2015-01-07 |
MARKET DATA |
No 3 (2534) |
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 |
697,50 |
743,03 |
50 |
1 930,00 |
2 111,62 |
13 |
2 627,50 |
2 854,66 |
63 |
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 |
101,13 |
101,15 |
101,130 |
101,130 |
101,130 |
101,130 |
101,130 |
10 000 |
10,50 |
1 |
OK0715 |
PL0000107405 |
99,10 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,48 |
103,53 |
103,480 |
103,480 |
103,480 |
103,480 |
103,480 |
5 000 |
5,24 |
1 |
OK0116 |
PL0000107587 |
98,25 |
98,26 |
98,245 |
98,250 |
98,245 |
98,250 |
98,250 |
160 000 |
157,20 |
3 |
PS0416 |
PL0000106340 |
104,20 |
104,23 |
104,160 |
104,160 |
104,160 |
104,160 |
104,160 |
35 000 |
37,70 |
1 |
OK0716 |
PL0000107926 |
97,45 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,38 |
105,41 |
105,320 |
105,320 |
105,320 |
105,320 |
105,320 |
25 000 |
26,58 |
1 |
PS0417 |
PL0000107058 |
106,83 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,58 |
109,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,22 |
106,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,24 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,80 |
105,61 |
105,780 |
105,830 |
105,610 |
105,610 |
105,747 |
270 000 |
289,56 |
24 |
DS1019 |
PL0000105441 |
116,24 |
116,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,61 |
117,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,09 |
123,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,44 |
125,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,49 |
114,20 |
114,540 |
114,600 |
114,180 |
114,180 |
114,413 |
100 000 |
115,25 |
10 |
DS0725 |
PL0000108197 |
108,88 |
108,67 |
108,650 |
108,950 |
108,650 |
108,770 |
108,817 |
82 500 |
91,01 |
7 |
WS0428 |
PL0000107611 |
103,82 |
104,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,13 |
138,94 |
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 |
103,15 |
103,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,99 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,04 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,06 |
100,08 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
5 000 |
5,06 |
1 |
WZ0118 |
PL0000104717 |
99,85 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,56 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,63 |
97,59 |
97,620 |
97,620 |
97,620 |
97,620 |
97,620 |
5 000 |
4,94 |
1 |
TOTAL |
697 500 |
743,03 |
50 |
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 |
103,50 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,60 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
118,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,90 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,20 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,45 |
120,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,50 |
125,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
121,00 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
115,75 |
114,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
119,50 |
118,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
137,00 |
135,75 |
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 |
101,09 |
101,20 |
1,66 |
1,30 |
101,15 |
1,47 |
OK0715 |
PL0000107405 |
99,09 |
99,21 |
1,70 |
1,48 |
99,15 |
1,59 |
DS1015 |
PL0000103602 |
103,46 |
103,57 |
1,78 |
1,65 |
103,52 |
1,71 |
OK0116 |
PL0000107587 |
98,19 |
98,29 |
1,77 |
1,67 |
98,24 |
1,72 |
PS0416 |
PL0000106340 |
104,17 |
104,27 |
1,70 |
1,62 |
104,22 |
1,66 |
OK0716 |
PL0000107926 |
97,42 |
97,55 |
1,71 |
1,62 |
97,49 |
1,66 |
IZ0816 |
PL0000103529 |
102,98 |
103,66 |
--- |
--- |
103,32 |
--- |
PS1016 |
PL0000106795 |
105,34 |
105,51 |
1,69 |
1,60 |
105,43 |
1,64 |
WZ0117 |
PL0000106936 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
106,75 |
106,94 |
1,71 |
