2014-12-23 |
MARKET DATA |
No 247 (2529) |
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 |
792,50 |
848,17 |
61 |
1 455,00 |
1 556,13 |
4 |
2 247,50 |
2 404,30 |
65 |
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 |
101,26 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,06 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,59 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,12 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,18 |
104,18 |
104,180 |
104,180 |
104,180 |
104,180 |
104,180 |
10 000 |
10,76 |
1 |
OK0716 |
PL0000107926 |
97,25 |
97,26 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
10 000 |
9,72 |
1 |
PS1016 |
PL0000106795 |
105,31 |
105,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,54 |
106,53 |
106,530 |
106,550 |
106,530 |
106,540 |
106,543 |
45 000 |
49,40 |
3 |
DS1017 |
PL0000104543 |
109,23 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,71 |
105,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,72 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,02 |
104,89 |
104,970 |
105,020 |
104,820 |
104,820 |
104,952 |
207 500 |
220,70 |
18 |
DS1019 |
PL0000105441 |
115,46 |
115,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,62 |
116,39 |
116,720 |
116,720 |
116,720 |
116,720 |
116,720 |
10 000 |
11,77 |
1 |
DS1021 |
PL0000106670 |
121,79 |
121,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,97 |
115,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,93 |
112,12 |
112,900 |
113,070 |
112,890 |
112,890 |
112,987 |
90 000 |
102,34 |
7 |
DS0725 |
PL0000108197 |
107,25 |
105,84 |
107,250 |
107,250 |
106,820 |
106,820 |
106,924 |
65 000 |
70,42 |
7 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,54 |
136,32 |
136,400 |
136,400 |
136,150 |
136,150 |
136,238 |
40 000 |
56,06 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,06 |
103,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,60 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,05 |
100,10 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
5 000 |
5,06 |
1 |
WZ0118 |
PL0000104717 |
99,81 |
99,80 |
99,800 |
99,800 |
99,760 |
99,800 |
99,779 |
125 000 |
126,17 |
8 |
WZ0119 |
PL0000107603 |
99,50 |
99,56 |
99,480 |
99,500 |
99,450 |
99,500 |
99,482 |
165 000 |
166,05 |
8 |
WZ0121 |
PL0000106068 |
98,57 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,55 |
97,60 |
97,500 |
97,500 |
97,500 |
97,500 |
97,500 |
20 000 |
19,73 |
2 |
TOTAL |
792 500 |
848,17 |
61 |
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 |
101,22 |
101,35 |
1,58 |
1,19 |
101,29 |
1,37 |
OK0715 |
PL0000107405 |
99,04 |
99,16 |
1,71 |
1,49 |
99,10 |
1,60 |
DS1015 |
PL0000103602 |
103,56 |
103,67 |
1,80 |
1,67 |
103,62 |
1,73 |
OK0116 |
PL0000107587 |
98,08 |
98,18 |
1,83 |
1,73 |
98,13 |
1,78 |
PS0416 |
PL0000106340 |
104,10 |
104,21 |
1,81 |
1,73 |
104,16 |
1,77 |
OK0716 |
PL0000107926 |
97,17 |
97,31 |
1,85 |
1,75 |
97,24 |
1,80 |
IZ0816 |
PL0000103529 |
102,83 |
103,47 |
--- |
--- |
103,15 |
--- |
PS1016 |
PL0000106795 |
105,22 |
105,37 |
1,80 |
1,72 |
105,30 |
1,76 |
WZ0117 |
PL0000106936 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,43 |
106,56 |
1,88 |
1,83 |
106,50 |
1,85 |
DS1017 |
PL0000104543 |
109,08 |
