2015-01-23 |
MARKET DATA |
No 15 (2546) |
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 |
2 497,50 |
2 803,36 |
180 |
415,00 |
463,11 |
6 |
2 912,50 |
3 266,47 |
186 |
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 |
100,94 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,25 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,37 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,43 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,17 |
104,19 |
104,160 |
104,160 |
104,160 |
104,160 |
104,160 |
40 000 |
43,18 |
1 |
OK0716 |
PL0000107926 |
97,67 |
97,69 |
97,660 |
97,660 |
97,650 |
97,650 |
97,654 |
50 000 |
48,83 |
2 |
PS1016 |
PL0000106795 |
105,52 |
105,49 |
105,560 |
105,560 |
105,500 |
105,540 |
105,533 |
130 000 |
138,78 |
8 |
PS0417 |
PL0000107058 |
107,05 |
106,96 |
107,020 |
107,020 |
107,020 |
107,020 |
107,020 |
37 500 |
41,48 |
5 |
DS1017 |
PL0000104543 |
109,90 |
109,79 |
109,820 |
109,820 |
109,780 |
109,780 |
109,790 |
40 000 |
44,46 |
4 |
PS0418 |
PL0000107314 |
106,71 |
106,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,91 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,58 |
106,40 |
106,400 |
106,560 |
106,400 |
106,500 |
106,477 |
287 500 |
310,88 |
20 |
DS1019 |
PL0000105441 |
117,07 |
116,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
118,75 |
118,52 |
118,650 |
118,670 |
118,440 |
118,440 |
118,603 |
75 000 |
89,97 |
7 |
DS1021 |
PL0000106670 |
124,67 |
124,27 |
124,300 |
124,570 |
124,300 |
124,350 |
124,416 |
100 000 |
125,90 |
7 |
WS0922 |
PL0000102646 |
126,92 |
126,65 |
126,900 |
126,970 |
126,650 |
126,970 |
126,798 |
247 500 |
318,74 |
20 |
DS1023 |
PL0000107264 |
116,00 |
115,60 |
115,950 |
116,000 |
115,500 |
115,950 |
115,809 |
372 500 |
435,22 |
34 |
DS0725 |
PL0000108197 |
111,25 |
110,60 |
110,700 |
111,250 |
110,650 |
110,910 |
110,928 |
497 500 |
560,10 |
46 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
142,65 |
142,80 |
142,650 |
143,000 |
142,650 |
143,000 |
142,817 |
30 000 |
44,15 |
3 |
WS0437 |
PL0000104857 |
143,40 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,92 |
103,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,30 |
114,30 |
114,400 |
114,400 |
114,300 |
114,300 |
114,328 |
40 000 |
53,31 |
4 |
WZ0117 |
PL0000106936 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,25 |
100,05 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
45 000 |
45,05 |
3 |
WZ0119 |
PL0000107603 |
99,77 |
99,74 |
99,770 |
99,800 |
99,750 |
99,750 |
99,779 |
455 000 |
454,05 |
13 |
WZ0121 |
PL0000106068 |
99,10 |
99,07 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
25 000 |
24,78 |
1 |
WZ0124 |
PL0000107454 |
97,90 |
97,88 |
97,900 |
97,900 |
97,900 |
97,900 |
97,900 |
25 000 |
24,48 |
2 |
TOTAL |
2 497 500 |
2 803,36 |
180 |
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 |
100,93 |
101,00 |
1,56 |
1,29 |
100,97 |
1,40 |
OK0715 |
PL0000107405 |
99,19 |
99,32 |
1,67 |
1,40 |
99,26 |
1,52 |
DS1015 |
PL0000103602 |
103,33 |
103,46 |
1,67 |
1,50 |
103,40 |
1,57 |
OK0116 |
PL0000107587 |
98,36 |
98,54 |
1,68 |
1,49 |
98,45 |
1,59 |
PS0416 |
PL0000106340 |
104,15 |
104,33 |
1,59 |
1,45 |
104,24 |
1,52 |
OK0716 |
PL0000107926 |
97,65 |
97,82 |
1,61 |
1,49 |
97,74 |
1,54 |
IZ0816 |
PL0000103529 |
