2015-02-04 |
MARKET DATA |
No 23 (2554) |
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 |
1 802,50 |
1 962,29 |
112 |
1 335,00 |
1 563,19 |
9 |
3 137,50 |
3 525,48 |
121 |
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 |
100,81 |
100,810 |
100,810 |
100,810 |
100,810 |
100,810 |
100 000 |
105,14 |
1 |
OK0715 |
PL0000107405 |
99,29 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,26 |
103,28 |
103,250 |
103,250 |
103,250 |
103,250 |
103,250 |
50 000 |
52,52 |
1 |
OK0116 |
PL0000107587 |
98,50 |
98,46 |
98,480 |
98,480 |
98,480 |
98,480 |
98,480 |
150 000 |
147,72 |
2 |
PS0416 |
PL0000106340 |
104,08 |
104,06 |
104,100 |
104,100 |
104,090 |
104,090 |
104,095 |
60 000 |
64,82 |
2 |
OK0716 |
PL0000107926 |
97,78 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,40 |
105,32 |
105,380 |
105,390 |
105,380 |
105,390 |
105,386 |
60 000 |
64,04 |
3 |
PS0417 |
PL0000107058 |
106,83 |
106,76 |
106,780 |
106,890 |
106,780 |
106,890 |
106,803 |
202 500 |
223,84 |
8 |
OK0717 |
PL0000108502 |
96,22 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,66 |
109,60 |
109,720 |
109,760 |
109,630 |
109,760 |
109,679 |
90 000 |
100,06 |
4 |
PS0418 |
PL0000107314 |
106,63 |
106,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,85 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,61 |
106,34 |
106,610 |
106,610 |
106,520 |
106,570 |
106,567 |
160 000 |
173,30 |
9 |
DS1019 |
PL0000105441 |
117,00 |
116,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,70 |
98,50 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
10 000 |
9,99 |
1 |
DS1020 |
PL0000106126 |
118,67 |
118,45 |
118,750 |
118,750 |
118,750 |
118,750 |
118,750 |
10 000 |
12,02 |
1 |
DS1021 |
PL0000106670 |
124,67 |
124,33 |
124,670 |
124,670 |
124,670 |
124,670 |
124,670 |
10 000 |
12,63 |
1 |
WS0922 |
PL0000102646 |
127,15 |
126,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
116,19 |
115,75 |
115,850 |
116,190 |
115,730 |
116,070 |
115,860 |
140 000 |
163,80 |
13 |
DS0725 |
PL0000108197 |
111,27 |
110,85 |
111,050 |
111,300 |
110,800 |
111,140 |
111,041 |
475 000 |
535,74 |
51 |
WS0428 |
PL0000107611 |
107,51 |
107,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
144,74 |
144,54 |
144,710 |
144,710 |
144,300 |
144,300 |
144,524 |
25 000 |
37,26 |
3 |
WS0437 |
PL0000104857 |
0,00 |
150,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,85 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
115,00 |
115,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,22 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,04 |
100,120 |
100,130 |
100,040 |
100,130 |
100,113 |
60 000 |
60,11 |
4 |
WZ0119 |
PL0000107603 |
99,85 |
99,86 |
99,860 |
99,880 |
99,860 |
99,880 |
99,872 |
150 000 |
149,91 |
6 |
WZ0121 |
PL0000106068 |
99,45 |
99,53 |
99,530 |
99,530 |
99,530 |
99,530 |
99,530 |
20 000 |
19,92 |
1 |
WZ0124 |
PL0000107454 |
98,12 |
98,18 |
98,200 |
98,200 |
98,200 |
98,200 |
98,200 |
30 000 |
29,48 |
1 |
TOTAL |
1 802 500 |
1 962,29 |
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 |
99,36 |
1,59 |
1,39 |
99,32 |
1,48 |
DS1015 |
PL0000103602 |
103,24 |
103,35 |
1,62 |
1,47 |
103,30 |
1,54 |
OK0116 |
PL0000107587 |
98,43 |
98,52 |
1,65 |
1,56 |
98,48 |
1,60 |
PS0416 |
PL0000106340 |
104,02 |
104,11 |
1,62 |
1,55 |
104,07 |
1,58 |
OK0716 |
PL0000107926 |
97,67 |
97,78 |
1,62 |
1,54 |
97,73 |
1,58 |
IZ0816 |
PL0000103529 |
102,70 |
103,40 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,43 |
1,59 |
1,51 |
105,36 |
1,55 |
WZ0117 |
PL0000106936 |
