2015-01-30 |
MARKET DATA |
No 20 (2551) |
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 |
1 152,50 |
1 238,53 |
86 |
550,00 |
617,18 |
4 |
1 702,50 |
1 855,70 |
90 |
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 |
100,82 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,34 |
103,36 |
103,340 |
103,340 |
103,340 |
103,340 |
103,340 |
140 000 |
147,12 |
3 |
OK0116 |
PL0000107587 |
98,52 |
98,51 |
98,520 |
98,520 |
98,500 |
98,500 |
98,512 |
195 000 |
192,10 |
4 |
PS0416 |
PL0000106340 |
104,18 |
104,19 |
104,180 |
104,180 |
104,180 |
104,180 |
104,180 |
20 000 |
21,61 |
1 |
OK0716 |
PL0000107926 |
97,79 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,51 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,02 |
107,01 |
107,050 |
107,050 |
107,030 |
107,030 |
107,042 |
50 000 |
55,37 |
2 |
OK0717 |
PL0000108502 |
96,24 |
96,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,90 |
109,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,85 |
106,80 |
106,800 |
106,800 |
106,800 |
106,800 |
106,800 |
10 000 |
10,97 |
1 |
PS0718 |
PL0000107595 |
103,10 |
103,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,87 |
106,67 |
106,750 |
106,870 |
106,730 |
106,790 |
106,788 |
62 500 |
67,82 |
8 |
DS1019 |
PL0000105441 |
117,31 |
117,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,00 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
119,10 |
118,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
125,14 |
124,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
127,81 |
127,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
116,85 |
116,50 |
116,550 |
116,740 |
116,430 |
116,740 |
116,556 |
35 000 |
41,18 |
4 |
DS0725 |
PL0000108197 |
112,10 |
111,68 |
111,820 |
112,150 |
111,650 |
111,940 |
111,888 |
450 000 |
511,23 |
50 |
WS0428 |
PL0000107611 |
107,85 |
107,90 |
107,900 |
107,900 |
107,900 |
107,900 |
107,900 |
17 500 |
19,26 |
2 |
WS0429 |
PL0000105391 |
144,87 |
144,46 |
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 |
102,85 |
103,20 |
103,240 |
103,240 |
103,240 |
103,240 |
103,240 |
2 500 |
3,33 |
1 |
IZ0823 |
PL0000105359 |
115,00 |
115,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,86 |
99,880 |
99,880 |
99,880 |
99,880 |
99,880 |
20 000 |
19,99 |
1 |
WZ0121 |
PL0000106068 |
99,47 |
99,39 |
99,420 |
99,570 |
99,420 |
99,570 |
99,435 |
95 000 |
94,51 |
5 |
WZ0124 |
PL0000107454 |
98,21 |
98,15 |
98,170 |
98,220 |
98,170 |
98,210 |
98,200 |
55 000 |
54,04 |
4 |
TOTAL |
1 152 500 |
1 238,53 |
86 |
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 |
103,45 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,55 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
118,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,00 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,75 |
119,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,50 |
120,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,65 |
126,25 |
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 |
117,38 |
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 |
139,50 |
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 |
99,26 |
99,37 |
1,58 |
1,35 |
99,32 |
1,45 |
DS1015 |
PL0000103602 |
103,32 |
103,44 |
1,56 |
1,40 |
103,38 |
1,48 |
OK0116 |
PL0000107587 |
98,49 |
98,58 |
1,58 |
1,48 |
98,54 |
1,52 |
PS0416 |
PL0000106340 |
104,09 |
104,23 |
1,58 |
1,47 |
104,16 |
1,53 |
OK0716 |
PL0000107926 |
97,70 |
97,85 |
1,59 |
1,49 |
97,78 |
