2014-12-12 |
MARKET DATA |
No 240 (2522) |
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 |
480,00 |
522,49 |
40 |
2 245,00 |
2 414,40 |
22 |
2 725,00 |
2 936,89 |
62 |
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 |
101,35 |
101,40 |
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 |
103,66 |
103,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,98 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,16 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,04 |
97,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,20 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,42 |
106,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,10 |
109,07 |
109,080 |
109,100 |
109,080 |
109,100 |
109,089 |
165 000 |
181,23 |
7 |
PS0418 |
PL0000107314 |
105,41 |
105,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,41 |
101,37 |
101,410 |
101,410 |
101,390 |
101,390 |
101,395 |
40 000 |
40,95 |
4 |
PS0719 |
PL0000108148 |
104,58 |
104,50 |
104,580 |
104,580 |
104,550 |
104,550 |
104,553 |
50 000 |
52,92 |
5 |
DS1019 |
PL0000105441 |
115,11 |
115,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,08 |
115,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,30 |
121,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,37 |
123,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,17 |
112,11 |
112,160 |
112,230 |
112,020 |
112,050 |
112,131 |
130 000 |
146,51 |
11 |
DS0725 |
PL0000108197 |
106,20 |
106,10 |
106,300 |
106,300 |
106,050 |
106,050 |
106,131 |
75 000 |
80,56 |
10 |
WS0428 |
PL0000107611 |
100,50 |
100,63 |
100,500 |
100,500 |
100,500 |
100,500 |
100,500 |
10 000 |
10,23 |
1 |
WS0429 |
PL0000105391 |
135,02 |
134,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,00 |
148,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,23 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,85 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,14 |
100,14 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
5 000 |
5,06 |
1 |
WZ0117 |
PL0000106936 |
100,06 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,93 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,66 |
99,68 |
99,680 |
99,680 |
99,680 |
99,680 |
99,680 |
5 000 |
5,04 |
1 |
WZ0121 |
PL0000106068 |
99,02 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,82 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
480 000 |
522,49 |
40 |
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 |
103,70 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,75 |
108,10 |
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 |
104,85 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,20 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,10 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,88 |
125,50 |
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 |
114,75 |
115,50 |
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 |
135,50 |
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 |
101,33 |
101,45 |
1,68 |
1,36 |
101,39 |
1,52 |
OK0715 |
PL0000107405 |
98,92 |
99,06 |
1,80 |
1,57 |
98,99 |
1,69 |
DS1015 |
PL0000103602 |
103,64 |
103,76 |
1,90 |
1,77 |
103,70 |
1,84 |
OK0116 |
PL0000107587 |
97,93 |
98,04 |
1,90 |
1,80 |
97,99 |
1,85 |
PS0416 |
PL0000106340 |
104,08 |
104,21 |
1,91 |
1,82 |
104,15 |
1,86 |
OK0716 |
PL0000107926 |
96,96 |
97,11 |
1,94 |
1,84 |
97,04 |
1,89 |
IZ0816 |
PL0000103529 |
103,15 |
103,72 |
--- |
--- |
103,44 |
--- |
PS1016 |
PL0000106795 |
105,11 |
105,27 |
1,92 |
1,83 |
105,19 |
1,87 |
WZ0117 |
PL0000106936 |
100,00 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
106,32 |
106,46 |
1,97 |
1,91 |
106,39 |
1,94 |
DS1017 |
PL0000104543 |
109,00 |
109,11 |
1,98 |
1,94 |
109,06 |
1,95 |
WZ0118 |
PL0000104717 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0418 |
PL0000107314 |
105,29 |
105,47 |
2,10 |
2,04 |
105,38 |
2,07 |
PS0718 |
PL0000107595 |
101,22 |
101,41 |
2,14 |
2,09 |
101,32 |
2,11 |
WZ0119 |
PL0000107603 |
99,62 |
99,71 |
--- |
--- |
