2015-01-16 |
MARKET DATA |
No 10 (2541) |
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 |
890,00 |
982,97 |
61 |
3 315,00 |
3 575,39 |
16 |
4 205,00 |
4 558,36 |
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 |
101,00 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,18 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,46 |
103,49 |
103,460 |
103,460 |
103,460 |
103,460 |
103,460 |
45 000 |
47,24 |
1 |
OK0116 |
PL0000107587 |
98,37 |
98,33 |
98,370 |
98,370 |
98,330 |
98,330 |
98,335 |
85 000 |
83,58 |
3 |
PS0416 |
PL0000106340 |
104,20 |
104,21 |
104,180 |
104,180 |
104,180 |
104,180 |
104,180 |
50 000 |
53,94 |
1 |
OK0716 |
PL0000107926 |
97,60 |
97,62 |
97,600 |
97,600 |
97,600 |
97,600 |
97,600 |
100 000 |
97,60 |
1 |
PS1016 |
PL0000106795 |
105,50 |
105,45 |
105,500 |
105,510 |
105,500 |
105,510 |
105,502 |
60 000 |
63,98 |
2 |
PS0417 |
PL0000107058 |
106,86 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,68 |
109,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,47 |
106,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,62 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,20 |
106,06 |
106,180 |
106,180 |
105,900 |
105,900 |
105,988 |
65 000 |
69,93 |
6 |
DS1019 |
PL0000105441 |
116,71 |
116,46 |
116,460 |
116,460 |
116,460 |
116,460 |
116,460 |
25 000 |
29,44 |
1 |
DS1020 |
PL0000106126 |
118,25 |
118,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,77 |
123,47 |
123,770 |
123,770 |
123,770 |
123,770 |
123,770 |
25 000 |
31,29 |
1 |
WS0922 |
PL0000102646 |
126,11 |
125,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
115,25 |
114,52 |
115,150 |
115,150 |
114,500 |
114,500 |
114,809 |
255 000 |
295,19 |
26 |
DS0725 |
PL0000108197 |
109,71 |
109,15 |
109,860 |
109,860 |
109,360 |
109,500 |
109,494 |
95 000 |
105,53 |
11 |
WS0428 |
PL0000107611 |
104,63 |
105,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
141,15 |
140,49 |
140,840 |
140,840 |
140,840 |
140,840 |
140,840 |
5 000 |
7,25 |
1 |
WS0437 |
PL0000104857 |
140,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,00 |
103,000 |
103,010 |
103,000 |
103,010 |
103,003 |
15 000 |
19,96 |
2 |
IZ0823 |
PL0000105359 |
113,50 |
112,97 |
113,150 |
113,150 |
112,970 |
112,970 |
113,058 |
40 000 |
52,72 |
4 |
WZ0115 |
PL0000106480 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,97 |
99,94 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
25 000 |
25,31 |
1 |
WZ0119 |
PL0000107603 |
99,61 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,81 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,63 |
97,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
890 000 |
982,97 |
61 |
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 |
103,50 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,55 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
118,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,00 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,10 |
119,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,75 |
121,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,75 |
127,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
121,50 |
122,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
116,88 |
117,25 |
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 |
138,00 |
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 |
100,97 |
101,07 |
1,69 |
1,32 |
101,02 |
1,51 |
OK0715 |
PL0000107405 |
99,14 |
99,26 |
1,70 |
1,46 |
99,20 |
1,58 |
DS1015 |
PL0000103602 |
103,43 |
103,51 |
1,65 |
1,55 |
103,47 |
1,60 |
OK0116 |
PL0000107587 |
98,33 |
98,43 |
1,68 |
1,57 |
98,38 |
1,62 |
PS0416 |
PL0000106340 |
104,16 |
104,27 |
1,63 |
1,54 |
104,22 |
1,58 |
OK0716 |
PL0000107926 |
97,55 |
97,68 |
1,65 |
1,56 |
97,62 |
1,61 |
IZ0816 |
PL0000103529 |
102,94 |
103,52 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
105,39 |
105,52 |
1,62 |
1,54 |
105,46 |
1,58 |
WZ0117 |
PL0000106936 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
106,80 |
106,99 |
1,65 |
1,57 |
