2015-01-08 |
MARKET DATA |
No 4 (2535) |
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 |
815,00 |
953,67 |
57 |
1 895,00 |
2 076,65 |
22 |
2 710,00 |
3 030,32 |
79 |
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 |
101,12 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,12 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,46 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,25 |
98,25 |
98,240 |
98,240 |
98,240 |
98,240 |
98,240 |
25 000 |
24,56 |
1 |
PS0416 |
PL0000106340 |
104,15 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,44 |
97,47 |
97,430 |
97,430 |
97,430 |
97,430 |
97,430 |
2 500 |
2,44 |
1 |
PS1016 |
PL0000106795 |
105,31 |
105,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,80 |
106,79 |
106,800 |
106,800 |
106,780 |
106,780 |
106,784 |
125 000 |
137,74 |
2 |
DS1017 |
PL0000104543 |
109,52 |
109,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,15 |
106,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,22 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,78 |
105,66 |
105,790 |
105,820 |
105,730 |
105,730 |
105,795 |
140 000 |
150,25 |
9 |
DS1019 |
PL0000105441 |
116,29 |
116,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,63 |
117,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,12 |
123,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,45 |
125,31 |
125,310 |
125,400 |
125,310 |
125,360 |
125,348 |
210 000 |
266,90 |
19 |
DS1023 |
PL0000107264 |
114,50 |
114,25 |
114,280 |
114,450 |
114,280 |
114,450 |
114,350 |
215 000 |
247,71 |
14 |
DS0725 |
PL0000108197 |
108,90 |
108,66 |
108,870 |
108,950 |
108,750 |
108,750 |
108,848 |
45 000 |
49,67 |
5 |
WS0428 |
PL0000107611 |
103,89 |
94,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,64 |
138,91 |
139,580 |
139,640 |
139,580 |
139,640 |
139,610 |
50 000 |
71,87 |
5 |
WS0437 |
PL0000104857 |
139,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,05 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,94 |
113,71 |
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 |
100,05 |
100,09 |
100,030 |
100,030 |
100,030 |
100,030 |
100,030 |
2 500 |
2,53 |
1 |
WZ0118 |
PL0000104717 |
99,86 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,56 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,64 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
815 000 |
953,67 |
57 |
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 |
103,60 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,60 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,10 |
118,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,85 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,15 |
119,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,50 |
120,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,50 |
126,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
121,15 |
122,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
116,15 |
116,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
119,55 |
119,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
137,00 |
138,00 |
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 |
101,08 |
101,17 |
1,59 |
1,29 |
101,13 |
1,42 |
OK0715 |
PL0000107405 |
99,10 |
99,22 |
1,71 |
1,48 |
99,16 |
1,59 |
DS1015 |
PL0000103602 |
103,42 |
103,53 |
1,78 |
1,65 |
103,48 |
1,71 |
OK0116 |
PL0000107587 |
98,19 |
98,29 |
1,78 |
1,68 |
98,24 |
1,73 |
PS0416 |
PL0000106340 |
104,10 |
104,21 |
1,73 |
1,64 |
104,16 |
1,68 |
OK0716 |
PL0000107926 |
97,38 |
97,51 |
1,75 |
1,66 |
97,45 |
1,70 |
IZ0816 |
PL0000103529 |
102,95 |
103,62 |
--- |
--- |
103,29 |
--- |
PS1016 |
PL0000106795 |
105,26 |
105,41 |
1,72 |
1,64 |
105,34 |
1,68 |
WZ0117 |
PL0000106936 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
106,70 |
106,84 |
1,72 |
1,66 |
106,77 |
1,69 |
DS1017 |
PL0000104543 |
109,43 |
109,60 |
1,75 |
1,69 |
109,52 |
1,71 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
106,06 |
106,28 |
1,83 |
