2014-12-29 |
MARKET DATA |
No 248 (2530) |
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 |
35,00 |
38,48 |
5 |
190,00 |
199,48 |
1 |
225,00 |
237,96 |
6 |
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 |
101,22 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,04 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,54 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,12 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,09 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,17 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,19 |
105,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,46 |
106,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,12 |
109,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,60 |
105,70 |
105,590 |
105,590 |
105,590 |
105,590 |
105,590 |
10 000 |
10,82 |
1 |
PS0718 |
PL0000107595 |
101,58 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,86 |
104,80 |
104,800 |
104,890 |
104,800 |
104,890 |
104,830 |
15 000 |
15,94 |
2 |
DS1019 |
PL0000105441 |
115,23 |
115,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,36 |
116,46 |
116,340 |
116,340 |
116,330 |
116,330 |
116,335 |
10 000 |
11,73 |
2 |
DS1021 |
PL0000106670 |
121,56 |
121,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,70 |
123,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,64 |
112,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,70 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,93 |
135,98 |
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 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,60 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,80 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,51 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,43 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,45 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
35 000 |
38,48 |
5 |
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 |
101,19 |
101,31 |
1,64 |
1,28 |
101,25 |
1,46 |
OK0715 |
PL0000107405 |
99,02 |
99,18 |
1,75 |
1,46 |
99,10 |
1,61 |
DS1015 |
PL0000103602 |
103,52 |
103,65 |
1,84 |
1,68 |
103,59 |
1,76 |
OK0116 |
PL0000107587 |
98,08 |
98,19 |
1,83 |
1,72 |
98,14 |
1,77 |
PS0416 |
PL0000106340 |
104,06 |
104,20 |
1,84 |
1,73 |
104,13 |
1,78 |
OK0716 |
PL0000107926 |
97,12 |
97,27 |
1,88 |
1,78 |
97,20 |
1,83 |
IZ0816 |
PL0000103529 |
102,87 |
103,46 |
--- |
--- |
103,17 |
--- |
PS1016 |
PL0000106795 |
105,15 |
105,31 |
1,83 |
1,75 |
105,23 |
1,79 |
WZ0117 |
PL0000106936 |
99,93 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
106,40 |
106,58 |
1,89 |
1,82 |
106,49 |
1,85 |
DS1017 |
PL0000104543 |
109,02 |
109,22 |
1,92 |
1,86 |
109,12 |
1,89 |
WZ0118 |
PL0000104717 |
99,69 |
99,92 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
105,49 |
105,72 |
2,02 |
1,95 |
105,61 |
1,98 |
PS0718 |
PL0000107595 |
101,45 |
101,70 |
2,07 |
2,00 |
101,58 |
2,03 |
WZ0119 |
PL0000107603 |
99,42 |
99,63 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
104,63 |
104,84 |
2,17 |
2,12 |
104,74 |
2,15 |
DS1019 |
PL0000105441 |
115,08 |
115,34 |
2,17 |
2,11 |
115,21 |
2,14 |
DS1020 |
PL0000106126 |
116,19 |
116,48 |
2,25 |
2,20 |
116,34 |
2,22 |
WZ0121 |
PL0000106068 |
98,37 |
98,66 |
--- |
--- |
98,52 |
--- |
DS1021 |
PL0000106670 |
121,32 |
121,73 |
2,33 |
2,27 |
121,53 |
2,30 |
WS0922 |
PL0000102646 |
123,47 |
123,87 |
2,38 |
2,33 |
123,67 |
2,36 |
IZ0823 |
PL0000105359 |
111,21 |
112,18 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
112,32 |
112,70 |
2,43 |
2,38 |
112,51 |
2,41 |
WZ0124 |
PL0000107454 |
97,30 |
97,63 |
--- |
--- |
97,47 |
--- |
DS0725 |
PL0000108197 |
106,42 |
106,85 |
2,55 |
2,50 |
106,64 |
2,52 |
WS0429 |
PL0000105391 |
135,50 |
136,21 |
2,72 |
2,67 |
135,86 |
2,69 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,18 |
101,32 |
1,67 |
1,25 |
101,25 |
1,46 |
OK0715 |
PL0000107405 |
99,03 |
99,17 |
1,74 |
1,48 |
99,10 |
1,61 |
DS1015 |
PL0000103602 |
103,52 |
103,65 |
1,84 |
1,68 |
103,59 |
1,76 |
OK0116 |
PL0000107587 |
98,09 |
98,19 |
1,82 |
1,72 |
98,14 |
1,77 |
PS0416 |
PL0000106340 |
104,07 |
104,20 |
1,83 |
1,73 |
104,14 |
1,78 |
OK0716 |
PL0000107926 |
97,15 |
97,29 |
1,86 |
1,77 |
97,22 |
1,82 |
IZ0816 |
PL0000103529 |
102,89 |
103,37 |
--- |
--- |
103,13 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,33 |
1,82 |
1,74 |
105,25 |
1,78 |
WZ0117 |
PL0000106936 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
106,43 |
106,61 |
1,88 |
1,80 |
106,52 |
1,84 |
DS1017 |
PL0000104543 |
109,08 |
109,25 |
1,90 |
1,84 |
109,17 |
1,87 |
WZ0118 |
PL0000104717 |
99,76 |
99,92 |
--- |
--- |
99,84 |
--- |
PS0418 |
PL0000107314 |
105,56 |
105,79 |
2,00 |
1,93 |
105,68 |
1,96 |
PS0718 |
PL0000107595 |
101,52 |
101,77 |
2,05 |
1,98 |
101,65 |
2,01 |
WZ0119 |
PL0000107603 |
99,47 |
99,67 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
104,80 |
104,96 |
2,13 |
2,10 |
104,88 |
2,11 |
DS1019 |
PL0000105441 |
115,18 |
115,44 |
2,15 |
2,09 |
115,31 |
2,12 |
DS1020 |
PL0000106126 |
116,32 |
116,61 |
2,22 |
2,18 |
116,47 |
2,20 |
WZ0121 |
PL0000106068 |
98,40 |
98,67 |
--- |
--- |
98,54 |
--- |
DS1021 |
PL0000106670 |
121,52 |
121,85 |
2,30 |
2,25 |
121,69 |
2,28 |
WS0922 |
PL0000102646 |
123,66 |
124,06 |
2,36 |
2,31 |
123,86 |
2,34 |
IZ0823 |
PL0000105359 |
111,43 |
112,37 |
--- |
--- |
111,90 |
--- |
DS1023 |
PL0000107264 |
112,57 |
112,88 |
2,40 |
2,36 |
112,73 |
2,38 |
WZ0124 |
PL0000107454 |
97,41 |
97,68 |
--- |
--- |
97,55 |
--- |
DS0725 |
PL0000108197 |
106,65 |
106,96 |
2,52 |
2,49 |
106,81 |
2,51 |
WS0429 |
PL0000105391 |
135,76 |
136,60 |
2,70 |
2,64 |
136,18 |
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) |
(%) |
(%) |
(%) |
PS0415 |
PL0000105953 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
190 |
TOTAL |
190 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.