2014-12-30 |
MARKET DATA |
No 249 (2531) |
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 |
1 325,00 |
1 388,68 |
88 |
115,00 |
126,26 |
1 |
1 440,00 |
1 514,95 |
89 |
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 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,05 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,51 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,13 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,08 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,21 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,19 |
105,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,51 |
106,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,11 |
109,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,60 |
105,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,57 |
101,570 |
101,720 |
101,570 |
101,650 |
101,635 |
40 000 |
41,10 |
4 |
PS0719 |
PL0000108148 |
104,80 |
104,78 |
104,750 |
104,800 |
104,750 |
104,790 |
104,783 |
40 000 |
42,49 |
5 |
DS1019 |
PL0000105441 |
115,20 |
115,25 |
115,200 |
115,200 |
115,200 |
115,200 |
115,200 |
10 000 |
11,62 |
1 |
DS1020 |
PL0000106126 |
116,33 |
116,30 |
116,300 |
116,300 |
116,300 |
116,300 |
116,300 |
20 000 |
23,46 |
1 |
DS1021 |
PL0000106670 |
121,55 |
121,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,77 |
100,13 |
123,850 |
123,850 |
123,850 |
123,850 |
123,850 |
10 000 |
12,54 |
1 |
DS1023 |
PL0000107264 |
112,67 |
112,60 |
112,500 |
112,700 |
112,500 |
112,670 |
112,665 |
105 000 |
119,09 |
8 |
DS0725 |
PL0000108197 |
106,85 |
106,65 |
106,690 |
106,880 |
106,510 |
106,740 |
106,715 |
345 000 |
373,11 |
34 |
WS0428 |
PL0000107611 |
0,00 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,01 |
100,13 |
135,530 |
136,070 |
135,530 |
136,070 |
135,890 |
15 000 |
20,98 |
2 |
WS0437 |
PL0000104857 |
137,00 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,25 |
103,250 |
103,250 |
103,250 |
103,250 |
103,250 |
10 000 |
13,33 |
1 |
IZ0823 |
PL0000105359 |
111,70 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,08 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,80 |
99,80 |
99,800 |
99,840 |
99,800 |
99,820 |
99,808 |
160 000 |
161,58 |
4 |
WZ0119 |
PL0000107603 |
99,50 |
99,50 |
99,540 |
99,540 |
99,450 |
99,500 |
99,491 |
345 000 |
347,30 |
16 |
WZ0121 |
PL0000106068 |
98,57 |
98,55 |
98,640 |
98,640 |
98,640 |
98,640 |
98,640 |
20 000 |
19,96 |
1 |
WZ0124 |
PL0000107454 |
97,50 |
97,47 |
97,500 |
97,500 |
97,400 |
97,400 |
97,415 |
205 000 |
202,11 |
10 |
TOTAL |
1 325 000 |
1 388,68 |
88 |
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 |
101,18 |
101,31 |
1,61 |
1,21 |
101,25 |
1,39 |
OK0715 |
PL0000107405 |
99,02 |
99,20 |
1,77 |
1,44 |
99,11 |
1,61 |
DS1015 |
PL0000103602 |
103,49 |
103,67 |
1,84 |
1,63 |
103,58 |
1,74 |
OK0116 |
PL0000107587 |
98,05 |
98,24 |
1,87 |
1,68 |
98,15 |
1,77 |
PS0416 |
PL0000106340 |
104,03 |
104,23 |
1,85 |
1,70 |
104,13 |
1,77 |
OK0716 |
PL0000107926 |
97,13 |
97,25 |
1,88 |
1,80 |
97,19 |
1,84 |
IZ0816 |
PL0000103529 |
102,86 |
103,40 |
--- |
--- |
103,13 |
--- |
PS1016 |
PL0000106795 |
105,14 |
105,34 |
1,83 |
1,72 |
105,24 |
1,78 |
WZ0117 |
PL0000106936 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
