2015-02-03 |
MARKET DATA |
No 22 (2553) |
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 |
1 100,00 |
1 194,26 |
64 |
0,00 |
0,00 |
0 |
1 100,00 |
1 194,26 |
64 |
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 |
100,83 |
100,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,30 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,30 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,48 |
98,49 |
98,490 |
98,500 |
98,490 |
98,500 |
98,498 |
60 000 |
59,10 |
2 |
PS0416 |
PL0000106340 |
104,14 |
104,13 |
104,140 |
104,140 |
104,140 |
104,140 |
104,140 |
155 000 |
167,49 |
3 |
OK0716 |
PL0000107926 |
97,75 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,41 |
105,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,87 |
106,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,24 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,72 |
109,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,68 |
106,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,91 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,64 |
106,53 |
106,560 |
106,560 |
106,490 |
106,490 |
106,530 |
115 000 |
124,51 |
7 |
DS1019 |
PL0000105441 |
117,08 |
117,07 |
117,190 |
117,190 |
117,190 |
117,190 |
117,190 |
20 000 |
23,75 |
1 |
PS0420 |
PL0000108510 |
98,78 |
98,64 |
98,640 |
98,650 |
98,640 |
98,650 |
98,648 |
65 000 |
64,88 |
2 |
DS1020 |
PL0000106126 |
118,75 |
118,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
124,73 |
124,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
127,35 |
127,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
116,46 |
116,15 |
116,350 |
116,530 |
116,150 |
116,150 |
116,346 |
70 000 |
82,23 |
6 |
DS0725 |
PL0000108197 |
111,70 |
111,20 |
111,630 |
111,760 |
111,200 |
111,200 |
111,396 |
285 000 |
322,43 |
27 |
WS0428 |
PL0000107611 |
107,68 |
108,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
144,80 |
144,60 |
144,830 |
144,880 |
144,600 |
144,770 |
144,758 |
50 000 |
74,63 |
5 |
WS0437 |
PL0000104857 |
0,00 |
150,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,85 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,00 |
115,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,23 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,83 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,42 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,22 |
98,22 |
98,220 |
98,250 |
98,210 |
98,210 |
98,239 |
280 000 |
275,24 |
11 |
TOTAL |
1 100 000 |
1 194,26 |
64 |
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 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,55 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,05 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,00 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,80 |
119,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,50 |
120,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,88 |
126,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
122,75 |
123,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
117,75 |
118,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
121,25 |
121,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
139,00 |
140,00 |
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 |
99,29 |
99,38 |
1,54 |
1,34 |
99,34 |
1,43 |
DS1015 |
PL0000103602 |
103,25 |
103,36 |
1,62 |
1,48 |
103,31 |
1,54 |
OK0116 |
PL0000107587 |
98,45 |
