2015-01-20 |
MARKET DATA |
No 12 (2543) |
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 |
1 707,50 |
1 863,70 |
100 |
0,00 |
0,00 |
0 |
1 707,50 |
1 863,70 |
100 |
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 |
100,98 |
101,00 |
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 |
103,43 |
103,43 |
103,430 |
103,430 |
103,430 |
103,430 |
103,430 |
90 000 |
94,47 |
7 |
OK0116 |
PL0000107587 |
98,33 |
98,35 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
35 000 |
34,41 |
1 |
PS0416 |
PL0000106340 |
104,13 |
104,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,57 |
97,57 |
97,600 |
97,600 |
97,600 |
97,600 |
97,600 |
50 000 |
48,80 |
1 |
PS1016 |
PL0000106795 |
105,50 |
105,36 |
105,340 |
105,430 |
105,340 |
105,360 |
105,385 |
522 500 |
556,69 |
19 |
PS0417 |
PL0000107058 |
106,74 |
106,71 |
106,710 |
106,730 |
106,710 |
106,730 |
106,728 |
115 000 |
126,81 |
5 |
DS1017 |
PL0000104543 |
109,43 |
109,42 |
109,420 |
109,510 |
109,420 |
109,510 |
109,469 |
117 500 |
130,13 |
6 |
PS0418 |
PL0000107314 |
106,20 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,36 |
102,38 |
102,330 |
102,330 |
102,330 |
102,330 |
102,330 |
5 000 |
5,18 |
1 |
PS0719 |
PL0000108148 |
105,80 |
105,70 |
105,790 |
105,860 |
105,650 |
105,650 |
105,718 |
110 000 |
118,06 |
8 |
DS1019 |
PL0000105441 |
116,30 |
116,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,73 |
117,58 |
117,730 |
117,770 |
117,720 |
117,770 |
117,753 |
175 000 |
208,31 |
13 |
DS1021 |
PL0000106670 |
123,13 |
122,85 |
122,950 |
122,950 |
122,850 |
122,850 |
122,885 |
42 500 |
52,82 |
3 |
WS0922 |
PL0000102646 |
125,18 |
124,84 |
124,950 |
125,150 |
124,950 |
125,140 |
125,020 |
35 000 |
44,42 |
4 |
DS1023 |
PL0000107264 |
114,31 |
113,75 |
114,010 |
114,150 |
113,760 |
114,090 |
113,898 |
75 000 |
86,15 |
6 |
DS0725 |
PL0000108197 |
109,02 |
108,26 |
108,450 |
108,810 |
108,350 |
108,750 |
108,455 |
182 500 |
200,87 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,50 |
139,88 |
140,000 |
140,000 |
140,000 |
140,000 |
140,000 |
10 000 |
14,43 |
1 |
WS0437 |
PL0000104857 |
143,40 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,00 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,00 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,14 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
50 000 |
50,07 |
2 |
WZ0118 |
PL0000104717 |
99,86 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,55 |
99,56 |
99,550 |
99,570 |
99,530 |
99,570 |
99,536 |
92 500 |
92,07 |
6 |
WZ0121 |
PL0000106068 |
98,72 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,59 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 707 500 |
1 863,70 |
100 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
100,96 |
101,03 |
1,65 |
1,39 |
101,00 |
1,50 |
OK0715 |
PL0000107405 |
99,15 |
99,26 |
1,70 |
1,48 |
99,21 |
1,58 |
DS1015 |
PL0000103602 |
103,38 |
103,48 |
1,68 |
1,55 |
103,43 |
1,62 |
OK0116 |
PL0000107587 |
98,30 |
98,41 |
1,72 |
1,60 |
98,36 |
1,65 |
PS0416 |
PL0000106340 |
104,08 |
104,21 |
1,68 |
1,58 |
104,15 |
1,62 |
OK0716 |
PL0000107926 |
97,48 |
97,65 |
1,71 |
1,59 |
97,57 |
1,65 |
IZ0816 |
PL0000103529 |
102,82 |
103,43 |
--- |
--- |
