2014-12-19 |
MARKET DATA |
No 245 (2527) |
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 |
1 265,00 |
1 344,81 |
83 |
410,00 |
448,51 |
8 |
1 675,00 |
1 793,32 |
91 |
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 |
101,32 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,10 |
99,08 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
25 000 |
24,78 |
1 |
DS1015 |
PL0000103602 |
103,66 |
103,64 |
103,660 |
103,660 |
103,640 |
103,640 |
103,646 |
90 000 |
94,21 |
5 |
OK0116 |
PL0000107587 |
98,06 |
98,04 |
98,060 |
98,060 |
98,040 |
98,040 |
98,045 |
110 000 |
107,85 |
2 |
PS0416 |
PL0000106340 |
104,16 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,14 |
97,14 |
97,150 |
97,150 |
97,150 |
97,150 |
97,150 |
25 000 |
24,29 |
1 |
PS1016 |
PL0000106795 |
105,26 |
105,24 |
105,240 |
105,300 |
105,240 |
105,300 |
105,258 |
235 000 |
249,16 |
12 |
PS0417 |
PL0000107058 |
106,47 |
106,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,08 |
108,99 |
109,050 |
109,080 |
109,000 |
109,080 |
109,030 |
80 000 |
87,90 |
4 |
PS0418 |
PL0000107314 |
105,46 |
105,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,45 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,63 |
104,39 |
104,450 |
104,630 |
104,440 |
104,610 |
104,531 |
195 000 |
206,46 |
16 |
DS1019 |
PL0000105441 |
115,10 |
114,86 |
114,910 |
114,910 |
114,910 |
114,910 |
114,910 |
10 000 |
11,58 |
1 |
DS1020 |
PL0000106126 |
116,08 |
115,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,16 |
120,89 |
120,930 |
120,940 |
120,820 |
120,940 |
120,888 |
125 000 |
152,27 |
12 |
WS0922 |
PL0000102646 |
123,25 |
122,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,16 |
111,80 |
112,200 |
112,200 |
112,200 |
112,200 |
112,200 |
10 000 |
11,28 |
1 |
DS0725 |
PL0000108197 |
106,24 |
105,84 |
105,810 |
105,810 |
105,740 |
105,740 |
105,766 |
50 000 |
53,56 |
5 |
WS0428 |
PL0000107611 |
100,56 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,40 |
134,69 |
134,690 |
134,690 |
134,690 |
134,690 |
134,690 |
10 000 |
13,85 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,96 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,90 |
112,40 |
111,900 |
111,900 |
111,800 |
111,800 |
111,850 |
20 000 |
26,07 |
2 |
WZ0115 |
PL0000106480 |
100,10 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,87 |
99,82 |
99,820 |
99,820 |
99,820 |
99,820 |
99,820 |
15 000 |
15,14 |
1 |
WZ0119 |
PL0000107603 |
99,56 |
99,50 |
99,560 |
99,560 |
99,490 |
99,500 |
99,518 |
240 000 |
241,49 |
16 |
WZ0121 |
PL0000106068 |
98,87 |
98,62 |
98,650 |
98,650 |
98,600 |
98,630 |
98,622 |
25 000 |
24,93 |
3 |
WZ0124 |
PL0000107454 |
97,69 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 265 000 |
1 344,81 |
83 |
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 |
101,28 |
101,39 |
1,62 |
1,31 |
101,34 |
1,45 |
OK0715 |
PL0000107405 |
98,99 |
99,12 |
1,74 |
1,51 |
99,06 |
1,62 |
DS1015 |
PL0000103602 |
103,64 |
103,74 |
1,81 |
1,69 |
103,69 |
1,75 |
OK0116 |
PL0000107587 |
98,04 |
98,15 |
1,83 |
1,73 |
98,10 |
1,77 |
PS0416 |
PL0000106340 |
104,14 |
104,25 |
1,83 |
1,75 |
104,20 |
1,78 |
OK0716 |
PL0000107926 |
97,11 |
97,22 |
1,86 |
1,79 |
97,17 |
1,82 |
IZ0816 |
PL0000103529 |
102,90 |
103,56 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,37 |
1,84 |
1,75 |
105,29 |
1,79 |
WZ0117 |
PL0000106936 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,44 |
106,58 |
1,90 |
1,84 |
106,51 |
1,87 |
DS1017 |
PL0000104543 |
109,02 |
109,23 |
