2015-01-26 |
MARKET DATA |
No 16 (2547) |
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 |
570,00 |
619,07 |
38 |
55,00 |
61,96 |
1 |
625,00 |
681,04 |
39 |
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 |
100,89 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,23 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,36 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,43 |
98,46 |
98,430 |
98,430 |
98,430 |
98,430 |
98,430 |
30 000 |
29,53 |
1 |
PS0416 |
PL0000106340 |
104,16 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,68 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,46 |
105,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,94 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,75 |
109,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,62 |
106,65 |
106,600 |
106,600 |
106,600 |
106,600 |
106,600 |
25 000 |
27,36 |
1 |
PS0718 |
PL0000107595 |
102,77 |
102,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,43 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
116,93 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
118,54 |
118,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
124,27 |
124,24 |
124,250 |
124,250 |
124,240 |
124,250 |
124,243 |
65 000 |
81,73 |
4 |
WS0922 |
PL0000102646 |
126,70 |
126,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
115,83 |
115,60 |
116,000 |
116,000 |
115,600 |
115,600 |
115,643 |
140 000 |
163,36 |
15 |
DS0725 |
PL0000108197 |
110,94 |
110,80 |
110,880 |
110,900 |
110,800 |
110,890 |
110,855 |
60 000 |
67,51 |
6 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
142,20 |
143,51 |
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 |
102,90 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,00 |
114,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,23 |
100,23 |
100,240 |
100,240 |
100,240 |
100,240 |
100,240 |
20 000 |
20,05 |
1 |
WZ0118 |
PL0000104717 |
100,04 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,76 |
99,78 |
99,790 |
99,800 |
99,760 |
99,760 |
99,778 |
230 000 |
229,53 |
10 |
WZ0121 |
PL0000106068 |
99,06 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,90 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
570 000 |
619,07 |
38 |
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 |
103,70 |
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 |
118,10 |
118,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,10 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,10 |
119,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,75 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
126,00 |
126,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
122,75 |
124,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
117,50 |
118,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
120,75 |
121,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
139,00 |
140,00 |
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) |
(%) |
OK0715 |
PL0000107405 |
99,19 |
99,31 |
1,67 |
1,42 |
99,25 |
1,55 |
DS1015 |
PL0000103602 |
103,31 |
103,45 |
1,68 |
1,49 |
103,38 |
1,58 |
OK0116 |
PL0000107587 |
98,38 |
98,53 |
1,66 |
1,51 |
98,46 |
1,58 |
PS0416 |
PL0000106340 |
104,11 |
104,26 |
1,61 |
1,49 |
104,19 |
1,55 |
OK0716 |
PL0000107926 |
97,63 |
97,78 |
1,62 |
1,52 |
97,71 |
1,57 |
IZ0816 |
PL0000103529 |
102,78 |
103,38 |
--- |
--- |
103,08 |
--- |
PS1016 |
PL0000106795 |
105,43 |
105,57 |
1,56 |
1,48 |
105,50 |
1,52 |
WZ0117 |
PL0000106936 |
100,16 |
100,30 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,89 |
107,10 |
1,59 |
1,50 |
107,00 |
1,54 |
DS1017 |
PL0000104543 |
109,72 |
109,93 |
1,59 |
1,52 |
109,83 |
1,55 |
WZ0118 |
PL0000104717 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,54 |
106,76 |
1,66 |
1,59 |
106,65 |
1,62 |
PS0718 |
PL0000107595 |
102,75 |
102,97 |
1,68 |
1,61 |
102,86 |
1,65 |
WZ0119 |
PL0000107603 |
99,70 |
99,83 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
106,36 |
106,59 |
1,76 |
1,71 |
106,48 |
1,73 |
DS1019 |
PL0000105441 |
116,85 |
117,15 |
1,76 |
1,70 |
117,00 |
1,73 |
DS1020 |
PL0000106126 |
118,46 |
118,72 |
1,83 |
1,79 |
118,59 |
1,81 |
WZ0121 |
PL0000106068 |
99,03 |
99,23 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
124,17 |
124,58 |
1,89 |
1,84 |
124,38 |
1,86 |
WS0922 |
PL0000102646 |
126,63 |
127,03 |
1,96 |
1,92 |
126,83 |
1,94 |
IZ0823 |
PL0000105359 |
113,15 |
115,54 |
--- |
--- |
114,35 |
--- |
DS1023 |
PL0000107264 |
115,71 |
116,01 |
2,02 |
1,98 |
115,86 |
2,00 |
WZ0124 |
PL0000107454 |
97,83 |
98,00 |
--- |
--- |
97,92 |
--- |
DS0725 |
PL0000108197 |
110,80 |
111,13 |
2,09 |
2,06 |
110,97 |
2,07 |
WS0429 |
PL0000105391 |
141,78 |
144,27 |
2,28 |
2,11 |
143,03 |
2,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,22 |
99,29 |
1,61 |
1,47 |
99,26 |
1,53 |
DS1015 |
PL0000103602 |
103,34 |
103,44 |
1,64 |
1,51 |
103,39 |
1,57 |
OK0116 |
PL0000107587 |
98,40 |
98,50 |
1,64 |
1,54 |
98,45 |
1,59 |
PS0416 |
PL0000106340 |
104,13 |
104,25 |
1,60 |
1,50 |
104,19 |
1,55 |
OK0716 |
PL0000107926 |
97,64 |
97,77 |
1,62 |
1,52 |
97,71 |
1,57 |
IZ0816 |
PL0000103529 |
102,79 |
103,37 |
--- |
--- |
103,08 |
--- |
PS1016 |
PL0000106795 |
105,44 |
105,56 |
1,55 |
1,48 |
105,50 |
1,52 |
WZ0117 |
PL0000106936 |
100,19 |
100,26 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,90 |
107,04 |
1,58 |
1,52 |
106,97 |
1,55 |
DS1017 |
PL0000104543 |
109,70 |
109,91 |
1,60 |
1,52 |
109,81 |
1,56 |
WZ0118 |
PL0000104717 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,56 |
106,73 |
1,65 |
1,60 |
106,65 |
1,62 |
PS0718 |
PL0000107595 |
102,72 |
102,91 |
1,69 |
1,63 |
102,82 |
1,66 |
WZ0119 |
PL0000107603 |
99,73 |
99,81 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
106,37 |
106,50 |
1,76 |
1,73 |
106,44 |
1,74 |
DS1019 |
PL0000105441 |
116,82 |
117,09 |
1,77 |
1,71 |
116,96 |
1,74 |
DS1020 |
PL0000106126 |
118,45 |
118,70 |
1,83 |
1,79 |
118,58 |
1,81 |
WZ0121 |
PL0000106068 |
99,01 |
99,19 |
--- |
--- |
99,10 |
--- |
DS1021 |
PL0000106670 |
124,19 |
124,46 |
1,89 |
1,85 |
124,33 |
1,87 |
WS0922 |
PL0000102646 |
126,56 |
126,97 |
1,97 |
1,92 |
126,77 |
1,95 |
IZ0823 |
PL0000105359 |
113,71 |
115,07 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
115,63 |
115,91 |
2,03 |
2,00 |
115,77 |
2,01 |
WZ0124 |
PL0000107454 |
97,87 |
97,98 |
--- |
--- |
97,93 |
--- |
DS0725 |
PL0000108197 |
110,71 |
110,99 |
2,10 |
2,07 |
110,85 |
2,08 |
WS0429 |
PL0000105391 |
141,92 |
143,88 |
2,27 |
2,14 |
142,90 |
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 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
55 |
TOTAL |
55 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.