2014-12-05 |
MARKET DATA |
No 235 (2517) |
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 |
1 422,50 |
1 486,88 |
78 |
1 565,00 |
1 748,70 |
23 |
2 987,50 |
3 235,58 |
101 |
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 |
101,40 |
101,390 |
101,410 |
101,390 |
101,410 |
101,396 |
80 000 |
83,87 |
4 |
OK0715 |
PL0000107405 |
98,86 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,75 |
103,79 |
103,740 |
103,750 |
103,740 |
103,750 |
103,742 |
60 000 |
62,72 |
2 |
OK0116 |
PL0000107587 |
97,91 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,17 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,97 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,24 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,46 |
106,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,09 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,50 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,43 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,74 |
104,48 |
104,770 |
104,770 |
104,450 |
104,470 |
104,568 |
362 500 |
383,48 |
33 |
DS1019 |
PL0000105441 |
115,26 |
115,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,36 |
116,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,61 |
121,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,66 |
123,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,30 |
111,90 |
112,250 |
112,250 |
111,800 |
111,950 |
111,974 |
205 000 |
230,56 |
12 |
DS0725 |
PL0000108197 |
106,28 |
105,90 |
105,800 |
105,900 |
105,800 |
105,800 |
105,811 |
85 000 |
90,98 |
7 |
WS0428 |
PL0000107611 |
100,14 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,09 |
134,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
138,10 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,40 |
103,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,95 |
113,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,24 |
100,260 |
100,260 |
100,250 |
100,250 |
100,253 |
30 000 |
30,38 |
4 |
WZ0117 |
PL0000106936 |
100,10 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
99,98 |
99,980 |
99,980 |
99,960 |
99,960 |
99,967 |
305 000 |
307,95 |
10 |
WZ0119 |
PL0000107603 |
99,67 |
99,67 |
99,670 |
99,670 |
99,660 |
99,660 |
99,662 |
295 000 |
296,95 |
6 |
WZ0121 |
PL0000106068 |
99,13 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,91 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 422 500 |
1 486,88 |
78 |
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 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,95 |
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 |
104,90 |
105,20 |
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 |
120,25 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,05 |
126,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,50 |
120,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
115,00 |
115,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
118,13 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
135,10 |
136,00 |
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 |
101,35 |
101,47 |
1,82 |
1,51 |
101,41 |
1,66 |
OK0715 |
PL0000107405 |
98,84 |
98,98 |
1,88 |
1,65 |
98,91 |
1,76 |
DS1015 |
PL0000103602 |
103,73 |
103,83 |
1,90 |
1,78 |
103,78 |
1,84 |
OK0116 |
PL0000107587 |
97,88 |
97,99 |
1,92 |
1,82 |
97,94 |
1,86 |
PS0416 |
PL0000106340 |
104,14 |
104,25 |
1,91 |
1,83 |
104,20 |
1,87 |
OK0716 |
PL0000107926 |
96,93 |
97,07 |
1,93 |
1,84 |
97,00 |
1,89 |
IZ0816 |
PL0000103529 |
103,21 |
103,89 |
--- |
--- |
103,55 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,33 |
1,90 |
1,83 |
105,27 |
1,86 |
WZ0117 |
PL0000106936 |
100,06 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,38 |
106,56 |
1,97 |
1,89 |
106,47 |
1,93 |
DS1017 |
PL0000104543 |
109,01 |
109,20 |
1,99 |
1,93 |
109,11 |
1,96 |
WZ0118 |
PL0000104717 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
105,38 |
105,61 |
2,08 |
2,01 |
105,50 |
2,04 |
PS0718 |
PL0000107595 |
101,38 |