106,42 |
106,61 |
1,88 |
1,80 |
106,52 |
1,83 |
DS1017 |
PL0000104543 |
109,03 |
109,22 |
1,92 |
1,85 |
109,13 |
1,88 |
WZ0118 |
PL0000104717 |
99,72 |
99,91 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
105,52 |
105,77 |
2,01 |
1,93 |
105,65 |
1,97 |
PS0718 |
PL0000107595 |
101,48 |
101,76 |
2,06 |
1,98 |
101,62 |
2,02 |
WZ0119 |
PL0000107603 |
99,45 |
99,64 |
--- |
--- |
99,55 |
--- |
PS0719 |
PL0000108148 |
104,68 |
104,91 |
2,16 |
2,11 |
104,80 |
2,13 |
DS1019 |
PL0000105441 |
115,13 |
115,43 |
2,15 |
2,09 |
115,28 |
2,12 |
DS1020 |
PL0000106126 |
116,30 |
116,59 |
2,22 |
2,18 |
116,45 |
2,20 |
WZ0121 |
PL0000106068 |
98,42 |
98,68 |
--- |
--- |
98,55 |
--- |
DS1021 |
PL0000106670 |
121,42 |
121,85 |
2,31 |
2,25 |
121,64 |
2,28 |
WS0922 |
PL0000102646 |
123,61 |
124,05 |
2,37 |
2,31 |
123,83 |
2,34 |
IZ0823 |
PL0000105359 |
111,35 |
112,34 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
112,51 |
112,84 |
2,40 |
2,37 |
112,68 |
2,38 |
WZ0124 |
PL0000107454 |
97,44 |
97,65 |
--- |
--- |
97,55 |
--- |
DS0725 |
PL0000108197 |
106,60 |
107,03 |
2,53 |
2,48 |
106,82 |
2,50 |
WS0429 |
PL0000105391 |
135,53 |
136,55 |
2,72 |
2,64 |
136,04 |
2,68 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,18 |
101,32 |
1,61 |
1,18 |
101,25 |
1,39 |
OK0715 |
PL0000107405 |
99,04 |
99,19 |
1,73 |
1,46 |
99,12 |
1,59 |
DS1015 |
PL0000103602 |
103,49 |
103,63 |
1,84 |
1,68 |
103,56 |
1,76 |
OK0116 |
PL0000107587 |
98,09 |
98,20 |
1,83 |
1,72 |
98,15 |
1,77 |
PS0416 |
PL0000106340 |
104,06 |
104,20 |
1,82 |
1,72 |
104,13 |
1,77 |
OK0716 |
PL0000107926 |
97,18 |
97,26 |
1,85 |
1,79 |
97,22 |
1,82 |
IZ0816 |
PL0000103529 |
102,90 |
103,41 |
--- |
--- |
103,16 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,33 |
1,82 |
1,73 |
105,25 |
1,77 |
WZ0117 |
PL0000106936 |
99,95 |
100,13 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
106,47 |
106,60 |
1,86 |
1,80 |
106,54 |
1,83 |
DS1017 |
PL0000104543 |
109,05 |
109,19 |
1,91 |
1,86 |
109,12 |
1,88 |
WZ0118 |
PL0000104717 |
99,77 |
99,85 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
105,54 |
105,73 |
2,00 |
1,94 |
105,64 |
1,97 |
PS0718 |
PL0000107595 |
101,55 |
101,75 |
2,04 |
1,98 |
101,65 |
2,01 |
WZ0119 |
PL0000107603 |
99,46 |
99,56 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
104,72 |
104,87 |
2,15 |
2,11 |
104,80 |
2,13 |
DS1019 |
PL0000105441 |
115,12 |
115,40 |
2,15 |
2,10 |
115,26 |
2,13 |
DS1020 |
PL0000106126 |
116,22 |
116,49 |
2,24 |
2,19 |
116,36 |
2,21 |
WZ0121 |
PL0000106068 |
98,41 |
98,60 |
--- |
--- |
98,51 |
--- |
DS1021 |
PL0000106670 |
121,42 |
121,74 |
2,31 |
2,27 |
121,58 |
2,29 |
WS0922 |
PL0000102646 |
123,61 |
123,86 |
2,37 |
2,33 |
123,74 |
2,35 |
IZ0823 |
PL0000105359 |
110,89 |
112,44 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
112,57 |
112,80 |
2,40 |
2,37 |
112,69 |
2,38 |
WZ0124 |
PL0000107454 |
97,32 |
97,51 |
--- |
--- |
97,42 |
--- |
DS0725 |
PL0000108197 |
106,70 |
106,92 |
2,52 |
2,49 |
106,81 |
2,50 |
WS0429 |
PL0000105391 |
135,79 |
136,39 |
2,70 |
2,66 |
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) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
115 |
TOTAL |
115 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.