2014-12-04 |
MARKET DATA |
No 234 (2516) |
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 |
1 482,50 |
1 609,80 |
111 |
2 445,00 |
2 593,87 |
16 |
3 927,50 |
4 203,66 |
127 |
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 |
101,42 |
101,420 |
101,420 |
101,410 |
101,410 |
101,416 |
277 500 |
290,92 |
9 |
OK0715 |
PL0000107405 |
98,89 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,76 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,91 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,20 |
104,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,99 |
97,03 |
96,990 |
96,990 |
96,990 |
96,990 |
96,990 |
10 000 |
9,70 |
1 |
PS1016 |
PL0000106795 |
105,27 |
105,28 |
105,310 |
105,310 |
105,270 |
105,270 |
105,283 |
45 000 |
47,64 |
2 |
PS0417 |
PL0000107058 |
106,47 |
106,48 |
106,560 |
106,560 |
106,560 |
106,560 |
106,560 |
20 000 |
21,90 |
2 |
DS1017 |
PL0000104543 |
109,15 |
109,12 |
109,160 |
109,170 |
109,160 |
109,170 |
109,166 |
25 000 |
27,45 |
2 |
PS0418 |
PL0000107314 |
105,54 |
105,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,63 |
101,47 |
101,630 |
101,630 |
101,400 |
101,500 |
101,505 |
85 000 |
87,07 |
8 |
PS0719 |
PL0000108148 |
104,78 |
104,64 |
104,650 |
104,770 |
104,620 |
104,650 |
104,720 |
405 000 |
429,02 |
29 |
DS1019 |
PL0000105441 |
115,38 |
115,28 |
115,400 |
115,460 |
115,200 |
115,200 |
115,396 |
267 500 |
310,46 |
21 |
DS1020 |
PL0000106126 |
116,52 |
116,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,71 |
121,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,78 |
123,70 |
123,700 |
123,700 |
123,620 |
123,620 |
123,660 |
40 000 |
49,94 |
4 |
DS1023 |
PL0000107264 |
112,45 |
112,21 |
112,320 |
112,450 |
112,100 |
112,300 |
112,303 |
182 500 |
205,83 |
20 |
DS0725 |
PL0000108197 |
106,35 |
106,13 |
106,330 |
106,400 |
106,130 |
106,130 |
106,281 |
55 000 |
59,12 |
8 |
WS0428 |
PL0000107611 |
100,21 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,21 |
135,15 |
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 |
103,34 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,95 |
113,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,15 |
100,21 |
100,210 |
100,220 |
100,210 |
100,220 |
100,218 |
50 000 |
50,61 |
3 |
WZ0117 |
PL0000106936 |
100,07 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,97 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,68 |
99,71 |
99,680 |
99,680 |
99,670 |
99,670 |
99,675 |
20 000 |
20,13 |
2 |
WZ0121 |
PL0000106068 |
99,11 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,94 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 482 500 |
1 609,80 |
111 |
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 |
103,85 |
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 |
118,35 |
118,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,00 |
105,30 |
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 |
120,20 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,00 |
125,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,40 |
120,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,88 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
118,00 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
135,00 |
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 |
101,36 |
101,48 |
1,81 |
1,51 |
101,42 |
1,66 |
OK0715 |
PL0000107405 |
98,83 |
98,95 |
1,89 |
1,69 |
98,89 |
1,79 |
DS1015 |
PL0000103602 |
103,71 |
103,83 |
1,93 |
1,80 |
103,77 |
1,86 |
OK0116 |
PL0000107587 |
97,85 |
97,97 |
1,94 |
1,83 |
97,91 |
1,88 |
PS0416 |
PL0000106340 |
104,13 |
104,25 |
1,92 |
1,84 |
104,19 |
1,88 |
OK0716 |
PL0000107926 |
96,90 |
97,05 |
1,95 |
1,85 |
96,98 |
1,90 |
IZ0816 |
PL0000103529 |
103,20 |
103,85 |
--- |
--- |
103,53 |
--- |
PS1016 |
PL0000106795 |
105,18 |
105,33 |
1,91 |
1,83 |
105,26 |
1,87 |
WZ0117 |
PL0000106936 |