101,60 |
2,10 |
2,03 |
101,49 |
2,07 |
WZ0119 |
PL0000107603 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0719 |
PL0000108148 |
104,61 |
104,81 |
2,19 |
2,14 |
104,71 |
2,17 |
DS1019 |
PL0000105441 |
115,18 |
115,45 |
2,18 |
2,13 |
115,32 |
2,15 |
DS1020 |
PL0000106126 |
116,32 |
116,61 |
2,25 |
2,20 |
116,47 |
2,23 |
WZ0121 |
PL0000106068 |
99,05 |
99,23 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
121,51 |
121,94 |
2,33 |
2,27 |
121,73 |
2,29 |
WS0922 |
PL0000102646 |
123,57 |
123,98 |
2,39 |
2,34 |
123,78 |
2,37 |
IZ0823 |
PL0000105359 |
112,36 |
114,26 |
--- |
--- |
113,31 |
--- |
DS1023 |
PL0000107264 |
112,16 |
112,48 |
2,46 |
2,42 |
112,32 |
2,44 |
WZ0124 |
PL0000107454 |
97,89 |
98,03 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
106,12 |
106,52 |
2,58 |
2,54 |
106,32 |
2,56 |
WS0429 |
PL0000105391 |
134,80 |
135,65 |
2,78 |
2,72 |
135,23 |
2,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,36 |
101,46 |
1,79 |
1,53 |
101,41 |
1,66 |
OK0715 |
PL0000107405 |
98,82 |
98,96 |
1,91 |
1,68 |
98,89 |
1,80 |
DS1015 |
PL0000103602 |
103,69 |
103,81 |
1,94 |
1,81 |
103,75 |
1,87 |
OK0116 |
PL0000107587 |
97,85 |
97,97 |
1,94 |
1,83 |
97,91 |
1,89 |
PS0416 |
PL0000106340 |
104,09 |
104,24 |
1,95 |
1,84 |
104,17 |
1,89 |
OK0716 |
PL0000107926 |
96,86 |
97,01 |
1,98 |
1,88 |
96,94 |
1,93 |
IZ0816 |
PL0000103529 |
103,23 |
103,88 |
--- |
--- |
103,56 |
--- |
PS1016 |
PL0000106795 |
105,14 |
105,29 |
1,93 |
1,85 |
105,22 |
1,89 |
WZ0117 |
PL0000106936 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,28 |
106,46 |
2,01 |
1,93 |
106,37 |
1,97 |
DS1017 |
PL0000104543 |
108,97 |
109,10 |
2,01 |
1,96 |
109,04 |
1,98 |
WZ0118 |
PL0000104717 |
99,92 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0418 |
PL0000107314 |
105,27 |
105,43 |
2,11 |
2,06 |
105,35 |
2,09 |
PS0718 |
PL0000107595 |
101,22 |
101,39 |
2,14 |
2,09 |
101,31 |
2,12 |
WZ0119 |
PL0000107603 |
99,61 |
99,72 |
--- |
--- |
99,67 |
--- |
PS0719 |
PL0000108148 |
104,38 |
104,55 |
2,24 |
2,20 |
104,47 |
2,22 |
DS1019 |
PL0000105441 |
114,93 |
115,12 |
2,23 |
2,19 |
115,03 |
2,21 |
DS1020 |
PL0000106126 |
115,95 |
116,21 |
2,31 |
2,27 |
116,08 |
2,29 |
WZ0121 |
PL0000106068 |
99,09 |
99,23 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
121,08 |
121,48 |
2,39 |
2,33 |
121,28 |
2,36 |
WS0922 |
PL0000102646 |
123,09 |
123,40 |
2,45 |
2,41 |
123,25 |
2,43 |
IZ0823 |
PL0000105359 |
112,80 |
113,73 |
--- |
--- |
113,27 |
--- |
DS1023 |
PL0000107264 |
111,68 |
112,07 |
2,51 |
2,47 |
111,88 |
2,49 |
WZ0124 |
PL0000107454 |
97,82 |
97,99 |
--- |
--- |
97,91 |
--- |
DS0725 |
PL0000108197 |
105,65 |
105,95 |
2,63 |
2,60 |
105,80 |
2,61 |
WS0429 |
PL0000105391 |
134,05 |
134,95 |
2,83 |
2,77 |
134,50 |
2,80 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0415 |
PL0000105953 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
200 |
OK0716 |
PL0000107926 |
3/4 |
1 |
1,910 |
1,910 |
1,910 |
10 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,910 |
1,910 |
1,910 |
400 |
PS1016 |
PL0000106795 |
0/3 |
3 |
1,700 |
1,800 |
1,770 |
100 |
PS0417 |
PL0000107058 |
0/3 |
3 |
1,910 |
1,910 |
1,910 |
5 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,910 |
1,920 |
1,915 |
20 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
1,910 |
1,910 |
1,910 |
75 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,910 |
1,930 |
1,927 |
115 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
40 |
PS0415 |
PL0000105953 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
25 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
130 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
150 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
70 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
20 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
100 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
105 |
TOTAL |
1 565 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.