2014-12-17 |
MARKET DATA |
No 243 (2525) |
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 |
1 005,00 |
1 114,81 |
91 |
850,00 |
924,80 |
13 |
1 855,00 |
2 039,60 |
104 |
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 |
101,30 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,94 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,64 |
103,66 |
103,690 |
103,690 |
103,690 |
103,690 |
103,690 |
32 500 |
34,01 |
2 |
OK0116 |
PL0000107587 |
98,00 |
98,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,13 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,07 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,17 |
105,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,37 |
106,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,06 |
108,94 |
109,000 |
109,000 |
108,940 |
108,940 |
108,957 |
35 000 |
38,41 |
3 |
PS0418 |
PL0000107314 |
105,39 |
105,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,30 |
101,22 |
101,260 |
101,290 |
101,260 |
101,290 |
101,286 |
100 000 |
102,29 |
6 |
PS0719 |
PL0000108148 |
104,50 |
104,23 |
104,460 |
104,530 |
104,150 |
104,450 |
104,361 |
62 500 |
66,04 |
7 |
DS1019 |
PL0000105441 |
114,90 |
114,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
115,92 |
115,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,00 |
120,61 |
120,850 |
120,850 |
120,820 |
120,820 |
120,825 |
60 000 |
73,01 |
5 |
WS0922 |
PL0000102646 |
123,05 |
122,69 |
122,950 |
122,990 |
122,950 |
122,990 |
122,981 |
100 000 |
124,35 |
9 |
DS1023 |
PL0000107264 |
111,89 |
111,38 |
111,600 |
111,790 |
111,350 |
111,790 |
111,622 |
200 000 |
224,45 |
20 |
DS0725 |
PL0000108197 |
105,95 |
105,30 |
105,850 |
106,000 |
105,340 |
105,950 |
105,662 |
230 000 |
246,03 |
23 |
WS0428 |
PL0000107611 |
99,98 |
99,92 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
10 000 |
10,13 |
1 |
WS0429 |
PL0000105391 |
134,67 |
134,11 |
134,190 |
134,190 |
134,150 |
134,150 |
134,161 |
35 000 |
48,27 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,09 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,39 |
111,50 |
112,130 |
112,130 |
111,780 |
111,910 |
111,940 |
30 000 |
39,12 |
3 |
WZ0115 |
PL0000106480 |
100,11 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,58 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,90 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,75 |
97,71 |
97,750 |
97,750 |
97,710 |
97,750 |
97,723 |
110 000 |
108,68 |
8 |
TOTAL |
1 005 000 |
1 114,81 |
91 |
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 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,80 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,00 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,00 |
120,55 |
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 |
120,25 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
114,25 |
114,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
118,25 |
118,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
134,50 |
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 |
101,28 |
101,39 |
1,74 |
1,43 |
101,34 |
1,57 |
OK0715 |
PL0000107405 |
98,92 |
99,06 |
1,83 |
1,59 |
98,99 |
1,71 |
DS1015 |
PL0000103602 |
103,60 |
103,70 |
1,91 |
1,80 |
103,65 |
1,85 |
OK0116 |
PL0000107587 |
97,95 |
98,06 |
1,90 |
1,79 |
98,01 |
1,84 |
PS0416 |
PL0000106340 |
104,11 |
104,19 |
1,87 |
1,81 |
104,15 |
1,84 |
OK0716 |
PL0000107926 |
97,02 |
97,14 |
1,91 |
1,83 |
97,08 |
1,87 |
IZ0816 |
PL0000103529 |
102,96 |
103,52 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
105,15 |
105,27 |
1,88 |
1,82 |
105,21 |
1,85 |
WZ0117 |
PL0000106936 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
106,32 |
106,48 |
1,96 |
1,90 |
106,40 |
1,93 |
DS1017 |
PL0000104543 |
108,95 |
109,11 |
1,98 |
1,93 |
109,03 |
1,96 |
WZ0118 |