102,66 |
103,36 |
--- |
--- |
103,01 |
--- |
PS1016 |
PL0000106795 |
105,44 |
105,67 |
1,55 |
1,43 |
105,56 |
1,49 |
WZ0117 |
PL0000106936 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1017 |
PL0000104543 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0118 |
PL0000104717 |
99,96 |
100,14 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0718 |
PL0000107595 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0119 |
PL0000107603 |
99,66 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1019 |
PL0000105441 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1020 |
PL0000106126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0121 |
PL0000106068 |
98,93 |
99,16 |
--- |
--- |
99,05 |
--- |
DS1021 |
PL0000106670 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0922 |
PL0000102646 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
113,16 |
115,13 |
--- |
--- |
114,15 |
--- |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0124 |
PL0000107454 |
97,73 |
97,98 |
--- |
--- |
97,86 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0415 |
PL0000105953 |
100,92 |
100,98 |
1,60 |
1,36 |
100,95 |
1,48 |
OK0715 |
PL0000107405 |
99,22 |
99,29 |
1,60 |
1,46 |
99,26 |
1,52 |
DS1015 |
PL0000103602 |
103,35 |
103,46 |
1,64 |
1,50 |
103,41 |
1,56 |
OK0116 |
PL0000107587 |
98,39 |
98,50 |
1,65 |
1,54 |
98,45 |
1,59 |
PS0416 |
PL0000106340 |
104,14 |
104,27 |
1,59 |
1,49 |
104,21 |
1,54 |
OK0716 |
PL0000107926 |
97,64 |
97,78 |
1,61 |
1,51 |
97,71 |
1,56 |
IZ0816 |
PL0000103529 |
102,79 |
103,34 |
--- |
--- |
103,07 |
--- |
PS1016 |
PL0000106795 |
105,45 |
105,57 |
1,55 |
1,48 |
105,51 |
1,52 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,93 |
107,08 |
1,57 |
1,51 |
107,01 |
1,54 |
DS1017 |
PL0000104543 |
109,75 |
109,91 |
1,58 |
1,53 |
109,83 |
1,56 |
WZ0118 |
PL0000104717 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,54 |
106,76 |
1,66 |
1,59 |
106,65 |
1,62 |
PS0718 |
PL0000107595 |
102,74 |
102,93 |
1,68 |
1,63 |
102,84 |
1,65 |
WZ0119 |
PL0000107603 |
99,70 |
99,84 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
106,40 |
106,60 |
1,75 |
1,71 |
106,50 |
1,73 |
DS1019 |
PL0000105441 |
116,92 |
117,19 |
1,75 |
1,69 |
117,06 |
1,72 |
DS1020 |
PL0000106126 |
118,53 |
118,82 |
1,82 |
1,77 |
118,68 |
1,79 |
WZ0121 |
PL0000106068 |
99,03 |
99,23 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
124,25 |
124,57 |
1,88 |
1,84 |
124,41 |
1,86 |
WS0922 |
PL0000102646 |
126,66 |
126,97 |
1,96 |
1,92 |
126,82 |
1,94 |
IZ0823 |
PL0000105359 |
113,60 |
115,11 |
--- |
--- |
114,36 |
--- |
DS1023 |
PL0000107264 |
115,72 |
116,00 |
2,02 |
1,99 |
115,86 |
2,00 |
WZ0124 |
PL0000107454 |
97,87 |
98,04 |
--- |
--- |
97,96 |
--- |
DS0725 |
PL0000108197 |
110,73 |
111,03 |
2,10 |
2,07 |
110,88 |
2,08 |
WS0429 |
PL0000105391 |
142,05 |
143,85 |
2,26 |
2,14 |
142,95 |
2,20 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/7 |
4 |
1,700 |
1,700 |
1,700 |
40 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
110 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
10 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
235 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,800 |
1,800 |
1,800 |
20 |
TOTAL |
415 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.