2014-12-11 |
MARKET DATA |
No 239 (2521) |
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 |
952,50 |
1 022,01 |
71 |
2 135,00 |
2 313,96 |
23 |
3 087,50 |
3 335,97 |
94 |
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 |
101,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,94 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,68 |
103,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,95 |
97,95 |
97,950 |
97,950 |
97,950 |
97,950 |
97,950 |
20 000 |
19,59 |
1 |
PS0416 |
PL0000106340 |
104,17 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,05 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,24 |
105,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,46 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,08 |
109,00 |
109,050 |
109,050 |
108,990 |
108,990 |
109,024 |
185 000 |
203,05 |
10 |
PS0418 |
PL0000107314 |
105,42 |
105,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,36 |
101,31 |
101,320 |
101,320 |
101,290 |
101,290 |
101,297 |
175 000 |
178,98 |
11 |
PS0719 |
PL0000108148 |
104,56 |
104,40 |
104,490 |
104,490 |
104,390 |
104,400 |
104,418 |
195 000 |
206,10 |
16 |
DS1019 |
PL0000105441 |
115,09 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,11 |
115,95 |
115,880 |
116,040 |
115,880 |
116,040 |
115,957 |
70 000 |
81,68 |
7 |
DS1021 |
PL0000106670 |
121,22 |
121,10 |
121,150 |
121,150 |
121,150 |
121,150 |
121,150 |
10 000 |
12,20 |
1 |
WS0922 |
PL0000102646 |
123,37 |
123,25 |
123,300 |
123,300 |
123,260 |
123,260 |
123,273 |
30 000 |
37,37 |
4 |
DS1023 |
PL0000107264 |
112,20 |
111,96 |
112,230 |
112,230 |
111,940 |
112,010 |
112,046 |
100 000 |
112,60 |
11 |
DS0725 |
PL0000108197 |
106,15 |
106,00 |
106,000 |
106,000 |
105,950 |
105,950 |
105,975 |
30 000 |
32,17 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,83 |
134,75 |
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 |
103,25 |
103,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,90 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,37 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,05 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,93 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,65 |
99,62 |
99,670 |
99,670 |
99,670 |
99,670 |
99,670 |
125 000 |
125,89 |
4 |
WZ0121 |
PL0000106068 |
98,97 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,80 |
97,85 |
97,800 |
97,850 |
97,800 |
97,850 |
97,840 |
12 500 |
12,36 |
2 |
TOTAL |
952 500 |
1 022,01 |
71 |
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 |
103,75 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,75 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,20 |
118,35 |
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 |
119,10 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,00 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,50 |
125,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,35 |
120,85 |
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 |
118,50 |
118,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
135,38 |
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 |
101,35 |
101,47 |
1,66 |
1,34 |
101,41 |
1,50 |
OK0715 |
PL0000107405 |
98,92 |
99,05 |
1,80 |
1,58 |
98,99 |
1,68 |
DS1015 |
PL0000103602 |
103,66 |
103,78 |
1,90 |
1,76 |
103,72 |
1,83 |
OK0116 |
PL0000107587 |
97,93 |
98,05 |
1,90 |
1,79 |
97,99 |
1,84 |
PS0416 |
PL0000106340 |
104,14 |
104,24 |
1,87 |
1,80 |
104,19 |
1,84 |
OK0716 |
PL0000107926 |
96,99 |
97,13 |
1,92 |
1,82 |
97,06 |
1,87 |
IZ0816 |
PL0000103529 |
103,16 |
103,79 |
--- |
--- |
103,48 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,31 |
1,89 |
1,82 |
105,24 |
1,85 |
WZ0117 |
PL0000106936 |
99,99 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
106,43 |
106,54 |
1,93 |
1,88 |
106,49 |
1,90 |
DS1017 |
PL0000104543 |
109,05 |
109,18 |
1,96 |
1,92 |
109,12 |
1,94 |
WZ0118 |
PL0000104717 |
99,84 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,39 |
105,57 |
2,07 |
2,01 |
105,48 |
2,04 |
PS0718 |
PL0000107595 |
101,32 |
