2015-02-09 |
MARKET DATA |
No 26 (2557) |
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 |
3 585,00 |
3 849,07 |
226 |
1 095,00 |
1 248,26 |
14 |
4 680,00 |
5 097,32 |
240 |
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 |
100,79 |
100,77 |
100,790 |
100,790 |
100,770 |
100,770 |
100,783 |
150 000 |
157,78 |
2 |
OK0715 |
PL0000107405 |
99,26 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,19 |
103,18 |
103,180 |
103,180 |
103,180 |
103,180 |
103,180 |
60 000 |
63,04 |
2 |
OK0116 |
PL0000107587 |
98,50 |
98,50 |
98,470 |
98,470 |
98,450 |
98,450 |
98,460 |
300 000 |
295,38 |
5 |
PS0416 |
PL0000106340 |
103,97 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,67 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,25 |
105,20 |
105,200 |
105,200 |
105,200 |
105,200 |
105,200 |
42 500 |
45,31 |
1 |
PS0417 |
PL0000107058 |
106,68 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,25 |
96,00 |
96,250 |
96,250 |
96,000 |
96,000 |
96,030 |
85 000 |
81,63 |
6 |
DS1017 |
PL0000104543 |
109,29 |
109,23 |
109,280 |
109,280 |
109,230 |
109,230 |
109,258 |
50 000 |
55,41 |
3 |
PS0418 |
PL0000107314 |
109,17 |
106,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,37 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,85 |
105,53 |
105,800 |
105,800 |
105,500 |
105,580 |
105,643 |
165 000 |
177,26 |
15 |
DS1019 |
PL0000105441 |
116,64 |
116,04 |
116,140 |
116,180 |
115,910 |
116,070 |
116,098 |
115 000 |
135,40 |
6 |
PS0420 |
PL0000108510 |
98,41 |
97,65 |
97,790 |
97,810 |
97,780 |
97,810 |
97,790 |
20 000 |
19,80 |
3 |
DS1020 |
PL0000106126 |
118,28 |
117,34 |
117,580 |
117,580 |
117,340 |
117,340 |
117,498 |
40 000 |
47,63 |
4 |
DS1021 |
PL0000106670 |
124,03 |
122,65 |
122,750 |
122,750 |
122,660 |
122,660 |
122,708 |
140 000 |
174,19 |
13 |
WS0922 |
PL0000102646 |
126,47 |
124,90 |
125,160 |
125,200 |
125,150 |
125,160 |
125,169 |
90 000 |
114,65 |
8 |
DS1023 |
PL0000107264 |
114,60 |
113,74 |
114,550 |
114,550 |
113,790 |
113,910 |
114,271 |
380 000 |
438,77 |
36 |
DS0725 |
PL0000108197 |
109,65 |
108,60 |
109,650 |
109,650 |
108,600 |
108,910 |
108,994 |
965 000 |
1 069,06 |
91 |
WS0428 |
PL0000107611 |
104,95 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
141,27 |
140,18 |
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 |
103,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,49 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,28 |
100,25 |
100,280 |
100,280 |
100,210 |
100,210 |
100,234 |
100 000 |
100,33 |
5 |
WZ0118 |
PL0000104717 |
100,10 |
100,05 |
100,090 |
100,090 |
100,050 |
100,050 |
100,053 |
120 000 |
120,18 |
4 |
WZ0119 |
PL0000107603 |
99,83 |
99,79 |
99,800 |
99,800 |
99,790 |
99,790 |
99,792 |
205 000 |
204,77 |
8 |
WZ0121 |
PL0000106068 |
99,48 |
99,37 |
99,370 |
99,370 |
99,300 |
99,300 |
99,328 |
77 500 |
77,05 |
3 |
WZ0124 |
PL0000107454 |
98,16 |
98,13 |
98,160 |
98,160 |
98,050 |
98,050 |
98,120 |
480 000 |
471,43 |
11 |
TOTAL |
3 585 000 |
3 849,07 |
226 |
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 |
99,24 |
99,35 |
1,70 |
1,46 |
99,30 |
1,57 |
DS1015 |
PL0000103602 |
103,17 |
103,29 |
1,63 |
1,46 |
103,23 |
1,55 |
OK0116 |
PL0000107587 |
98,47 |
98,59 |
1,63 |
1,50 |
98,53 |
1,57 |
PS0416 |
PL0000106340 |
103,95 |
104,08 |
1,64 |
1,53 |
104,02 |
1,58 |
OK0716 |
PL0000107926 |
97,64 |
97,79 |
1,66 |
1,55 |
97,72 |
1,60 |
IZ0816 |
PL0000103529 |
102,69 |
103,38 |
--- |
--- |
103,04 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,38 |
1,61 |
1,52 |
105,30 |
1,56 |
WZ0117 |
PL0000106936 |
100,20 |
