2014-12-16 |
MARKET DATA |
No 242 (2524) |
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 |
1 427,50 |
1 539,71 |
119 |
450,00 |
469,61 |
12 |
1 877,50 |
2 009,32 |
131 |
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 |
101,33 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,96 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,67 |
103,68 |
103,660 |
103,670 |
103,640 |
103,640 |
103,650 |
135 000 |
141,20 |
6 |
OK0116 |
PL0000107587 |
98,00 |
98,00 |
97,990 |
97,990 |
97,990 |
97,990 |
97,990 |
100 000 |
97,99 |
1 |
PS0416 |
PL0000106340 |
104,15 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,06 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,20 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,48 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,15 |
108,95 |
109,040 |
109,040 |
108,950 |
108,950 |
108,995 |
100 000 |
109,77 |
6 |
PS0418 |
PL0000107314 |
105,52 |
105,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,48 |
101,24 |
101,390 |
101,390 |
101,250 |
101,250 |
101,320 |
20 000 |
20,46 |
2 |
PS0719 |
PL0000108148 |
104,70 |
104,30 |
104,650 |
104,650 |
104,270 |
104,450 |
104,435 |
512 500 |
541,89 |
46 |
DS1019 |
PL0000105441 |
115,25 |
42,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,34 |
115,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,46 |
120,88 |
121,450 |
121,450 |
121,450 |
121,450 |
121,450 |
30 000 |
36,69 |
3 |
WS0922 |
PL0000102646 |
123,59 |
122,97 |
123,340 |
123,340 |
123,340 |
123,340 |
123,340 |
10 000 |
12,47 |
1 |
DS1023 |
PL0000107264 |
112,45 |
111,60 |
112,350 |
112,350 |
111,630 |
111,630 |
112,121 |
140 000 |
157,80 |
13 |
DS0725 |
PL0000108197 |
106,48 |
105,50 |
106,400 |
106,400 |
105,500 |
105,500 |
105,825 |
310 000 |
332,09 |
34 |
WS0428 |
PL0000107611 |
100,75 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,45 |
134,20 |
134,050 |
134,050 |
134,050 |
134,050 |
134,050 |
10 000 |
13,78 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,19 |
103,45 |
103,160 |
103,160 |
103,160 |
103,160 |
103,160 |
10 000 |
13,31 |
1 |
IZ0823 |
PL0000105359 |
112,88 |
112,95 |
112,700 |
112,700 |
112,300 |
112,300 |
112,423 |
40 000 |
52,38 |
4 |
WZ0115 |
PL0000106480 |
100,11 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,91 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,62 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,92 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,80 |
97,80 |
97,800 |
97,800 |
97,800 |
97,800 |
97,800 |
10 000 |
9,89 |
1 |
TOTAL |
1 427 500 |
1 539,71 |
119 |
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 |
103,65 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,65 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
118,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,85 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,15 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,00 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
124,50 |
125,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
120,30 |
120,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,50 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
118,38 |
118,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
134,75 |
135,75 |
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 |
101,30 |
101,42 |
1,71 |
1,38 |
101,36 |
1,55 |
OK0715 |
PL0000107405 |
98,94 |
99,08 |
1,79 |
1,55 |
99,01 |
1,67 |
DS1015 |
PL0000103602 |
103,65 |
103,76 |
1,87 |
1,74 |
103,71 |
1,80 |
OK0116 |
PL0000107587 |
97,97 |
98,09 |
1,87 |
1,76 |
98,03 |
1,82 |
PS0416 |
PL0000106340 |
104,12 |
104,24 |
1,87 |
1,78 |
104,18 |
1,83 |
OK0716 |
PL0000107926 |
97,03 |
97,18 |
1,90 |
1,80 |
97,11 |
1,85 |
IZ0816 |
PL0000103529 |
103,07 |
103,70 |
--- |
--- |
103,39 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,31 |
1,88 |
1,80 |
105,24 |
1,84 |
WZ0117 |
PL0000106936 |
99,98 |
