2014-12-22 |
MARKET DATA |
No 246 (2528) |
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 |
912,50 |
1 008,69 |
71 |
790,00 |
850,95 |
5 |
1 702,50 |
1 859,64 |
76 |
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 |
101,28 |
101,35 |
101,280 |
101,280 |
101,280 |
101,280 |
101,280 |
30 000 |
31,51 |
1 |
OK0715 |
PL0000107405 |
99,03 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,61 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,10 |
98,10 |
98,100 |
98,100 |
98,100 |
98,100 |
98,100 |
22 500 |
22,07 |
2 |
PS0416 |
PL0000106340 |
104,14 |
104,17 |
104,140 |
104,140 |
104,140 |
104,140 |
104,140 |
10 000 |
10,75 |
1 |
OK0716 |
PL0000107926 |
97,15 |
97,14 |
97,150 |
97,150 |
97,140 |
97,140 |
97,147 |
35 000 |
34,00 |
2 |
PS1016 |
PL0000106795 |
105,26 |
105,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,48 |
106,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,15 |
109,07 |
109,090 |
109,100 |
109,070 |
109,100 |
109,088 |
85 000 |
93,52 |
4 |
PS0418 |
PL0000107314 |
105,56 |
105,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,53 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,79 |
104,68 |
104,790 |
104,800 |
104,640 |
104,800 |
104,757 |
70 000 |
74,31 |
6 |
DS1019 |
PL0000105441 |
115,30 |
115,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,33 |
116,24 |
116,320 |
116,340 |
116,320 |
116,340 |
116,330 |
60 000 |
70,36 |
5 |
DS1021 |
PL0000106670 |
121,59 |
121,45 |
121,290 |
121,290 |
121,290 |
121,290 |
121,290 |
10 000 |
12,23 |
1 |
WS0922 |
PL0000102646 |
123,80 |
123,49 |
123,800 |
123,800 |
123,800 |
123,800 |
123,800 |
10 000 |
12,53 |
1 |
DS1023 |
PL0000107264 |
112,70 |
112,12 |
112,350 |
112,850 |
112,350 |
112,550 |
112,531 |
485 000 |
549,23 |
43 |
DS0725 |
PL0000108197 |
106,79 |
105,84 |
106,450 |
106,720 |
106,450 |
106,720 |
106,566 |
35 000 |
37,79 |
2 |
WS0428 |
PL0000107611 |
101,16 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,12 |
135,55 |
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 |
102,90 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,90 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,09 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,78 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,62 |
99,500 |
99,500 |
99,480 |
99,480 |
99,493 |
60 000 |
60,38 |
3 |
WZ0121 |
PL0000106068 |
98,55 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,55 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
912 500 |
1 008,69 |
71 |
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 |
101,38 |
1,49 |
1,14 |
101,32 |
1,32 |
OK0715 |
PL0000107405 |
99,02 |
99,17 |
1,74 |
1,47 |
99,10 |
1,59 |
DS1015 |
PL0000103602 |
103,56 |
103,69 |
1,82 |
1,67 |
103,63 |
1,74 |
OK0116 |
PL0000107587 |
98,03 |
98,12 |
1,87 |
1,78 |
98,08 |
1,82 |
PS0416 |
PL0000106340 |
104,11 |
104,19 |
1,81 |
1,75 |
104,15 |
1,78 |
OK0716 |
PL0000107926 |
97,12 |
97,23 |
1,88 |
1,80 |
97,18 |
1,84 |
IZ0816 |
PL0000103529 |
102,87 |
103,52 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
105,12 |
105,30 |
1,86 |
1,76 |
105,21 |
1,81 |
WZ0117 |
PL0000106936 |
99,95 |
100,14 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,37 |
106,57 |
1,91 |
1,83 |
106,47 |
1,87 |
DS1017 |
PL0000104543 |
109,06 |
109,22 |
1,92 |