1,76 |
106,17 |
1,79 |
PS0718 |
PL0000107595 |
102,10 |
102,36 |
1,88 |
1,80 |
102,23 |
1,84 |
WZ0119 |
PL0000107603 |
99,51 |
99,63 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
105,59 |
105,82 |
1,95 |
1,89 |
105,71 |
1,92 |
DS1019 |
PL0000105441 |
116,07 |
116,32 |
1,95 |
1,90 |
116,20 |
1,92 |
DS1020 |
PL0000106126 |
117,42 |
117,68 |
2,02 |
1,98 |
117,55 |
2,00 |
WZ0121 |
PL0000106068 |
98,72 |
98,87 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
122,91 |
123,26 |
2,09 |
2,04 |
123,09 |
2,06 |
WS0922 |
PL0000102646 |
125,33 |
125,60 |
2,14 |
2,11 |
125,47 |
2,12 |
IZ0823 |
PL0000105359 |
112,60 |
114,18 |
--- |
--- |
113,39 |
--- |
DS1023 |
PL0000107264 |
114,21 |
114,46 |
2,20 |
2,17 |
114,34 |
2,19 |
WZ0124 |
PL0000107454 |
97,57 |
97,71 |
--- |
--- |
97,64 |
--- |
DS0725 |
PL0000108197 |
108,61 |
108,98 |
2,32 |
2,28 |
108,80 |
2,30 |
WS0429 |
PL0000105391 |
138,51 |
139,41 |
2,51 |
2,44 |
138,96 |
2,47 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,08 |
101,16 |
1,59 |
1,32 |
101,12 |
1,46 |
OK0715 |
PL0000107405 |
99,10 |
99,22 |
1,71 |
1,48 |
99,16 |
1,59 |
DS1015 |
PL0000103602 |
103,42 |
103,53 |
1,78 |
1,65 |
103,48 |
1,71 |
OK0116 |
PL0000107587 |
98,23 |
98,32 |
1,74 |
1,65 |
98,28 |
1,69 |
PS0416 |
PL0000106340 |
104,11 |
104,20 |
1,72 |
1,65 |
104,16 |
1,68 |
OK0716 |
PL0000107926 |
97,42 |
97,52 |
1,72 |
1,65 |
97,47 |
1,68 |
IZ0816 |
PL0000103529 |
102,97 |
103,61 |
--- |
--- |
103,29 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,45 |
1,71 |
1,62 |
105,37 |
1,66 |
WZ0117 |
PL0000106936 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
106,76 |
106,88 |
1,70 |
1,65 |
106,82 |
1,67 |
DS1017 |
PL0000104543 |
109,43 |
109,62 |
1,75 |
1,68 |
109,53 |
1,71 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
106,10 |
106,29 |
1,81 |
1,76 |
106,20 |
1,78 |
PS0718 |
PL0000107595 |
102,15 |
102,41 |
1,86 |
1,79 |
102,28 |
1,82 |
WZ0119 |
PL0000107603 |
99,53 |
99,64 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
105,64 |
105,80 |
1,93 |
1,90 |
105,72 |
1,92 |
DS1019 |
PL0000105441 |
116,13 |
116,40 |
1,93 |
1,88 |
116,27 |
1,91 |
DS1020 |
PL0000106126 |
117,49 |
117,75 |
2,01 |
1,97 |
117,62 |
1,99 |
WZ0121 |
PL0000106068 |
98,72 |
98,88 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
122,99 |
123,38 |
2,08 |
2,02 |
123,19 |
2,05 |
WS0922 |
PL0000102646 |
125,27 |
125,68 |
2,15 |
2,10 |
125,48 |
2,12 |
IZ0823 |
PL0000105359 |
112,69 |
114,18 |
--- |
--- |
113,44 |
--- |
DS1023 |
PL0000107264 |
114,30 |
114,55 |
2,19 |
2,16 |
114,43 |
2,17 |
WZ0124 |
PL0000107454 |
97,60 |
97,72 |
--- |
--- |
97,66 |
--- |
DS0725 |
PL0000108197 |
108,73 |
108,98 |
2,30 |
2,28 |
108,86 |
2,29 |
WS0429 |
PL0000105391 |
139,13 |
140,05 |
2,46 |
2,40 |
139,59 |
2,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,600 |
1,600 |
1,600 |
110 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,870 |
1,870 |
1,870 |
85 |
PS0416 |
PL0000106340 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
55 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,850 |
1,850 |
1,850 |
10 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
90 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,940 |
1,940 |
1,940 |
110 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
55 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,940 |
1,950 |
1,943 |
145 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
350 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
60 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,870 |
1,940 |
1,903 |
210 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,940 |
1,940 |
1,940 |
50 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,940 |
1,940 |
1,940 |
50 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,940 |
1,940 |
1,940 |
400 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,940 |
1,940 |
1,940 |
105 |
TOTAL |
1 895 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.