000107603 |
99,73 |
99,83 |
--- |
--- |
99,78 |
--- |
PS0719 |
PL0000108148 |
105,71 |
105,89 |
1,95 |
1,91 |
105,80 |
1,93 |
DS1019 |
PL0000105441 |
116,40 |
116,64 |
1,95 |
1,91 |
116,52 |
1,93 |
DS1020 |
PL0000106126 |
117,78 |
118,08 |
2,02 |
1,97 |
117,93 |
1,99 |
WZ0121 |
PL0000106068 |
99,16 |
99,30 |
--- |
--- |
99,23 |
--- |
DS1021 |
PL0000106670 |
123,26 |
123,66 |
2,09 |
2,04 |
123,46 |
2,06 |
WS0922 |
PL0000102646 |
125,57 |
125,88 |
2,15 |
2,12 |
125,73 |
2,13 |
IZ0823 |
PL0000105359 |
113,47 |
114,46 |
--- |
--- |
113,97 |
--- |
DS1023 |
PL0000107264 |
113,97 |
114,29 |
2,25 |
2,21 |
114,13 |
2,23 |
WZ0124 |
PL0000107454 |
98,08 |
98,26 |
--- |
--- |
98,17 |
--- |
DS0725 |
PL0000108197 |
108,08 |
108,41 |
2,38 |
2,35 |
108,25 |
2,36 |
WS0429 |
PL0000105391 |
137,75 |
138,57 |
2,57 |
2,52 |
138,16 |
2,55 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,44 |
101,55 |
1,77 |
1,50 |
101,50 |
1,62 |
OK0715 |
PL0000107405 |
98,88 |
98,98 |
1,76 |
1,60 |
98,93 |
1,68 |
DS1015 |
PL0000103602 |
103,88 |
103,96 |
1,82 |
1,74 |
103,92 |
1,78 |
OK0116 |
PL0000107587 |
97,96 |
98,07 |
1,81 |
1,71 |
98,02 |
1,76 |
PS0416 |
PL0000106340 |
104,37 |
104,48 |
1,79 |
1,71 |
104,43 |
1,75 |
OK0716 |
PL0000107926 |
97,14 |
97,24 |
1,78 |
1,71 |
97,19 |
1,75 |
IZ0816 |
PL0000103529 |
103,57 |
104,07 |
--- |
--- |
103,82 |
--- |
PS1016 |
PL0000106795 |
105,47 |
105,61 |
1,79 |
1,71 |
105,54 |
1,75 |
WZ0117 |
PL0000106936 |
100,06 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,90 |
107,01 |
1,77 |
1,73 |
106,96 |
1,75 |
DS1017 |
PL0000104543 |
109,62 |
109,78 |
1,81 |
1,75 |
109,70 |
1,78 |
WZ0118 |
PL0000104717 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
106,05 |
106,23 |
1,89 |
1,84 |
106,14 |
1,86 |
PS0718 |
PL0000107595 |
102,09 |
102,23 |
1,90 |
1,86 |
102,16 |
1,88 |
WZ0119 |
PL0000107603 |
99,71 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
105,57 |
105,73 |
1,98 |
1,94 |
105,65 |
1,96 |
DS1019 |
PL0000105441 |
116,22 |
116,51 |
1,99 |
1,93 |
116,37 |
1,96 |
DS1020 |
PL0000106126 |
117,55 |
117,81 |
2,06 |
2,01 |
117,68 |
2,03 |
WZ0121 |
PL0000106068 |
99,16 |
99,27 |
--- |
--- |
99,22 |
--- |
DS1021 |
PL0000106670 |
122,99 |
123,27 |
2,13 |
2,09 |
123,13 |
2,11 |
WS0922 |
PL0000102646 |
125,25 |
125,60 |
2,19 |
2,15 |
125,43 |
2,17 |
IZ0823 |
PL0000105359 |
113,21 |
114,03 |
--- |
--- |
113,62 |
--- |
DS1023 |
PL0000107264 |
113,88 |
114,09 |
2,26 |
2,23 |
113,99 |
2,25 |
WZ0124 |
PL0000107454 |
98,06 |
98,17 |
--- |
--- |
98,12 |
--- |
DS0725 |
PL0000108197 |
107,93 |
108,21 |
2,39 |
2,37 |
108,07 |
2,38 |
WS0429 |
PL0000105391 |
137,57 |
138,46 |
2,59 |
2,53 |
138,02 |
2,56 |
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 |
0/3 |
3 |
1,930 |
1,930 |
1,930 |
85 |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,950 |
1,950 |
1,950 |
60 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,930 |
1,930 |
1,930 |
20 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,930 |
1,930 |
1,930 |
140 |
PS0417 |
PL0000107058 |
0/3 |
3 |
1,930 |
1,930 |
1,930 |
50 |
OK0116 |
PL0000107587 |
0/3 |
3 |
1,930 |
1,930 |
1,930 |
10 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
260 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
180 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
10 |
TOTAL |
815 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.