106,90 |
1,61 |
DS1017 |
PL0000104543 |
109,63 |
109,82 |
1,65 |
1,58 |
109,73 |
1,61 |
WZ0118 |
PL0000104717 |
99,83 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
106,42 |
106,64 |
1,71 |
1,64 |
106,53 |
1,67 |
PS0718 |
PL0000107595 |
102,56 |
102,79 |
1,74 |
1,67 |
102,68 |
1,70 |
WZ0119 |
PL0000107603 |
99,57 |
99,69 |
--- |
--- |
99,63 |
--- |
PS0719 |
PL0000108148 |
106,11 |
106,34 |
1,82 |
1,77 |
106,23 |
1,80 |
DS1019 |
PL0000105441 |
116,64 |
116,91 |
1,82 |
1,76 |
116,78 |
1,79 |
DS1020 |
PL0000106126 |
118,15 |
118,43 |
1,89 |
1,85 |
118,29 |
1,87 |
WZ0121 |
PL0000106068 |
98,73 |
98,92 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
123,66 |
124,04 |
1,97 |
1,92 |
123,85 |
1,95 |
WS0922 |
PL0000102646 |
126,01 |
126,41 |
2,05 |
2,00 |
126,21 |
2,02 |
IZ0823 |
PL0000105359 |
112,98 |
113,81 |
--- |
--- |
113,40 |
--- |
DS1023 |
PL0000107264 |
115,03 |
115,33 |
2,10 |
2,07 |
115,18 |
2,08 |
WZ0124 |
PL0000107454 |
97,55 |
97,72 |
--- |
--- |
97,64 |
--- |
DS0725 |
PL0000108197 |
109,48 |
109,90 |
2,23 |
2,18 |
109,69 |
2,20 |
WS0429 |
PL0000105391 |
140,71 |
141,68 |
2,35 |
2,29 |
141,20 |
2,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
100,98 |
101,06 |
1,65 |
1,36 |
101,02 |
1,51 |
OK0715 |
PL0000107405 |
99,16 |
99,28 |
1,66 |
1,42 |
99,22 |
1,54 |
DS1015 |
PL0000103602 |
103,41 |
103,52 |
1,67 |
1,53 |
103,47 |
1,60 |
OK0116 |
PL0000107587 |
98,33 |
98,41 |
1,68 |
1,59 |
98,37 |
1,63 |
PS0416 |
PL0000106340 |
104,13 |
104,24 |
1,65 |
1,57 |
104,19 |
1,60 |
OK0716 |
PL0000107926 |
97,55 |
97,65 |
1,65 |
1,58 |
97,60 |
1,62 |
IZ0816 |
PL0000103529 |
102,93 |
103,42 |
--- |
--- |
103,18 |
--- |
PS1016 |
PL0000106795 |
105,33 |
105,49 |
1,65 |
1,56 |
105,41 |
1,60 |
WZ0117 |
PL0000106936 |
100,09 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,76 |
106,89 |
1,67 |
1,62 |
106,83 |
1,64 |
DS1017 |
PL0000104543 |
109,51 |
109,69 |
1,69 |
1,63 |
109,60 |
1,66 |
WZ0118 |
PL0000104717 |
99,87 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
106,31 |
106,52 |
1,74 |
1,67 |
106,42 |
1,71 |
PS0718 |
PL0000107595 |
102,45 |
102,69 |
1,77 |
1,70 |
102,57 |
1,74 |
WZ0119 |
PL0000107603 |
99,56 |
99,67 |
--- |
--- |
99,62 |
--- |
PS0719 |
PL0000108148 |
105,99 |
106,14 |
1,85 |
1,82 |
106,07 |
1,83 |
DS1019 |
PL0000105441 |
116,47 |
116,65 |
1,85 |
1,82 |
116,56 |
1,83 |
DS1020 |
PL0000106126 |
117,91 |
118,16 |
1,93 |
1,89 |
118,04 |
1,91 |
WZ0121 |
PL0000106068 |
98,76 |
98,95 |
--- |
--- |
98,86 |
--- |
DS1021 |
PL0000106670 |
123,29 |
123,68 |
2,03 |
1,97 |
123,49 |
2,00 |
WS0922 |
PL0000102646 |
125,56 |
125,91 |
2,10 |
2,06 |
125,74 |
2,08 |
IZ0823 |
PL0000105359 |
112,85 |
113,82 |
--- |
--- |
113,34 |
--- |
DS1023 |
PL0000107264 |
114,71 |
114,96 |
2,14 |
2,11 |
114,84 |
2,12 |
WZ0124 |
PL0000107454 |
97,58 |
97,70 |
--- |
--- |
97,64 |
--- |
DS0725 |
PL0000108197 |
109,16 |
109,46 |
2,26 |
2,23 |
109,31 |
2,24 |
WS0429 |
PL0000105391 |
140,25 |
141,30 |
2,38 |
2,31 |
140,78 |
2,35 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0116 |
PL0000107587 |
3/4 |
1 |
1,910 |
1,910 |
1,910 |
40 |
WZ0119 |
PL0000107603 |
3/4 |
1 |
1,910 |
1,910 |
1,910 |
15 |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
400 |
PS0416 |
PL0000106340 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
400 |
PS0417 |
PL0000107058 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
400 |
PS0718 |
PL0000107595 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
400 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,850 |
1,850 |
1,850 |
400 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
20 |
PS0415 |
PL0000105953 |
3/10 |
7 |
1,750 |
1,910 |
1,859 |
585 |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
70 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
145 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
40 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,910 |
1,910 |
1,910 |
400 |
TOTAL |
3 315 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.