2014-12-02 |
MARKET DATA |
No 232 (2514) |
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 |
1 242,50 |
1 333,58 |
81 |
475,00 |
510,65 |
8 |
1 717,50 |
1 844,23 |
89 |
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 |
101,40 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,82 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,82 |
103,85 |
103,820 |
103,820 |
103,820 |
103,820 |
103,820 |
187 500 |
195,98 |
4 |
OK0116 |
PL0000107587 |
97,89 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,21 |
104,20 |
104,200 |
104,200 |
104,200 |
104,200 |
104,200 |
10 000 |
10,73 |
1 |
OK0716 |
PL0000107926 |
96,97 |
96,95 |
96,970 |
96,970 |
96,970 |
96,970 |
96,970 |
5 000 |
4,85 |
1 |
PS1016 |
PL0000106795 |
105,26 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,58 |
106,48 |
106,550 |
106,550 |
106,510 |
106,510 |
106,528 |
45 000 |
49,24 |
3 |
DS1017 |
PL0000104543 |
109,32 |
109,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,80 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,93 |
101,64 |
101,930 |
101,930 |
101,820 |
101,820 |
101,894 |
60 000 |
61,68 |
6 |
PS0719 |
PL0000108148 |
105,30 |
104,96 |
105,130 |
105,280 |
105,000 |
105,000 |
105,105 |
480 000 |
510,14 |
36 |
DS1019 |
PL0000105441 |
115,90 |
115,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,15 |
116,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,70 |
122,20 |
122,600 |
122,600 |
122,180 |
122,280 |
122,312 |
110 000 |
135,24 |
8 |
WS0922 |
PL0000102646 |
124,90 |
124,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,42 |
112,84 |
113,300 |
113,300 |
112,760 |
113,040 |
112,954 |
47 500 |
53,86 |
5 |
DS0725 |
PL0000108197 |
107,57 |
106,80 |
107,560 |
107,610 |
106,700 |
106,700 |
107,434 |
160 000 |
173,78 |
9 |
WS0428 |
PL0000107611 |
101,75 |
101,52 |
102,480 |
102,480 |
102,480 |
102,480 |
102,480 |
5 000 |
5,21 |
1 |
WS0429 |
PL0000105391 |
136,98 |
136,14 |
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 |
103,50 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,13 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,09 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,73 |
99,69 |
99,700 |
99,700 |
99,690 |
99,690 |
99,694 |
102 500 |
103,18 |
4 |
WZ0121 |
PL0000106068 |
99,15 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,05 |
98,07 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
30 000 |
29,70 |
3 |
TOTAL |
1 242 500 |
1 333,58 |
81 |
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 |
103,90 |
104,10 |
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 |
118,40 |
118,80 |
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 |
119,25 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,10 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,75 |
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 |
114,40 |
114,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
117,50 |
118,00 |
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 |
101,34 |
101,45 |
1,96 |
1,69 |
101,40 |
1,82 |
OK0715 |
PL0000107405 |
98,79 |
98,89 |
1,92 |
1,76 |
98,84 |
1,84 |
DS1015 |
PL0000103602 |
103,78 |
103,89 |
1,91 |
1,79 |
103,84 |
1,84 |
OK0116 |
PL0000107587 |
97,85 |
97,95 |
1,92 |
1,83 |
97,90 |
1,88 |
PS0416 |
PL0000106340 |
104,16 |
104,28 |
1,92 |
1,84 |
104,22 |
1,88 |
OK0716 |
PL0000107926 |
96,91 |
97,03 |
1,93 |
1,85 |
96,97 |
1,89 |
IZ0816 |
PL0000103529 |
103,39 |
103,94 |
--- |
--- |
103,67 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,36 |
1,92 |
1,83 |
105,28 |
1,88 |
WZ0117 |
PL0000106936 |
