2015-01-12 |
MARKET DATA |
No 6 (2537) |
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 |
547,50 |
593,94 |
47 |
1 180,00 |
1 349,29 |
13 |
1 727,50 |
1 943,23 |
60 |
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 |
101,05 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,09 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,45 |
103,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,29 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,16 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,52 |
97,49 |
97,520 |
97,520 |
97,510 |
97,510 |
97,513 |
30 000 |
29,25 |
2 |
PS1016 |
PL0000106795 |
105,34 |
105,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,84 |
106,79 |
106,810 |
106,810 |
106,810 |
106,810 |
106,810 |
25 000 |
27,56 |
1 |
DS1017 |
PL0000104543 |
109,60 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,34 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,46 |
102,35 |
102,370 |
102,370 |
102,370 |
102,370 |
102,370 |
40 000 |
41,42 |
3 |
PS0719 |
PL0000108148 |
106,03 |
105,78 |
105,830 |
105,990 |
105,830 |
105,990 |
105,939 |
90 000 |
96,73 |
8 |
DS1019 |
PL0000105441 |
116,52 |
116,30 |
116,610 |
116,630 |
116,610 |
116,630 |
116,618 |
40 000 |
47,14 |
2 |
DS1020 |
PL0000106126 |
117,95 |
117,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,43 |
123,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,68 |
125,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,71 |
114,25 |
114,250 |
114,300 |
114,250 |
114,300 |
114,280 |
25 000 |
28,79 |
3 |
DS0725 |
PL0000108197 |
109,15 |
108,70 |
108,700 |
109,100 |
108,700 |
108,980 |
108,873 |
245 000 |
270,51 |
22 |
WS0428 |
PL0000107611 |
104,07 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,11 |
139,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
143,00 |
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 |
113,15 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,81 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,55 |
99,57 |
99,540 |
99,540 |
99,540 |
99,540 |
99,540 |
32 500 |
32,76 |
4 |
WZ0121 |
PL0000106068 |
98,70 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,61 |
97,62 |
97,590 |
97,590 |
97,590 |
97,590 |
97,590 |
20 000 |
19,77 |
2 |
TOTAL |
547 500 |
593,94 |
47 |
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 |
103,55 |
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 |
118,05 |
118,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,95 |
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 |
120,60 |
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 |
121,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
116,25 |
116,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
119,50 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
136,25 |
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 |
101,03 |
101,11 |
1,69 |
1,42 |
101,07 |
1,55 |
OK0715 |
PL0000107405 |
99,08 |
99,21 |
1,77 |
1,51 |
99,15 |
1,63 |
DS1015 |
PL0000103602 |
103,40 |
103,51 |
1,78 |
1,64 |
103,46 |
1,70 |
OK0116 |
PL0000107587 |
98,22 |
98,32 |
1,76 |
1,66 |
98,27 |
1,71 |
PS0416 |
PL0000106340 |
104,07 |
104,19 |
1,74 |
1,65 |
104,13 |
1,69 |
OK0716 |
PL0000107926 |
97,38 |
97,52 |
1,75 |
1,66 |
97,45 |
1,70 |
IZ0816 |
PL0000103529 |
102,95 |
103,62 |
--- |
--- |
103,29 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,39 |
1,75 |
1,64 |
105,30 |
1,69 |
WZ0117 |
PL0000106936 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,65 |
106,81 |
1,74 |
1,67 |
106,73 |
1,71 |
DS1017 |
PL0000104543 |
109,40 |
109,59 |
1,75 |
1,68 |
109,50 |
1,71 |
WZ0118 |
PL0000104717 |
99,76 |
