2015-01-21 |
MARKET DATA |
No 13 (2544) |
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 |
1 007,50 |
1 115,48 |
78 |
515,00 |
553,93 |
2 |
1 522,50 |
1 669,41 |
80 |
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 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,19 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,40 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,35 |
98,37 |
98,400 |
98,400 |
98,400 |
98,400 |
98,400 |
160 000 |
157,44 |
3 |
PS0416 |
PL0000106340 |
104,14 |
104,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,57 |
97,57 |
97,570 |
97,570 |
97,550 |
97,550 |
97,563 |
47 500 |
46,34 |
2 |
PS1016 |
PL0000106795 |
105,39 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,81 |
106,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,49 |
109,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,23 |
106,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,41 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,92 |
105,72 |
105,850 |
105,920 |
105,720 |
105,840 |
105,833 |
150 000 |
161,18 |
14 |
DS1019 |
PL0000105441 |
116,35 |
116,30 |
116,250 |
116,250 |
116,250 |
116,250 |
116,250 |
2 500 |
2,94 |
1 |
DS1020 |
PL0000106126 |
117,78 |
117,67 |
117,740 |
117,740 |
117,740 |
117,740 |
117,740 |
20 000 |
23,81 |
1 |
DS1021 |
PL0000106670 |
123,34 |
123,07 |
123,400 |
123,400 |
123,200 |
123,250 |
123,249 |
180 000 |
224,40 |
16 |
WS0922 |
PL0000102646 |
125,42 |
125,24 |
125,400 |
125,400 |
125,380 |
125,380 |
125,387 |
15 000 |
19,10 |
2 |
DS1023 |
PL0000107264 |
114,47 |
114,06 |
114,470 |
114,470 |
114,150 |
114,270 |
114,273 |
60 000 |
69,16 |
6 |
DS0725 |
PL0000108197 |
109,10 |
108,73 |
109,000 |
109,120 |
108,750 |
109,070 |
108,967 |
325 000 |
359,41 |
29 |
WS0428 |
PL0000107611 |
103,25 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,60 |
139,90 |
139,500 |
139,500 |
139,500 |
139,500 |
139,500 |
10 000 |
14,38 |
1 |
WS0437 |
PL0000104857 |
143,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,95 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,55 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,58 |
99,58 |
99,580 |
99,580 |
99,570 |
99,570 |
99,577 |
35 000 |
34,85 |
2 |
WZ0121 |
PL0000106068 |
98,76 |
98,78 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
2 500 |
2,47 |
1 |
WZ0124 |
PL0000107454 |
97,59 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 007 500 |
1 115,48 |
78 |
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 |
103,45 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,55 |
107,70 |
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 |
105,00 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,90 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,50 |
121,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,50 |
126,50 |
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 |
116,40 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
119,80 |
120,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
137,75 |
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 |
100,96 |
101,01 |
1,61 |
1,42 |
100,99 |
1,49 |
OK0715 |
PL0000107405 |
99,17 |
99,27 |
1,67 |
1,47 |
99,22 |
1,57 |
DS1015 |
PL0000103602 |
103,37 |
103,48 |
1,68 |
1,54 |
103,43 |
1,60 |
OK0116 |
PL0000107587 |
98,32 |
98,42 |
1,70 |
1,60 |
98,37 |
1,65 |
PS0416 |
PL0000106340 |
104,12 |
104,22 |
1,64 |
1,56 |
104,17 |
1,60 |
OK0716 |