100,29 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,65 |
106,84 |
1,64 |
1,56 |
106,75 |
1,60 |
DS1017 |
PL0000104543 |
109,27 |
109,46 |
1,70 |
1,64 |
109,37 |
1,67 |
WZ0118 |
PL0000104717 |
100,05 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
106,12 |
106,32 |
1,76 |
1,70 |
106,22 |
1,73 |
PS0718 |
PL0000107595 |
102,33 |
102,55 |
1,79 |
1,73 |
102,44 |
1,76 |
WZ0119 |
PL0000107603 |
99,78 |
99,95 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
105,80 |
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 |
117,66 |
117,97 |
1,94 |
1,89 |
117,82 |
1,92 |
WZ0121 |
PL0000106068 |
99,39 |
99,62 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
123,27 |
123,69 |
2,00 |
1,94 |
123,48 |
1,97 |
WS0922 |
PL0000102646 |
125,58 |
126,02 |
2,08 |
2,02 |
125,80 |
2,05 |
IZ0823 |
PL0000105359 |
112,97 |
115,61 |
--- |
--- |
114,29 |
--- |
DS1023 |
PL0000107264 |
114,50 |
114,89 |
2,15 |
2,11 |
114,70 |
2,13 |
WZ0124 |
PL0000107454 |
98,11 |
98,28 |
--- |
--- |
98,20 |
--- |
DS0725 |
PL0000108197 |
109,54 |
109,89 |
2,21 |
2,18 |
109,72 |
2,20 |
WS0429 |
PL0000105391 |
140,61 |
142,41 |
2,35 |
2,23 |
141,51 |
2,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,24 |
99,35 |
1,70 |
1,46 |
99,30 |
1,57 |
DS1015 |
PL0000103602 |
103,13 |
103,22 |
1,68 |
1,56 |
103,18 |
1,62 |
OK0116 |
PL0000107587 |
98,43 |
98,52 |
1,68 |
1,58 |
98,48 |
1,62 |
PS0416 |
PL0000106340 |
103,89 |
104,00 |
1,69 |
1,60 |
103,95 |
1,64 |
OK0716 |
PL0000107926 |
97,56 |
97,67 |
1,72 |
1,64 |
97,62 |
1,67 |
IZ0816 |
PL0000103529 |
102,68 |
103,24 |
--- |
--- |
102,96 |
--- |
PS1016 |
PL0000106795 |
105,11 |
105,23 |
1,67 |
1,60 |
105,17 |
1,64 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,53 |
106,69 |
1,70 |
1,62 |
106,61 |
1,66 |
DS1017 |
PL0000104543 |
109,17 |
109,35 |
1,74 |
1,68 |
109,26 |
1,71 |
WZ0118 |
PL0000104717 |
100,01 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,89 |
106,12 |
1,83 |
1,76 |
106,01 |
1,80 |
PS0718 |
PL0000107595 |
102,09 |
102,32 |
1,87 |
1,80 |
102,21 |
1,83 |
WZ0119 |
PL0000107603 |
99,75 |
99,93 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
105,51 |
105,69 |
1,94 |
1,90 |
105,60 |
1,92 |
DS1019 |
PL0000105441 |
115,86 |
116,11 |
1,93 |
1,88 |
115,99 |
1,91 |
DS1020 |
PL0000106126 |
117,23 |
117,51 |
2,02 |
1,97 |
117,37 |
1,99 |
WZ0121 |
PL0000106068 |
99,23 |
99,44 |
--- |
--- |
99,34 |
--- |
DS1021 |
PL0000106670 |
122,50 |
122,78 |
2,11 |
2,07 |
122,64 |
2,09 |
WS0922 |
PL0000102646 |
124,74 |
125,03 |
2,18 |
2,15 |
124,89 |
2,16 |
IZ0823 |
PL0000105359 |
112,41 |
114,37 |
--- |
--- |
113,39 |
--- |
DS1023 |
PL0000107264 |
113,59 |
113,94 |
2,26 |
2,22 |
113,77 |
2,24 |
WZ0124 |
PL0000107454 |
98,02 |
98,19 |
--- |
--- |
98,11 |
--- |
DS0725 |
PL0000108197 |
108,68 |
108,96 |
2,30 |
2,27 |
108,82 |
2,29 |
WS0429 |
PL0000105391 |
139,69 |
140,70 |
2,41 |
2,34 |
140,20 |
2,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,750 |
1,750 |
1,750 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
1,830 |
1,830 |
1,830 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,830 |
1,830 |
1,830 |
15 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
150 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
65 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
200 |
PS0415 |
PL0000105953 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
125 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
220 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
70 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
100 |
TOTAL |
1 095 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.