2014-12-03 |
MARKET DATA |
No 233 (2515) |
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 |
1 430,00 |
1 521,59 |
105 |
850,00 |
920,96 |
9 |
2 280,00 |
2 442,55 |
114 |
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 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,85 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,79 |
103,84 |
103,770 |
103,770 |
103,760 |
103,760 |
103,763 |
15 000 |
15,67 |
2 |
OK0116 |
PL0000107587 |
97,92 |
97,91 |
97,970 |
97,970 |
97,970 |
97,970 |
97,970 |
25 000 |
24,49 |
1 |
PS0416 |
PL0000106340 |
104,28 |
104,21 |
104,240 |
104,240 |
104,210 |
104,210 |
104,225 |
20 000 |
21,46 |
2 |
OK0716 |
PL0000107926 |
97,05 |
96,97 |
97,050 |
97,050 |
97,050 |
97,050 |
97,050 |
80 000 |
77,64 |
4 |
PS1016 |
PL0000106795 |
105,33 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,60 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,24 |
109,16 |
109,240 |
109,240 |
109,150 |
109,230 |
109,211 |
180 000 |
197,64 |
10 |
PS0418 |
PL0000107314 |
105,68 |
105,50 |
105,500 |
105,570 |
105,500 |
105,520 |
105,529 |
85 000 |
91,66 |
6 |
PS0718 |
PL0000107595 |
101,66 |
98,17 |
101,650 |
101,650 |
101,490 |
101,500 |
101,523 |
90 000 |
92,19 |
7 |
PS0719 |
PL0000108148 |
105,26 |
104,79 |
105,000 |
105,000 |
104,750 |
104,750 |
104,951 |
535 000 |
567,82 |
39 |
DS1019 |
PL0000105441 |
115,90 |
115,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,13 |
116,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,63 |
121,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,82 |
123,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,75 |
112,30 |
112,490 |
112,500 |
112,220 |
112,220 |
112,352 |
150 000 |
169,20 |
15 |
DS0725 |
PL0000108197 |
107,56 |
106,25 |
106,720 |
106,750 |
106,300 |
106,300 |
106,634 |
90 000 |
97,04 |
9 |
WS0428 |
PL0000107611 |
100,80 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,90 |
135,45 |
135,280 |
135,280 |
135,280 |
135,280 |
135,280 |
10 000 |
13,88 |
1 |
WS0437 |
PL0000104857 |
138,00 |
0,00 |
138,000 |
138,000 |
138,000 |
138,000 |
138,000 |
5 000 |
7,05 |
1 |
IZ0816 |
PL0000103529 |
103,41 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,00 |
113,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,09 |
100,13 |
100,090 |
100,090 |
100,090 |
100,090 |
100,090 |
30 000 |
30,32 |
2 |
WZ0118 |
PL0000104717 |
99,97 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,69 |
99,69 |
99,690 |
99,690 |
99,680 |
99,680 |
99,682 |
95 000 |
95,62 |
4 |
WZ0121 |
PL0000106068 |
99,17 |
99,19 |
99,140 |
99,140 |
99,140 |
99,140 |
99,140 |
10 000 |
10,01 |
1 |
WZ0124 |
PL0000107454 |
97,96 |
98,03 |
97,950 |
97,950 |
97,950 |
97,950 |
97,950 |
10 000 |
9,89 |
1 |
TOTAL |
1 430 000 |
1 521,59 |
105 |
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 |
104,05 |
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 |
118,40 |
118,60 |
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 |
120,15 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,75 |
125,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,35 |
120,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,50 |
114,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
117,88 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
134,75 |
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 |
101,37 |
101,47 |
1,87 |
1,62 |
101,42 |
1,74 |
OK0715 |
PL0000107405 |
98,80 |
98,91 |
1,91 |
1,73 |
98,86 |
1,81 |
DS1015 |
PL0000103602 |
103,76 |
103,86 |
1,92 |
1,81 |
103,81 |
1,86 |
OK0116 |
PL0000107587 |
97,84 |
97,96 |
1,93 |
1,82 |
97,90 |
1,88 |
PS0416 |
PL0000106340 |
104,15 |
104,27 |
1,93 |
1,84 |
104,21 |
1,88 |
OK0716 |
PL0000107926 |
96,90 |
97,04 |
1,94 |
1,85 |
96,97 |
1,90 |
IZ0816 |
PL0000103529 |
103,24 |
103,81 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,32 |
