2015-01-15 |
MARKET DATA |
No 9 (2540) |
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 |
3 337,50 |
3 580,95 |
180 |
675,00 |
732,68 |
8 |
4 012,50 |
4 313,64 |
188 |
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 |
101,06 |
101,02 |
101,030 |
101,030 |
101,030 |
101,030 |
101,030 |
50 000 |
52,54 |
1 |
OK0715 |
PL0000107405 |
99,18 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,54 |
103,43 |
103,490 |
103,490 |
103,490 |
103,490 |
103,490 |
10 000 |
10,50 |
1 |
OK0116 |
PL0000107587 |
98,34 |
98,22 |
98,320 |
98,340 |
98,320 |
98,340 |
98,322 |
85 000 |
83,57 |
2 |
PS0416 |
PL0000106340 |
104,19 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,59 |
97,33 |
97,620 |
97,620 |
97,530 |
97,530 |
97,559 |
85 000 |
82,93 |
3 |
PS1016 |
PL0000106795 |
105,43 |
105,36 |
105,320 |
105,450 |
105,320 |
105,450 |
105,424 |
255 000 |
271,68 |
11 |
PS0417 |
PL0000107058 |
106,87 |
106,73 |
106,840 |
106,860 |
106,840 |
106,860 |
106,855 |
102 500 |
113,12 |
5 |
DS1017 |
PL0000104543 |
109,68 |
109,48 |
109,560 |
109,570 |
109,560 |
109,570 |
109,567 |
60 000 |
66,48 |
3 |
PS0418 |
PL0000107314 |
106,49 |
106,26 |
106,530 |
106,540 |
106,190 |
106,190 |
106,444 |
70 000 |
76,45 |
4 |
PS0718 |
PL0000107595 |
102,66 |
102,36 |
102,700 |
102,720 |
102,700 |
102,720 |
102,710 |
55 000 |
57,16 |
4 |
PS0719 |
PL0000108148 |
106,28 |
105,75 |
106,210 |
106,280 |
105,790 |
106,120 |
106,116 |
660 000 |
710,83 |
55 |
DS1019 |
PL0000105441 |
116,76 |
115,76 |
116,780 |
116,800 |
116,370 |
116,370 |
116,740 |
120 000 |
141,64 |
7 |
DS1020 |
PL0000106126 |
118,31 |
117,61 |
118,180 |
118,180 |
118,040 |
118,040 |
118,104 |
100 000 |
119,34 |
6 |
DS1021 |
PL0000106670 |
123,80 |
123,01 |
123,290 |
123,830 |
123,290 |
123,830 |
123,414 |
140 000 |
174,68 |
12 |
WS0922 |
PL0000102646 |
126,00 |
124,39 |
126,000 |
126,190 |
126,000 |
126,000 |
126,110 |
100 000 |
127,97 |
7 |
DS1023 |
PL0000107264 |
114,96 |
114,16 |
114,910 |
115,100 |
114,660 |
114,940 |
114,918 |
90 000 |
104,27 |
8 |
DS0725 |
PL0000108197 |
112,82 |
108,42 |
109,150 |
109,400 |
108,690 |
109,400 |
109,136 |
175 000 |
193,76 |
16 |
WS0428 |
PL0000107611 |
104,53 |
104,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,74 |
137,35 |
140,240 |
140,240 |
140,240 |
140,240 |
140,240 |
5 000 |
7,22 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,05 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,17 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,01 |
100,070 |
100,070 |
100,010 |
100,010 |
100,038 |
500 000 |
506,69 |
11 |
WZ0117 |
PL0000106936 |
100,10 |
100,12 |
100,130 |
100,130 |
100,100 |
100,100 |
100,124 |
125 000 |
126,78 |
5 |
WZ0118 |
PL0000104717 |
99,95 |
99,92 |
99,930 |
99,930 |
99,920 |
99,920 |
99,923 |
85 000 |
86,04 |
3 |
WZ0119 |
PL0000107603 |
99,66 |
99,64 |
99,680 |
99,700 |
99,640 |
99,640 |
99,663 |
260 000 |
262,51 |
8 |
WZ0121 |
PL0000106068 |
98,80 |
98,87 |
98,870 |
98,890 |
98,800 |
98,800 |
98,829 |
165 000 |
165,22 |
3 |
WZ0124 |
PL0000107454 |
97,58 |
97,60 |
97,600 |
97,640 |
97,600 |
97,640 |
97,619 |
40 000 |
39,57 |
4 |
TOTAL |
3 337 500 |
3 580,95 |
180 |
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 |
103,51 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,60 |
107,72 |
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 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,20 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
121,88 |
122,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
126,00 |
127,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
121,50 |
122,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
116,75 |
117,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
120,00 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
137,00 |
139,00 |
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 |
100,99 |
101,06 |
1,65 |
1,40 |
101,03 |
1,51 |
OK0715 |
PL0000107405 |
99,13 |
99,25 |
1,71 |
1,47 |
99,19 |
1,59 |
DS1015 |
PL0000103602 |
103,40 |
103,50 |