100,15 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
106,39 |
106,56 |
1,94 |
1,87 |
106,48 |
1,90 |
DS1017 |
PL0000104543 |
109,02 |
109,21 |
1,96 |
1,90 |
109,12 |
1,93 |
WZ0118 |
PL0000104717 |
99,85 |
100,06 |
--- |
--- |
99,96 |
--- |
PS0418 |
PL0000107314 |
105,41 |
105,62 |
2,06 |
1,99 |
105,52 |
2,02 |
PS0718 |
PL0000107595 |
101,35 |
101,61 |
2,10 |
2,03 |
101,48 |
2,07 |
WZ0119 |
PL0000107603 |
99,58 |
99,73 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
104,51 |
104,71 |
2,20 |
2,16 |
104,61 |
2,18 |
DS1019 |
PL0000105441 |
115,02 |
115,28 |
2,20 |
2,15 |
115,15 |
2,17 |
DS1020 |
PL0000106126 |
116,10 |
116,36 |
2,28 |
2,23 |
116,23 |
2,25 |
WZ0121 |
PL0000106068 |
98,87 |
99,14 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
121,34 |
121,57 |
2,34 |
2,31 |
121,46 |
2,32 |
WS0922 |
PL0000102646 |
123,35 |
123,65 |
2,41 |
2,37 |
123,50 |
2,39 |
IZ0823 |
PL0000105359 |
112,64 |
113,58 |
--- |
--- |
113,11 |
--- |
DS1023 |
PL0000107264 |
112,10 |
112,45 |
2,46 |
2,42 |
112,28 |
2,44 |
WZ0124 |
PL0000107454 |
97,72 |
98,02 |
--- |
--- |
97,87 |
--- |
DS0725 |
PL0000108197 |
106,14 |
106,46 |
2,58 |
2,54 |
106,30 |
2,56 |
WS0429 |
PL0000105391 |
134,63 |
135,62 |
2,79 |
2,72 |
135,13 |
2,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,29 |
101,39 |
1,74 |
1,46 |
101,34 |
1,60 |
OK0715 |
PL0000107405 |
98,93 |
99,06 |
1,80 |
1,58 |
99,00 |
1,68 |
DS1015 |
PL0000103602 |
103,62 |
103,70 |
1,90 |
1,81 |
103,66 |
1,86 |
OK0116 |
PL0000107587 |
97,93 |
98,02 |
1,91 |
1,83 |
97,98 |
1,87 |
PS0416 |
PL0000106340 |
104,03 |
104,14 |
1,94 |
1,86 |
104,09 |
1,89 |
OK0716 |
PL0000107926 |
96,96 |
97,06 |
1,94 |
1,88 |
97,01 |
1,91 |
IZ0816 |
PL0000103529 |
102,94 |
103,61 |
--- |
--- |
103,28 |
--- |
PS1016 |
PL0000106795 |
105,07 |
105,18 |
1,93 |
1,87 |
105,13 |
1,90 |
WZ0117 |
PL0000106936 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
106,21 |
106,39 |
2,01 |
1,94 |
106,30 |
1,97 |
DS1017 |
PL0000104543 |
108,87 |
108,99 |
2,01 |
1,97 |
108,93 |
1,99 |
WZ0118 |
PL0000104717 |
99,86 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
105,22 |
105,38 |
2,12 |
2,07 |
105,30 |
2,09 |
PS0718 |
PL0000107595 |
101,16 |
101,36 |
2,16 |
2,10 |
101,26 |
2,13 |
WZ0119 |
PL0000107603 |
99,55 |
99,65 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
104,24 |
104,43 |
2,27 |
2,22 |
104,34 |
2,24 |
DS1019 |
PL0000105441 |
114,67 |
114,88 |
2,27 |
2,23 |
114,78 |
2,25 |
DS1020 |
PL0000106126 |
115,61 |
115,88 |
2,36 |
2,31 |
115,75 |
2,34 |
WZ0121 |
PL0000106068 |
98,79 |
99,03 |
--- |
--- |
98,91 |
--- |
DS1021 |
PL0000106670 |
120,62 |
121,00 |
2,44 |
2,39 |
120,81 |
2,41 |
WS0922 |
PL0000102646 |
122,68 |
123,07 |
2,50 |
2,45 |
122,88 |
2,47 |
IZ0823 |
PL0000105359 |
110,70 |
115,14 |
--- |
--- |
112,92 |
--- |
DS1023 |
PL0000107264 |
111,42 |
111,72 |
2,54 |
2,50 |
111,57 |
2,52 |
WZ0124 |
PL0000107454 |
97,68 |
97,93 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
105,36 |
105,65 |
2,66 |
2,63 |
105,51 |
2,64 |
WS0429 |
PL0000105391 |
133,86 |
134,51 |
2,84 |
2,79 |
134,19 |
2,82 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,940 |
1,940 |
1,940 |
5 |
OK0715 |
PL0000107405 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
145 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,940 |
1,940 |
1,940 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,910 |
1,910 |
1,910 |
20 |
PS0416 |
PL0000106340 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
40 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,940 |
1,940 |
1,940 |
5 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,930 |
1,930 |
1,930 |
25 |
PS0417 |
PL0000107058 |
1/13 |
12 |
1,900 |
1,930 |
1,911 |
135 |
DS0725 |
PL0000108197 |
1/13 |
12 |
1,850 |
1,850 |
1,850 |
15 |
WZ0121 |
PL0000106068 |
1/13 |
12 |
1,930 |
1,930 |
1,930 |
30 |
TOTAL |
450 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.