2015-01-28 |
MARKET DATA |
No 18 (2549) |
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 |
1 417,50 |
1 541,47 |
85 |
120,00 |
125,70 |
4 |
1 537,50 |
1 667,17 |
89 |
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 |
100,90 |
100,91 |
100,910 |
100,910 |
100,910 |
100,910 |
100,910 |
65 000 |
68,33 |
1 |
OK0715 |
PL0000107405 |
99,26 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,39 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,54 |
98,50 |
98,550 |
98,550 |
98,540 |
98,540 |
98,549 |
35 000 |
34,49 |
2 |
PS0416 |
PL0000106340 |
104,20 |
104,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,77 |
97,78 |
97,780 |
97,800 |
97,780 |
97,790 |
97,795 |
200 000 |
195,59 |
5 |
PS1016 |
PL0000106795 |
105,58 |
105,53 |
105,580 |
105,580 |
105,510 |
105,510 |
105,525 |
270 000 |
288,32 |
9 |
PS0417 |
PL0000107058 |
107,07 |
107,02 |
107,060 |
107,060 |
107,060 |
107,060 |
107,060 |
30 000 |
33,21 |
1 |
OK0717 |
PL0000108502 |
96,25 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,93 |
109,95 |
109,930 |
109,930 |
109,930 |
109,930 |
109,930 |
30 000 |
33,40 |
1 |
PS0418 |
PL0000107314 |
106,79 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
103,01 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,78 |
106,68 |
106,700 |
106,840 |
106,630 |
106,740 |
106,708 |
310 000 |
336,01 |
24 |
DS1019 |
PL0000105441 |
117,31 |
117,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,00 |
98,87 |
99,000 |
99,000 |
98,850 |
98,850 |
98,970 |
50 000 |
50,06 |
5 |
DS1020 |
PL0000106126 |
119,02 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
124,93 |
124,85 |
124,790 |
124,790 |
124,790 |
124,790 |
124,790 |
10 000 |
12,63 |
1 |
WS0922 |
PL0000102646 |
127,55 |
127,39 |
127,510 |
127,610 |
127,510 |
127,550 |
127,544 |
142 500 |
184,65 |
11 |
DS1023 |
PL0000107264 |
116,58 |
116,30 |
116,300 |
116,350 |
116,300 |
116,350 |
116,312 |
85 000 |
99,77 |
6 |
DS0725 |
PL0000108197 |
111,90 |
111,53 |
111,450 |
111,920 |
111,450 |
111,900 |
111,868 |
115 000 |
130,58 |
13 |
WS0428 |
PL0000107611 |
107,40 |
108,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
144,21 |
143,99 |
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 |
102,86 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,70 |
115,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,22 |
100,260 |
100,260 |
100,260 |
100,260 |
100,260 |
20 000 |
20,06 |
1 |
WZ0118 |
PL0000104717 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,78 |
99,79 |
99,800 |
99,800 |
99,790 |
99,790 |
99,792 |
25 000 |
24,96 |
3 |
WZ0121 |
PL0000106068 |
99,15 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,01 |
97,99 |
98,000 |
98,010 |
98,000 |
98,010 |
98,007 |
30 000 |
29,41 |
2 |
TOTAL |
1 417 500 |
1 541,47 |
85 |
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 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
117,88 |
118,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,15 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,00 |
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 |
125,50 |
126,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
122,50 |
123,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
117,35 |
117,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
120,50 |
121,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
138,50 |
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 |
99,23 |
99,35 |
1,61 |
1,36 |
99,29 |
1,48 |
DS1015 |
PL0000103602 |
103,34 |
103,46 |
1,60 |
1,45 |
103,40 |
1,52 |
OK0116 |
PL0000107587 |
98,44 |
98,57 |
