2014-12-01 |
MARKET DATA |
No 231 (2513) |
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 |
502,62 |
29 |
1 245,00 |
1 414,78 |
13 |
1 707,50 |
1 917,40 |
42 |
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 |
101,42 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,92 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,90 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,99 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,43 |
104,28 |
104,390 |
104,390 |
104,380 |
104,380 |
104,389 |
45 000 |
48,34 |
3 |
OK0716 |
PL0000107926 |
97,17 |
97,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,53 |
105,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,95 |
106,66 |
106,760 |
106,760 |
106,630 |
106,630 |
106,662 |
195 000 |
213,62 |
8 |
DS1017 |
PL0000104543 |
109,73 |
109,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,18 |
105,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,16 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,67 |
105,39 |
105,670 |
105,670 |
105,360 |
105,360 |
105,451 |
105 000 |
111,95 |
8 |
DS1019 |
PL0000105441 |
116,38 |
116,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,74 |
117,32 |
117,330 |
117,330 |
117,330 |
117,330 |
117,330 |
10 000 |
11,79 |
1 |
DS1021 |
PL0000106670 |
123,22 |
122,85 |
122,840 |
122,840 |
122,840 |
122,840 |
122,840 |
10 000 |
12,35 |
1 |
WS0922 |
PL0000102646 |
125,47 |
125,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,02 |
113,55 |
113,690 |
113,690 |
113,450 |
113,450 |
113,546 |
37 500 |
42,74 |
3 |
DS0725 |
PL0000108197 |
108,18 |
107,68 |
108,070 |
108,070 |
107,860 |
107,860 |
107,965 |
20 000 |
21,83 |
2 |
WS0428 |
PL0000107611 |
102,40 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,08 |
137,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
138,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,60 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,22 |
113,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,16 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,09 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,73 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,19 |
99,23 |
99,180 |
99,180 |
99,180 |
99,180 |
99,180 |
35 000 |
35,05 |
2 |
WZ0124 |
PL0000107454 |
98,09 |
98,11 |
98,090 |
98,090 |
98,090 |
98,090 |
98,090 |
5 000 |
4,95 |
1 |
TOTAL |
462 500 |
502,62 |
29 |
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 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,00 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,55 |
118,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,05 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,20 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,25 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,00 |
125,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,50 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,50 |
114,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
117,60 |
117,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
134,50 |
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 |
101,39 |
101,50 |
1,86 |
1,59 |
101,45 |
1,72 |
OK0715 |
PL0000107405 |
98,88 |
98,93 |
1,77 |
1,69 |
98,91 |
1,72 |
DS1015 |
PL0000103602 |
103,83 |
103,94 |
1,86 |
1,74 |
103,89 |
1,80 |
OK0116 |
PL0000107587 |
97,93 |
98,04 |
1,84 |
1,74 |
97,99 |
1,79 |
PS0416 |
PL0000106340 |
104,31 |
104,42 |
1,82 |
1,75 |
104,37 |
1,78 |
OK0716 |
PL0000107926 |
97,04 |
97,19 |
1,84 |
1,75 |
97,12 |
1,79 |
IZ0816 |
PL0000103529 |
103,52 |
104,06 |
--- |
--- |
103,79 |
--- |
PS1016 |
PL0000106795 |
105,39 |
105,55 |
1,82 |
1,74 |
105,47 |
1,78 |
WZ0117 |
PL0000106936 |
100,07 |
100,16 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
106,78 |
106,93 |
1,82 |
1,76 |
106,86 |
1,79 |
