2015-01-09 |
MARKET DATA |
No 5 (2536) |
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 |
887,50 |
980,27 |
69 |
690,00 |
739,17 |
8 |
1 577,50 |
1 719,44 |
77 |
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 |
101,08 |
101,09 |
101,080 |
101,080 |
101,080 |
101,080 |
101,080 |
2 500 |
2,63 |
1 |
OK0715 |
PL0000107405 |
99,14 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,46 |
103,47 |
103,440 |
103,440 |
103,440 |
103,440 |
103,440 |
5 000 |
5,24 |
1 |
OK0116 |
PL0000107587 |
98,25 |
98,27 |
98,250 |
98,250 |
98,250 |
98,250 |
98,250 |
130 000 |
127,73 |
4 |
PS0416 |
PL0000106340 |
104,13 |
104,13 |
104,090 |
104,090 |
104,090 |
104,090 |
104,090 |
35 000 |
37,69 |
1 |
OK0716 |
PL0000107926 |
97,44 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,31 |
105,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,75 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,48 |
109,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,15 |
106,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,21 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,72 |
105,37 |
105,660 |
105,740 |
105,570 |
105,730 |
105,654 |
130 000 |
139,34 |
14 |
DS1019 |
PL0000105441 |
116,19 |
115,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,58 |
116,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,06 |
122,17 |
122,700 |
123,000 |
122,700 |
123,000 |
122,786 |
35 000 |
43,42 |
2 |
WS0922 |
PL0000102646 |
125,43 |
124,39 |
125,000 |
125,000 |
124,990 |
124,990 |
124,996 |
35 000 |
44,37 |
3 |
DS1023 |
PL0000107264 |
114,42 |
113,38 |
114,290 |
114,290 |
113,970 |
114,200 |
114,148 |
295 000 |
339,32 |
29 |
DS0725 |
PL0000108197 |
108,77 |
108,40 |
108,770 |
108,770 |
108,430 |
108,430 |
108,564 |
90 000 |
99,09 |
7 |
WS0428 |
PL0000107611 |
103,90 |
104,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,36 |
139,29 |
139,350 |
139,350 |
139,350 |
139,350 |
139,350 |
25 000 |
35,87 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,05 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,93 |
113,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,03 |
100,07 |
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 |
99,83 |
99,87 |
99,830 |
99,830 |
99,830 |
99,830 |
99,830 |
75 000 |
75,82 |
1 |
WZ0119 |
PL0000107603 |
99,55 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,73 |
98,81 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
10 000 |
10,00 |
1 |
WZ0124 |
PL0000107454 |
97,60 |
97,60 |
97,600 |
97,600 |
97,600 |
97,600 |
97,600 |
20 000 |
19,77 |
2 |
TOTAL |
887 500 |
980,27 |
69 |
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 |
107,55 |
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 |
104,90 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,15 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,40 |
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 |
121,00 |
121,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
115,88 |
116,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
119,45 |
119,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
136,50 |
137,75 |
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 |
101,06 |
101,14 |
1,63 |
1,35 |
101,10 |
1,49 |
OK0715 |
PL0000107405 |
99,10 |
99,22 |
1,72 |
1,49 |
99,16 |
1,60 |
DS1015 |
PL0000103602 |
103,42 |
103,52 |
1,77 |
1,65 |
103,47 |
1,71 |
OK0116 |
PL0000107587 |
98,23 |
98,30 |
1,74 |
1,67 |
98,27 |
1,70 |
PS0416 |
PL0000106340 |
104,10 |
104,22 |
1,72 |
1,63 |
104,16 |
1,68 |
OK0716 |
PL0000107926 |
97,42 |
97,53 |
1,72 |
1,65 |
97,48 |
1,68 |
IZ0816 |
PL0000103529 |
102,97 |
103,62 |
--- |
--- |
103,30 |
--- |
PS1016 |
PL0000106795 |
105,28 |
105,43 |
1,71 |
1,63 |
105,36 |
1,66 |
WZ0117 |