100,05 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,50 |
106,66 |
1,93 |
1,87 |
106,58 |
1,90 |
DS1017 |
PL0000104543 |
109,22 |
109,38 |
1,94 |
1,88 |
109,30 |
1,91 |
WZ0118 |
PL0000104717 |
99,98 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
105,66 |
105,89 |
2,00 |
1,93 |
105,78 |
1,97 |
PS0718 |
PL0000107595 |
101,65 |
101,89 |
2,02 |
1,95 |
101,77 |
1,99 |
WZ0119 |
PL0000107603 |
99,68 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
105,11 |
105,29 |
2,08 |
2,04 |
105,20 |
2,06 |
DS1019 |
PL0000105441 |
115,74 |
115,98 |
2,08 |
2,03 |
115,86 |
2,06 |
DS1020 |
PL0000106126 |
116,98 |
117,22 |
2,15 |
2,11 |
117,10 |
2,13 |
WZ0121 |
PL0000106068 |
99,10 |
99,27 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
122,40 |
122,74 |
2,21 |
2,16 |
122,57 |
2,18 |
WS0922 |
PL0000102646 |
124,63 |
125,05 |
2,27 |
2,22 |
124,84 |
2,24 |
IZ0823 |
PL0000105359 |
112,97 |
113,84 |
--- |
--- |
113,41 |
--- |
DS1023 |
PL0000107264 |
113,23 |
113,54 |
2,33 |
2,30 |
113,39 |
2,31 |
WZ0124 |
PL0000107454 |
97,99 |
98,15 |
--- |
--- |
98,07 |
--- |
DS0725 |
PL0000108197 |
107,29 |
107,61 |
2,46 |
2,43 |
107,45 |
2,44 |
WS0429 |
PL0000105391 |
136,49 |
137,30 |
2,66 |
2,60 |
136,90 |
2,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,39 |
101,47 |
1,84 |
1,64 |
101,43 |
1,74 |
OK0715 |
PL0000107405 |
98,79 |
98,89 |
1,92 |
1,76 |
98,84 |
1,84 |
DS1015 |
PL0000103602 |
103,78 |
103,86 |
1,91 |
1,82 |
103,82 |
1,86 |
OK0116 |
PL0000107587 |
97,85 |
97,95 |
1,92 |
1,83 |
97,90 |
1,88 |
PS0416 |
PL0000106340 |
104,14 |
104,25 |
1,94 |
1,86 |
104,20 |
1,90 |
OK0716 |
PL0000107926 |
96,93 |
97,01 |
1,92 |
1,87 |
96,97 |
1,89 |
IZ0816 |
PL0000103529 |
103,28 |
103,86 |
--- |
--- |
103,57 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,30 |
1,94 |
1,87 |
105,23 |
1,90 |
WZ0117 |
PL0000106936 |
100,06 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
106,42 |
106,58 |
1,97 |
1,90 |
106,50 |
1,93 |
DS1017 |
PL0000104543 |
109,12 |
109,28 |
1,97 |
1,92 |
109,20 |
1,94 |
WZ0118 |
PL0000104717 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
105,61 |
105,77 |
2,02 |
1,97 |
105,69 |
1,99 |
PS0718 |
PL0000107595 |
101,53 |
101,76 |
2,06 |
1,99 |
101,65 |
2,02 |
WZ0119 |
PL0000107603 |
99,66 |
99,75 |
--- |
--- |
99,71 |
--- |
PS0719 |
PL0000108148 |
104,95 |
105,06 |
2,12 |
2,09 |
105,01 |
2,10 |
DS1019 |
PL0000105441 |
115,51 |
115,77 |
2,12 |
2,07 |
115,64 |
2,10 |
DS1020 |
PL0000106126 |
116,66 |
116,97 |
2,20 |
2,15 |
116,82 |
2,17 |
WZ0121 |
PL0000106068 |
99,09 |
99,28 |
--- |
--- |
99,19 |
--- |
DS1021 |
PL0000106670 |
121,98 |
122,28 |
2,27 |
2,22 |
122,13 |
2,24 |
WS0922 |
PL0000102646 |
124,13 |
124,55 |
2,33 |
2,28 |
124,34 |
2,30 |
IZ0823 |
PL0000105359 |
112,89 |
113,83 |
--- |
--- |
113,36 |
--- |
DS1023 |
PL0000107264 |
112,68 |
113,02 |
2,40 |
2,36 |
112,85 |
2,38 |
WZ0124 |
PL0000107454 |
97,87 |
98,11 |
--- |
--- |
97,99 |
--- |
DS0725 |
PL0000108197 |
106,74 |
106,96 |
2,52 |
2,49 |
106,85 |
2,51 |
WS0429 |
PL0000105391 |
135,72 |
136,49 |
2,71 |
2,66 |
136,11 |
2,69 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,910 |
1,910 |
1,910 |
120 |
OK0116 |
PL0000107587 |
0/1 |
1 |
1,910 |
1,910 |
1,910 |
35 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
20 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
120 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
50 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
10 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
100 |
TOTAL |
475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.