2014-12-08 |
MARKET DATA |
No 236 (2518) |
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 |
1 865,00 |
2 052,99 |
140 |
440,00 |
468,17 |
7 |
2 305,00 |
2 521,16 |
147 |
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 |
101,38 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,86 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,70 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,90 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,20 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,99 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,27 |
105,16 |
105,130 |
105,270 |
105,130 |
105,210 |
105,213 |
475 000 |
502,61 |
20 |
PS0417 |
PL0000107058 |
106,43 |
106,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,10 |
108,97 |
108,930 |
109,150 |
108,900 |
109,100 |
108,994 |
80 000 |
87,73 |
5 |
PS0418 |
PL0000107314 |
109,06 |
105,27 |
105,550 |
105,550 |
105,550 |
105,550 |
105,550 |
25 000 |
26,98 |
1 |
PS0718 |
PL0000107595 |
101,51 |
101,24 |
101,510 |
101,510 |
101,510 |
101,510 |
101,510 |
15 000 |
15,37 |
1 |
PS0719 |
PL0000108148 |
104,58 |
104,30 |
104,300 |
104,660 |
104,300 |
104,540 |
104,505 |
355 000 |
375,35 |
31 |
DS1019 |
PL0000105441 |
115,05 |
114,72 |
114,740 |
114,800 |
114,680 |
114,770 |
114,735 |
305 000 |
352,05 |
24 |
DS1020 |
PL0000106126 |
116,19 |
115,93 |
116,150 |
116,150 |
116,150 |
116,150 |
116,150 |
27 500 |
32,12 |
1 |
DS1021 |
PL0000106670 |
121,19 |
120,86 |
120,800 |
121,190 |
120,760 |
121,190 |
120,876 |
95 000 |
115,52 |
8 |
WS0922 |
PL0000102646 |
123,29 |
123,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,07 |
111,56 |
111,650 |
112,080 |
111,500 |
112,060 |
111,799 |
252 500 |
283,57 |
24 |
DS0725 |
PL0000108197 |
106,10 |
105,38 |
105,590 |
106,150 |
105,380 |
106,150 |
105,690 |
200 000 |
213,84 |
21 |
WS0428 |
PL0000107611 |
99,90 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,72 |
133,90 |
133,910 |
134,070 |
133,910 |
134,070 |
133,990 |
30 000 |
41,28 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,35 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,95 |
113,23 |
112,900 |
112,900 |
112,900 |
112,900 |
112,900 |
5 000 |
6,57 |
1 |
WZ0115 |
PL0000106480 |
100,19 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,07 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,96 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,66 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,13 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,90 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 865 000 |
2 052,99 |
140 |
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 |
103,80 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,80 |
108,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,30 |
118,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,85 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,00 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,00 |
120,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,50 |
126,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,00 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,50 |
115,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
118,00 |
118,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
134,00 |
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 |
101,33 |
101,42 |
1,84 |
1,61 |
101,38 |
1,71 |
OK0715 |
PL0000107405 |
98,83 |
98,96 |
1,90 |
1,69 |
98,90 |
1,79 |
DS1015 |
PL0000103602 |
103,68 |
103,78 |
1,94 |
1,83 |
103,73 |
1,88 |
OK0116 |
PL0000107587 |
97,85 |
97,96 |
1,95 |
1,85 |
97,91 |
1,89 |
PS0416 |
PL0000106340 |
104,07 |
104,20 |
1,95 |
1,86 |
104,14 |
1,90 |
OK0716 |
PL0000107926 |
96,86 |
97,01 |
1,98 |
1,89 |
96,94 |
1,93 |
IZ0816 |
PL0000103529 |
103,22 |
