2015-02-02 |
MARKET DATA |
No 21 (2552) |
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 |
770,00 |
877,30 |
63 |
300,00 |
340,25 |
3 |
1 070,00 |
1 217,55 |
66 |
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 |
100,80 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,29 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,31 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,49 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,13 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,75 |
97,79 |
97,740 |
97,740 |
97,740 |
97,740 |
97,740 |
10 000 |
9,77 |
1 |
PS1016 |
PL0000106795 |
105,46 |
105,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,96 |
106,92 |
106,920 |
106,920 |
106,920 |
106,920 |
106,920 |
30 000 |
33,19 |
1 |
OK0717 |
PL0000108502 |
96,23 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,79 |
109,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,72 |
106,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,96 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,66 |
106,60 |
106,540 |
106,670 |
106,520 |
106,570 |
106,584 |
270 000 |
292,44 |
17 |
DS1019 |
PL0000105441 |
117,10 |
117,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,87 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
118,84 |
118,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
124,90 |
124,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
127,59 |
127,51 |
127,520 |
127,650 |
127,520 |
127,650 |
127,585 |
20 000 |
25,94 |
2 |
DS1023 |
PL0000107264 |
116,66 |
116,41 |
116,610 |
116,640 |
116,370 |
116,370 |
116,517 |
260 000 |
305,85 |
24 |
DS0725 |
PL0000108197 |
111,89 |
111,63 |
111,650 |
111,850 |
111,550 |
111,550 |
111,711 |
95 000 |
107,77 |
9 |
WS0428 |
PL0000107611 |
107,74 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
144,75 |
144,68 |
144,680 |
144,970 |
144,680 |
144,910 |
144,819 |
35 000 |
52,26 |
5 |
WS0437 |
PL0000104857 |
0,00 |
150,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,84 |
103,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,85 |
115,73 |
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 |
100,11 |
100,110 |
100,110 |
100,110 |
100,110 |
100,110 |
50 000 |
50,08 |
4 |
WZ0119 |
PL0000107603 |
99,87 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,47 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,22 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
770 000 |
877,30 |
63 |
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 |
107,60 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,00 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,80 |
119,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,35 |
120,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,75 |
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 |
117,50 |
117,88 |
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 |
138,75 |
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 |
99,28 |
99,36 |
1,55 |
1,37 |
99,32 |
1,46 |
DS1015 |
PL0000103602 |
103,29 |
103,38 |
1,59 |
1,47 |
103,34 |
1,52 |
OK0116 |
PL0000107587 |
98,47 |
98,55 |
1,60 |
1,52 |
98,51 |
1,56 |
PS0416 |
PL0000106340 |
104,10 |
104,21 |
1,57 |
1,48 |
104,16 |
1,52 |
OK0716 |
PL0000107926 |
97,72 |
97,85 |
1,58 |
1,49 |
97,79 |
1,53 |
IZ0816 |
PL0000103529 |
102,73 |
103,35 |
--- |