1,70 |
1,58 |
103,45 |
1,64 |
OK0116 |
PL0000107587 |
98,29 |
98,39 |
1,71 |
1,61 |
98,34 |
1,66 |
PS0416 |
PL0000106340 |
104,10 |
104,21 |
1,68 |
1,60 |
104,16 |
1,64 |
OK0716 |
PL0000107926 |
97,49 |
97,61 |
1,69 |
1,61 |
97,55 |
1,65 |
IZ0816 |
PL0000103529 |
102,96 |
103,53 |
--- |
--- |
103,25 |
--- |
PS1016 |
PL0000106795 |
105,28 |
105,45 |
1,68 |
1,59 |
105,37 |
1,63 |
WZ0117 |
PL0000106936 |
100,06 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,71 |
106,90 |
1,70 |
1,61 |
106,81 |
1,65 |
DS1017 |
PL0000104543 |
109,52 |
109,71 |
1,69 |
1,62 |
109,62 |
1,66 |
WZ0118 |
PL0000104717 |
99,88 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0418 |
PL0000107314 |
106,28 |
106,50 |
1,75 |
1,68 |
106,39 |
1,72 |
PS0718 |
PL0000107595 |
102,42 |
102,66 |
1,78 |
1,71 |
102,54 |
1,75 |
WZ0119 |
PL0000107603 |
99,59 |
99,73 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
105,96 |
106,17 |
1,86 |
1,81 |
106,07 |
1,83 |
DS1019 |
PL0000105441 |
116,41 |
116,69 |
1,87 |
1,81 |
116,55 |
1,84 |
DS1020 |
PL0000106126 |
117,86 |
118,13 |
1,94 |
1,90 |
118,00 |
1,92 |
WZ0121 |
PL0000106068 |
98,77 |
98,99 |
--- |
--- |
98,88 |
--- |
DS1021 |
PL0000106670 |
123,27 |
123,64 |
2,03 |
1,98 |
123,46 |
2,00 |
WS0922 |
PL0000102646 |
125,52 |
125,85 |
2,11 |
2,07 |
125,69 |
2,09 |
IZ0823 |
PL0000105359 |
112,64 |
113,47 |
--- |
--- |
113,06 |
--- |
DS1023 |
PL0000107264 |
114,53 |
114,81 |
2,16 |
2,13 |
114,67 |
2,14 |
WZ0124 |
PL0000107454 |
97,54 |
97,72 |
--- |
--- |
97,63 |
--- |
DS0725 |
PL0000108197 |
108,85 |
109,24 |
2,29 |
2,25 |
109,05 |
2,27 |
WS0429 |
PL0000105391 |
139,75 |
140,60 |
2,42 |
2,36 |
140,18 |
2,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
100,98 |
101,04 |
1,69 |
1,47 |
101,01 |
1,58 |
OK0715 |
PL0000107405 |
99,12 |
99,25 |
1,73 |
1,47 |
99,19 |
1,59 |
DS1015 |
PL0000103602 |
103,41 |
103,50 |
1,69 |
1,58 |
103,46 |
1,63 |
OK0116 |
PL0000107587 |
98,30 |
98,39 |
1,70 |
1,61 |
98,35 |
1,65 |
PS0416 |
PL0000106340 |
104,12 |
104,23 |
1,67 |
1,58 |
104,18 |
1,62 |
OK0716 |
PL0000107926 |
97,51 |
97,62 |
1,68 |
1,60 |
97,57 |
1,64 |
IZ0816 |
PL0000103529 |
102,89 |
103,63 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
105,33 |
105,48 |
1,65 |
1,57 |
105,41 |
1,61 |
WZ0117 |
PL0000106936 |
100,05 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
106,78 |
106,92 |
1,67 |
1,61 |
106,85 |
1,64 |
DS1017 |
PL0000104543 |
109,55 |
109,75 |
1,68 |
1,61 |
109,65 |
1,65 |
WZ0118 |
PL0000104717 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
106,32 |
106,55 |
1,74 |
1,67 |
106,44 |
1,70 |
PS0718 |
PL0000107595 |
102,46 |
102,69 |
1,77 |
1,70 |
102,58 |
1,73 |
WZ0119 |
PL0000107603 |
99,56 |
99,69 |
--- |
--- |
99,63 |
--- |
PS0719 |
PL0000108148 |
106,00 |
106,18 |
1,85 |
1,81 |
106,09 |
1,83 |
DS1019 |
PL0000105441 |
116,51 |
116,77 |
1,85 |
1,79 |
116,64 |
1,82 |
DS1020 |
PL0000106126 |
117,99 |
118,26 |
1,92 |
1,87 |
118,13 |
1,90 |
WZ0121 |
PL0000106068 |
98,67 |
98,98 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
123,45 |
123,84 |
2,00 |
1,95 |
123,65 |
1,98 |
WS0922 |
PL0000102646 |
125,84 |
126,12 |
2,07 |
2,04 |
125,98 |
2,05 |
IZ0823 |
PL0000105359 |
112,68 |
113,95 |
--- |
--- |
113,32 |
--- |
DS1023 |
PL0000107264 |
114,77 |
115,11 |
2,13 |
2,09 |
114,94 |
2,11 |
WZ0124 |
PL0000107454 |
97,54 |
97,66 |
--- |
--- |
97,60 |
--- |
DS0725 |
PL0000108197 |
109,16 |
109,50 |
2,26 |
2,22 |
109,33 |
2,24 |
WS0429 |
PL0000105391 |
140,40 |
141,31 |
2,37 |
2,31 |
140,86 |
2,34 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,850 |
1,850 |
1,850 |
20 |
DS1015 |
PL0000103602 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,880 |
1,900 |
1,894 |
140 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
60 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,880 |
1,880 |
1,880 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
200 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
185 |
TOTAL |
675 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.