101,56 |
2,11 |
2,04 |
101,44 |
2,08 |
WZ0119 |
PL0000107603 |
99,57 |
99,71 |
--- |
--- |
99,64 |
--- |
PS0719 |
PL0000108148 |
104,51 |
104,69 |
2,21 |
2,17 |
104,60 |
2,19 |
DS1019 |
PL0000105441 |
115,05 |
115,28 |
2,20 |
2,15 |
115,17 |
2,17 |
DS1020 |
PL0000106126 |
116,08 |
116,32 |
2,28 |
2,24 |
116,20 |
2,26 |
WZ0121 |
PL0000106068 |
98,92 |
99,11 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
121,17 |
121,46 |
2,37 |
2,33 |
121,32 |
2,35 |
WS0922 |
PL0000102646 |
123,30 |
123,62 |
2,42 |
2,38 |
123,46 |
2,40 |
IZ0823 |
PL0000105359 |
112,63 |
113,61 |
--- |
--- |
113,12 |
--- |
DS1023 |
PL0000107264 |
112,13 |
112,37 |
2,46 |
2,43 |
112,25 |
2,44 |
WZ0124 |
PL0000107454 |
97,73 |
97,91 |
--- |
--- |
97,82 |
--- |
DS0725 |
PL0000108197 |
106,07 |
106,40 |
2,59 |
2,55 |
106,24 |
2,57 |
WS0429 |
PL0000105391 |
134,54 |
135,69 |
2,79 |
2,71 |
135,12 |
2,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,35 |
101,47 |
1,66 |
1,34 |
101,41 |
1,50 |
OK0715 |
PL0000107405 |
98,92 |
99,07 |
1,80 |
1,54 |
99,00 |
1,66 |
DS1015 |
PL0000103602 |
103,63 |
103,77 |
1,93 |
1,77 |
103,70 |
1,85 |
OK0116 |
PL0000107587 |
97,92 |
98,02 |
1,91 |
1,81 |
97,97 |
1,86 |
PS0416 |
PL0000106340 |
104,07 |
104,20 |
1,92 |
1,83 |
104,14 |
1,87 |
OK0716 |
PL0000107926 |
96,93 |
97,08 |
1,95 |
1,86 |
97,01 |
1,90 |
IZ0816 |
PL0000103529 |
103,17 |
103,72 |
--- |
--- |
103,45 |
--- |
PS1016 |
PL0000106795 |
105,15 |
105,25 |
1,90 |
1,85 |
105,20 |
1,87 |
WZ0117 |
PL0000106936 |
100,03 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,31 |
106,44 |
1,98 |
1,92 |
106,38 |
1,95 |
DS1017 |
PL0000104543 |
108,96 |
109,08 |
1,99 |
1,95 |
109,02 |
1,97 |
WZ0118 |
PL0000104717 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0418 |
PL0000107314 |
105,29 |
105,45 |
2,10 |
2,05 |
105,37 |
2,07 |
PS0718 |
PL0000107595 |
101,21 |
101,38 |
2,14 |
2,10 |
101,30 |
2,12 |
WZ0119 |
PL0000107603 |
99,61 |
99,70 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
104,39 |
104,50 |
2,23 |
2,21 |
104,45 |
2,22 |
DS1019 |
PL0000105441 |
114,79 |
115,08 |
2,25 |
2,19 |
114,94 |
2,22 |
DS1020 |
PL0000106126 |
115,81 |
116,07 |
2,33 |
2,29 |
115,94 |
2,31 |
WZ0121 |
PL0000106068 |
98,93 |
99,08 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
121,05 |
121,35 |
2,38 |
2,34 |
121,20 |
2,36 |
WS0922 |
PL0000102646 |
123,17 |
123,37 |
2,44 |
2,41 |
123,27 |
2,43 |
IZ0823 |
PL0000105359 |
112,67 |
113,39 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
111,89 |
112,12 |
2,49 |
2,46 |
112,01 |
2,47 |
WZ0124 |
PL0000107454 |
97,76 |
97,90 |
--- |
--- |
97,83 |
--- |
DS0725 |
PL0000108197 |
105,83 |
106,12 |
2,61 |
2,58 |
105,98 |
2,59 |
WS0429 |
PL0000105391 |
134,23 |
135,12 |
2,81 |
2,75 |
134,68 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,900 |
1,950 |
1,921 |
240 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,700 |
1,700 |
1,700 |
200 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,950 |
1,950 |
1,950 |
40 |
PS0416 |
PL0000106340 |
0/1 |
1 |
1,950 |
1,950 |
1,950 |
60 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,950 |
1,950 |
1,950 |
10 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,700 |
1,850 |
1,775 |
120 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,980 |
1,980 |
1,980 |
75 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
30 |
DS1023 |
PL0000107264 |
0/4 |
4 |
1,950 |
1,950 |
1,950 |
5 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
210 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
145 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
80 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
90 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
55 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,950 |
1,950 |
1,950 |
40 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
10 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
5 |
PS0415 |
PL0000105953 |
4/11 |
7 |
1,950 |
1,950 |
1,950 |
720 |
TOTAL |
2 135 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.