1,86 |
109,14 |
1,89 |
WZ0118 |
PL0000104717 |
99,65 |
99,94 |
--- |
--- |
99,80 |
--- |
PS0418 |
PL0000107314 |
105,39 |
105,65 |
2,05 |
1,97 |
105,52 |
2,01 |
PS0718 |
PL0000107595 |
101,34 |
101,62 |
2,10 |
2,02 |
101,48 |
2,06 |
WZ0119 |
PL0000107603 |
99,40 |
99,67 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
104,50 |
104,77 |
2,20 |
2,14 |
104,64 |
2,17 |
DS1019 |
PL0000105441 |
114,93 |
115,23 |
2,20 |
2,14 |
115,08 |
2,17 |
DS1020 |
PL0000106126 |
116,02 |
116,31 |
2,28 |
2,23 |
116,17 |
2,25 |
WZ0121 |
PL0000106068 |
98,44 |
98,73 |
--- |
--- |
98,59 |
--- |
DS1021 |
PL0000106670 |
121,04 |
121,48 |
2,37 |
2,31 |
121,26 |
2,34 |
WS0922 |
PL0000102646 |
123,09 |
123,53 |
2,43 |
2,38 |
123,31 |
2,41 |
IZ0823 |
PL0000105359 |
111,55 |
112,42 |
--- |
--- |
111,99 |
--- |
DS1023 |
PL0000107264 |
111,93 |
112,38 |
2,48 |
2,42 |
112,16 |
2,45 |
WZ0124 |
PL0000107454 |
97,29 |
97,70 |
--- |
--- |
97,50 |
--- |
DS0725 |
PL0000108197 |
106,04 |
106,49 |
2,59 |
2,54 |
106,27 |
2,56 |
WS0429 |
PL0000105391 |
134,95 |
135,85 |
2,76 |
2,70 |
135,40 |
2,73 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,26 |
101,37 |
1,49 |
1,17 |
101,32 |
1,32 |
OK0715 |
PL0000107405 |
99,01 |
99,15 |
1,75 |
1,50 |
99,08 |
1,63 |
DS1015 |
PL0000103602 |
103,59 |
103,70 |
1,78 |
1,65 |
103,65 |
1,71 |
OK0116 |
PL0000107587 |
98,07 |
98,15 |
1,83 |
1,75 |
98,11 |
1,79 |
PS0416 |
PL0000106340 |
104,11 |
104,21 |
1,81 |
1,74 |
104,16 |
1,77 |
OK0716 |
PL0000107926 |
97,13 |
97,26 |
1,87 |
1,78 |
97,20 |
1,82 |
IZ0816 |
PL0000103529 |
102,86 |
103,51 |
--- |
--- |
103,19 |
--- |
PS1016 |
PL0000106795 |
105,22 |
105,36 |
1,81 |
1,73 |
105,29 |
1,77 |
WZ0117 |
PL0000106936 |
99,96 |
100,14 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,42 |
106,53 |
1,89 |
1,84 |
106,48 |
1,86 |
DS1017 |
PL0000104543 |
109,08 |
109,24 |
1,91 |
1,85 |
109,16 |
1,88 |
WZ0118 |
PL0000104717 |
99,74 |
99,98 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
105,53 |
105,72 |
2,01 |
1,95 |
105,63 |
1,98 |
PS0718 |
PL0000107595 |
101,50 |
101,72 |
2,06 |
1,99 |
101,61 |
2,02 |
WZ0119 |
PL0000107603 |
99,44 |
99,68 |
--- |
--- |
99,56 |
--- |
PS0719 |
PL0000108148 |
104,74 |
104,91 |
2,15 |
2,11 |
104,83 |
2,13 |
DS1019 |
PL0000105441 |
115,21 |
115,46 |
2,14 |
2,09 |
115,34 |
2,12 |
DS1020 |
PL0000106126 |
116,28 |
116,59 |
2,23 |
2,18 |
116,44 |
2,21 |
WZ0121 |
PL0000106068 |
98,44 |
98,78 |
--- |
--- |
98,61 |
--- |
DS1021 |
PL0000106670 |
121,41 |
121,82 |
2,32 |
2,26 |
121,62 |
2,29 |
WS0922 |
PL0000102646 |
123,54 |
123,96 |
2,38 |
2,33 |
123,75 |
2,35 |
IZ0823 |
PL0000105359 |
111,46 |
112,27 |
--- |
--- |
111,87 |
--- |
DS1023 |
PL0000107264 |
112,41 |
112,75 |
2,42 |
2,38 |
112,58 |
2,40 |
WZ0124 |
PL0000107454 |
97,49 |
97,75 |
--- |
--- |
97,62 |
--- |
DS0725 |
PL0000108197 |
106,59 |
106,92 |
2,53 |
2,49 |
106,76 |
2,51 |
WS0429 |
PL0000105391 |
135,71 |
136,60 |
2,71 |
2,64 |
136,16 |
2,67 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
35 |
DS1021 |
PL0000106670 |
1/7 |
6 |
1,800 |
1,800 |
1,800 |
35 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
110 |
TOTAL |
190 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/7 |
6 |
1,500 |
1,500 |
1,500 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.