2015-01-13 |
MARKET DATA |
No 7 (2538) |
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 |
1 167,50 |
1 240,25 |
66 |
610,00 |
665,16 |
7 |
1 777,50 |
1 905,40 |
73 |
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 |
101,03 |
101,09 |
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 |
103,45 |
103,50 |
103,510 |
103,510 |
103,510 |
103,510 |
103,510 |
82 500 |
86,57 |
2 |
OK0116 |
PL0000107587 |
98,29 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,15 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,52 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,34 |
105,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,79 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,58 |
109,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,38 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,49 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,10 |
105,75 |
106,100 |
106,100 |
105,750 |
105,800 |
105,836 |
290 000 |
311,42 |
23 |
DS1019 |
PL0000105441 |
116,58 |
116,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,97 |
117,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,42 |
123,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,73 |
125,39 |
125,620 |
125,620 |
125,620 |
125,620 |
125,620 |
7 500 |
9,56 |
1 |
DS1023 |
PL0000107264 |
114,68 |
114,25 |
114,680 |
114,680 |
114,450 |
114,450 |
114,642 |
107 500 |
124,21 |
9 |
DS0725 |
PL0000108197 |
109,15 |
108,55 |
109,090 |
109,150 |
108,500 |
108,500 |
108,940 |
255 000 |
281,75 |
21 |
WS0428 |
PL0000107611 |
104,02 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,07 |
139,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
143,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,08 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,13 |
113,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,83 |
99,86 |
99,810 |
99,810 |
99,810 |
99,810 |
99,810 |
100 000 |
101,08 |
1 |
WZ0119 |
PL0000107603 |
99,55 |
99,57 |
99,540 |
99,540 |
99,540 |
99,540 |
99,540 |
225 000 |
226,83 |
4 |
WZ0121 |
PL0000106068 |
98,70 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,59 |
97,55 |
97,580 |
97,580 |
97,560 |
97,560 |
97,570 |
100 000 |
98,84 |
5 |
TOTAL |
1 167 500 |
1 240,25 |
66 |
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 |
107,65 |
107,85 |
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 |
105,05 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,20 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,60 |
121,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,75 |
126,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
121,25 |
122,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
116,75 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
120,00 |
120,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
137,50 |
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 |
101,02 |
101,11 |
1,69 |
1,38 |
101,07 |
1,52 |
OK0715 |
PL0000107405 |
99,11 |
99,23 |
1,72 |
1,48 |
99,17 |
1,60 |
DS1015 |
PL0000103602 |
103,43 |
103,53 |
1,73 |
1,60 |
103,48 |
1,66 |
OK0116 |
PL0000107587 |
98,27 |
98,36 |
1,71 |
1,62 |
98,32 |
1,66 |
PS0416 |
PL0000106340 |
104,13 |
104,24 |
1,69 |
1,60 |
104,19 |
1,64 |
OK0716 |
PL0000107926 |
97,50 |
97,60 |
1,67 |
1,60 |
97,55 |
1,64 |
IZ0816 |
PL0000103529 |
102,96 |
103,63 |
--- |
--- |
103,30 |
--- |
PS1016 |
PL0000106795 |
105,32 |
105,47 |
1,68 |
1,59 |
105,40 |
1,63 |
WZ0117 |
PL0000106936 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
