2015-01-29 |
MARKET DATA |
No 19 (2550) |
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 |
1 770,00 |
1 940,39 |
112 |
1 275,00 |
1 443,84 |
15 |
3 045,00 |
3 384,23 |
127 |
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 |
100,86 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,29 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,36 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,52 |
98,53 |
98,520 |
98,520 |
98,500 |
98,500 |
98,513 |
7 500 |
7,39 |
2 |
PS0416 |
PL0000106340 |
104,20 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,79 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,56 |
105,52 |
105,550 |
105,550 |
105,550 |
105,550 |
105,550 |
15 000 |
16,03 |
1 |
PS0417 |
PL0000107058 |
107,09 |
107,02 |
107,090 |
107,140 |
107,010 |
107,010 |
107,091 |
450 000 |
498,48 |
15 |
OK0717 |
PL0000108502 |
96,32 |
96,34 |
96,300 |
96,300 |
96,260 |
96,260 |
96,279 |
100 000 |
96,28 |
4 |
DS1017 |
PL0000104543 |
109,99 |
109,92 |
109,970 |
109,970 |
109,950 |
109,950 |
109,960 |
35 000 |
38,99 |
2 |
PS0418 |
PL0000107314 |
106,88 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
103,11 |
103,05 |
103,250 |
103,250 |
103,250 |
103,250 |
103,250 |
45 000 |
47,05 |
2 |
PS0719 |
PL0000108148 |
106,89 |
106,68 |
106,900 |
106,900 |
106,610 |
106,610 |
106,824 |
60 000 |
65,12 |
6 |
DS1019 |
PL0000105441 |
117,37 |
117,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,02 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
119,13 |
118,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
125,25 |
124,99 |
125,250 |
125,250 |
125,150 |
125,150 |
125,197 |
107 500 |
136,28 |
10 |
WS0922 |
PL0000102646 |
127,90 |
127,62 |
127,800 |
128,000 |
127,660 |
127,660 |
127,766 |
80 000 |
103,88 |
8 |
DS1023 |
PL0000107264 |
116,93 |
116,50 |
116,980 |
117,000 |
116,500 |
116,500 |
116,887 |
185 000 |
218,27 |
14 |
DS0725 |
PL0000108197 |
112,20 |
111,78 |
112,100 |
112,210 |
111,730 |
111,750 |
112,059 |
180 000 |
204,78 |
22 |
WS0428 |
PL0000107611 |
107,83 |
109,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
144,95 |
144,65 |
145,000 |
145,000 |
144,650 |
144,650 |
144,767 |
15 000 |
22,38 |
2 |
WS0437 |
PL0000104857 |
142,00 |
155,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,92 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,80 |
115,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,11 |
100,110 |
100,110 |
100,100 |
100,100 |
100,107 |
50 000 |
50,08 |
3 |
WZ0119 |
PL0000107603 |
99,84 |
99,81 |
99,810 |
99,870 |
99,810 |
99,870 |
99,829 |
205 000 |
204,74 |
7 |
WZ0121 |
PL0000106068 |
99,30 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,16 |
98,06 |
98,060 |
98,160 |
98,060 |
98,140 |
98,101 |
235 000 |
230,64 |
14 |
TOTAL |
1 770 000 |
1 940,39 |
112 |
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) |
(%) |
OK0715 |
PL0000107405 |
99,27 |
99,38 |
1,55 |
1,32 |
99,33 |
1,42 |
DS1015 |
PL0000103602 |
103,34 |
103,45 |
1,55 |
1,41 |
103,40 |
1,47 |
OK0116 |
PL0000107587 |
98,48 |
98,56 |
1,58 |
1,50 |
98,52 |
1,54 |
PS0416 |
PL0000106340 |
104,17 |
104,30 |
1,53 |
1,42 |
104,24 |
1,47 |
OK0716 |
PL0000107926 |
97,75 |
97,90 |
1,55 |
1,45 |
97,83 |
1,50 |
IZ0816 |
PL0000103529 |
102,76 |
103,38 |
--- |
--- |
103,07 |
--- |
PS1016 |
PL0000106795 |
105,52 |
105,64 |
1,48 |
1,41 |
105,58 |
1,45 |
WZ0117 |
PL0000106936 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
107,07 |
107,21 |
1,49 |
1,43 |
107,14 |
1,46 |
DS1017 |
PL0000104543 |
109,96 |
110,13 |
1,49 |
1,43 |
110,05 |
1,46 |
WZ0118 |
PL0000104717 |
100,02 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
106,85 |
107,05 |
1,55 |
1,49 |
106,95 |
1,52 |