99,89 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
106,07 |
106,28 |
1,82 |
1,76 |
106,18 |
1,79 |
PS0718 |
PL0000107595 |
102,17 |
102,40 |
1,86 |
1,79 |
102,29 |
1,82 |
WZ0119 |
PL0000107603 |
99,47 |
99,61 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
105,63 |
105,84 |
1,94 |
1,89 |
105,74 |
1,91 |
DS1019 |
PL0000105441 |
116,09 |
116,38 |
1,94 |
1,88 |
116,24 |
1,91 |
DS1020 |
PL0000106126 |
117,48 |
117,75 |
2,01 |
1,97 |
117,62 |
1,99 |
WZ0121 |
PL0000106068 |
98,67 |
98,85 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
122,86 |
123,26 |
2,09 |
2,04 |
123,06 |
2,07 |
WS0922 |
PL0000102646 |
125,07 |
125,51 |
2,17 |
2,12 |
125,29 |
2,14 |
IZ0823 |
PL0000105359 |
112,45 |
114,33 |
--- |
--- |
113,39 |
--- |
DS1023 |
PL0000107264 |
114,14 |
114,43 |
2,21 |
2,17 |
114,29 |
2,19 |
WZ0124 |
PL0000107454 |
97,50 |
97,67 |
--- |
--- |
97,59 |
--- |
DS0725 |
PL0000108197 |
108,47 |
108,85 |
2,33 |
2,29 |
108,66 |
2,31 |
WS0429 |
PL0000105391 |
139,05 |
139,98 |
2,47 |
2,40 |
139,52 |
2,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,02 |
101,08 |
1,73 |
1,52 |
101,05 |
1,62 |
OK0715 |
PL0000107405 |
99,08 |
99,20 |
1,77 |
1,53 |
99,14 |
1,65 |
DS1015 |
PL0000103602 |
103,43 |
103,52 |
1,74 |
1,63 |
103,48 |
1,68 |
OK0116 |
PL0000107587 |
98,26 |
98,34 |
1,72 |
1,64 |
98,30 |
1,68 |
PS0416 |
PL0000106340 |
104,13 |
104,22 |
1,69 |
1,62 |
104,18 |
1,65 |
OK0716 |
PL0000107926 |
97,49 |
97,58 |
1,68 |
1,62 |
97,54 |
1,64 |
IZ0816 |
PL0000103529 |
102,99 |
103,60 |
--- |
--- |
103,30 |
--- |
PS1016 |
PL0000106795 |
105,32 |
105,46 |
1,68 |
1,60 |
105,39 |
1,64 |
WZ0117 |
PL0000106936 |
99,97 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
106,81 |
106,92 |
1,67 |
1,62 |
106,87 |
1,65 |
DS1017 |
PL0000104543 |
109,57 |
109,72 |
1,69 |
1,64 |
109,65 |
1,66 |
WZ0118 |
PL0000104717 |
99,78 |
99,89 |
--- |
--- |
99,84 |
--- |
PS0418 |
PL0000107314 |
106,31 |
106,51 |
1,75 |
1,69 |
106,41 |
1,72 |
PS0718 |
PL0000107595 |
102,41 |
102,63 |
1,79 |
1,72 |
102,52 |
1,75 |
WZ0119 |
PL0000107603 |
99,52 |
99,61 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
106,00 |
106,16 |
1,85 |
1,82 |
106,08 |
1,83 |
DS1019 |
PL0000105441 |
116,48 |
116,71 |
1,86 |
1,81 |
116,60 |
1,84 |
DS1020 |
PL0000106126 |
117,88 |
118,14 |
1,94 |
1,90 |
118,01 |
1,92 |
WZ0121 |
PL0000106068 |
98,66 |
98,84 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
123,34 |
123,65 |
2,03 |
1,98 |
123,50 |
2,00 |
WS0922 |
PL0000102646 |
125,64 |
126,00 |
2,10 |
2,06 |
125,82 |
2,08 |
IZ0823 |
PL0000105359 |
112,92 |
113,68 |
--- |
--- |
113,30 |
--- |
DS1023 |
PL0000107264 |
114,58 |
114,80 |
2,16 |
2,13 |
114,69 |
2,14 |
WZ0124 |
PL0000107454 |
97,56 |
97,67 |
--- |
--- |
97,62 |
--- |
DS0725 |
PL0000108197 |
109,02 |
109,28 |
2,27 |
2,25 |
109,15 |
2,26 |
WS0429 |
PL0000105391 |
139,84 |
140,66 |
2,41 |
2,36 |
140,25 |
2,39 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,770 |
1,770 |
1,770 |
140 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,730 |
1,850 |
1,822 |
195 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,730 |
1,730 |
1,730 |
140 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,740 |
1,740 |
1,740 |
90 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,700 |
1,700 |
1,700 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,730 |
1,730 |
1,730 |
350 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,700 |
1,700 |
1,700 |
65 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
90 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,700 |
1,700 |
1,700 |
60 |
TOTAL |
1 180 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.