2014-12-10 |
MARKET DATA |
No 238 (2520) |
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 |
902,50 |
953,29 |
54 |
1 150,00 |
1 271,46 |
19 |
2 052,50 |
2 224,74 |
73 |
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 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,90 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,68 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,92 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,14 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
96,97 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,18 |
105,20 |
105,200 |
105,210 |
105,200 |
105,210 |
105,205 |
20 000 |
21,17 |
2 |
PS0417 |
PL0000107058 |
106,42 |
106,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,08 |
109,06 |
109,030 |
109,060 |
109,030 |
109,060 |
109,031 |
140 000 |
153,61 |
4 |
PS0418 |
PL0000107314 |
105,40 |
105,40 |
105,360 |
105,410 |
105,360 |
105,410 |
105,388 |
60 000 |
64,66 |
3 |
PS0718 |
PL0000107595 |
101,34 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,57 |
104,43 |
104,550 |
104,550 |
104,420 |
104,490 |
104,480 |
210 000 |
222,03 |
16 |
DS1019 |
PL0000105441 |
115,05 |
115,00 |
114,900 |
114,900 |
114,900 |
114,900 |
114,900 |
25 000 |
28,91 |
1 |
DS1020 |
PL0000106126 |
116,08 |
116,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,22 |
121,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,35 |
123,20 |
123,050 |
123,300 |
123,050 |
123,300 |
123,100 |
50 000 |
62,18 |
6 |
DS1023 |
PL0000107264 |
112,13 |
111,96 |
111,900 |
111,900 |
111,900 |
111,900 |
111,900 |
5 000 |
5,62 |
1 |
DS0725 |
PL0000108197 |
106,10 |
105,90 |
106,050 |
106,050 |
106,040 |
106,040 |
106,045 |
20 000 |
21,46 |
2 |
WS0428 |
PL0000107611 |
99,98 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,81 |
134,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
103,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,90 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,06 |
100,060 |
100,060 |
100,060 |
100,060 |
100,060 |
25 000 |
25,27 |
1 |
WZ0118 |
PL0000104717 |
99,93 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,65 |
99,62 |
99,630 |
99,660 |
99,620 |
99,660 |
99,648 |
110 000 |
110,74 |
4 |
WZ0121 |
PL0000106068 |
99,07 |
99,02 |
99,060 |
99,060 |
99,020 |
99,030 |
99,041 |
237 500 |
237,65 |
14 |
WZ0124 |
PL0000107454 |
97,85 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
902 500 |
953,29 |
54 |
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 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,85 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,20 |
118,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,90 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,00 |
119,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,15 |
120,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,00 |
126,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,35 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,75 |
115,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
118,50 |
118,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
135,50 |
137,00 |
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 |
101,36 |
101,47 |
1,71 |
1,42 |
101,42 |
1,56 |
OK0715 |
PL0000107405 |
98,88 |
99,01 |
1,84 |
1,62 |
98,95 |
1,72 |
DS1015 |
PL0000103602 |
103,66 |
103,77 |
1,94 |
1,81 |
103,72 |
1,87 |
OK0116 |
PL0000107587 |
97,90 |
97,99 |
1,91 |
1,83 |
97,95 |
1,87 |
PS0416 |
PL0000106340 |
104,12 |
104,24 |
1,91 |
1,82 |
104,18 |
1,86 |
OK0716 |
PL0000107926 |
96,94 |
97,08 |
1,94 |
1,85 |
97,01 |
1,89 |
IZ0816 |
PL0000103529 |
103,14 |
103,65 |
--- |
--- |
103,40 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,30 |
1,91 |
1,83 |
105,23 |
1,87 |
WZ0117 |
PL0000106936 |
100,02 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,40 |
106,54 |
1,95 |
1,89 |
106,47 |
1,92 |
DS1017 |
PL0000104543 |
109,02 |
