2015-02-06 |
MARKET DATA |
No 25 (2556) |
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 |
1 510,00 |
1 723,91 |
133 |
700,00 |
767,93 |
10 |
2 210,00 |
2 491,84 |
143 |
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 |
100,75 |
100,77 |
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 |
103,22 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,52 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,07 |
104,03 |
104,090 |
104,090 |
104,090 |
104,090 |
104,090 |
5 000 |
5,40 |
1 |
OK0716 |
PL0000107926 |
97,75 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,32 |
105,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,85 |
106,77 |
106,830 |
106,830 |
106,750 |
106,750 |
106,787 |
62 500 |
69,11 |
3 |
OK0717 |
PL0000108502 |
96,15 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,52 |
109,40 |
109,610 |
109,610 |
109,410 |
109,480 |
109,438 |
102 500 |
113,77 |
6 |
PS0418 |
PL0000107314 |
106,50 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,73 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,36 |
105,89 |
106,250 |
106,400 |
105,880 |
105,880 |
106,166 |
250 000 |
269,87 |
23 |
DS1019 |
PL0000105441 |
116,81 |
116,37 |
116,750 |
116,770 |
116,750 |
116,770 |
116,760 |
50 000 |
59,19 |
3 |
PS0420 |
PL0000108510 |
98,62 |
98,08 |
98,500 |
98,500 |
98,390 |
98,390 |
98,460 |
60 000 |
59,79 |
5 |
DS1020 |
PL0000106126 |
118,45 |
117,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
124,04 |
123,50 |
123,860 |
123,860 |
123,850 |
123,860 |
123,859 |
70 000 |
87,89 |
4 |
WS0922 |
PL0000102646 |
126,59 |
125,95 |
126,550 |
126,550 |
126,100 |
126,100 |
126,367 |
60 000 |
77,14 |
4 |
DS1023 |
PL0000107264 |
115,65 |
114,77 |
115,480 |
115,550 |
114,950 |
115,000 |
115,170 |
190 000 |
221,07 |
18 |
DS0725 |
PL0000108197 |
110,68 |
109,74 |
110,550 |
110,700 |
109,700 |
109,700 |
110,288 |
600 000 |
672,41 |
59 |
WS0428 |
PL0000107611 |
106,17 |
105,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
143,01 |
141,72 |
142,890 |
142,890 |
141,120 |
141,120 |
142,503 |
60 000 |
88,25 |
7 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,86 |
103,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,60 |
114,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,88 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,44 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,21 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 510 000 |
1 723,91 |
133 |
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 |
99,37 |
1,63 |
1,40 |
99,32 |
1,51 |
DS1015 |
PL0000103602 |
103,21 |
103,29 |
1,59 |
1,48 |
103,25 |
1,54 |
OK0116 |
PL0000107587 |
98,49 |
98,58 |
1,61 |
1,51 |
98,54 |
1,55 |
PS0416 |
PL0000106340 |
104,01 |
104,12 |
1,60 |
1,51 |
104,07 |
1,55 |
OK0716 |
PL0000107926 |
97,73 |
97,85 |
1,59 |
1,51 |
97,79 |
1,55 |
IZ0816 |
PL0000103529 |
102,72 |
103,29 |
--- |
--- |
103,01 |
--- |
PS1016 |
PL0000106795 |
105,29 |
105,43 |
1,57 |
1,49 |
105,36 |
1,53 |
WZ0117 |
PL0000106936 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,80 |
106,94 |
1,58 |
1,52 |
106,87 |
1,55 |
DS1017 |
PL0000104543 |
109,47 |
109,65 |
1,64 |
1,57 |
109,56 |
1,60 |
WZ0118 |
PL0000104717 |
100,07 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
106,39 |
106,61 |
1,68 |
1,61 |
106,50 |
1,65 |
PS0718 |
PL0000107595 |
102,62 |