1,93 |
1,85 |
105,25 |
1,89 |
WZ0117 |
PL0000106936 |
100,06 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,44 |
106,59 |
1,95 |
1,89 |
106,52 |
1,92 |
DS1017 |
PL0000104543 |
109,13 |
109,28 |
1,96 |
1,91 |
109,21 |
1,94 |
WZ0118 |
PL0000104717 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
105,57 |
105,77 |
2,03 |
1,97 |
105,67 |
2,00 |
PS0718 |
PL0000107595 |
101,52 |
101,76 |
2,06 |
1,99 |
101,64 |
2,02 |
WZ0119 |
PL0000107603 |
99,63 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0719 |
PL0000108148 |
104,92 |
105,06 |
2,12 |
2,09 |
104,99 |
2,11 |
DS1019 |
PL0000105441 |
115,47 |
115,76 |
2,13 |
2,07 |
115,62 |
2,10 |
DS1020 |
PL0000106126 |
116,66 |
116,94 |
2,20 |
2,15 |
116,80 |
2,18 |
WZ0121 |
PL0000106068 |
99,06 |
99,22 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
121,94 |
122,37 |
2,27 |
2,21 |
122,16 |
2,24 |
WS0922 |
PL0000102646 |
124,08 |
124,48 |
2,33 |
2,28 |
124,28 |
2,31 |
IZ0823 |
PL0000105359 |
112,84 |
113,67 |
--- |
--- |
113,26 |
--- |
DS1023 |
PL0000107264 |
112,64 |
112,98 |
2,40 |
2,36 |
112,81 |
2,38 |
WZ0124 |
PL0000107454 |
97,91 |
98,09 |
--- |
--- |
98,00 |
--- |
DS0725 |
PL0000108197 |
106,57 |
106,97 |
2,53 |
2,49 |
106,77 |
2,51 |
WS0429 |
PL0000105391 |
135,63 |
136,43 |
2,72 |
2,66 |
136,03 |
2,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,38 |
101,48 |
1,84 |
1,59 |
101,43 |
1,72 |
OK0715 |
PL0000107405 |
98,80 |
98,94 |
1,91 |
1,69 |
98,87 |
1,80 |
DS1015 |
PL0000103602 |
103,74 |
103,86 |
1,94 |
1,81 |
103,80 |
1,87 |
OK0116 |
PL0000107587 |
97,84 |
97,96 |
1,93 |
1,82 |
97,90 |
1,88 |
PS0416 |
PL0000106340 |
104,15 |
104,28 |
1,93 |
1,83 |
104,22 |
1,88 |
OK0716 |
PL0000107926 |
96,90 |
97,06 |
1,94 |
1,84 |
96,98 |
1,89 |
IZ0816 |
PL0000103529 |
103,19 |
103,85 |
--- |
--- |
103,52 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,35 |
1,91 |
1,84 |
105,28 |
1,87 |
WZ0117 |
PL0000106936 |
100,07 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,45 |
106,59 |
1,95 |
1,89 |
106,52 |
1,92 |
DS1017 |
PL0000104543 |
109,14 |
109,25 |
1,96 |
1,92 |
109,20 |
1,94 |
WZ0118 |
PL0000104717 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0418 |
PL0000107314 |
105,48 |
105,67 |
2,05 |
2,00 |
105,58 |
2,02 |
PS0718 |
PL0000107595 |
101,44 |
101,67 |
2,08 |
2,02 |
101,56 |
2,05 |
WZ0119 |
PL0000107603 |
99,63 |
99,72 |
--- |
--- |
99,68 |
--- |
PS0719 |
PL0000108148 |
104,76 |
104,93 |
2,16 |
2,12 |
104,85 |
2,14 |
DS1019 |
PL0000105441 |
115,27 |
115,56 |
2,17 |
2,11 |
115,42 |
2,14 |
DS1020 |
PL0000106126 |
116,46 |
116,72 |
2,23 |
2,19 |
116,59 |
2,21 |
WZ0121 |
PL0000106068 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
121,76 |
122,10 |
2,30 |
2,25 |
121,93 |
2,27 |
WS0922 |
PL0000102646 |
123,85 |
124,21 |
2,36 |
2,32 |
124,03 |
2,34 |
IZ0823 |
PL0000105359 |
110,85 |
115,16 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
112,29 |
112,56 |
2,44 |
2,41 |
112,43 |
2,43 |
WZ0124 |
PL0000107454 |
97,91 |
98,06 |
--- |
--- |
97,99 |
--- |
DS0725 |
PL0000108197 |
106,31 |
106,70 |
2,56 |
2,52 |
106,51 |
2,54 |
WS0429 |
PL0000105391 |
135,11 |
135,97 |
2,76 |
2,70 |
135,54 |
2,73 |
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 |
1,850 |
1,850 |
1,850 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
150 |
OK0715 |
PL0000107405 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
30 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
85 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
40 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
10 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
85 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
140 |
PS0415 |
PL0000105953 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
300 |
TOTAL |
850 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.