98,53 |
1,63 |
1,54 |
98,49 |
1,59 |
PS0416 |
PL0000106340 |
104,06 |
104,17 |
1,59 |
1,51 |
104,12 |
1,55 |
OK0716 |
PL0000107926 |
97,69 |
97,81 |
1,60 |
1,52 |
97,75 |
1,56 |
IZ0816 |
PL0000103529 |
102,75 |
103,31 |
--- |
--- |
103,03 |
--- |
PS1016 |
PL0000106795 |
105,35 |
105,48 |
1,56 |
1,49 |
105,42 |
1,52 |
WZ0117 |
PL0000106936 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
106,81 |
106,94 |
1,59 |
1,54 |
106,88 |
1,56 |
DS1017 |
PL0000104543 |
109,65 |
109,83 |
1,59 |
1,53 |
109,74 |
1,56 |
WZ0118 |
PL0000104717 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
106,59 |
106,81 |
1,63 |
1,56 |
106,70 |
1,59 |
PS0718 |
PL0000107595 |
102,82 |
103,05 |
1,65 |
1,59 |
102,94 |
1,62 |
WZ0119 |
PL0000107603 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
106,45 |
106,61 |
1,73 |
1,70 |
106,53 |
1,72 |
DS1019 |
PL0000105441 |
116,91 |
117,17 |
1,73 |
1,68 |
117,04 |
1,71 |
DS1020 |
PL0000106126 |
118,63 |
118,86 |
1,79 |
1,75 |
118,75 |
1,77 |
WZ0121 |
PL0000106068 |
99,40 |
99,61 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
124,65 |
125,01 |
1,82 |
1,77 |
124,83 |
1,79 |
WS0922 |
PL0000102646 |
127,21 |
127,62 |
1,88 |
1,83 |
127,42 |
1,86 |
IZ0823 |
PL0000105359 |
114,00 |
115,97 |
--- |
--- |
114,99 |
--- |
DS1023 |
PL0000107264 |
116,19 |
116,43 |
1,96 |
1,93 |
116,31 |
1,95 |
WZ0124 |
PL0000107454 |
98,10 |
98,27 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
111,44 |
111,76 |
2,02 |
1,99 |
111,60 |
2,01 |
WS0429 |
PL0000105391 |
144,13 |
145,21 |
2,12 |
2,05 |
144,67 |
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 |
99,37 |
1,56 |
1,36 |
99,33 |
1,45 |
DS1015 |
PL0000103602 |
103,26 |
103,36 |
1,61 |
1,48 |
103,31 |
1,54 |
OK0116 |
PL0000107587 |
98,45 |
98,52 |
1,63 |
1,55 |
98,49 |
1,59 |
PS0416 |
PL0000106340 |
104,05 |
104,15 |
1,60 |
1,52 |
104,10 |
1,56 |
OK0716 |
PL0000107926 |
97,72 |
97,80 |
1,58 |
1,53 |
97,76 |
1,55 |
IZ0816 |
PL0000103529 |
102,75 |
103,30 |
--- |
--- |
103,03 |
--- |
PS1016 |
PL0000106795 |
105,32 |
105,44 |
1,58 |
1,51 |
105,38 |
1,55 |
WZ0117 |
PL0000106936 |
100,21 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
106,76 |
106,93 |
1,62 |
1,54 |
106,85 |
1,58 |
DS1017 |
PL0000104543 |
109,58 |
109,79 |
1,61 |
1,54 |
109,69 |
1,57 |
WZ0118 |
PL0000104717 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
106,51 |
106,76 |
1,65 |
1,58 |
106,64 |
1,61 |
PS0718 |
PL0000107595 |
102,73 |
102,93 |
1,68 |
1,62 |
102,83 |
1,65 |
WZ0119 |
PL0000107603 |
99,80 |
99,89 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
106,42 |
106,56 |
1,74 |
1,71 |
106,49 |
1,72 |
DS1019 |
PL0000105441 |
116,87 |
117,10 |
1,74 |
1,69 |
116,99 |
1,72 |
DS1020 |
PL0000106126 |
118,58 |
118,79 |
1,80 |
1,76 |
118,69 |
1,78 |
WZ0121 |
PL0000106068 |
99,40 |
99,61 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
124,46 |
124,75 |
1,84 |
1,80 |
124,61 |
1,82 |
WS0922 |
PL0000102646 |
127,02 |
127,43 |
1,91 |
1,86 |
127,23 |
1,88 |
IZ0823 |
PL0000105359 |
114,65 |
115,94 |
--- |
--- |
115,30 |
--- |
DS1023 |
PL0000107264 |
116,03 |
116,26 |
1,98 |
1,95 |
116,15 |
1,96 |
WZ0124 |
PL0000107454 |
98,15 |
98,27 |
--- |
--- |
98,21 |
--- |
DS0725 |
PL0000108197 |
111,18 |
111,44 |
2,05 |
2,02 |
111,31 |
2,04 |
WS0429 |
PL0000105391 |
143,98 |
145,05 |
2,13 |
2,06 |
144,52 |
2,09 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.