1,95 |
1,88 |
109,13 |
1,91 |
WZ0118 |
PL0000104717 |
99,84 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
105,40 |
105,63 |
2,05 |
1,99 |
105,52 |
2,02 |
PS0718 |
PL0000107595 |
101,37 |
101,61 |
2,10 |
2,03 |
101,49 |
2,06 |
WZ0119 |
PL0000107603 |
99,52 |
99,66 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
104,50 |
104,69 |
2,20 |
2,16 |
104,60 |
2,18 |
DS1019 |
PL0000105441 |
114,94 |
115,21 |
2,21 |
2,15 |
115,08 |
2,18 |
DS1020 |
PL0000106126 |
116,01 |
116,27 |
2,29 |
2,24 |
116,14 |
2,26 |
WZ0121 |
PL0000106068 |
98,83 |
99,02 |
--- |
--- |
98,93 |
--- |
DS1021 |
PL0000106670 |
121,09 |
121,49 |
2,37 |
2,31 |
121,29 |
2,34 |
WS0922 |
PL0000102646 |
123,20 |
123,61 |
2,43 |
2,38 |
123,41 |
2,40 |
IZ0823 |
PL0000105359 |
111,72 |
112,58 |
--- |
--- |
112,15 |
--- |
DS1023 |
PL0000107264 |
112,08 |
112,45 |
2,46 |
2,42 |
112,27 |
2,44 |
WZ0124 |
PL0000107454 |
97,65 |
97,88 |
--- |
--- |
97,77 |
--- |
DS0725 |
PL0000108197 |
106,18 |
106,62 |
2,57 |
2,53 |
106,40 |
2,55 |
WS0429 |
PL0000105391 |
135,05 |
136,05 |
2,75 |
2,68 |
135,55 |
2,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,27 |
101,39 |
1,65 |
1,31 |
101,33 |
1,48 |
OK0715 |
PL0000107405 |
98,98 |
99,12 |
1,76 |
1,51 |
99,05 |
1,64 |
DS1015 |
PL0000103602 |
103,61 |
103,71 |
1,84 |
1,73 |
103,66 |
1,79 |
OK0116 |
PL0000107587 |
98,02 |
98,13 |
1,85 |
1,75 |
98,08 |
1,79 |
PS0416 |
PL0000106340 |
104,10 |
104,21 |
1,86 |
1,77 |
104,16 |
1,81 |
OK0716 |
PL0000107926 |
97,10 |
97,19 |
1,87 |
1,81 |
97,15 |
1,84 |
IZ0816 |
PL0000103529 |
102,85 |
103,54 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
105,22 |
105,31 |
1,83 |
1,78 |
105,27 |
1,80 |
WZ0117 |
PL0000106936 |
99,95 |
100,13 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
106,41 |
106,54 |
1,91 |
1,86 |
106,48 |
1,88 |
DS1017 |
PL0000104543 |
109,03 |
109,19 |
1,94 |
1,89 |
109,11 |
1,92 |
WZ0118 |
PL0000104717 |
99,74 |
99,93 |
--- |
--- |
99,84 |
--- |
PS0418 |
PL0000107314 |
105,37 |
105,59 |
2,06 |
2,00 |
105,48 |
2,03 |
PS0718 |
PL0000107595 |
101,34 |
101,55 |
2,10 |
2,04 |
101,45 |
2,07 |
WZ0119 |
PL0000107603 |
99,45 |
99,63 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
104,54 |
104,71 |
2,20 |
2,16 |
104,63 |
2,17 |
DS1019 |
PL0000105441 |
114,92 |
115,19 |
2,21 |
2,16 |
115,06 |
2,18 |
DS1020 |
PL0000106126 |
115,94 |
116,20 |
2,30 |
2,25 |
116,07 |
2,28 |
WZ0121 |
PL0000106068 |
98,50 |
98,84 |
--- |
--- |
98,67 |
--- |
DS1021 |
PL0000106670 |
121,04 |
121,37 |
2,38 |
2,33 |
121,21 |
2,35 |
WS0922 |
PL0000102646 |
123,10 |
123,44 |
2,44 |
2,40 |
123,27 |
2,42 |
IZ0823 |
PL0000105359 |
111,32 |
113,24 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
111,88 |
112,22 |
2,48 |
2,44 |
112,05 |
2,46 |
WZ0124 |
PL0000107454 |
97,39 |
97,73 |
--- |
--- |
97,56 |
--- |
DS0725 |
PL0000108197 |
105,94 |
106,33 |
2,60 |
2,56 |
106,14 |
2,58 |
WS0429 |
PL0000105391 |
134,79 |
135,68 |
2,77 |
2,71 |
135,24 |
2,74 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,950 |
1,950 |
1,950 |
10 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,950 |
1,950 |
1,950 |
50 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,960 |
1,960 |
1,960 |
60 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
50 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
60 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
130 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
50 |
TOTAL |
410 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.