2014-12-18 |
MARKET DATA |
No 244 (2526) |
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 |
1 692,50 |
1 802,18 |
82 |
2 990,00 |
3 214,37 |
21 |
4 682,50 |
5 016,55 |
103 |
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 |
101,37 |
101,35 |
101,300 |
101,370 |
101,300 |
101,360 |
101,349 |
735 000 |
771,61 |
15 |
OK0715 |
PL0000107405 |
99,09 |
99,05 |
99,090 |
99,090 |
99,090 |
99,090 |
99,090 |
25 000 |
24,77 |
1 |
DS1015 |
PL0000103602 |
103,66 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,06 |
98,06 |
98,060 |
98,060 |
98,060 |
98,060 |
98,060 |
50 000 |
49,03 |
1 |
PS0416 |
PL0000106340 |
104,17 |
104,17 |
104,170 |
104,170 |
104,170 |
104,170 |
104,170 |
30 000 |
32,24 |
1 |
OK0716 |
PL0000107926 |
97,14 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,24 |
105,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,54 |
106,50 |
106,530 |
106,530 |
106,530 |
106,530 |
106,530 |
20 000 |
21,93 |
2 |
DS1017 |
PL0000104543 |
109,15 |
109,10 |
109,150 |
109,150 |
109,060 |
109,060 |
109,104 |
35 000 |
38,48 |
3 |
PS0418 |
PL0000107314 |
105,53 |
105,54 |
105,590 |
105,590 |
105,590 |
105,590 |
105,590 |
5 000 |
5,40 |
1 |
PS0718 |
PL0000107595 |
101,49 |
101,47 |
101,470 |
101,470 |
101,470 |
101,470 |
101,470 |
10 000 |
10,25 |
1 |
PS0719 |
PL0000108148 |
104,72 |
104,56 |
104,720 |
104,740 |
104,560 |
104,650 |
104,614 |
265 000 |
280,77 |
21 |
DS1019 |
PL0000105441 |
115,10 |
115,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,16 |
116,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,27 |
121,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,43 |
123,35 |
123,310 |
123,310 |
123,310 |
123,310 |
123,310 |
97 500 |
121,61 |
2 |
DS1023 |
PL0000107264 |
112,30 |
112,20 |
112,300 |
112,510 |
112,300 |
112,510 |
112,399 |
55 000 |
62,17 |
7 |
DS0725 |
PL0000108197 |
106,44 |
106,25 |
106,170 |
106,380 |
106,100 |
106,330 |
106,309 |
235 000 |
252,96 |
20 |
WS0428 |
PL0000107611 |
100,62 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,48 |
135,40 |
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 |
103,00 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,20 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,10 |
100,13 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
10 000 |
10,12 |
1 |
WZ0117 |
PL0000106936 |
100,02 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,90 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,61 |
99,58 |
99,600 |
99,610 |
99,580 |
99,610 |
99,593 |
120 000 |
120,83 |
6 |
WZ0121 |
PL0000106068 |
98,83 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,70 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 692 500 |
1 802,18 |
82 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
101,26 |
101,36 |
1,71 |
1,42 |
101,31 |
1,57 |
OK0715 |
PL0000107405 |
98,96 |
99,11 |
1,78 |
1,52 |
99,04 |
1,65 |
DS1015 |
PL0000103602 |
103,64 |
103,77 |
1,82 |
1,67 |
103,71 |
1,74 |
OK0116 |
PL0000107587 |
98,02 |
98,15 |
1,85 |
1,72 |
98,09 |
1,78 |
PS0416 |
PL0000106340 |
104,14 |
104,26 |
1,83 |
1,74 |
104,20 |
1,79 |
OK0716 |
PL0000107926 |
97,09 |
97,23 |
1,87 |
1,78 |
97,16 |
1,83 |
IZ0816 |
PL0000103529 |
102,95 |
103,59 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,40 |
1,85 |
1,74 |
105,30 |
1,79 |
WZ0117 |
PL0000106936 |
99,98 |
100,14 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
106,44 |
106,62 |
1,90 |
1,83 |
106,53 |
1,87 |
DS1017 |
PL0000104543 |
109,10 |
109,31 |
1,92 |
1,85 |
109,21 |
1,89 |
WZ0118 |
PL0000104717 |
99,81 |
100,00 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,47 |
105,67 |
2,03 |
1,97 |
105,57 |
2,00 |
PS0718 |
PL0000107595 |
101,41 |
101,70 |
2,08 |
2,00 |
101,56 |
2,04 |
WZ0119 |
PL0000107603 |
99,51 |
99,72 |
--- |
--- |
99,62 |
--- |
PS0719 |
PL0000108148 |
104,54 |
104,79 |
2,20 |