102,86 |
1,71 |
1,64 |
102,74 |
1,67 |
WZ0119 |
PL0000107603 |
99,86 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
106,22 |
106,39 |
1,78 |
1,74 |
106,31 |
1,76 |
DS1019 |
PL0000105441 |
116,66 |
116,88 |
1,77 |
1,73 |
116,77 |
1,75 |
DS1020 |
PL0000106126 |
118,25 |
118,50 |
1,85 |
1,80 |
118,38 |
1,82 |
WZ0121 |
PL0000106068 |
99,39 |
99,61 |
--- |
--- |
99,50 |
--- |
DS1021 |
PL0000106670 |
123,88 |
124,19 |
1,92 |
1,87 |
124,04 |
1,89 |
WS0922 |
PL0000102646 |
126,44 |
126,72 |
1,97 |
1,94 |
126,58 |
1,96 |
IZ0823 |
PL0000105359 |
114,35 |
115,93 |
--- |
--- |
115,14 |
--- |
DS1023 |
PL0000107264 |
115,37 |
115,63 |
2,05 |
2,02 |
115,50 |
2,04 |
WZ0124 |
PL0000107454 |
98,17 |
98,31 |
--- |
--- |
98,24 |
--- |
DS0725 |
PL0000108197 |
110,44 |
110,67 |
2,12 |
2,10 |
110,56 |
2,11 |
WS0429 |
PL0000105391 |
142,41 |
143,85 |
2,23 |
2,14 |
143,13 |
2,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,26 |
99,36 |
1,65 |
1,42 |
99,31 |
1,54 |
DS1015 |
PL0000103602 |
103,19 |
103,29 |
1,62 |
1,48 |
103,24 |
1,55 |
OK0116 |
PL0000107587 |
98,49 |
98,58 |
1,61 |
1,51 |
98,54 |
1,55 |
PS0416 |
PL0000106340 |
103,96 |
104,06 |
1,64 |
1,56 |
104,01 |
1,60 |
OK0716 |
PL0000107926 |
97,65 |
97,77 |
1,65 |
1,56 |
97,71 |
1,61 |
IZ0816 |
PL0000103529 |
102,75 |
103,27 |
--- |
--- |
103,01 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,35 |
1,62 |
1,54 |
105,28 |
1,58 |
WZ0117 |
PL0000106936 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,68 |
106,83 |
1,63 |
1,57 |
106,76 |
1,60 |
DS1017 |
PL0000104543 |
109,28 |
109,47 |
1,70 |
1,64 |
109,38 |
1,67 |
WZ0118 |
PL0000104717 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,14 |
106,33 |
1,76 |
1,70 |
106,24 |
1,73 |
PS0718 |
PL0000107595 |
102,32 |
102,56 |
1,80 |
1,73 |
102,44 |
1,76 |
WZ0119 |
PL0000107603 |
99,84 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
105,79 |
105,98 |
1,88 |
1,84 |
105,89 |
1,86 |
DS1019 |
PL0000105441 |
116,15 |
116,43 |
1,88 |
1,82 |
116,29 |
1,85 |
DS1020 |
PL0000106126 |
117,69 |
117,98 |
1,94 |
1,89 |
117,84 |
1,91 |
WZ0121 |
PL0000106068 |
99,39 |
99,61 |
--- |
--- |
99,50 |
--- |
DS1021 |
PL0000106670 |
123,33 |
123,65 |
1,99 |
1,95 |
123,49 |
1,97 |
WS0922 |
PL0000102646 |
125,70 |
126,08 |
2,07 |
2,02 |
125,89 |
2,04 |
IZ0823 |
PL0000105359 |
113,76 |
115,20 |
--- |
--- |
114,48 |
--- |
DS1023 |
PL0000107264 |
114,62 |
114,91 |
2,14 |
2,10 |
114,77 |
2,12 |
WZ0124 |
PL0000107454 |
98,16 |
98,29 |
--- |
--- |
98,23 |
--- |
DS0725 |
PL0000108197 |
109,65 |
109,89 |
2,20 |
2,18 |
109,77 |
2,19 |
WS0429 |
PL0000105391 |
140,89 |
142,39 |
2,33 |
2,23 |
141,64 |
2,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
3/4 |
1 |
1,760 |
1,760 |
1,760 |
5 |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,760 |
1,760 |
1,760 |
55 |
PS0415 |
PL0000105953 |
0/3 |
3 |
1,760 |
1,760 |
1,760 |
70 |
PS0417 |
PL0000107058 |
0/3 |
3 |
1,760 |
1,760 |
1,760 |
55 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,810 |
1,810 |
1,810 |
40 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,850 |
1,870 |
1,864 |
170 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
250 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
30 |
WZ0119 |
PL0000107603 |
3/10 |
7 |
1,850 |
1,850 |
1,850 |
25 |
TOTAL |
700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.