1,53 |
IZ0816 |
PL0000103529 |
102,66 |
103,37 |
--- |
--- |
103,02 |
--- |
PS1016 |
PL0000106795 |
105,40 |
105,54 |
1,54 |
1,46 |
105,47 |
1,50 |
WZ0117 |
PL0000106936 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,89 |
107,03 |
1,57 |
1,50 |
106,96 |
1,53 |
DS1017 |
PL0000104543 |
109,71 |
109,93 |
1,57 |
1,50 |
109,82 |
1,54 |
WZ0118 |
PL0000104717 |
100,01 |
100,21 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
106,63 |
106,87 |
1,62 |
1,54 |
106,75 |
1,58 |
PS0718 |
PL0000107595 |
102,85 |
103,10 |
1,65 |
1,57 |
102,98 |
1,61 |
WZ0119 |
PL0000107603 |
99,79 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
106,51 |
106,72 |
1,72 |
1,67 |
106,62 |
1,70 |
DS1019 |
PL0000105441 |
116,96 |
117,26 |
1,73 |
1,67 |
117,11 |
1,70 |
DS1020 |
PL0000106126 |
118,70 |
118,95 |
1,78 |
1,74 |
118,83 |
1,76 |
WZ0121 |
PL0000106068 |
99,25 |
99,46 |
--- |
--- |
99,36 |
--- |
DS1021 |
PL0000106670 |
124,73 |
125,15 |
1,81 |
1,75 |
124,94 |
1,78 |
WS0922 |
PL0000102646 |
127,33 |
127,77 |
1,87 |
1,82 |
127,55 |
1,85 |
IZ0823 |
PL0000105359 |
113,86 |
115,92 |
--- |
--- |
114,89 |
--- |
DS1023 |
PL0000107264 |
116,35 |
116,68 |
1,94 |
1,90 |
116,52 |
1,92 |
WZ0124 |
PL0000107454 |
98,06 |
98,22 |
--- |
--- |
98,14 |
--- |
DS0725 |
PL0000108197 |
111,55 |
111,89 |
2,01 |
1,98 |
111,72 |
2,00 |
WS0429 |
PL0000105391 |
143,60 |
145,34 |
2,15 |
2,04 |
144,47 |
2,10 |
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 |
1,56 |
1,35 |
99,32 |
1,45 |
DS1015 |
PL0000103602 |
103,29 |
103,41 |
1,60 |
1,44 |
103,35 |
1,52 |
OK0116 |
PL0000107587 |
98,46 |
98,54 |
1,61 |
1,52 |
98,50 |
1,57 |
PS0416 |
PL0000106340 |
104,12 |
104,24 |
1,56 |
1,47 |
104,18 |
1,51 |
OK0716 |
PL0000107926 |
97,72 |
97,86 |
1,58 |
1,48 |
97,79 |
1,53 |
IZ0816 |
PL0000103529 |
102,74 |
103,35 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
105,43 |
105,55 |
1,53 |
1,46 |
105,49 |
1,49 |
WZ0117 |
PL0000106936 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,93 |
107,08 |
1,55 |
1,48 |
107,01 |
1,51 |
DS1017 |
PL0000104543 |
109,82 |
110,01 |
1,54 |
1,47 |
109,92 |
1,50 |
WZ0118 |
PL0000104717 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
106,76 |
106,99 |
1,58 |
1,51 |
106,88 |
1,54 |
PS0718 |
PL0000107595 |
103,03 |
103,18 |
1,59 |
1,55 |
103,11 |
1,57 |
WZ0119 |
PL0000107603 |
99,84 |
99,93 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
106,75 |
106,90 |
1,67 |
1,63 |
106,83 |
1,65 |
DS1019 |
PL0000105441 |
117,18 |
117,46 |
1,68 |
1,63 |
117,32 |
1,65 |
DS1020 |
PL0000106126 |
119,05 |
119,23 |
1,72 |
1,69 |
119,14 |
1,71 |
WZ0121 |
PL0000106068 |
99,40 |
99,59 |
--- |
--- |
99,50 |
--- |
DS1021 |
PL0000106670 |
124,98 |
125,31 |
1,77 |
1,73 |
125,15 |
1,75 |
WS0922 |
PL0000102646 |
127,70 |
128,05 |
1,83 |
1,78 |
127,88 |
1,81 |
IZ0823 |
PL0000105359 |
114,66 |
116,12 |
--- |
--- |
115,39 |
--- |
DS1023 |
PL0000107264 |
116,64 |
116,90 |
1,91 |
1,88 |
116,77 |
1,89 |
WZ0124 |
PL0000107454 |
98,17 |
98,28 |
--- |
--- |
98,23 |
--- |
DS0725 |
PL0000108197 |
111,87 |
112,15 |
1,98 |
1,95 |
112,01 |
1,97 |
WS0429 |
PL0000105391 |
144,14 |
145,48 |
2,12 |
2,03 |
144,81 |
2,08 |
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 |
3/4 |
1 |
1,800 |
1,800 |
1,800 |
100 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,750 |
1,750 |
1,750 |
50 |
DS0725 |
PL0000108197 |
0/7 |
7 |
1,750 |
1,750 |
1,750 |
400 |
TOTAL |
550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.