103,81 |
--- |
--- |
103,52 |
--- |
PS1016 |
PL0000106795 |
105,09 |
105,20 |
1,95 |
1,89 |
105,15 |
1,92 |
WZ0117 |
PL0000106936 |
100,02 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,26 |
106,44 |
2,01 |
1,94 |
106,35 |
1,98 |
DS1017 |
PL0000104543 |
108,91 |
109,07 |
2,02 |
1,97 |
108,99 |
2,00 |
WZ0118 |
PL0000104717 |
99,92 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0418 |
PL0000107314 |
105,18 |
105,39 |
2,14 |
2,07 |
105,29 |
2,10 |
PS0718 |
PL0000107595 |
101,13 |
101,38 |
2,17 |
2,10 |
101,26 |
2,13 |
WZ0119 |
PL0000107603 |
99,58 |
99,73 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
104,28 |
104,49 |
2,26 |
2,21 |
104,39 |
2,24 |
DS1019 |
PL0000105441 |
114,78 |
115,08 |
2,26 |
2,20 |
114,93 |
2,23 |
DS1020 |
PL0000106126 |
115,86 |
116,16 |
2,33 |
2,28 |
116,01 |
2,30 |
WZ0121 |
PL0000106068 |
99,06 |
99,21 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
120,97 |
121,39 |
2,40 |
2,34 |
121,18 |
2,37 |
WS0922 |
PL0000102646 |
122,99 |
123,40 |
2,47 |
2,41 |
123,20 |
2,44 |
IZ0823 |
PL0000105359 |
112,68 |
113,75 |
--- |
--- |
113,22 |
--- |
DS1023 |
PL0000107264 |
111,59 |
111,88 |
2,52 |
2,49 |
111,74 |
2,51 |
WZ0124 |
PL0000107454 |
97,80 |
98,00 |
--- |
--- |
97,90 |
--- |
DS0725 |
PL0000108197 |
105,51 |
105,79 |
2,64 |
2,62 |
105,65 |
2,63 |
WS0429 |
PL0000105391 |
133,76 |
134,57 |
2,85 |
2,79 |
134,17 |
2,82 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,35 |
101,45 |
1,79 |
1,53 |
101,40 |
1,66 |
OK0715 |
PL0000107405 |
98,84 |
98,98 |
1,89 |
1,66 |
98,91 |
1,77 |
DS1015 |
PL0000103602 |
103,67 |
103,78 |
1,95 |
1,83 |
103,73 |
1,88 |
OK0116 |
PL0000107587 |
97,86 |
97,98 |
1,94 |
1,83 |
97,92 |
1,88 |
PS0416 |
PL0000106340 |
104,11 |
104,24 |
1,92 |
1,83 |
104,18 |
1,87 |
OK0716 |
PL0000107926 |
96,92 |
97,06 |
1,94 |
1,85 |
96,99 |
1,90 |
IZ0816 |
PL0000103529 |
103,18 |
103,77 |
--- |
--- |
103,48 |
--- |
PS1016 |
PL0000106795 |
105,14 |
105,28 |
1,93 |
1,85 |
105,21 |
1,89 |
WZ0117 |
PL0000106936 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
106,36 |
106,52 |
1,97 |
1,91 |
106,44 |
1,94 |
DS1017 |
PL0000104543 |
109,01 |
109,15 |
1,99 |
1,94 |
109,08 |
1,97 |
WZ0118 |
PL0000104717 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0418 |
PL0000107314 |
105,38 |
105,53 |
2,08 |
2,03 |
105,46 |
2,05 |
PS0718 |
PL0000107595 |
101,30 |
101,49 |
2,12 |
2,07 |
101,40 |
2,09 |
WZ0119 |
PL0000107603 |
99,63 |
99,74 |
--- |
--- |
99,69 |
--- |
PS0719 |
PL0000108148 |
104,50 |
104,63 |
2,21 |
2,18 |
104,57 |
2,20 |
DS1019 |
PL0000105441 |
114,95 |
115,23 |
2,23 |
2,17 |
115,09 |
2,20 |
DS1020 |
PL0000106126 |
116,06 |
116,33 |
2,29 |
2,25 |
116,20 |
2,27 |
WZ0121 |
PL0000106068 |
99,10 |
99,25 |
--- |
--- |
99,18 |
--- |
DS1021 |
PL0000106670 |
121,05 |
121,43 |
2,39 |
2,34 |
121,24 |
2,36 |
WS0922 |
PL0000102646 |
123,14 |
123,51 |
2,45 |
2,40 |
123,33 |
2,42 |
IZ0823 |
PL0000105359 |
112,57 |
113,47 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
111,84 |
112,17 |
2,49 |
2,45 |
112,01 |
2,47 |
WZ0124 |
PL0000107454 |
97,86 |
98,03 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
105,83 |
106,23 |
2,61 |
2,57 |
106,03 |
2,59 |
WS0429 |
PL0000105391 |
134,31 |
135,08 |
2,81 |
2,76 |
134,70 |
2,78 |
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 |
5 |
PS0416 |
PL0000106340 |
0/1 |
1 |
1,900 |
1,900 |
1,900 |
50 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,870 |
1,870 |
1,870 |
30 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,950 |
1,950 |
1,950 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
15 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
200 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
90 |
TOTAL |
440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.