2015-01-22 |
MARKET DATA |
No 14 (2545) |
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 |
3 105,00 |
3 313,68 |
177 |
0,00 |
0,00 |
0 |
3 105,00 |
3 313,68 |
177 |
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 |
100,95 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,22 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,35 |
103,30 |
103,350 |
103,390 |
103,330 |
103,390 |
103,355 |
150 000 |
157,45 |
5 |
OK0116 |
PL0000107587 |
98,39 |
98,25 |
98,320 |
98,420 |
98,300 |
98,420 |
98,379 |
405 000 |
398,43 |
8 |
PS0416 |
PL0000106340 |
104,18 |
104,00 |
104,050 |
104,150 |
104,040 |
104,150 |
104,079 |
155 000 |
167,18 |
6 |
OK0716 |
PL0000107926 |
97,63 |
97,50 |
97,520 |
97,520 |
97,510 |
97,510 |
97,513 |
150 000 |
146,27 |
5 |
PS1016 |
PL0000106795 |
105,44 |
105,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,96 |
106,67 |
106,760 |
106,960 |
106,760 |
106,960 |
106,822 |
127 500 |
140,78 |
7 |
DS1017 |
PL0000104543 |
109,66 |
109,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,43 |
106,10 |
106,050 |
106,050 |
106,050 |
106,050 |
106,050 |
10 000 |
10,89 |
1 |
PS0718 |
PL0000107595 |
102,62 |
102,27 |
102,220 |
102,220 |
102,220 |
102,220 |
102,220 |
25 000 |
25,87 |
1 |
PS0719 |
PL0000108148 |
106,25 |
105,60 |
105,560 |
106,260 |
105,550 |
106,260 |
105,927 |
390 000 |
419,54 |
25 |
DS1019 |
PL0000105441 |
116,68 |
116,08 |
116,860 |
116,860 |
116,860 |
116,860 |
116,860 |
20 000 |
23,65 |
1 |
DS1020 |
PL0000106126 |
118,24 |
117,43 |
117,460 |
117,460 |
117,460 |
117,460 |
117,460 |
10 000 |
11,88 |
1 |
DS1021 |
PL0000106670 |
123,77 |
122,84 |
122,940 |
123,770 |
122,940 |
123,770 |
123,198 |
160 000 |
199,46 |
13 |
WS0922 |
PL0000102646 |
125,89 |
125,00 |
125,000 |
125,800 |
125,000 |
125,800 |
125,577 |
115 000 |
146,68 |
11 |
DS1023 |
PL0000107264 |
114,91 |
113,77 |
113,880 |
115,010 |
113,800 |
115,010 |
114,700 |
322 500 |
373,19 |
32 |
DS0725 |
PL0000108197 |
109,84 |
108,48 |
108,590 |
109,850 |
108,450 |
109,690 |
109,271 |
237 500 |
263,43 |
25 |
WS0428 |
PL0000107611 |
89,58 |
94,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,87 |
137,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
143,40 |
200,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,90 |
102,90 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
10 000 |
13,28 |
1 |
IZ0823 |
PL0000105359 |
112,90 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,17 |
100,200 |
100,210 |
100,200 |
100,210 |
100,209 |
292 500 |
293,13 |
10 |
WZ0118 |
PL0000104717 |
99,97 |
99,90 |
99,870 |
100,010 |
99,870 |
100,010 |
99,966 |
340 000 |
339,90 |
12 |
WZ0119 |
PL0000107603 |
99,63 |
99,58 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
65 000 |
64,74 |
6 |
WZ0121 |
PL0000106068 |
98,90 |
98,77 |
98,900 |
98,910 |
98,900 |
98,910 |
98,908 |
60 000 |
59,35 |
2 |
WZ0124 |
PL0000107454 |
97,69 |
97,57 |
97,550 |
97,650 |
97,550 |
97,650 |
97,609 |
60 000 |
58,57 |
5 |
TOTAL |
3 105 000 |
3 313,68 |
177 |
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 |
103,40 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,50 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
117,90 |
118,15 |
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 |
119,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,50 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,25 |
126,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
121,38 |
122,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
116,00 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
119,50 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
137,50 |
138,50 |
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 |
100,92 |