1,61 |
1,47 |
98,51 |
1,54 |
PS0416 |
PL0000106340 |
104,13 |
104,25 |
1,58 |
1,49 |
104,19 |
1,53 |
OK0716 |
PL0000107926 |
97,69 |
97,81 |
1,59 |
1,50 |
97,75 |
1,54 |
IZ0816 |
PL0000103529 |
102,79 |
103,35 |
--- |
--- |
103,07 |
--- |
PS1016 |
PL0000106795 |
105,45 |
105,58 |
1,53 |
1,46 |
105,52 |
1,50 |
WZ0117 |
PL0000106936 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,94 |
107,11 |
1,56 |
1,48 |
107,03 |
1,52 |
DS1017 |
PL0000104543 |
109,78 |
110,00 |
1,56 |
1,49 |
109,89 |
1,52 |
WZ0118 |
PL0000104717 |
100,00 |
100,13 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
106,64 |
106,87 |
1,62 |
1,55 |
106,76 |
1,59 |
PS0718 |
PL0000107595 |
102,87 |
103,08 |
1,64 |
1,58 |
102,98 |
1,61 |
WZ0119 |
PL0000107603 |
99,72 |
99,85 |
--- |
--- |
99,79 |
--- |
PS0719 |
PL0000108148 |
106,55 |
106,73 |
1,72 |
1,68 |
106,64 |
1,70 |
DS1019 |
PL0000105441 |
117,02 |
117,28 |
1,72 |
1,67 |
117,15 |
1,70 |
DS1020 |
PL0000106126 |
118,67 |
118,92 |
1,79 |
1,75 |
118,80 |
1,77 |
WZ0121 |
PL0000106068 |
99,08 |
99,27 |
--- |
--- |
99,18 |
--- |
DS1021 |
PL0000106670 |
124,56 |
124,90 |
1,84 |
1,79 |
124,73 |
1,81 |
WS0922 |
PL0000102646 |
127,06 |
127,45 |
1,91 |
1,86 |
127,26 |
1,89 |
IZ0823 |
PL0000105359 |
113,71 |
115,58 |
--- |
--- |
114,65 |
--- |
DS1023 |
PL0000107264 |
116,11 |
116,41 |
1,97 |
1,94 |
116,26 |
1,95 |
WZ0124 |
PL0000107454 |
97,90 |
98,07 |
--- |
--- |
97,99 |
--- |
DS0725 |
PL0000108197 |
111,32 |
111,62 |
2,04 |
2,01 |
111,47 |
2,02 |
WS0429 |
PL0000105391 |
143,07 |
144,84 |
2,19 |
2,08 |
143,96 |
2,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,24 |
99,35 |
1,59 |
1,36 |
99,30 |
1,46 |
DS1015 |
PL0000103602 |
103,33 |
103,45 |
1,62 |
1,46 |
103,39 |
1,54 |
OK0116 |
PL0000107587 |
98,45 |
98,53 |
1,60 |
1,52 |
98,49 |
1,56 |
PS0416 |
PL0000106340 |
104,11 |
104,25 |
1,60 |
1,49 |
104,18 |
1,54 |
OK0716 |
PL0000107926 |
97,68 |
97,81 |
1,59 |
1,50 |
97,75 |
1,54 |
IZ0816 |
PL0000103529 |
102,76 |
103,37 |
--- |
--- |
103,07 |
--- |
PS1016 |
PL0000106795 |
105,44 |
105,58 |
1,54 |
1,46 |
105,51 |
1,50 |
WZ0117 |
PL0000106936 |
100,21 |
100,28 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,96 |
107,10 |
1,55 |
1,49 |
107,03 |
1,52 |
DS1017 |
PL0000104543 |
109,86 |
110,04 |
1,54 |
1,47 |
109,95 |
1,50 |
WZ0118 |
PL0000104717 |
100,01 |
100,13 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
106,71 |
106,95 |
1,60 |
1,53 |
106,83 |
1,56 |
PS0718 |
PL0000107595 |
102,94 |
103,13 |
1,62 |
1,57 |
103,04 |
1,59 |
WZ0119 |
PL0000107603 |
99,75 |
99,83 |
--- |
--- |
99,79 |
--- |
PS0719 |
PL0000108148 |
106,66 |
106,85 |
1,69 |
1,65 |
106,76 |
1,67 |
DS1019 |
PL0000105441 |
117,25 |
117,43 |
1,68 |
1,64 |
117,34 |
1,66 |
DS1020 |
PL0000106126 |
118,87 |
119,13 |
1,76 |
1,72 |
119,00 |
1,74 |
WZ0121 |
PL0000106068 |
99,12 |
99,34 |
--- |
--- |
99,23 |
--- |
DS1021 |
PL0000106670 |
124,69 |
125,11 |
1,82 |
1,76 |
124,90 |
1,79 |
WS0922 |
PL0000102646 |
127,28 |
127,66 |
1,88 |
1,84 |
127,47 |
1,86 |
IZ0823 |
PL0000105359 |
113,98 |
115,76 |
--- |
--- |
114,87 |
--- |
DS1023 |
PL0000107264 |
116,36 |
116,66 |
1,94 |
1,91 |
116,51 |
1,93 |
WZ0124 |
PL0000107454 |
97,95 |
98,07 |
--- |
--- |
98,01 |
--- |
DS0725 |
PL0000108197 |
111,52 |
111,84 |
2,02 |
1,99 |
111,68 |
2,00 |
WS0429 |
PL0000105391 |
143,52 |
144,89 |
2,16 |
2,07 |
144,21 |
2,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
50 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,700 |
1,700 |
1,700 |
50 |
TOTAL |
120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.