2015-01-02 |
MARKET DATA |
No 1 (2532) |
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 |
780,00 |
825,34 |
44 |
2 700,00 |
3 009,27 |
22 |
3 480,00 |
3 834,62 |
66 |
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 |
101,14 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,07 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,46 |
103,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,15 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,08 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,30 |
97,25 |
97,250 |
97,280 |
97,250 |
97,280 |
97,272 |
390 000 |
379,36 |
9 |
PS1016 |
PL0000106795 |
105,27 |
105,24 |
105,270 |
105,270 |
105,270 |
105,270 |
105,270 |
10 000 |
10,62 |
1 |
PS0417 |
PL0000107058 |
106,53 |
106,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,22 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,74 |
105,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,81 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,07 |
104,85 |
104,950 |
105,020 |
104,950 |
105,020 |
104,977 |
65 000 |
69,20 |
3 |
DS1019 |
PL0000105441 |
115,43 |
115,34 |
115,370 |
115,370 |
115,370 |
115,370 |
115,370 |
40 000 |
46,59 |
1 |
DS1020 |
PL0000106126 |
116,62 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,05 |
121,76 |
121,810 |
122,000 |
121,810 |
122,000 |
121,887 |
65 000 |
79,98 |
8 |
WS0922 |
PL0000102646 |
124,10 |
123,91 |
124,050 |
124,110 |
124,050 |
124,110 |
124,070 |
25 000 |
31,44 |
3 |
DS1023 |
PL0000107264 |
113,09 |
112,80 |
112,800 |
113,200 |
112,800 |
113,200 |
112,997 |
155 000 |
176,40 |
16 |
DS0725 |
PL0000108197 |
107,23 |
107,02 |
107,300 |
107,300 |
107,300 |
107,300 |
107,300 |
20 000 |
21,76 |
2 |
WS0428 |
PL0000107611 |
101,72 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,72 |
136,42 |
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 |
103,06 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
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 |
99,50 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,50 |
98,70 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
10 000 |
9,99 |
1 |
WZ0124 |
PL0000107454 |
97,45 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
780 000 |
825,34 |
44 |
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 |
101,11 |
101,24 |
1,66 |
1,24 |
101,18 |
1,44 |
OK0715 |
PL0000107405 |
99,06 |
99,21 |
1,74 |
1,46 |
99,14 |
1,59 |
DS1015 |
PL0000103602 |
103,44 |
103,58 |
1,83 |
1,66 |
103,51 |
1,75 |
OK0116 |
PL0000107587 |
98,12 |
98,24 |
1,83 |
1,71 |
98,18 |
1,77 |
PS0416 |
PL0000106340 |
104,03 |
104,16 |
1,81 |
1,72 |
104,10 |
1,76 |
OK0716 |
PL0000107926 |
97,23 |
97,33 |
1,83 |
1,76 |
97,28 |
1,80 |
IZ0816 |
PL0000103529 |
102,78 |
103,58 |
--- |
--- |
103,18 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,30 |
1,80 |
1,72 |
105,23 |
1,76 |
WZ0117 |
PL0000106936 |
99,92 |
100,12 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
106,43 |
106,59 |
1,86 |
1,79 |
106,51 |
1,82 |
DS1017 |
PL0000104543 |
109,05 |
109,24 |
1,89 |
1,83 |
109,15 |
1,86 |
WZ0118 |
PL0000104717 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0418 |
PL0000107314 |
105,56 |
105,78 |
1,99 |
1,92 |
105,67 |
1,95 |
PS0718 |
PL0000107595 |
101,54 |
101,80 |
2,04 |
1,97 |
101,67 |
2,00 |
WZ0119 |
PL0000107603 |
99,47 |
99,61 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
104,76 |
104,96 |
2,14 |
2,09 |
104,86 |
2,11 |
DS1019 |
PL0000105441 |
115,17 |
115,46 |
2,14 |
2,08 |
115,32 |
2,11 |
DS1020 |
PL0000106126 |
116,34 |
116,63 |
2,21 |
2,16 |
116,49 |
2,19 |
WZ0121 |
PL0000106068 |
98,50 |
98,74 |
--- |
--- |
98,62 |
--- |
DS1021 |
PL0000106670 |
121,64 |
122,00 |
2,27 |
2,22 |
121,82 |