PS0718 |
PL0000107595 |
103,09 |
103,29 |
1,58 |
1,52 |
103,19 |
1,55 |
WZ0119 |
PL0000107603 |
99,74 |
99,85 |
--- |
--- |
99,80 |
--- |
PS0719 |
PL0000108148 |
106,84 |
107,04 |
1,65 |
1,60 |
106,94 |
1,63 |
DS1019 |
PL0000105441 |
117,32 |
117,58 |
1,66 |
1,60 |
117,45 |
1,63 |
DS1020 |
PL0000106126 |
119,08 |
119,36 |
1,72 |
1,67 |
119,22 |
1,70 |
WZ0121 |
PL0000106068 |
99,13 |
99,33 |
--- |
--- |
99,23 |
--- |
DS1021 |
PL0000106670 |
125,19 |
125,44 |
1,75 |
1,71 |
125,32 |
1,73 |
WS0922 |
PL0000102646 |
127,72 |
128,06 |
1,83 |
1,78 |
127,89 |
1,81 |
IZ0823 |
PL0000105359 |
114,48 |
116,22 |
--- |
--- |
115,35 |
--- |
DS1023 |
PL0000107264 |
116,81 |
117,05 |
1,89 |
1,86 |
116,93 |
1,88 |
WZ0124 |
PL0000107454 |
97,97 |
98,09 |
--- |
--- |
98,03 |
--- |
DS0725 |
PL0000108197 |
112,05 |
112,30 |
1,96 |
1,94 |
112,18 |
1,95 |
WS0429 |
PL0000105391 |
139,83 |
150,18 |
2,41 |
1,74 |
145,01 |
2,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,27 |
99,37 |
1,55 |
1,34 |
99,32 |
1,44 |
DS1015 |
PL0000103602 |
103,33 |
103,44 |
1,57 |
1,42 |
103,39 |
1,49 |
OK0116 |
PL0000107587 |
98,48 |
98,55 |
1,58 |
1,51 |
98,52 |
1,54 |
PS0416 |
PL0000106340 |
104,11 |
104,25 |
1,58 |
1,46 |
104,18 |
1,52 |
OK0716 |
PL0000107926 |
97,71 |
97,85 |
1,58 |
1,48 |
97,78 |
1,53 |
IZ0816 |
PL0000103529 |
102,72 |
103,33 |
--- |
--- |
103,03 |
--- |
PS1016 |
PL0000106795 |
105,43 |
105,55 |
1,53 |
1,46 |
105,49 |
1,50 |
WZ0117 |
PL0000106936 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,92 |
107,06 |
1,56 |
1,49 |
106,99 |
1,53 |
DS1017 |
PL0000104543 |
109,75 |
109,96 |
1,56 |
1,49 |
109,86 |
1,53 |
WZ0118 |
PL0000104717 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
106,71 |
106,90 |
1,60 |
1,54 |
106,81 |
1,56 |
PS0718 |
PL0000107595 |
102,91 |
103,10 |
1,63 |
1,57 |
103,01 |
1,60 |
WZ0119 |
PL0000107603 |
99,80 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
106,55 |
106,76 |
1,71 |
1,67 |
106,66 |
1,69 |
DS1019 |
PL0000105441 |
117,02 |
117,31 |
1,72 |
1,66 |
117,17 |
1,69 |
DS1020 |
PL0000106126 |
118,80 |
119,02 |
1,77 |
1,73 |
118,91 |
1,75 |
WZ0121 |
PL0000106068 |
99,27 |
99,47 |
--- |
--- |
99,37 |
--- |
DS1021 |
PL0000106670 |
124,85 |
125,15 |
1,79 |
1,75 |
125,00 |
1,77 |
WS0922 |
PL0000102646 |
127,40 |
127,78 |
1,86 |
1,82 |
127,59 |
1,84 |
IZ0823 |
PL0000105359 |
114,46 |
116,35 |
--- |
--- |
115,41 |
--- |
DS1023 |
PL0000107264 |
116,39 |
116,71 |
1,94 |
1,90 |
116,55 |
1,92 |
WZ0124 |
PL0000107454 |
98,11 |
98,26 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
111,62 |
111,90 |
2,01 |
1,98 |
111,76 |
1,99 |
WS0429 |
PL0000105391 |
143,88 |
145,01 |
2,14 |
2,06 |
144,45 |
2,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
20 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
50 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,860 |
1,860 |
1,860 |
120 |
DS1015 |
PL0000103602 |
1/4 |
3 |
1,860 |
1,860 |
1,860 |
110 |
PS0415 |
PL0000105953 |
1/4 |
3 |
1,860 |
1,860 |
1,860 |
40 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,860 |
1,860 |
1,860 |
260 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,860 |
1,860 |
1,860 |
45 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,860 |
1,860 |
1,860 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,860 |
1,860 |
1,860 |
230 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
150 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,860 |
1,860 |
1,860 |
180 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,860 |
1,860 |
1,860 |
20 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,860 |
1,860 |
1,860 |
20 |
TOTAL |
1 275 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.