109,28 |
1,91 |
1,84 |
109,18 |
1,87 |
WZ0118 |
PL0000104717 |
99,70 |
99,84 |
--- |
--- |
99,77 |
--- |
PS0418 |
PL0000107314 |
105,54 |
105,77 |
2,00 |
1,93 |
105,66 |
1,97 |
PS0718 |
PL0000107595 |
101,52 |
101,77 |
2,05 |
1,98 |
101,65 |
2,01 |
WZ0119 |
PL0000107603 |
99,40 |
99,59 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
104,74 |
104,93 |
2,15 |
2,10 |
104,84 |
2,12 |
DS1019 |
PL0000105441 |
115,22 |
115,49 |
2,14 |
2,08 |
115,36 |
2,11 |
DS1020 |
PL0000106126 |
116,34 |
116,65 |
2,22 |
2,17 |
116,50 |
2,19 |
WZ0121 |
PL0000106068 |
98,51 |
98,76 |
--- |
--- |
98,64 |
--- |
DS1021 |
PL0000106670 |
121,52 |
121,89 |
2,30 |
2,25 |
121,71 |
2,27 |
WS0922 |
PL0000102646 |
123,67 |
124,05 |
2,36 |
2,31 |
123,86 |
2,34 |
IZ0823 |
PL0000105359 |
109,77 |
114,14 |
--- |
--- |
111,96 |
--- |
DS1023 |
PL0000107264 |
112,54 |
112,91 |
2,40 |
2,36 |
112,73 |
2,38 |
WZ0124 |
PL0000107454 |
97,44 |
97,63 |
--- |
--- |
97,54 |
--- |
DS0725 |
PL0000108197 |
106,70 |
107,13 |
2,52 |
2,47 |
106,92 |
2,49 |
WS0429 |
PL0000105391 |
135,62 |
136,60 |
2,71 |
2,64 |
136,11 |
2,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,20 |
101,34 |
1,64 |
1,22 |
101,27 |
1,43 |
OK0715 |
PL0000107405 |
99,03 |
99,17 |
1,73 |
1,48 |
99,10 |
1,60 |
DS1015 |
PL0000103602 |
103,54 |
103,68 |
1,83 |
1,66 |
103,61 |
1,75 |
OK0116 |
PL0000107587 |
98,08 |
98,19 |
1,83 |
1,72 |
98,14 |
1,77 |
PS0416 |
PL0000106340 |
104,09 |
104,23 |
1,82 |
1,72 |
104,16 |
1,77 |
OK0716 |
PL0000107926 |
97,17 |
97,30 |
1,85 |
1,76 |
97,24 |
1,80 |
IZ0816 |
PL0000103529 |
102,79 |
103,44 |
--- |
--- |
103,12 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,37 |
1,81 |
1,72 |
105,29 |
1,76 |
WZ0117 |
PL0000106936 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,50 |
106,63 |
1,85 |
1,80 |
106,57 |
1,82 |
DS1017 |
PL0000104543 |
109,10 |
109,27 |
1,90 |
1,84 |
109,19 |
1,87 |
WZ0118 |
PL0000104717 |
99,77 |
99,87 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
105,56 |
105,80 |
2,00 |
1,92 |
105,68 |
1,96 |
PS0718 |
PL0000107595 |
101,53 |
101,78 |
2,05 |
1,98 |
101,66 |
2,01 |
WZ0119 |
PL0000107603 |
99,44 |
99,63 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
104,81 |
104,96 |
2,13 |
2,10 |
104,89 |
2,11 |
DS1019 |
PL0000105441 |
115,20 |
115,50 |
2,14 |
2,08 |
115,35 |
2,11 |
DS1020 |
PL0000106126 |
116,34 |
116,59 |
2,22 |
2,18 |
116,47 |
2,20 |
WZ0121 |
PL0000106068 |
98,41 |
98,77 |
--- |
--- |
98,59 |
--- |
DS1021 |
PL0000106670 |
121,52 |
121,95 |
2,30 |
2,24 |
121,74 |
2,27 |
WS0922 |
PL0000102646 |
123,69 |
124,11 |
2,36 |
2,31 |
123,90 |
2,33 |
IZ0823 |
PL0000105359 |
109,77 |
114,13 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
112,58 |
112,87 |
2,40 |
2,36 |
112,73 |
2,38 |
WZ0124 |
PL0000107454 |
97,50 |
97,74 |
--- |
--- |
97,62 |
--- |
DS0725 |
PL0000108197 |
106,60 |
106,87 |
2,53 |
2,50 |
106,74 |
2,51 |
WS0429 |
PL0000105391 |
135,62 |
136,56 |
2,71 |
2,65 |
136,09 |
2,68 |
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 |
6/13 |
7 |
1,300 |
1,300 |
1,300 |
55 |
TOTAL |
55 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/6 |
6 |
1,400 |
1,500 |
1,471 |
1 400 |
TOTAL |
1 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.