2015-01-27 |
MARKET DATA |
No 17 (2548) |
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 |
1 405,00 |
1 491,82 |
84 |
145,00 |
159,18 |
4 |
1 550,00 |
1 651,00 |
88 |
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 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,26 |
99,22 |
99,220 |
99,220 |
99,220 |
99,220 |
99,220 |
50 000 |
49,61 |
1 |
DS1015 |
PL0000103602 |
104,16 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,52 |
98,45 |
98,470 |
98,520 |
98,470 |
98,520 |
98,493 |
475 000 |
467,84 |
13 |
PS0416 |
PL0000106340 |
104,19 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,75 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,55 |
105,52 |
105,550 |
105,580 |
105,550 |
105,580 |
105,563 |
185 000 |
197,60 |
7 |
PS0417 |
PL0000107058 |
107,04 |
107,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,30 |
96,24 |
96,300 |
96,300 |
96,300 |
96,300 |
96,300 |
10 000 |
9,63 |
1 |
DS1017 |
PL0000104543 |
112,07 |
109,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
109,73 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
103,03 |
102,91 |
102,990 |
102,990 |
102,990 |
102,990 |
102,990 |
15 000 |
15,64 |
1 |
PS0719 |
PL0000108148 |
106,78 |
106,45 |
106,470 |
106,610 |
106,470 |
106,610 |
106,546 |
100 000 |
108,22 |
7 |
DS1019 |
PL0000105441 |
117,26 |
117,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,93 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
118,95 |
118,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
124,90 |
124,44 |
124,800 |
124,830 |
124,800 |
124,830 |
124,816 |
50 000 |
63,16 |
4 |
WS0922 |
PL0000102646 |
127,55 |
126,90 |
126,960 |
127,550 |
126,960 |
127,550 |
127,090 |
50 000 |
64,55 |
5 |
DS1023 |
PL0000107264 |
116,55 |
115,86 |
115,750 |
116,600 |
115,750 |
116,600 |
116,308 |
125 000 |
146,70 |
13 |
DS0725 |
PL0000108197 |
111,80 |
110,90 |
111,000 |
111,800 |
111,000 |
111,800 |
111,279 |
190 000 |
214,61 |
24 |
WS0428 |
PL0000107611 |
107,31 |
107,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
144,03 |
143,20 |
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 |
102,89 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,70 |
114,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,23 |
100,24 |
100,240 |
100,240 |
100,240 |
100,240 |
100,240 |
20 000 |
20,05 |
1 |
WZ0118 |
PL0000104717 |
100,05 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
25 000 |
25,03 |
2 |
WZ0119 |
PL0000107603 |
99,79 |
99,79 |
99,790 |
99,790 |
99,790 |
99,790 |
99,790 |
30 000 |
29,94 |
1 |
WZ0121 |
PL0000106068 |
99,10 |
99,13 |
99,150 |
99,160 |
99,150 |
99,160 |
99,159 |
70 000 |
69,43 |
3 |
WZ0124 |
PL0000107454 |
98,00 |
97,95 |
97,970 |
97,970 |
97,970 |
97,970 |
97,970 |
10 000 |
9,80 |
1 |
TOTAL |
1 405 000 |
1 491,82 |
84 |
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 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,15 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,10 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,63 |
121,25 |
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 |
122,50 |
123,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
117,45 |
117,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
120,63 |
121,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
138,75 |
139,75 |
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 |
1,68 |
1,43 |
99,25 |
1,56 |
DS1015 |
PL0000103602 |
103,31 |
103,45 |
1,66 |
1,48 |
103,38 |
1,57 |
OK0116 |
PL0000107587 |
98,36 |
98,49 |
1,69 |
1,55 |
98,43 |
1,62 |
PS0416 |
PL0000106340 |
104,10 |
104,24 |
1,61 |
1,50 |
