2014-12-15 |
MARKET DATA |
No 241 (2523) |
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 |
777,50 |
848,24 |
57 |
1 305,00 |
1 482,50 |
16 |
2 082,50 |
2 330,74 |
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 |
101,36 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,97 |
98,97 |
98,970 |
98,970 |
98,970 |
98,970 |
98,970 |
25 000 |
24,74 |
1 |
DS1015 |
PL0000103602 |
103,69 |
103,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,01 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,20 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,12 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,35 |
105,27 |
105,350 |
105,350 |
105,350 |
105,350 |
105,350 |
20 000 |
21,21 |
1 |
PS0417 |
PL0000107058 |
106,63 |
106,48 |
106,490 |
106,630 |
106,490 |
106,630 |
106,551 |
70 000 |
76,74 |
3 |
DS1017 |
PL0000104543 |
109,23 |
109,15 |
109,200 |
109,200 |
109,200 |
109,200 |
109,200 |
25 000 |
27,49 |
1 |
PS0418 |
PL0000107314 |
105,65 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,61 |
101,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,90 |
104,66 |
104,700 |
104,880 |
104,700 |
104,820 |
104,782 |
317 500 |
336,78 |
20 |
DS1019 |
PL0000105441 |
115,42 |
115,16 |
115,160 |
115,180 |
115,160 |
115,180 |
115,173 |
40 000 |
46,39 |
4 |
DS1020 |
PL0000106126 |
116,52 |
116,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,67 |
121,38 |
121,700 |
121,700 |
121,700 |
121,700 |
121,700 |
10 000 |
12,25 |
2 |
WS0922 |
PL0000102646 |
123,86 |
123,45 |
123,660 |
123,780 |
123,660 |
123,780 |
123,720 |
45 000 |
56,28 |
4 |
DS1023 |
PL0000107264 |
112,63 |
112,16 |
112,500 |
112,500 |
112,490 |
112,490 |
112,497 |
30 000 |
33,92 |
2 |
DS0725 |
PL0000108197 |
106,72 |
105,99 |
106,300 |
106,760 |
106,300 |
106,720 |
106,604 |
180 000 |
194,21 |
17 |
WS0428 |
PL0000107611 |
101,10 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,69 |
135,24 |
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 |
103,42 |
103,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,05 |
113,30 |
113,300 |
113,300 |
113,300 |
113,300 |
113,300 |
10 000 |
13,20 |
1 |
WZ0115 |
PL0000106480 |
100,15 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
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 |
99,65 |
99,690 |
99,690 |
99,690 |
99,690 |
99,690 |
5 000 |
5,04 |
1 |
WZ0121 |
PL0000106068 |
99,00 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,88 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
777 500 |
848,24 |
57 |
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 |
107,70 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,15 |
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 |
119,13 |
119,40 |
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 |
124,75 |
125,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,34 |
120,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,80 |
115,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
118,50 |
118,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
135,00 |
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 |
101,32 |
101,43 |
1,68 |
1,39 |
101,38 |
1,52 |
OK0715 |
PL0000107405 |
98,92 |
99,06 |
1,81 |
1,57 |
98,99 |
1,69 |
DS1015 |
PL0000103602 |
103,63 |
103,74 |
1,90 |
1,78 |
103,69 |
1,83 |
OK0116 |
PL0000107587 |
97,93 |
98,04 |
1,91 |
1,80 |
97,99 |
1,85 |
PS0416 |
PL0000106340 |
104,09 |
104,21 |
1,90 |
1,81 |
104,15 |
1,85 |
OK0716 |
PL0000107926 |
96,99 |
97,13 |
1,92 |
1,83 |
97,06 |
1,88 |
IZ0816 |
PL0000103529 |
103,15 |
103,73 |
--- |
--- |
103,44 |
--- |
PS1016 |
PL0000106795 |
105,12 |
105,29 |
1,91 |
1,82 |
105,21 |
1,86 |
WZ0117 |
PL0000106936 |
100,00 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
106,37 |
106,50 |
1,95 |
1,89 |
106,44 |
1,92 |
DS1017 |
PL0000104543 |
109,01 |
109,18 |
1,97 |
1,91 |
109,10 |
1,94 |
WZ0118 |
PL0000104717 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0418 |