100,99 |
1,64 |
1,37 |
100,96 |
1,49 |
OK0715 |
PL0000107405 |
99,14 |
99,26 |
1,76 |
1,51 |
99,20 |
1,64 |
DS1015 |
PL0000103602 |
103,29 |
103,42 |
1,73 |
1,56 |
103,36 |
1,64 |
OK0116 |
PL0000107587 |
98,30 |
98,43 |
1,74 |
1,60 |
98,37 |
1,67 |
PS0416 |
PL0000106340 |
104,02 |
104,18 |
1,70 |
1,57 |
104,10 |
1,63 |
OK0716 |
PL0000107926 |
97,49 |
97,64 |
1,71 |
1,61 |
97,57 |
1,66 |
IZ0816 |
PL0000103529 |
102,66 |
103,39 |
--- |
--- |
103,03 |
--- |
PS1016 |
PL0000106795 |
105,27 |
105,38 |
1,65 |
1,59 |
105,33 |
1,62 |
WZ0117 |
PL0000106936 |
100,09 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,57 |
106,71 |
1,73 |
1,67 |
106,64 |
1,70 |
DS1017 |
PL0000104543 |
109,21 |
109,38 |
1,78 |
1,72 |
109,30 |
1,75 |
WZ0118 |
PL0000104717 |
99,83 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
105,94 |
106,15 |
1,84 |
1,78 |
106,05 |
1,81 |
PS0718 |
PL0000107595 |
102,11 |
102,33 |
1,87 |
1,80 |
102,22 |
1,83 |
WZ0119 |
PL0000107603 |
99,49 |
99,61 |
--- |
--- |
99,55 |
--- |
PS0719 |
PL0000108148 |
105,48 |
105,69 |
1,96 |
1,91 |
105,59 |
1,94 |
DS1019 |
PL0000105441 |
115,85 |
116,15 |
1,97 |
1,90 |
116,00 |
1,94 |
DS1020 |
PL0000106126 |
117,27 |
117,50 |
2,03 |
1,99 |
117,39 |
2,01 |
WZ0121 |
PL0000106068 |
98,63 |
98,81 |
--- |
--- |
98,72 |
--- |
DS1021 |
PL0000106670 |
122,69 |
122,97 |
2,10 |
2,06 |
122,83 |
2,08 |
WS0922 |
PL0000102646 |
124,65 |
125,04 |
2,21 |
2,16 |
124,85 |
2,19 |
IZ0823 |
PL0000105359 |
111,40 |
113,16 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
113,56 |
113,94 |
2,27 |
2,23 |
113,75 |
2,25 |
WZ0124 |
PL0000107454 |
97,47 |
97,63 |
--- |
--- |
97,55 |
--- |
DS0725 |
PL0000108197 |
108,26 |
108,65 |
2,35 |
2,31 |
108,46 |
2,33 |
WS0429 |
PL0000105391 |
138,05 |
140,80 |
2,53 |
2,34 |
139,43 |
2,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
100,89 |
100,96 |
1,76 |
1,49 |
100,93 |
1,60 |
OK0715 |
PL0000107405 |
99,18 |
99,28 |
1,68 |
1,47 |
99,23 |
1,57 |
DS1015 |
PL0000103602 |
103,33 |
103,43 |
1,68 |
1,55 |
103,38 |
1,62 |
OK0116 |
PL0000107587 |
98,36 |
98,50 |
1,68 |
1,53 |
98,43 |
1,60 |
PS0416 |
PL0000106340 |
104,11 |
104,26 |
1,63 |
1,51 |
104,19 |
1,56 |
OK0716 |
PL0000107926 |
97,59 |
97,74 |
1,64 |
1,54 |
97,67 |
1,59 |
IZ0816 |
PL0000103529 |
102,71 |
103,37 |
--- |
--- |
103,04 |
--- |
PS1016 |
PL0000106795 |
105,39 |
105,53 |
1,59 |
1,51 |
105,46 |
1,55 |
WZ0117 |
PL0000106936 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,84 |
106,99 |
1,62 |
1,55 |
106,92 |
1,58 |
DS1017 |
PL0000104543 |
109,58 |
109,77 |
1,65 |
1,58 |
109,68 |
1,61 |
WZ0118 |
PL0000104717 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0418 |
PL0000107314 |
106,35 |
106,58 |
1,72 |
1,65 |
106,47 |
1,68 |
PS0718 |
PL0000107595 |
102,53 |
102,74 |
1,74 |
1,68 |
102,64 |
1,71 |
WZ0119 |
PL0000107603 |
99,59 |
99,75 |
--- |
--- |
99,67 |
--- |
PS0719 |
PL0000108148 |
106,09 |
106,25 |
1,82 |
1,79 |
106,17 |
1,81 |
DS1019 |
PL0000105441 |
116,52 |
116,83 |
1,83 |
1,77 |
116,68 |
1,80 |
DS1020 |
PL0000106126 |
118,08 |
118,32 |
1,90 |
1,86 |
118,20 |
1,88 |
WZ0121 |
PL0000106068 |
98,87 |
99,06 |
--- |
--- |
98,97 |
--- |
DS1021 |
PL0000106670 |
123,60 |
123,92 |
1,98 |
1,93 |
123,76 |
1,95 |
WS0922 |
PL0000102646 |
125,77 |
126,20 |
2,07 |
2,02 |
125,99 |
2,05 |
IZ0823 |
PL0000105359 |
112,35 |
113,93 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
114,74 |
115,08 |
2,13 |
2,09 |
114,91 |
2,11 |
WZ0124 |
PL0000107454 |
97,65 |
97,83 |
--- |
--- |
97,74 |
--- |
DS0725 |
PL0000108197 |
109,69 |
109,96 |
2,20 |
2,18 |
109,83 |
2,19 |
WS0429 |
PL0000105391 |
140,51 |
142,76 |
2,36 |
2,21 |
141,64 |
2,29 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.