2,14 |
104,67 |
2,17 |
DS1019 |
PL0000105441 |
115,02 |
115,33 |
2,19 |
2,13 |
115,18 |
2,16 |
DS1020 |
PL0000106126 |
116,08 |
116,39 |
2,28 |
2,22 |
116,24 |
2,25 |
WZ0121 |
PL0000106068 |
98,80 |
99,06 |
--- |
--- |
98,93 |
--- |
DS1021 |
PL0000106670 |
121,15 |
121,54 |
2,36 |
2,31 |
121,35 |
2,33 |
WS0922 |
PL0000102646 |
123,26 |
123,69 |
2,42 |
2,37 |
123,48 |
2,39 |
IZ0823 |
PL0000105359 |
112,02 |
112,93 |
--- |
--- |
112,48 |
--- |
DS1023 |
PL0000107264 |
112,10 |
112,50 |
2,46 |
2,41 |
112,30 |
2,43 |
WZ0124 |
PL0000107454 |
97,66 |
97,89 |
--- |
--- |
97,78 |
--- |
DS0725 |
PL0000108197 |
106,21 |
106,60 |
2,57 |
2,53 |
106,41 |
2,55 |
WS0429 |
PL0000105391 |
135,07 |
135,80 |
2,75 |
2,70 |
135,44 |
2,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,33 |
101,39 |
1,51 |
1,34 |
101,36 |
1,42 |
OK0715 |
PL0000107405 |
98,99 |
99,12 |
1,73 |
1,51 |
99,06 |
1,61 |
DS1015 |
PL0000103602 |
103,64 |
103,75 |
1,82 |
1,70 |
103,70 |
1,75 |
OK0116 |
PL0000107587 |
98,03 |
98,11 |
1,84 |
1,76 |
98,07 |
1,80 |
PS0416 |
PL0000106340 |
104,15 |
104,24 |
1,82 |
1,76 |
104,20 |
1,79 |
OK0716 |
PL0000107926 |
97,11 |
97,20 |
1,86 |
1,80 |
97,16 |
1,83 |
IZ0816 |
PL0000103529 |
102,94 |
103,58 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
105,22 |
105,34 |
1,83 |
1,77 |
105,28 |
1,80 |
WZ0117 |
PL0000106936 |
99,99 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
106,45 |
106,59 |
1,90 |
1,84 |
106,52 |
1,87 |
DS1017 |
PL0000104543 |
109,03 |
109,16 |
1,95 |
1,90 |
109,10 |
1,92 |
WZ0118 |
PL0000104717 |
99,86 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
105,43 |
105,63 |
2,05 |
1,99 |
105,53 |
2,02 |
PS0718 |
PL0000107595 |
101,34 |
101,51 |
2,11 |
2,06 |
101,43 |
2,08 |
WZ0119 |
PL0000107603 |
99,55 |
99,72 |
--- |
--- |
99,64 |
--- |
PS0719 |
PL0000108148 |
104,56 |
104,71 |
2,19 |
2,16 |
104,64 |
2,17 |
DS1019 |
PL0000105441 |
114,95 |
115,23 |
2,21 |
2,15 |
115,09 |
2,18 |
DS1020 |
PL0000106126 |
116,02 |
116,29 |
2,29 |
2,24 |
116,16 |
2,26 |
WZ0121 |
PL0000106068 |
98,80 |
99,06 |
--- |
--- |
98,93 |
--- |
DS1021 |
PL0000106670 |
121,10 |
121,50 |
2,37 |
2,31 |
121,30 |
2,34 |
WS0922 |
PL0000102646 |
123,29 |
123,60 |
2,42 |
2,38 |
123,45 |
2,40 |
IZ0823 |
PL0000105359 |
111,79 |
112,58 |
--- |
--- |
112,19 |
--- |
DS1023 |
PL0000107264 |
112,07 |
112,39 |
2,46 |
2,42 |
112,23 |
2,44 |
WZ0124 |
PL0000107454 |
97,66 |
97,84 |
--- |
--- |
97,75 |
--- |
DS0725 |
PL0000108197 |
106,13 |
106,42 |
2,58 |
2,55 |
106,28 |
2,56 |
WS0429 |
PL0000105391 |
135,10 |
135,93 |
2,75 |
2,69 |
135,52 |
2,72 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
50 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,880 |
1,880 |
1,880 |
40 |
PS0415 |
PL0000105953 |
1/4 |
3 |
1,930 |
1,930 |
1,930 |
570 |
PS0416 |
PL0000106340 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
150 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,950 |
1,950 |
1,950 |
140 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,930 |
1,930 |
1,930 |
40 |
PS0415 |
PL0000105953 |
4/11 |
7 |
1,850 |
1,850 |
1,850 |
660 |
PS0416 |
PL0000106340 |
4/11 |
7 |
1,950 |
1,950 |
1,950 |
200 |
WS0922 |
PL0000102646 |
1/11 |
10 |
1,930 |
1,930 |
1,930 |
35 |
DS1017 |
PL0000104543 |
1/11 |
10 |
1,930 |
1,930 |
1,930 |
175 |
DS1019 |
PL0000105441 |
1/11 |
10 |
1,900 |
1,900 |
1,900 |
140 |
PS0415 |
PL0000105953 |
1/11 |
10 |
1,930 |
1,930 |
1,930 |
400 |
DS1020 |
PL0000106126 |
1/11 |
10 |
1,930 |
1,930 |
1,930 |
60 |
PS1016 |
PL0000106795 |
1/11 |
10 |
1,850 |
1,850 |
1,850 |
190 |
DS1023 |
PL0000107264 |
1/11 |
10 |
1,950 |
1,950 |
1,950 |
60 |
PS0718 |
PL0000107595 |
1/11 |
10 |
1,940 |
1,940 |
1,940 |
75 |
WZ0119 |
PL0000107603 |
1/11 |
10 |
1,930 |
1,930 |
1,930 |
5 |
TOTAL |
2 990 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.