--- |
103,04 |
--- |
PS1016 |
PL0000106795 |
105,42 |
105,54 |
1,53 |
1,46 |
105,48 |
1,49 |
WZ0117 |
PL0000106936 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,93 |
107,06 |
1,54 |
1,49 |
107,00 |
1,51 |
DS1017 |
PL0000104543 |
109,74 |
109,94 |
1,56 |
1,49 |
109,84 |
1,53 |
WZ0118 |
PL0000104717 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
106,68 |
106,90 |
1,60 |
1,53 |
106,79 |
1,57 |
PS0718 |
PL0000107595 |
102,91 |
103,14 |
1,63 |
1,56 |
103,03 |
1,59 |
WZ0119 |
PL0000107603 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
106,59 |
106,80 |
1,70 |
1,66 |
106,70 |
1,68 |
DS1019 |
PL0000105441 |
117,05 |
117,35 |
1,71 |
1,65 |
117,20 |
1,68 |
DS1020 |
PL0000106126 |
118,80 |
119,06 |
1,76 |
1,72 |
118,93 |
1,74 |
WZ0121 |
PL0000106068 |
99,44 |
99,63 |
--- |
--- |
99,54 |
--- |
DS1021 |
PL0000106670 |
124,86 |
125,25 |
1,79 |
1,73 |
125,06 |
1,76 |
WS0922 |
PL0000102646 |
127,54 |
127,89 |
1,85 |
1,80 |
127,72 |
1,82 |
IZ0823 |
PL0000105359 |
114,29 |
116,25 |
--- |
--- |
115,27 |
--- |
DS1023 |
PL0000107264 |
116,55 |
116,85 |
1,92 |
1,88 |
116,70 |
1,90 |
WZ0124 |
PL0000107454 |
98,17 |
98,29 |
--- |
--- |
98,23 |
--- |
DS0725 |
PL0000108197 |
111,68 |
112,06 |
2,00 |
1,96 |
111,87 |
1,98 |
WS0429 |
PL0000105391 |
144,10 |
145,52 |
2,12 |
2,03 |
144,81 |
2,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,28 |
99,36 |
1,55 |
1,37 |
99,32 |
1,46 |
DS1015 |
PL0000103602 |
103,28 |
103,37 |
1,60 |
1,48 |
103,33 |
1,53 |
OK0116 |
PL0000107587 |
98,45 |
98,54 |
1,62 |
1,53 |
98,50 |
1,57 |
PS0416 |
PL0000106340 |
104,08 |
104,18 |
1,59 |
1,51 |
104,13 |
1,55 |
OK0716 |
PL0000107926 |
97,69 |
97,82 |
1,60 |
1,51 |
97,76 |
1,55 |
IZ0816 |
PL0000103529 |
102,74 |
103,34 |
--- |
--- |
103,04 |
--- |
PS1016 |
PL0000106795 |
105,39 |
105,51 |
1,54 |
1,48 |
105,45 |
1,51 |
WZ0117 |
PL0000106936 |
100,19 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,86 |
107,00 |
1,58 |
1,51 |
106,93 |
1,54 |
DS1017 |
PL0000104543 |
109,69 |
109,90 |
1,58 |
1,50 |
109,80 |
1,54 |
WZ0118 |
PL0000104717 |
100,07 |
100,16 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
106,63 |
106,86 |
1,62 |
1,55 |
106,75 |
1,58 |
PS0718 |
PL0000107595 |
102,86 |
103,05 |
1,64 |
1,59 |
102,96 |
1,61 |
WZ0119 |
PL0000107603 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
106,55 |
106,75 |
1,71 |
1,67 |
106,65 |
1,69 |
DS1019 |
PL0000105441 |
116,98 |
117,28 |
1,72 |
1,66 |
117,13 |
1,69 |
DS1020 |
PL0000106126 |
118,78 |
119,00 |
1,77 |
1,73 |
118,89 |
1,75 |
WZ0121 |
PL0000106068 |
99,40 |
99,61 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
124,76 |
125,06 |
1,80 |
1,76 |
124,91 |
1,78 |
WS0922 |
PL0000102646 |
127,42 |
127,75 |
1,86 |
1,82 |
127,59 |
1,84 |
IZ0823 |
PL0000105359 |
114,54 |
116,04 |
--- |
--- |
115,29 |
--- |
DS1023 |
PL0000107264 |
116,41 |
116,66 |
1,93 |
1,91 |
116,54 |
1,92 |
WZ0124 |
PL0000107454 |
98,14 |
98,30 |
--- |
--- |
98,22 |
--- |
DS0725 |
PL0000108197 |
111,58 |
111,90 |
2,01 |
1,98 |
111,74 |
1,99 |
WS0429 |
PL0000105391 |
144,25 |
145,15 |
2,11 |
2,05 |
144,70 |
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) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
150 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
130 |
TOTAL |
300 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.