PL0000106936 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
106,73 |
106,88 |
1,71 |
1,64 |
106,81 |
1,67 |
DS1017 |
PL0000104543 |
109,46 |
109,63 |
1,73 |
1,67 |
109,55 |
1,70 |
WZ0118 |
PL0000104717 |
99,81 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
106,13 |
106,31 |
1,80 |
1,75 |
106,22 |
1,78 |
PS0718 |
PL0000107595 |
102,18 |
102,40 |
1,85 |
1,79 |
102,29 |
1,82 |
WZ0119 |
PL0000107603 |
99,53 |
99,65 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
105,69 |
105,84 |
1,92 |
1,89 |
105,77 |
1,90 |
DS1019 |
PL0000105441 |
116,14 |
116,38 |
1,93 |
1,88 |
116,26 |
1,91 |
DS1020 |
PL0000106126 |
117,55 |
117,80 |
2,00 |
1,96 |
117,68 |
1,98 |
WZ0121 |
PL0000106068 |
98,70 |
98,89 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
123,03 |
123,40 |
2,07 |
2,02 |
123,22 |
2,04 |
WS0922 |
PL0000102646 |
125,38 |
125,76 |
2,13 |
2,09 |
125,57 |
2,11 |
IZ0823 |
PL0000105359 |
112,74 |
114,50 |
--- |
--- |
113,62 |
--- |
DS1023 |
PL0000107264 |
114,38 |
114,64 |
2,18 |
2,15 |
114,51 |
2,17 |
WZ0124 |
PL0000107454 |
97,57 |
97,74 |
--- |
--- |
97,66 |
--- |
DS0725 |
PL0000108197 |
108,72 |
109,07 |
2,30 |
2,27 |
108,90 |
2,29 |
WS0429 |
PL0000105391 |
139,12 |
140,03 |
2,46 |
2,40 |
139,58 |
2,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,03 |
101,11 |
1,73 |
1,45 |
101,07 |
1,59 |
OK0715 |
PL0000107405 |
99,08 |
99,21 |
1,76 |
1,51 |
99,15 |
1,62 |
DS1015 |
PL0000103602 |
103,42 |
103,49 |
1,77 |
1,68 |
103,46 |
1,72 |
OK0116 |
PL0000107587 |
98,22 |
98,30 |
1,75 |
1,67 |
98,26 |
1,71 |
PS0416 |
PL0000106340 |
104,08 |
104,17 |
1,74 |
1,67 |
104,13 |
1,70 |
OK0716 |
PL0000107926 |
97,40 |
97,48 |
1,74 |
1,68 |
97,44 |
1,71 |
IZ0816 |
PL0000103529 |
102,92 |
103,61 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
105,23 |
105,36 |
1,74 |
1,66 |
105,30 |
1,70 |
WZ0117 |
PL0000106936 |
99,99 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0417 |
PL0000107058 |
106,64 |
106,77 |
1,75 |
1,69 |
106,71 |
1,72 |
DS1017 |
PL0000104543 |
109,36 |
109,54 |
1,77 |
1,70 |
109,45 |
1,73 |
WZ0118 |
PL0000104717 |
99,80 |
99,89 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
106,01 |
106,23 |
1,84 |
1,77 |
106,12 |
1,81 |
PS0718 |
PL0000107595 |
102,11 |
102,31 |
1,87 |
1,82 |
102,21 |
1,84 |
WZ0119 |
PL0000107603 |
99,50 |
99,60 |
--- |
--- |
99,55 |
--- |
PS0719 |
PL0000108148 |
105,56 |
105,73 |
1,95 |
1,91 |
105,65 |
1,93 |
DS1019 |
PL0000105441 |
116,01 |
116,23 |
1,96 |
1,91 |
116,12 |
1,93 |
DS1020 |
PL0000106126 |
117,36 |
117,62 |
2,03 |
1,99 |
117,49 |
2,01 |
WZ0121 |
PL0000106068 |
98,67 |
98,85 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
122,79 |
123,06 |
2,10 |
2,07 |
122,93 |
2,09 |
WS0922 |
PL0000102646 |
124,98 |
125,42 |
2,18 |
2,13 |
125,20 |
2,16 |
IZ0823 |
PL0000105359 |
112,35 |
114,18 |
--- |
--- |
113,27 |
--- |
DS1023 |
PL0000107264 |
114,03 |
114,30 |
2,22 |
2,19 |
114,17 |
2,20 |
WZ0124 |
PL0000107454 |
97,56 |
97,67 |
--- |
--- |
97,62 |
--- |
DS0725 |
PL0000108197 |
108,31 |
108,59 |
2,35 |
2,32 |
108,45 |
2,33 |
WS0429 |
PL0000105391 |
139,01 |
139,77 |
2,47 |
2,42 |
139,39 |
2,45 |
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 |
3/4 |
1 |
1,950 |
1,950 |
1,950 |
130 |
DS1015 |
PL0000103602 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
35 |
PS0415 |
PL0000105953 |
3/10 |
7 |
1,800 |
1,800 |
1,800 |
200 |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
65 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
30 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
80 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
70 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,950 |
1,950 |
1,950 |
80 |
TOTAL |
690 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.