103,13 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,42 |
1,66 |
1,59 |
105,36 |
1,62 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,63 |
106,77 |
1,72 |
1,66 |
106,70 |
1,69 |
DS1017 |
PL0000104543 |
109,36 |
109,50 |
1,74 |
1,69 |
109,43 |
1,71 |
WZ0118 |
PL0000104717 |
99,82 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
106,13 |
106,30 |
1,79 |
1,74 |
106,22 |
1,76 |
PS0718 |
PL0000107595 |
102,26 |
102,47 |
1,83 |
1,76 |
102,37 |
1,79 |
WZ0119 |
PL0000107603 |
99,49 |
99,66 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
105,67 |
105,85 |
1,92 |
1,88 |
105,76 |
1,90 |
DS1019 |
PL0000105441 |
116,13 |
116,38 |
1,92 |
1,87 |
116,26 |
1,89 |
DS1020 |
PL0000106126 |
117,48 |
117,76 |
2,00 |
1,95 |
117,62 |
1,98 |
WZ0121 |
PL0000106068 |
98,67 |
98,97 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
122,76 |
123,08 |
2,10 |
2,05 |
122,92 |
2,08 |
WS0922 |
PL0000102646 |
124,92 |
125,26 |
2,18 |
2,14 |
125,09 |
2,16 |
IZ0823 |
PL0000105359 |
112,27 |
115,24 |
--- |
--- |
113,76 |
--- |
DS1023 |
PL0000107264 |
113,80 |
114,11 |
2,24 |
2,21 |
113,96 |
2,23 |
WZ0124 |
PL0000107454 |
97,48 |
97,70 |
--- |
--- |
97,59 |
--- |
DS0725 |
PL0000108197 |
108,38 |
108,65 |
2,34 |
2,31 |
108,52 |
2,32 |
WS0429 |
PL0000105391 |
138,99 |
140,17 |
2,47 |
2,39 |
139,58 |
2,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
100,96 |
101,02 |
1,65 |
1,42 |
100,99 |
1,53 |
OK0715 |
PL0000107405 |
99,15 |
99,26 |
1,70 |
1,48 |
99,21 |
1,58 |
DS1015 |
PL0000103602 |
103,38 |
103,46 |
1,68 |
1,58 |
103,42 |
1,63 |
OK0116 |
PL0000107587 |
98,31 |
98,40 |
1,70 |
1,61 |
98,36 |
1,65 |
PS0416 |
PL0000106340 |
104,11 |
104,22 |
1,65 |
1,57 |
104,17 |
1,61 |
OK0716 |
PL0000107926 |
97,55 |
97,61 |
1,66 |
1,62 |
97,58 |
1,64 |
IZ0816 |
PL0000103529 |
102,85 |
103,42 |
--- |
--- |
103,14 |
--- |
PS1016 |
PL0000106795 |
105,32 |
105,41 |
1,65 |
1,60 |
105,37 |
1,62 |
WZ0117 |
PL0000106936 |
100,11 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,69 |
106,82 |
1,70 |
1,64 |
106,76 |
1,66 |
DS1017 |
PL0000104543 |
109,38 |
109,55 |
1,73 |
1,67 |
109,47 |
1,70 |
WZ0118 |
PL0000104717 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
106,14 |
106,35 |
1,79 |
1,72 |
106,25 |
1,75 |
PS0718 |
PL0000107595 |
102,30 |
102,48 |
1,81 |
1,76 |
102,39 |
1,79 |
WZ0119 |
PL0000107603 |
99,53 |
99,62 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
105,74 |
105,88 |
1,90 |
1,87 |
105,81 |
1,89 |
DS1019 |
PL0000105441 |
116,16 |
116,43 |
1,91 |
1,86 |
116,30 |
1,88 |
DS1020 |
PL0000106126 |
117,62 |
117,81 |
1,98 |
1,95 |
117,72 |
1,96 |
WZ0121 |
PL0000106068 |
98,68 |
98,86 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
122,91 |
123,17 |
2,08 |
2,04 |
123,04 |
2,06 |
WS0922 |
PL0000102646 |
125,09 |
125,47 |
2,16 |
2,11 |
125,28 |
2,14 |
IZ0823 |
PL0000105359 |
112,53 |
114,22 |
--- |
--- |
113,38 |
--- |
DS1023 |
PL0000107264 |
113,99 |
114,31 |
2,22 |
2,18 |
114,15 |
2,20 |
WZ0124 |
PL0000107454 |
97,52 |
97,66 |
--- |
--- |
97,59 |
--- |
DS0725 |
PL0000108197 |
108,63 |
108,91 |
2,31 |
2,28 |
108,77 |
2,30 |
WS0429 |
PL0000105391 |
138,99 |
141,27 |
2,47 |
2,31 |
140,13 |
2,39 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.