1,63 |
106,85 |
1,67 |
DS1017 |
PL0000104543 |
109,48 |
109,68 |
1,74 |
1,67 |
109,58 |
1,70 |
WZ0118 |
PL0000104717 |
99,77 |
99,92 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
106,10 |
106,34 |
1,82 |
1,75 |
106,22 |
1,78 |
PS0718 |
PL0000107595 |
102,15 |
102,40 |
1,86 |
1,79 |
102,28 |
1,83 |
WZ0119 |
PL0000107603 |
99,51 |
99,66 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
105,59 |
105,80 |
1,95 |
1,90 |
105,70 |
1,92 |
DS1019 |
PL0000105441 |
116,09 |
116,34 |
1,95 |
1,90 |
116,22 |
1,92 |
DS1020 |
PL0000106126 |
117,44 |
117,68 |
2,02 |
1,98 |
117,56 |
2,00 |
WZ0121 |
PL0000106068 |
98,65 |
98,85 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
122,92 |
123,31 |
2,09 |
2,04 |
123,12 |
2,06 |
WS0922 |
PL0000102646 |
125,21 |
125,62 |
2,16 |
2,11 |
125,42 |
2,13 |
IZ0823 |
PL0000105359 |
112,48 |
114,40 |
--- |
--- |
113,44 |
--- |
DS1023 |
PL0000107264 |
114,20 |
114,54 |
2,20 |
2,16 |
114,37 |
2,18 |
WZ0124 |
PL0000107454 |
97,48 |
97,65 |
--- |
--- |
97,57 |
--- |
DS0725 |
PL0000108197 |
108,59 |
108,95 |
2,32 |
2,28 |
108,77 |
2,30 |
WS0429 |
PL0000105391 |
138,45 |
139,45 |
2,51 |
2,44 |
138,95 |
2,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,11 |
101,17 |
1,60 |
1,40 |
101,14 |
1,50 |
OK0715 |
PL0000107405 |
99,08 |
99,20 |
1,72 |
1,49 |
99,14 |
1,61 |
DS1015 |
PL0000103602 |
103,46 |
103,55 |
1,78 |
1,67 |
103,51 |
1,72 |
OK0116 |
PL0000107587 |
98,20 |
98,28 |
1,76 |
1,68 |
98,24 |
1,72 |
PS0416 |
PL0000106340 |
104,12 |
104,25 |
1,73 |
1,63 |
104,19 |
1,68 |
OK0716 |
PL0000107926 |
97,40 |
97,50 |
1,72 |
1,65 |
97,45 |
1,69 |
IZ0816 |
PL0000103529 |
103,02 |
103,62 |
--- |
--- |
103,32 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,43 |
1,72 |
1,64 |
105,36 |
1,68 |
WZ0117 |
PL0000106936 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
106,69 |
106,88 |
1,74 |
1,66 |
106,79 |
1,70 |
DS1017 |
PL0000104543 |
109,41 |
109,60 |
1,76 |
1,70 |
109,51 |
1,73 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
106,02 |
106,26 |
1,84 |
1,77 |
106,14 |
1,81 |
PS0718 |
PL0000107595 |
102,06 |
102,32 |
1,89 |
1,81 |
102,19 |
1,85 |
WZ0119 |
PL0000107603 |
99,53 |
99,67 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
105,58 |
105,72 |
1,95 |
1,92 |
105,65 |
1,93 |
DS1019 |
PL0000105441 |
116,01 |
116,28 |
1,96 |
1,91 |
116,15 |
1,94 |
DS1020 |
PL0000106126 |
117,32 |
117,57 |
2,04 |
2,00 |
117,45 |
2,02 |
WZ0121 |
PL0000106068 |
98,72 |
98,84 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
122,87 |
123,09 |
2,10 |
2,07 |
122,98 |
2,08 |
WS0922 |
PL0000102646 |
125,01 |
125,42 |
2,18 |
2,13 |
125,22 |
2,16 |
IZ0823 |
PL0000105359 |
112,43 |
114,24 |
--- |
--- |
113,34 |
--- |
DS1023 |
PL0000107264 |
114,13 |
114,28 |
2,21 |
2,19 |
114,21 |
2,20 |
WZ0124 |
PL0000107454 |
97,57 |
97,70 |
--- |
--- |
97,64 |
--- |
DS0725 |
PL0000108197 |
108,46 |
108,73 |
2,33 |
2,30 |
108,60 |
2,32 |
WS0429 |
PL0000105391 |
138,29 |
139,20 |
2,52 |
2,46 |
138,75 |
2,49 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,710 |
1,710 |
1,710 |
240 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,710 |
1,710 |
1,710 |
70 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,710 |
1,710 |
1,710 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,710 |
1,710 |
1,710 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
50 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
15 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
80 |
PS0416 |
PL0000106340 |
2/9 |
7 |
1,850 |
1,850 |
1,850 |
155 |
DS1021 |
PL0000106670 |
2/9 |
7 |
1,850 |
1,850 |
1,850 |
220 |
OK0715 |
PL0000107405 |
2/9 |
7 |
1,850 |
1,850 |
1,850 |
40 |
TOTAL |
930 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,950 |
1,950 |
1,950 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.