99,67 |
--- |
PS0719 |
PL0000108148 |
104,38 |
104,57 |
2,24 |
2,19 |
104,48 |
2,21 |
DS1019 |
PL0000105441 |
114,83 |
115,10 |
2,24 |
2,19 |
114,97 |
2,21 |
DS1020 |
PL0000106126 |
115,85 |
116,09 |
2,32 |
2,28 |
115,97 |
2,30 |
WZ0121 |
PL0000106068 |
98,91 |
99,10 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
120,99 |
121,39 |
2,39 |
2,33 |
121,19 |
2,36 |
WS0922 |
PL0000102646 |
123,12 |
123,54 |
2,44 |
2,39 |
123,33 |
2,42 |
IZ0823 |
PL0000105359 |
112,58 |
113,48 |
--- |
--- |
113,03 |
--- |
DS1023 |
PL0000107264 |
111,94 |
112,23 |
2,48 |
2,45 |
112,09 |
2,46 |
WZ0124 |
PL0000107454 |
97,75 |
97,96 |
--- |
--- |
97,86 |
--- |
DS0725 |
PL0000108197 |
105,94 |
106,30 |
2,60 |
2,56 |
106,12 |
2,58 |
WS0429 |
PL0000105391 |
134,38 |
135,31 |
2,80 |
2,74 |
134,85 |
2,77 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,32 |
101,42 |
1,71 |
1,44 |
101,37 |
1,58 |
OK0715 |
PL0000107405 |
98,91 |
99,04 |
1,82 |
1,60 |
98,98 |
1,70 |
DS1015 |
PL0000103602 |
103,64 |
103,76 |
1,90 |
1,77 |
103,70 |
1,84 |
OK0116 |
PL0000107587 |
97,95 |
98,04 |
1,88 |
1,80 |
98,00 |
1,84 |
PS0416 |
PL0000106340 |
104,09 |
104,21 |
1,90 |
1,82 |
104,15 |
1,86 |
OK0716 |
PL0000107926 |
96,98 |
97,12 |
1,93 |
1,83 |
97,05 |
1,88 |
IZ0816 |
PL0000103529 |
103,15 |
103,72 |
--- |
--- |
103,44 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,29 |
1,89 |
1,82 |
105,23 |
1,85 |
WZ0117 |
PL0000106936 |
100,03 |
100,14 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,35 |
106,47 |
1,96 |
1,91 |
106,41 |
1,93 |
DS1017 |
PL0000104543 |
109,06 |
109,14 |
1,95 |
1,93 |
109,10 |
1,94 |
WZ0118 |
PL0000104717 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0418 |
PL0000107314 |
105,33 |
105,52 |
2,08 |
2,03 |
105,43 |
2,05 |
PS0718 |
PL0000107595 |
101,29 |
101,51 |
2,12 |
2,06 |
101,40 |
2,09 |
WZ0119 |
PL0000107603 |
99,61 |
99,71 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
104,47 |
104,63 |
2,22 |
2,18 |
104,55 |
2,20 |
DS1019 |
PL0000105441 |
114,99 |
115,20 |
2,21 |
2,17 |
115,10 |
2,19 |
DS1020 |
PL0000106126 |
115,94 |
116,20 |
2,31 |
2,26 |
116,07 |
2,28 |
WZ0121 |
PL0000106068 |
98,98 |
99,15 |
--- |
--- |
99,07 |
--- |
DS1021 |
PL0000106670 |
120,96 |
121,37 |
2,40 |
2,34 |
121,17 |
2,37 |
WS0922 |
PL0000102646 |
123,08 |
123,40 |
2,45 |
2,41 |
123,24 |
2,43 |
IZ0823 |
PL0000105359 |
112,56 |
113,47 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
111,91 |
112,18 |
2,48 |
2,45 |
112,05 |
2,47 |
WZ0124 |
PL0000107454 |
97,78 |
97,94 |
--- |
--- |
97,86 |
--- |
DS0725 |
PL0000108197 |
105,88 |
106,17 |
2,61 |
2,57 |
106,03 |
2,59 |
WS0429 |
PL0000105391 |
134,56 |
135,48 |
2,79 |
2,73 |
135,02 |
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) |
(%) |
(%) |
(%) |
PS0415 |
PL0000105953 |
3/4 |
1 |
1,930 |
1,930 |
1,930 |
200 |
PS1016 |
PL0000106795 |
3/4 |
1 |
1,900 |
1,900 |
1,900 |
50 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,930 |
1,930 |
1,930 |
140 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,950 |
1,950 |
1,950 |
30 |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,950 |
1,950 |
1,950 |
100 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,930 |
1,930 |
1,930 |
45 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,930 |
1,950 |
1,937 |
280 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,950 |
1,950 |
1,950 |
50 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
300 |
PS0415 |
PL0000105953 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
530 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
55 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
160 |
OK0715 |
PL0000107405 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
135 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
20 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
25 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
35 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
90 |
TOTAL |
2 245 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.