2,25 |
WS0922 |
PL0000102646 |
123,72 |
124,14 |
2,35 |
2,29 |
123,93 |
2,32 |
IZ0823 |
PL0000105359 |
109,75 |
115,21 |
--- |
--- |
112,48 |
--- |
DS1023 |
PL0000107264 |
112,67 |
112,92 |
2,38 |
2,35 |
112,80 |
2,37 |
WZ0124 |
PL0000107454 |
97,34 |
97,55 |
--- |
--- |
97,45 |
--- |
DS0725 |
PL0000108197 |
106,79 |
107,17 |
2,51 |
2,47 |
106,98 |
2,49 |
WS0429 |
PL0000105391 |
135,90 |
136,75 |
2,69 |
2,63 |
136,33 |
2,66 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,11 |
101,20 |
1,66 |
1,37 |
101,16 |
1,50 |
OK0715 |
PL0000107405 |
99,06 |
99,20 |
1,74 |
1,48 |
99,13 |
1,61 |
DS1015 |
PL0000103602 |
103,44 |
103,56 |
1,83 |
1,69 |
103,50 |
1,76 |
OK0116 |
PL0000107587 |
98,13 |
98,21 |
1,82 |
1,74 |
98,17 |
1,78 |
PS0416 |
PL0000106340 |
104,06 |
104,18 |
1,79 |
1,70 |
104,12 |
1,75 |
OK0716 |
PL0000107926 |
97,28 |
97,37 |
1,80 |
1,74 |
97,33 |
1,76 |
IZ0816 |
PL0000103529 |
102,92 |
103,55 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
105,22 |
105,32 |
1,77 |
1,71 |
105,27 |
1,74 |
WZ0117 |
PL0000106936 |
99,99 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,51 |
106,70 |
1,82 |
1,74 |
106,61 |
1,78 |
DS1017 |
PL0000104543 |
109,19 |
109,33 |
1,84 |
1,80 |
109,26 |
1,82 |
WZ0118 |
PL0000104717 |
99,76 |
99,89 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
105,72 |
105,93 |
1,94 |
1,87 |
105,83 |
1,90 |
PS0718 |
PL0000107595 |
101,77 |
101,97 |
1,97 |
1,92 |
101,87 |
1,95 |
WZ0119 |
PL0000107603 |
99,46 |
99,61 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
105,01 |
105,19 |
2,08 |
2,04 |
105,10 |
2,06 |
DS1019 |
PL0000105441 |
115,40 |
115,64 |
2,09 |
2,04 |
115,52 |
2,07 |
DS1020 |
PL0000106126 |
116,58 |
116,84 |
2,17 |
2,13 |
116,71 |
2,15 |
WZ0121 |
PL0000106068 |
98,54 |
98,82 |
--- |
--- |
98,68 |
--- |
DS1021 |
PL0000106670 |
121,94 |
122,26 |
2,23 |
2,19 |
122,10 |
2,21 |
WS0922 |
PL0000102646 |
124,01 |
124,36 |
2,31 |
2,27 |
124,19 |
2,29 |
IZ0823 |
PL0000105359 |
109,79 |
115,23 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
113,04 |
113,36 |
2,34 |
2,30 |
113,20 |
2,32 |
WZ0124 |
PL0000107454 |
97,41 |
97,58 |
--- |
--- |
97,50 |
--- |
DS0725 |
PL0000108197 |
107,20 |
107,64 |
2,46 |
2,42 |
107,42 |
2,44 |
WS0429 |
PL0000105391 |
136,56 |
137,34 |
2,64 |
2,59 |
136,95 |
2,62 |
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 |
0/3 |
3 |
1,880 |
1,880 |
1,880 |
320 |
WS0922 |
PL0000102646 |
0/6 |
6 |
1,910 |
1,910 |
1,910 |
130 |
DS1017 |
PL0000104543 |
0/7 |
7 |
1,910 |
1,910 |
1,910 |
265 |
PS0416 |
PL0000106340 |
0/7 |
7 |
1,910 |
1,910 |
1,910 |
155 |
DS1021 |
PL0000106670 |
0/7 |
7 |
1,910 |
1,910 |
1,910 |
200 |
PS1016 |
PL0000106795 |
0/7 |
7 |
1,750 |
1,750 |
1,750 |
60 |
PS0417 |
PL0000107058 |
0/7 |
7 |
1,910 |
1,910 |
1,910 |
90 |
OK0715 |
PL0000107405 |
0/7 |
7 |
1,910 |
1,910 |
1,910 |
40 |
DS1015 |
PL0000103602 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
35 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
100 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
45 |
PS0415 |
PL0000105953 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
265 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
130 |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
80 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
300 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
300 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
60 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
45 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
35 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
5 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
40 |
TOTAL |
2 700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.