PL0000104717 |
99,79 |
99,99 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
105,31 |
105,51 |
2,09 |
2,03 |
105,41 |
2,06 |
PS0718 |
PL0000107595 |
101,26 |
101,45 |
2,13 |
2,07 |
101,36 |
2,10 |
WZ0119 |
PL0000107603 |
99,49 |
99,70 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
104,38 |
104,59 |
2,23 |
2,19 |
104,49 |
2,21 |
DS1019 |
PL0000105441 |
114,82 |
115,09 |
2,24 |
2,18 |
114,96 |
2,21 |
DS1020 |
PL0000106126 |
115,85 |
116,12 |
2,32 |
2,27 |
115,99 |
2,29 |
WZ0121 |
PL0000106068 |
98,82 |
99,04 |
--- |
--- |
98,93 |
--- |
DS1021 |
PL0000106670 |
120,89 |
121,23 |
2,40 |
2,35 |
121,06 |
2,38 |
WS0922 |
PL0000102646 |
122,89 |
123,30 |
2,47 |
2,42 |
123,10 |
2,44 |
IZ0823 |
PL0000105359 |
111,62 |
112,55 |
--- |
--- |
112,09 |
--- |
DS1023 |
PL0000107264 |
111,70 |
112,03 |
2,51 |
2,47 |
111,87 |
2,49 |
WZ0124 |
PL0000107454 |
97,70 |
97,94 |
--- |
--- |
97,82 |
--- |
DS0725 |
PL0000108197 |
105,68 |
106,00 |
2,63 |
2,59 |
105,84 |
2,61 |
WS0429 |
PL0000105391 |
134,09 |
135,04 |
2,82 |
2,76 |
134,57 |
2,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,28 |
101,39 |
1,74 |
1,43 |
101,34 |
1,57 |
OK0715 |
PL0000107405 |
98,92 |
99,06 |
1,83 |
1,59 |
98,99 |
1,71 |
DS1015 |
PL0000103602 |
103,62 |
103,71 |
1,89 |
1,78 |
103,67 |
1,83 |
OK0116 |
PL0000107587 |
97,97 |
98,06 |
1,88 |
1,79 |
98,02 |
1,83 |
PS0416 |
PL0000106340 |
104,09 |
104,20 |
1,89 |
1,81 |
104,15 |
1,84 |
OK0716 |
PL0000107926 |
97,05 |
97,12 |
1,89 |
1,84 |
97,09 |
1,86 |
IZ0816 |
PL0000103529 |
102,92 |
103,56 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
105,14 |
105,30 |
1,89 |
1,80 |
105,22 |
1,85 |
WZ0117 |
PL0000106936 |
99,98 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
106,35 |
106,50 |
1,95 |
1,89 |
106,43 |
1,92 |
DS1017 |
PL0000104543 |
109,00 |
109,13 |
1,97 |
1,92 |
109,07 |
1,94 |
WZ0118 |
PL0000104717 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0418 |
PL0000107314 |
105,35 |
105,53 |
2,07 |
2,02 |
105,44 |
2,05 |
PS0718 |
PL0000107595 |
101,24 |
101,46 |
2,13 |
2,07 |
101,35 |
2,10 |
WZ0119 |
PL0000107603 |
99,53 |
99,68 |
--- |
--- |
99,61 |
--- |
PS0719 |
PL0000108148 |
104,42 |
104,58 |
2,22 |
2,19 |
104,50 |
2,21 |
DS1019 |
PL0000105441 |
114,82 |
115,08 |
2,24 |
2,19 |
114,95 |
2,21 |
DS1020 |
PL0000106126 |
115,81 |
116,10 |
2,32 |
2,28 |
115,96 |
2,30 |
WZ0121 |
PL0000106068 |
98,78 |
99,04 |
--- |
--- |
98,91 |
--- |
DS1021 |
PL0000106670 |
120,88 |
121,23 |
2,40 |
2,35 |
121,06 |
2,38 |
WS0922 |
PL0000102646 |
122,95 |
123,31 |
2,46 |
2,42 |
123,13 |
2,44 |
IZ0823 |
PL0000105359 |
111,43 |
112,34 |
--- |
--- |
111,89 |
--- |
DS1023 |
PL0000107264 |
111,78 |
112,01 |
2,50 |
2,47 |
111,90 |
2,48 |
WZ0124 |
PL0000107454 |
97,66 |
97,88 |
--- |
--- |
97,77 |
--- |
DS0725 |
PL0000108197 |
105,67 |
106,10 |
2,63 |
2,58 |
105,89 |
2,60 |
WS0429 |
PL0000105391 |
134,45 |
135,35 |
2,80 |
2,73 |
134,90 |
2,77 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0715 |
PL0000107405 |
0/1 |
1 |
1,930 |
1,930 |
1,930 |
95 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,940 |
1,940 |
1,940 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,930 |
1,930 |
1,930 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,940 |
1,940 |
1,940 |
25 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
40 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,930 |
1,930 |
1,930 |
5 |
DS1019 |
PL0000105441 |
1/12 |
11 |
1,920 |
1,920 |
1,920 |
55 |
PS0416 |
PL0000106340 |
1/12 |
11 |
1,950 |
1,950 |
1,950 |
385 |
DS1021 |
PL0000106670 |
1/12 |
11 |
1,930 |
1,930 |
1,930 |
65 |
DS1023 |
PL0000107264 |
1/12 |
11 |
1,930 |
1,930 |
1,930 |
20 |
OK0715 |
PL0000107405 |
1/12 |
11 |
1,930 |
1,930 |
1,930 |
95 |
TOTAL |
850 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.