104,17 |
1,56 |
OK0716 |
PL0000107926 |
97,63 |
97,78 |
1,63 |
1,52 |
97,71 |
1,57 |
IZ0816 |
PL0000103529 |
102,76 |
103,45 |
--- |
--- |
103,11 |
--- |
PS1016 |
PL0000106795 |
105,43 |
105,57 |
1,55 |
1,47 |
105,50 |
1,51 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,88 |
107,07 |
1,59 |
1,51 |
106,98 |
1,54 |
DS1017 |
PL0000104543 |
109,69 |
109,91 |
1,60 |
1,52 |
109,80 |
1,56 |
WZ0118 |
PL0000104717 |
99,98 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
106,51 |
106,75 |
1,66 |
1,59 |
106,63 |
1,63 |
PS0718 |
PL0000107595 |
102,72 |
102,97 |
1,69 |
1,61 |
102,85 |
1,65 |
WZ0119 |
PL0000107603 |
99,69 |
99,81 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
106,35 |
106,53 |
1,76 |
1,72 |
106,44 |
1,74 |
DS1019 |
PL0000105441 |
116,81 |
117,08 |
1,77 |
1,71 |
116,95 |
1,74 |
DS1020 |
PL0000106126 |
118,42 |
118,70 |
1,83 |
1,79 |
118,56 |
1,81 |
WZ0121 |
PL0000106068 |
98,97 |
99,16 |
--- |
--- |
99,07 |
--- |
DS1021 |
PL0000106670 |
124,21 |
124,52 |
1,89 |
1,84 |
124,37 |
1,86 |
WS0922 |
PL0000102646 |
126,62 |
127,04 |
1,96 |
1,91 |
126,83 |
1,94 |
IZ0823 |
PL0000105359 |
113,11 |
115,34 |
--- |
--- |
114,23 |
--- |
DS1023 |
PL0000107264 |
115,67 |
116,01 |
2,02 |
1,98 |
115,84 |
2,00 |
WZ0124 |
PL0000107454 |
97,81 |
97,99 |
--- |
--- |
97,90 |
--- |
DS0725 |
PL0000108197 |
110,80 |
111,14 |
2,09 |
2,06 |
110,97 |
2,07 |
WS0429 |
PL0000105391 |
141,76 |
143,87 |
2,28 |
2,14 |
142,82 |
2,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,24 |
99,34 |
1,58 |
1,37 |
99,29 |
1,47 |
DS1015 |
PL0000103602 |
103,34 |
103,50 |
1,62 |
1,41 |
103,42 |
1,52 |
OK0116 |
PL0000107587 |
98,46 |
98,55 |
1,59 |
1,49 |
98,51 |
1,53 |
PS0416 |
PL0000106340 |
104,14 |
104,30 |
1,58 |
1,45 |
104,22 |
1,52 |
OK0716 |
PL0000107926 |
97,72 |
97,84 |
1,56 |
1,48 |
97,78 |
1,52 |
IZ0816 |
PL0000103529 |
102,75 |
103,37 |
--- |
--- |
103,06 |
--- |
PS1016 |
PL0000106795 |
105,50 |
105,60 |
1,51 |
1,46 |
105,55 |
1,48 |
WZ0117 |
PL0000106936 |
100,19 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
107,00 |
107,17 |
1,54 |
1,46 |
107,09 |
1,50 |
DS1017 |
PL0000104543 |
109,87 |
110,07 |
1,54 |
1,47 |
109,97 |
1,50 |
WZ0118 |
PL0000104717 |
100,01 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
106,75 |
106,99 |
1,59 |
1,52 |
106,87 |
1,55 |
PS0718 |
PL0000107595 |
102,97 |
103,17 |
1,61 |
1,56 |
103,07 |
1,58 |
WZ0119 |
PL0000107603 |
99,74 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0719 |
PL0000108148 |
106,67 |
106,88 |
1,69 |
1,64 |
106,78 |
1,67 |
DS1019 |
PL0000105441 |
117,20 |
117,46 |
1,69 |
1,64 |
117,33 |
1,66 |
DS1020 |
PL0000106126 |
118,89 |
119,17 |
1,76 |
1,71 |
119,03 |
1,73 |
WZ0121 |
PL0000106068 |
99,07 |
99,27 |
--- |
--- |
99,17 |
--- |
DS1021 |
PL0000106670 |
124,83 |
125,17 |
1,80 |
1,75 |
125,00 |
1,78 |
WS0922 |
PL0000102646 |
127,33 |
127,67 |
1,88 |
1,84 |
127,50 |
1,86 |
IZ0823 |
PL0000105359 |
114,35 |
115,88 |
--- |
--- |
115,12 |
--- |
DS1023 |
PL0000107264 |
116,41 |
116,73 |
1,94 |
1,90 |
116,57 |
1,92 |
WZ0124 |
PL0000107454 |
97,95 |
98,08 |
--- |
--- |
98,02 |
--- |
DS0725 |
PL0000108197 |
111,57 |
111,89 |
2,01 |
1,98 |
111,73 |
2,00 |
WS0429 |
PL0000105391 |
143,53 |
145,16 |
2,16 |
2,06 |
144,35 |
2,11 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0715 |
PL0000107405 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,650 |
1,650 |
1,650 |
50 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
35 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
10 |
TOTAL |
145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.