109,21 |
1,98 |
1,92 |
109,12 |
1,95 |
WZ0118 |
PL0000104717 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0418 |
PL0000107314 |
105,35 |
105,58 |
2,08 |
2,01 |
105,47 |
2,05 |
PS0718 |
PL0000107595 |
101,29 |
101,54 |
2,12 |
2,05 |
101,42 |
2,08 |
WZ0119 |
PL0000107603 |
99,60 |
99,73 |
--- |
--- |
99,67 |
--- |
PS0719 |
PL0000108148 |
104,52 |
104,70 |
2,21 |
2,17 |
104,61 |
2,19 |
DS1019 |
PL0000105441 |
114,97 |
115,27 |
2,22 |
2,16 |
115,12 |
2,19 |
DS1020 |
PL0000106126 |
116,06 |
116,35 |
2,29 |
2,24 |
116,21 |
2,27 |
WZ0121 |
PL0000106068 |
99,04 |
99,23 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
121,16 |
121,53 |
2,37 |
2,32 |
121,35 |
2,35 |
WS0922 |
PL0000102646 |
123,29 |
123,69 |
2,43 |
2,38 |
123,49 |
2,40 |
IZ0823 |
PL0000105359 |
112,75 |
113,58 |
--- |
--- |
113,17 |
--- |
DS1023 |
PL0000107264 |
112,04 |
112,32 |
2,47 |
2,44 |
112,18 |
2,45 |
WZ0124 |
PL0000107454 |
97,81 |
98,03 |
--- |
--- |
97,92 |
--- |
DS0725 |
PL0000108197 |
106,02 |
106,43 |
2,59 |
2,55 |
106,23 |
2,57 |
WS0429 |
PL0000105391 |
134,57 |
135,46 |
2,79 |
2,73 |
135,02 |
2,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,36 |
101,47 |
1,71 |
1,42 |
101,42 |
1,56 |
OK0715 |
PL0000107405 |
98,89 |
99,01 |
1,82 |
1,62 |
98,95 |
1,72 |
DS1015 |
PL0000103602 |
103,66 |
103,77 |
1,94 |
1,81 |
103,72 |
1,87 |
OK0116 |
PL0000107587 |
97,90 |
98,00 |
1,91 |
1,82 |
97,95 |
1,87 |
PS0416 |
PL0000106340 |
104,10 |
104,23 |
1,92 |
1,83 |
104,17 |
1,87 |
OK0716 |
PL0000107926 |
96,93 |
97,06 |
1,94 |
1,86 |
97,00 |
1,90 |
IZ0816 |
PL0000103529 |
103,16 |
103,68 |
--- |
--- |
103,42 |
--- |
PS1016 |
PL0000106795 |
105,14 |
105,29 |
1,92 |
1,84 |
105,22 |
1,88 |
WZ0117 |
PL0000106936 |
100,03 |
100,13 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
106,35 |
106,52 |
1,97 |
1,90 |
106,44 |
1,93 |
DS1017 |
PL0000104543 |
109,02 |
109,12 |
1,98 |
1,95 |
109,07 |
1,96 |
WZ0118 |
PL0000104717 |
99,89 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
105,36 |
105,51 |
2,08 |
2,04 |
105,44 |
2,06 |
PS0718 |
PL0000107595 |
101,29 |
101,47 |
2,12 |
2,07 |
101,38 |
2,10 |
WZ0119 |
PL0000107603 |
99,58 |
99,69 |
--- |
--- |
99,64 |
--- |
PS0719 |
PL0000108148 |
104,42 |
104,56 |
2,23 |
2,20 |
104,49 |
2,21 |
DS1019 |
PL0000105441 |
114,85 |
115,13 |
2,24 |
2,19 |
114,99 |
2,22 |
DS1020 |
PL0000106126 |
115,89 |
116,18 |
2,32 |
2,27 |
116,04 |
2,29 |
WZ0121 |
PL0000106068 |
98,96 |
99,12 |
--- |
--- |
99,04 |
--- |
DS1021 |
PL0000106670 |
120,97 |
121,32 |
2,40 |
2,35 |
121,15 |
2,37 |
WS0922 |
PL0000102646 |
123,02 |
123,39 |
2,46 |
2,41 |
123,21 |
2,44 |
IZ0823 |
PL0000105359 |
112,74 |
113,58 |
--- |
--- |
113,16 |
--- |
DS1023 |
PL0000107264 |
111,84 |
112,18 |
2,49 |
2,45 |
112,01 |
2,47 |
WZ0124 |
PL0000107454 |
97,74 |
97,96 |
--- |
--- |
97,85 |
--- |
DS0725 |
PL0000108197 |
105,88 |
106,22 |
2,61 |
2,57 |
106,05 |
2,59 |
WS0429 |
PL0000105391 |
134,22 |
135,12 |
2,82 |
2,75 |
134,67 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
115 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,900 |
1,900 |
1,900 |
50 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,950 |
1,950 |
1,950 |
25 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,930 |
1,980 |
1,941 |
90 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
135 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,930 |
1,930 |
1,930 |
40 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
80 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,930 |
1,950 |
1,943 |
80 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
45 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
110 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
40 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
90 |
DS1023 |
PL0000107264 |
2/9 |
7 |
1,950 |
1,950 |
1,950 |
250 |
TOTAL |
1 150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.