100,20 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,72 |
106,88 |
1,63 |
1,56 |
106,80 |
1,59 |
DS1017 |
PL0000104543 |
109,54 |
109,76 |
1,62 |
1,55 |
109,65 |
1,59 |
WZ0118 |
PL0000104717 |
100,04 |
100,14 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
106,49 |
106,72 |
1,66 |
1,59 |
106,61 |
1,62 |
PS0718 |
PL0000107595 |
102,71 |
102,95 |
1,69 |
1,61 |
102,83 |
1,65 |
WZ0119 |
PL0000107603 |
99,80 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
106,35 |
106,56 |
1,76 |
1,71 |
106,46 |
1,73 |
DS1019 |
PL0000105441 |
116,79 |
117,04 |
1,76 |
1,70 |
116,92 |
1,73 |
DS1020 |
PL0000106126 |
118,44 |
118,66 |
1,82 |
1,78 |
118,55 |
1,80 |
WZ0121 |
PL0000106068 |
99,39 |
99,57 |
--- |
--- |
99,48 |
--- |
DS1021 |
PL0000106670 |
124,22 |
124,63 |
1,87 |
1,82 |
124,43 |
1,85 |
WS0922 |
PL0000102646 |
126,76 |
127,18 |
1,94 |
1,89 |
126,97 |
1,91 |
IZ0823 |
PL0000105359 |
113,84 |
115,78 |
--- |
--- |
114,81 |
--- |
DS1023 |
PL0000107264 |
115,74 |
116,09 |
2,01 |
1,97 |
115,92 |
1,99 |
WZ0124 |
PL0000107454 |
98,09 |
98,26 |
--- |
--- |
98,18 |
--- |
DS0725 |
PL0000108197 |
111,01 |
111,28 |
2,07 |
2,04 |
111,15 |
2,05 |
WS0429 |
PL0000105391 |
143,82 |
145,05 |
2,14 |
2,06 |
144,44 |
2,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,25 |
99,36 |
1,63 |
1,39 |
99,31 |
1,50 |
DS1015 |
PL0000103602 |
103,23 |
103,34 |
1,63 |
1,48 |
103,29 |
1,55 |
OK0116 |
PL0000107587 |
98,46 |
98,56 |
1,62 |
1,51 |
98,51 |
1,57 |
PS0416 |
PL0000106340 |
104,01 |
104,12 |
1,63 |
1,54 |
104,07 |
1,58 |
OK0716 |
PL0000107926 |
97,69 |
97,81 |
1,61 |
1,52 |
97,75 |
1,56 |
IZ0816 |
PL0000103529 |
102,74 |
103,36 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
105,33 |
105,43 |
1,57 |
1,51 |
105,38 |
1,54 |
WZ0117 |
PL0000106936 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,74 |
106,92 |
1,62 |
1,54 |
106,83 |
1,58 |
DS1017 |
PL0000104543 |
109,59 |
109,83 |
1,61 |
1,52 |
109,71 |
1,56 |
WZ0118 |
PL0000104717 |
100,03 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
106,55 |
106,78 |
1,64 |
1,57 |
106,67 |
1,60 |
PS0718 |
PL0000107595 |
102,76 |
103,01 |
1,67 |
1,60 |
102,89 |
1,63 |
WZ0119 |
PL0000107603 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
106,45 |
106,61 |
1,73 |
1,70 |
106,53 |
1,71 |
DS1019 |
PL0000105441 |
116,89 |
117,18 |
1,74 |
1,68 |
117,04 |
1,70 |
DS1020 |
PL0000106126 |
118,59 |
118,84 |
1,79 |
1,75 |
118,72 |
1,77 |
WZ0121 |
PL0000106068 |
99,42 |
99,65 |
--- |
--- |
99,54 |
--- |
DS1021 |
PL0000106670 |
124,39 |
124,76 |
1,85 |
1,80 |
124,58 |
1,82 |
WS0922 |
PL0000102646 |
126,91 |
127,34 |
1,92 |
1,87 |
127,13 |
1,89 |
IZ0823 |
PL0000105359 |
114,48 |
116,65 |
--- |
--- |
115,57 |
--- |
DS1023 |
PL0000107264 |
115,90 |
116,23 |
1,99 |
1,95 |
116,07 |
1,97 |
WZ0124 |
PL0000107454 |
98,08 |
98,29 |
--- |
--- |
98,19 |
--- |
DS0725 |
PL0000108197 |
110,93 |
111,20 |
2,07 |
2,05 |
111,07 |
2,06 |
WS0429 |
PL0000105391 |
144,06 |
145,29 |
2,12 |
2,04 |
144,68 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,650 |
1,650 |
1,650 |
15 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,650 |
1,650 |
1,650 |
25 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,650 |
1,650 |
1,650 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
185 |
PS0415 |
PL0000105953 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
210 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,700 |
1,700 |
1,700 |
200 |
TOTAL |
735 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,700 |
1,700 |
1,700 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.