2015-01-19 |
MARKET DATA |
No 11 (2542) |
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 |
802,50 |
882,53 |
62 |
1 380,00 |
1 452,02 |
4 |
2 182,50 |
2 334,55 |
66 |
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 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,17 |
99,24 |
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 |
98,36 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,15 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,57 |
97,59 |
97,620 |
97,620 |
97,620 |
97,620 |
97,620 |
5 000 |
4,88 |
1 |
PS1016 |
PL0000106795 |
105,39 |
105,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,79 |
106,80 |
106,800 |
106,800 |
106,790 |
106,790 |
106,791 |
35 000 |
38,61 |
3 |
DS1017 |
PL0000104543 |
109,51 |
109,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,33 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,49 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,03 |
105,98 |
106,020 |
106,100 |
105,980 |
106,000 |
106,028 |
140 000 |
150,68 |
9 |
DS1019 |
PL0000105441 |
116,53 |
116,55 |
116,580 |
116,580 |
116,580 |
116,580 |
116,580 |
27 500 |
32,42 |
1 |
DS1020 |
PL0000106126 |
117,95 |
117,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,35 |
123,31 |
123,310 |
123,330 |
123,310 |
123,330 |
123,322 |
60 000 |
74,82 |
5 |
WS0922 |
PL0000102646 |
125,62 |
125,54 |
125,350 |
125,350 |
125,350 |
125,350 |
125,350 |
25 000 |
31,81 |
2 |
DS1023 |
PL0000107264 |
114,68 |
114,40 |
114,480 |
114,710 |
114,250 |
114,250 |
114,534 |
167 500 |
193,46 |
16 |
DS0725 |
PL0000108197 |
109,35 |
108,99 |
109,350 |
109,350 |
108,870 |
108,870 |
109,211 |
125 000 |
138,52 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,41 |
140,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,00 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,80 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,17 |
100,13 |
100,170 |
100,170 |
100,170 |
100,170 |
100,170 |
12 500 |
12,69 |
2 |
WZ0118 |
PL0000104717 |
99,89 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,60 |
99,61 |
99,630 |
99,630 |
99,600 |
99,600 |
99,615 |
10 000 |
10,09 |
2 |
WZ0121 |
PL0000106068 |
98,80 |
98,85 |
98,900 |
98,900 |
98,780 |
98,780 |
98,824 |
135 000 |
135,19 |
4 |
WZ0124 |
PL0000107454 |
97,63 |
97,58 |
97,630 |
97,630 |
97,580 |
97,580 |
97,606 |
60 000 |
59,35 |
4 |
TOTAL |
802 500 |
882,53 |
62 |
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 |
107,60 |
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 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,85 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,65 |
121,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,75 |
126,75 |
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 |
116,75 |
117,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
119,75 |
120,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
137,50 |
139,50 |
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 |
101,04 |
1,65 |
1,39 |
101,01 |
1,50 |
OK0715 |
PL0000107405 |
99,15 |
99,25 |
1,69 |
1,49 |
99,20 |
1,59 |
DS1015 |
PL0000103602 |
103,39 |
103,49 |
1,68 |
1,56 |
103,44 |
1,62 |
OK0116 |
PL0000107587 |
98,31 |
98,40 |
1,70 |
1,61 |
98,36 |
1,65 |
PS0416 |
PL0000106340 |
104,12 |
104,22 |
1,65 |
1,58 |
104,17 |
1,61 |
OK0716 |
PL0000107926 |
97,52 |
97,63 |
1,68 |
1,60 |
97,58 |
1,64 |
IZ0816 |
PL0000103529 |
102,74 |
103,46 |
--- |
--- |
103,10 |
--- |
PS1016 |
PL0000106795 |
105,35 |
105,47 |
1,63 |