106,77 |
106,94 |
1,68 |
1,61 |
106,86 |
1,65 |
DS1017 |
PL0000104543 |
109,55 |
109,74 |
1,69 |
1,63 |
109,65 |
1,66 |
WZ0118 |
PL0000104717 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0418 |
PL0000107314 |
106,32 |
106,55 |
1,74 |
1,67 |
106,44 |
1,71 |
PS0718 |
PL0000107595 |
102,46 |
102,69 |
1,77 |
1,70 |
102,58 |
1,74 |
WZ0119 |
PL0000107603 |
99,51 |
99,61 |
--- |
--- |
99,56 |
--- |
PS0719 |
PL0000108148 |
106,02 |
106,22 |
1,85 |
1,80 |
106,12 |
1,83 |
DS1019 |
PL0000105441 |
116,54 |
116,77 |
1,85 |
1,80 |
116,66 |
1,82 |
DS1020 |
PL0000106126 |
117,94 |
118,22 |
1,93 |
1,89 |
118,08 |
1,91 |
WZ0121 |
PL0000106068 |
98,65 |
98,85 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
123,35 |
123,62 |
2,02 |
1,99 |
123,49 |
2,00 |
WS0922 |
PL0000102646 |
125,67 |
125,98 |
2,10 |
2,06 |
125,83 |
2,08 |
IZ0823 |
PL0000105359 |
112,92 |
114,13 |
--- |
--- |
113,53 |
--- |
DS1023 |
PL0000107264 |
114,63 |
114,89 |
2,15 |
2,12 |
114,76 |
2,14 |
WZ0124 |
PL0000107454 |
97,53 |
97,69 |
--- |
--- |
97,61 |
--- |
DS0725 |
PL0000108197 |
109,03 |
109,44 |
2,27 |
2,23 |
109,24 |
2,25 |
WS0429 |
PL0000105391 |
139,86 |
140,68 |
2,41 |
2,36 |
140,27 |
2,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
101,02 |
101,11 |
1,69 |
1,38 |
101,07 |
1,52 |
OK0715 |
PL0000107405 |
99,10 |
99,22 |
1,74 |
1,50 |
99,16 |
1,62 |
DS1015 |
PL0000103602 |
103,43 |
103,52 |
1,73 |
1,61 |
103,48 |
1,66 |
OK0116 |
PL0000107587 |
98,24 |
98,35 |
1,74 |
1,63 |
98,30 |
1,68 |
PS0416 |
PL0000106340 |
104,11 |
104,22 |
1,70 |
1,62 |
104,17 |
1,66 |
OK0716 |
PL0000107926 |
97,46 |
97,54 |
1,70 |
1,65 |
97,50 |
1,67 |
IZ0816 |
PL0000103529 |
102,96 |
103,61 |
--- |
--- |
103,29 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,44 |
1,69 |
1,61 |
105,37 |
1,65 |
WZ0117 |
PL0000106936 |
100,00 |
100,13 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
106,66 |
106,82 |
1,73 |
1,66 |
106,74 |
1,70 |
DS1017 |
PL0000104543 |
109,42 |
109,60 |
1,74 |
1,68 |
109,51 |
1,71 |
WZ0118 |
PL0000104717 |
99,78 |
99,88 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
106,15 |
106,37 |
1,80 |
1,73 |
106,26 |
1,76 |
PS0718 |
PL0000107595 |
102,26 |
102,51 |
1,83 |
1,76 |
102,39 |
1,79 |
WZ0119 |
PL0000107603 |
99,51 |
99,63 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
105,77 |
105,92 |
1,90 |
1,87 |
105,85 |
1,89 |
DS1019 |
PL0000105441 |
116,24 |
116,48 |
1,91 |
1,86 |
116,36 |
1,88 |
DS1020 |
PL0000106126 |
117,59 |
117,83 |
1,99 |
1,95 |
117,71 |
1,97 |
WZ0121 |
PL0000106068 |
98,65 |
98,82 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
123,00 |
123,30 |
2,07 |
2,03 |
123,15 |
2,05 |
WS0922 |
PL0000102646 |
125,12 |
125,54 |
2,16 |
2,11 |
125,33 |
2,14 |
IZ0823 |
PL0000105359 |
112,76 |
113,53 |
--- |
--- |
113,15 |
--- |
DS1023 |
PL0000107264 |
114,08 |
114,35 |
2,21 |
2,18 |
114,22 |
2,20 |
WZ0124 |
PL0000107454 |
97,47 |
97,60 |
--- |
--- |
97,54 |
--- |
DS0725 |
PL0000108197 |
108,38 |
108,69 |
2,34 |
2,31 |
108,54 |
2,32 |
WS0429 |
PL0000105391 |
138,97 |
139,72 |
2,47 |
2,42 |
139,35 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
140 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
5 |
PS0415 |
PL0000105953 |
1/8 |
7 |
1,770 |
1,770 |
1,770 |
270 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,770 |
1,770 |
1,770 |
65 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,820 |
1,820 |
1,820 |
100 |
TOTAL |
610 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.