100,05 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
106,39 |
106,56 |
1,97 |
1,90 |
106,48 |
1,93 |
DS1017 |
PL0000104543 |
109,04 |
109,19 |
1,98 |
1,93 |
109,12 |
1,96 |
WZ0118 |
PL0000104717 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0418 |
PL0000107314 |
105,40 |
105,61 |
2,07 |
2,01 |
105,51 |
2,04 |
PS0718 |
PL0000107595 |
101,34 |
101,58 |
2,11 |
2,04 |
101,46 |
2,07 |
WZ0119 |
PL0000107603 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0719 |
PL0000108148 |
104,63 |
104,79 |
2,18 |
2,15 |
104,71 |
2,17 |
DS1019 |
PL0000105441 |
115,12 |
115,37 |
2,20 |
2,15 |
115,25 |
2,17 |
DS1020 |
PL0000106126 |
116,25 |
116,50 |
2,26 |
2,22 |
116,38 |
2,24 |
WZ0121 |
PL0000106068 |
99,05 |
99,21 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
121,43 |
121,83 |
2,34 |
2,28 |
121,63 |
2,31 |
WS0922 |
PL0000102646 |
123,47 |
123,86 |
2,41 |
2,36 |
123,67 |
2,38 |
IZ0823 |
PL0000105359 |
112,48 |
114,28 |
--- |
--- |
113,38 |
--- |
DS1023 |
PL0000107264 |
112,10 |
112,39 |
2,46 |
2,43 |
112,25 |
2,45 |
WZ0124 |
PL0000107454 |
97,84 |
98,03 |
--- |
--- |
97,94 |
--- |
DS0725 |
PL0000108197 |
106,07 |
106,39 |
2,59 |
2,55 |
106,23 |
2,57 |
WS0429 |
PL0000105391 |
134,51 |
135,56 |
2,80 |
2,72 |
135,04 |
2,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,38 |
101,49 |
1,76 |
1,48 |
101,44 |
1,61 |
OK0715 |
PL0000107405 |
98,85 |
98,98 |
1,85 |
1,64 |
98,92 |
1,74 |
DS1015 |
PL0000103602 |
103,73 |
103,85 |
1,91 |
1,78 |
103,79 |
1,84 |
OK0116 |
PL0000107587 |
97,87 |
97,99 |
1,92 |
1,81 |
97,93 |
1,87 |
PS0416 |
PL0000106340 |
104,16 |
104,26 |
1,90 |
1,83 |
104,21 |
1,86 |
OK0716 |
PL0000107926 |
96,91 |
97,06 |
1,94 |
1,85 |
96,99 |
1,89 |
IZ0816 |
PL0000103529 |
103,15 |
103,82 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,32 |
1,90 |
1,84 |
105,27 |
1,86 |
WZ0117 |
PL0000106936 |
100,05 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,38 |
106,55 |
1,97 |
1,90 |
106,47 |
1,93 |
DS1017 |
PL0000104543 |
109,02 |
109,19 |
1,99 |
1,93 |
109,11 |
1,96 |
WZ0118 |
PL0000104717 |
99,93 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
105,44 |
105,58 |
2,06 |
2,02 |
105,51 |
2,04 |
PS0718 |
PL0000107595 |
101,33 |
101,53 |
2,11 |
2,05 |
101,43 |
2,08 |
WZ0119 |
PL0000107603 |
99,61 |
99,83 |
--- |
--- |
99,72 |
--- |
PS0719 |
PL0000108148 |
104,62 |
104,77 |
2,19 |
2,15 |
104,70 |
2,17 |
DS1019 |
PL0000105441 |
115,21 |
115,37 |
2,18 |
2,15 |
115,29 |
2,16 |
DS1020 |
PL0000106126 |
116,27 |
116,55 |
2,26 |
2,21 |
116,41 |
2,24 |
WZ0121 |
PL0000106068 |
99,08 |
99,32 |
--- |
--- |
99,20 |
--- |
DS1021 |
PL0000106670 |
121,46 |
121,89 |
2,33 |
2,27 |
121,68 |
2,30 |
WS0922 |
PL0000102646 |
123,51 |
123,82 |
2,40 |
2,36 |
123,67 |
2,38 |
IZ0823 |
PL0000105359 |
112,79 |
113,65 |
--- |
--- |
113,22 |
--- |
DS1023 |
PL0000107264 |
112,07 |
112,41 |
2,47 |
2,43 |
112,24 |
2,45 |
WZ0124 |
PL0000107454 |
97,90 |
98,04 |
--- |
--- |
97,97 |
--- |
DS0725 |
PL0000108197 |
106,12 |
106,42 |
2,58 |
2,55 |
106,27 |
2,57 |
WS0429 |
PL0000105391 |
134,61 |
135,56 |
2,79 |
2,72 |
135,09 |
2,76 |
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 |
1,870 |
1,870 |
1,870 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,870 |
1,870 |
1,870 |
180 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,870 |
1,870 |
1,870 |
75 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
10 |
PS0415 |
PL0000105953 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
800 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
100 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
180 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
20 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
50 |
PS0415 |
PL0000105953 |
4/11 |
7 |
1,900 |
1,900 |
1,900 |
800 |
OK0715 |
PL0000107405 |
4/11 |
7 |
1,900 |
1,900 |
1,900 |
220 |
TOTAL |
2 445 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.