PL0000107314 |
105,34 |
105,57 |
2,08 |
2,01 |
105,46 |
2,04 |
PS0718 |
PL0000107595 |
101,31 |
101,56 |
2,12 |
2,04 |
101,44 |
2,08 |
WZ0119 |
PL0000107603 |
99,59 |
99,70 |
--- |
--- |
99,65 |
--- |
PS0719 |
PL0000108148 |
104,48 |
104,69 |
2,21 |
2,17 |
104,59 |
2,19 |
DS1019 |
PL0000105441 |
114,95 |
115,22 |
2,21 |
2,16 |
115,09 |
2,19 |
DS1020 |
PL0000106126 |
116,00 |
116,26 |
2,29 |
2,25 |
116,13 |
2,27 |
WZ0121 |
PL0000106068 |
98,97 |
99,13 |
--- |
--- |
99,05 |
--- |
DS1021 |
PL0000106670 |
121,00 |
121,41 |
2,39 |
2,33 |
121,21 |
2,36 |
WS0922 |
PL0000102646 |
123,13 |
123,49 |
2,44 |
2,40 |
123,31 |
2,42 |
IZ0823 |
PL0000105359 |
112,53 |
113,51 |
--- |
--- |
113,02 |
--- |
DS1023 |
PL0000107264 |
111,97 |
112,28 |
2,48 |
2,44 |
112,13 |
2,46 |
WZ0124 |
PL0000107454 |
97,73 |
97,96 |
--- |
--- |
97,85 |
--- |
DS0725 |
PL0000108197 |
105,95 |
106,35 |
2,60 |
2,56 |
106,15 |
2,58 |
WS0429 |
PL0000105391 |
134,42 |
135,53 |
2,80 |
2,72 |
134,98 |
2,76 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,32 |
101,41 |
1,68 |
1,44 |
101,37 |
1,55 |
OK0715 |
PL0000107405 |
98,93 |
99,03 |
1,79 |
1,63 |
98,98 |
1,71 |
DS1015 |
PL0000103602 |
103,65 |
103,77 |
1,88 |
1,74 |
103,71 |
1,81 |
OK0116 |
PL0000107587 |
97,98 |
98,09 |
1,86 |
1,76 |
98,04 |
1,80 |
PS0416 |
PL0000106340 |
104,14 |
104,27 |
1,86 |
1,77 |
104,21 |
1,81 |
OK0716 |
PL0000107926 |
97,05 |
97,19 |
1,88 |
1,79 |
97,12 |
1,84 |
IZ0816 |
PL0000103529 |
103,10 |
103,68 |
--- |
--- |
103,39 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,37 |
1,86 |
1,78 |
105,29 |
1,82 |
WZ0117 |
PL0000106936 |
99,99 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
106,45 |
106,64 |
1,91 |
1,83 |
106,55 |
1,87 |
DS1017 |
PL0000104543 |
109,13 |
109,29 |
1,93 |
1,87 |
109,21 |
1,90 |
WZ0118 |
PL0000104717 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0418 |
PL0000107314 |
105,51 |
105,74 |
2,03 |
1,96 |
105,63 |
1,99 |
PS0718 |
PL0000107595 |
101,47 |
101,74 |
2,07 |
1,99 |
101,61 |
2,03 |
WZ0119 |
PL0000107603 |
99,60 |
99,71 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
104,79 |
104,94 |
2,14 |
2,11 |
104,87 |
2,12 |
DS1019 |
PL0000105441 |
115,32 |
115,52 |
2,14 |
2,10 |
115,42 |
2,12 |
DS1020 |
PL0000106126 |
116,33 |
116,61 |
2,24 |
2,19 |
116,47 |
2,22 |
WZ0121 |
PL0000106068 |
98,93 |
99,13 |
--- |
--- |
99,03 |
--- |
DS1021 |
PL0000106670 |
121,58 |
121,84 |
2,31 |
2,27 |
121,71 |
2,29 |
WS0922 |
PL0000102646 |
123,64 |
123,99 |
2,38 |
2,33 |
123,82 |
2,35 |
IZ0823 |
PL0000105359 |
112,67 |
113,54 |
--- |
--- |
113,11 |
--- |
DS1023 |
PL0000107264 |
112,45 |
112,76 |
2,42 |
2,38 |
112,61 |
2,40 |
WZ0124 |
PL0000107454 |
97,83 |
97,99 |
--- |
--- |
97,91 |
--- |
DS0725 |
PL0000108197 |
106,46 |
106,77 |
2,54 |
2,51 |
106,62 |
2,53 |
WS0429 |
PL0000105391 |
135,25 |
136,26 |
2,74 |
2,67 |
135,76 |
2,71 |
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 |
1,950 |
1,950 |
1,950 |
110 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,910 |
1,910 |
1,910 |
250 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,920 |
1,920 |
1,920 |
120 |
OK0715 |
PL0000107405 |
0/1 |
1 |
1,910 |
1,910 |
1,910 |
95 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
100 |
WS0429 |
PL0000105391 |
1/2 |
1 |
1,850 |
1,850 |
1,850 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
15 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
65 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
20 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,920 |
1,920 |
1,920 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
110 |
PS0415 |
PL0000105953 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
10 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
230 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,910 |
1,910 |
1,910 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
90 |
TOTAL |
1 305 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.