PL0000107926 |
97,55 |
97,66 |
1,66 |
1,59 |
97,61 |
1,62 |
IZ0816 |
PL0000103529 |
102,81 |
103,36 |
--- |
--- |
103,09 |
--- |
PS1016 |
PL0000106795 |
105,37 |
105,48 |
1,61 |
1,55 |
105,43 |
1,58 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,73 |
106,87 |
1,67 |
1,61 |
106,80 |
1,64 |
DS1017 |
PL0000104543 |
109,39 |
109,56 |
1,72 |
1,66 |
109,48 |
1,69 |
WZ0118 |
PL0000104717 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0418 |
PL0000107314 |
106,17 |
106,37 |
1,78 |
1,72 |
106,27 |
1,75 |
PS0718 |
PL0000107595 |
102,32 |
102,54 |
1,81 |
1,74 |
102,43 |
1,77 |
WZ0119 |
PL0000107603 |
99,53 |
99,64 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
105,77 |
105,93 |
1,90 |
1,86 |
105,85 |
1,88 |
DS1019 |
PL0000105441 |
116,21 |
116,48 |
1,90 |
1,84 |
116,35 |
1,87 |
DS1020 |
PL0000106126 |
117,62 |
117,88 |
1,98 |
1,93 |
117,75 |
1,95 |
WZ0121 |
PL0000106068 |
98,65 |
98,82 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
122,98 |
123,36 |
2,07 |
2,01 |
123,17 |
2,04 |
WS0922 |
PL0000102646 |
125,19 |
125,55 |
2,15 |
2,10 |
125,37 |
2,12 |
IZ0823 |
PL0000105359 |
112,20 |
113,21 |
--- |
--- |
112,71 |
--- |
DS1023 |
PL0000107264 |
114,13 |
114,47 |
2,20 |
2,17 |
114,30 |
2,18 |
WZ0124 |
PL0000107454 |
97,51 |
97,65 |
--- |
--- |
97,58 |
--- |
DS0725 |
PL0000108197 |
108,75 |
109,04 |
2,30 |
2,27 |
108,90 |
2,28 |
WS0429 |
PL0000105391 |
138,92 |
140,92 |
2,47 |
2,34 |
139,92 |
2,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
100,94 |
100,99 |
1,68 |
1,49 |
100,97 |
1,57 |
OK0715 |
PL0000107405 |
99,13 |
99,23 |
1,75 |
1,55 |
99,18 |
1,65 |
DS1015 |
PL0000103602 |
103,34 |
103,47 |
1,72 |
1,55 |
103,41 |
1,63 |
OK0116 |
PL0000107587 |
98,30 |
98,44 |
1,72 |
1,58 |
98,37 |
1,65 |
PS0416 |
PL0000106340 |
104,10 |
104,19 |
1,65 |
1,58 |
104,15 |
1,62 |
OK0716 |
PL0000107926 |
97,53 |
97,63 |
1,68 |
1,61 |
97,58 |
1,64 |
IZ0816 |
PL0000103529 |
102,82 |
103,36 |
--- |
--- |
103,09 |
--- |
PS1016 |
PL0000106795 |
105,35 |
105,43 |
1,62 |
1,58 |
105,39 |
1,60 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,72 |
106,82 |
1,68 |
1,64 |
106,77 |
1,66 |
DS1017 |
PL0000104543 |
109,37 |
109,54 |
1,73 |
1,67 |
109,46 |
1,70 |
WZ0118 |
PL0000104717 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
106,14 |
106,34 |
1,79 |
1,72 |
106,24 |
1,76 |
PS0718 |
PL0000107595 |
102,28 |
102,47 |
1,82 |
1,76 |
102,38 |
1,79 |
WZ0119 |
PL0000107603 |
99,55 |
99,65 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
105,75 |
105,87 |
1,90 |
1,87 |
105,81 |
1,89 |
DS1019 |
PL0000105441 |
116,15 |
116,45 |
1,91 |
1,85 |
116,30 |
1,88 |
DS1020 |
PL0000106126 |
117,66 |
117,89 |
1,97 |
1,93 |
117,78 |
1,95 |
WZ0121 |
PL0000106068 |
98,72 |
98,86 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
123,24 |
123,44 |
2,03 |
2,00 |
123,34 |
2,02 |
WS0922 |
PL0000102646 |
125,29 |
125,63 |
2,13 |
2,09 |
125,46 |
2,11 |
IZ0823 |
PL0000105359 |
112,31 |
113,25 |
--- |
--- |
112,78 |
--- |
DS1023 |
PL0000107264 |
114,26 |
114,57 |
2,19 |
2,15 |
114,42 |
2,17 |
WZ0124 |
PL0000107454 |
97,55 |
97,67 |
--- |
--- |
97,61 |
--- |
DS0725 |
PL0000108197 |
108,94 |
109,18 |
2,28 |
2,26 |
109,06 |
2,27 |
WS0429 |
PL0000105391 |
139,27 |
140,82 |
2,45 |
2,34 |
140,05 |
2,40 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,650 |
1,650 |
1,650 |
15 |
TOTAL |
15 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.