DS1017 |
PL0000104543 |
109,52 |
109,67 |
1,84 |
1,79 |
109,60 |
1,81 |
WZ0118 |
PL0000104717 |
99,94 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
105,93 |
106,11 |
1,92 |
1,87 |
106,02 |
1,90 |
PS0718 |
PL0000107595 |
101,92 |
102,12 |
1,95 |
1,89 |
102,02 |
1,92 |
WZ0119 |
PL0000107603 |
99,69 |
99,80 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
105,39 |
105,59 |
2,02 |
1,97 |
105,49 |
2,00 |
DS1019 |
PL0000105441 |
116,08 |
116,34 |
2,01 |
1,96 |
116,21 |
1,99 |
DS1020 |
PL0000106126 |
117,36 |
117,65 |
2,09 |
2,04 |
117,51 |
2,06 |
WZ0121 |
PL0000106068 |
99,15 |
99,26 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
122,81 |
123,11 |
2,15 |
2,11 |
122,96 |
2,13 |
WS0922 |
PL0000102646 |
124,98 |
125,38 |
2,23 |
2,18 |
125,18 |
2,20 |
IZ0823 |
PL0000105359 |
113,09 |
113,96 |
--- |
--- |
113,53 |
--- |
DS1023 |
PL0000107264 |
113,54 |
113,86 |
2,30 |
2,26 |
113,70 |
2,28 |
WZ0124 |
PL0000107454 |
98,04 |
98,16 |
--- |
--- |
98,10 |
--- |
DS0725 |
PL0000108197 |
107,63 |
107,95 |
2,42 |
2,39 |
107,79 |
2,41 |
WS0429 |
PL0000105391 |
137,12 |
137,99 |
2,62 |
2,56 |
137,56 |
2,59 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,39 |
101,50 |
1,86 |
1,59 |
101,45 |
1,72 |
OK0715 |
PL0000107405 |
98,80 |
98,91 |
1,89 |
1,72 |
98,86 |
1,80 |
DS1015 |
PL0000103602 |
103,81 |
103,91 |
1,89 |
1,78 |
103,86 |
1,83 |
OK0116 |
PL0000107587 |
97,89 |
97,97 |
1,88 |
1,81 |
97,93 |
1,84 |
PS0416 |
PL0000106340 |
104,24 |
104,36 |
1,87 |
1,79 |
104,30 |
1,83 |
OK0716 |
PL0000107926 |
96,98 |
97,11 |
1,88 |
1,80 |
97,05 |
1,84 |
IZ0816 |
PL0000103529 |
103,42 |
104,02 |
--- |
--- |
103,72 |
--- |
PS1016 |
PL0000106795 |
105,32 |
105,46 |
1,86 |
1,79 |
105,39 |
1,82 |
WZ0117 |
PL0000106936 |
100,07 |
100,16 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
106,63 |
106,79 |
1,88 |
1,82 |
106,71 |
1,85 |
DS1017 |
PL0000104543 |
109,37 |
109,54 |
1,89 |
1,83 |
109,46 |
1,86 |
WZ0118 |
PL0000104717 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
105,82 |
106,04 |
1,96 |
1,89 |
105,93 |
1,92 |
PS0718 |
PL0000107595 |
101,83 |
102,05 |
1,97 |
1,91 |
101,94 |
1,94 |
WZ0119 |
PL0000107603 |
99,71 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
105,30 |
105,47 |
2,04 |
2,00 |
105,39 |
2,02 |
DS1019 |
PL0000105441 |
115,91 |
116,15 |
2,05 |
2,00 |
116,03 |
2,02 |
DS1020 |
PL0000106126 |
117,21 |
117,39 |
2,11 |
2,08 |
117,30 |
2,10 |
WZ0121 |
PL0000106068 |
99,15 |
99,26 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
122,65 |
122,90 |
2,17 |
2,14 |
122,78 |
2,16 |
WS0922 |
PL0000102646 |
124,86 |
125,19 |
2,24 |
2,20 |
125,03 |
2,22 |
IZ0823 |
PL0000105359 |
113,01 |
113,85 |
--- |
--- |
113,43 |
--- |
DS1023 |
PL0000107264 |
113,47 |
113,70 |
2,31 |
2,28 |
113,59 |
2,29 |
WZ0124 |
PL0000107454 |
98,03 |
98,16 |
--- |
--- |
98,10 |
--- |
DS0725 |
PL0000108197 |
107,50 |
107,81 |
2,44 |
2,41 |
107,66 |
2,42 |
WS0429 |
PL0000105391 |
136,86 |
137,66 |
2,64 |
2,58 |
137,26 |
2,61 |
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 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
85 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,850 |
1,930 |
1,890 |
500 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
120 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
1,800 |
1,800 |
1,800 |
85 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
10 |
OK0715 |
PL0000107405 |
1/2 |
1 |
1,930 |
1,930 |
1,930 |
20 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
85 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
85 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
65 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
100 |
DS1023 |
PL0000107264 |
2/9 |
7 |
1,900 |
1,900 |
1,900 |
80 |
TOTAL |
1 245 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.