1,57 |
105,41 |
1,60 |
WZ0117 |
PL0000106936 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
106,72 |
106,86 |
1,69 |
1,63 |
106,79 |
1,66 |
DS1017 |
PL0000104543 |
109,47 |
109,63 |
1,70 |
1,65 |
109,55 |
1,67 |
WZ0118 |
PL0000104717 |
99,86 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
106,25 |
106,43 |
1,76 |
1,70 |
106,34 |
1,73 |
PS0718 |
PL0000107595 |
102,40 |
102,59 |
1,78 |
1,73 |
102,50 |
1,76 |
WZ0119 |
PL0000107603 |
99,55 |
99,66 |
--- |
--- |
99,61 |
--- |
PS0719 |
PL0000108148 |
105,90 |
106,05 |
1,87 |
1,84 |
105,98 |
1,85 |
DS1019 |
PL0000105441 |
116,39 |
116,60 |
1,87 |
1,82 |
116,50 |
1,84 |
DS1020 |
PL0000106126 |
117,79 |
118,05 |
1,95 |
1,91 |
117,92 |
1,93 |
WZ0121 |
PL0000106068 |
98,75 |
98,92 |
--- |
--- |
98,84 |
--- |
DS1021 |
PL0000106670 |
123,16 |
123,52 |
2,04 |
1,99 |
123,34 |
2,02 |
WS0922 |
PL0000102646 |
125,40 |
125,78 |
2,12 |
2,08 |
125,59 |
2,10 |
IZ0823 |
PL0000105359 |
111,91 |
114,20 |
--- |
--- |
113,06 |
--- |
DS1023 |
PL0000107264 |
114,47 |
114,71 |
2,17 |
2,14 |
114,59 |
2,15 |
WZ0124 |
PL0000107454 |
97,51 |
97,71 |
--- |
--- |
97,61 |
--- |
DS0725 |
PL0000108197 |
108,87 |
109,26 |
2,29 |
2,25 |
109,07 |
2,27 |
WS0429 |
PL0000105391 |
139,58 |
140,86 |
2,43 |
2,34 |
140,22 |
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 |
101,03 |
1,61 |
1,43 |
101,01 |
1,50 |
OK0715 |
PL0000107405 |
99,15 |
99,26 |
1,69 |
1,47 |
99,21 |
1,57 |
DS1015 |
PL0000103602 |
103,40 |
103,49 |
1,67 |
1,56 |
103,45 |
1,61 |
OK0116 |
PL0000107587 |
98,33 |
98,40 |
1,68 |
1,61 |
98,37 |
1,64 |
PS0416 |
PL0000106340 |
104,11 |
104,23 |
1,66 |
1,57 |
104,17 |
1,61 |
OK0716 |
PL0000107926 |
97,54 |
97,63 |
1,66 |
1,60 |
97,59 |
1,63 |
IZ0816 |
PL0000103529 |
102,83 |
103,44 |
--- |
--- |
103,14 |
--- |
PS1016 |
PL0000106795 |
105,33 |
105,45 |
1,64 |
1,58 |
105,39 |
1,61 |
WZ0117 |
PL0000106936 |
100,10 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,75 |
106,86 |
1,67 |
1,63 |
106,81 |
1,65 |
DS1017 |
PL0000104543 |
109,44 |
109,60 |
1,71 |
1,66 |
109,52 |
1,68 |
WZ0118 |
PL0000104717 |
99,86 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
106,22 |
106,42 |
1,76 |
1,70 |
106,32 |
1,73 |
PS0718 |
PL0000107595 |
102,38 |
102,60 |
1,79 |
1,73 |
102,49 |
1,76 |
WZ0119 |
PL0000107603 |
99,57 |
99,64 |
--- |
--- |
99,61 |
--- |
PS0719 |
PL0000108148 |
105,87 |
106,03 |
1,88 |
1,84 |
105,95 |
1,86 |
DS1019 |
PL0000105441 |
116,36 |
116,59 |
1,87 |
1,83 |
116,48 |
1,85 |
DS1020 |
PL0000106126 |
117,75 |
118,01 |
1,96 |
1,91 |
117,88 |
1,94 |
WZ0121 |
PL0000106068 |
98,74 |
98,93 |
--- |
--- |
98,84 |
--- |
DS1021 |
PL0000106670 |
123,13 |
123,39 |
2,05 |
2,01 |
123,26 |
2,03 |
WS0922 |
PL0000102646 |
125,32 |
125,67 |
2,13 |
2,09 |
125,50 |
2,11 |
IZ0823 |
PL0000105359 |
112,52 |
113,26 |
--- |
--- |
112,89 |
--- |
DS1023 |
PL0000107264 |
114,24 |
114,47 |
2,19 |
2,17 |
114,36 |
2,18 |
WZ0124 |
PL0000107454 |
97,56 |
97,66 |
--- |
--- |
97,61 |
--- |
DS0725 |
PL0000108197 |
108,81 |
109,08 |
2,29 |
2,27 |
108,95 |
2,28 |
WS0429 |
PL0000105391 |
139,56 |
140,62 |
2,43 |
2,36 |
140,09 |
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 |
1/15 |
14 |
1,950 |
1,950 |
1,950 |
200 |
PS0416 |
PL0000106340 |
1/15 |
14 |
1,950 |
1,950 |
1,950 |
500 |
PS0417 |
PL0000107058 |
1/15 |
14 |
1,950 |
1,950 |
1,950 |
180 |
OK0116 |
PL0000107587 |
1/15 |
14 |
1,950 |
1,950 |
1,950 |
500 |
TOTAL |
1 380 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.