2015-02-10 |
MARKET DATA |
No 27 (2558) |
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 |
1 197,50 |
1 335,72 |
97 |
1 485,00 |
1 576,88 |
15 |
2 682,50 |
2 912,60 |
112 |
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 |
100,73 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,27 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,13 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,49 |
98,50 |
98,490 |
98,490 |
98,490 |
98,490 |
98,490 |
50 000 |
49,25 |
1 |
PS0416 |
PL0000106340 |
103,95 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,66 |
97,60 |
97,660 |
97,660 |
97,660 |
97,660 |
97,660 |
25 000 |
24,42 |
1 |
PS1016 |
PL0000106795 |
105,15 |
105,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,61 |
106,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,13 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,28 |
109,22 |
109,220 |
109,220 |
109,220 |
109,220 |
109,220 |
10 000 |
11,08 |
1 |
PS0418 |
PL0000107314 |
106,09 |
105,98 |
106,140 |
106,150 |
106,000 |
106,000 |
106,094 |
75 000 |
81,83 |
4 |
PS0718 |
PL0000107595 |
102,27 |
102,21 |
102,150 |
102,150 |
102,150 |
102,150 |
102,150 |
15 000 |
15,53 |
1 |
PS0719 |
PL0000108148 |
105,75 |
105,53 |
105,670 |
105,710 |
105,480 |
105,550 |
105,625 |
110 000 |
118,17 |
9 |
DS1019 |
PL0000105441 |
116,09 |
115,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,79 |
97,55 |
97,750 |
97,750 |
97,670 |
97,670 |
97,710 |
20 000 |
19,78 |
2 |
DS1020 |
PL0000106126 |
117,51 |
117,33 |
117,450 |
117,450 |
117,400 |
117,450 |
117,436 |
35 000 |
41,66 |
3 |
DS1021 |
PL0000106670 |
124,03 |
122,55 |
122,470 |
122,470 |
122,410 |
122,410 |
122,445 |
80 000 |
99,34 |
6 |
WS0922 |
PL0000102646 |
126,47 |
124,90 |
124,980 |
124,980 |
124,900 |
124,900 |
124,940 |
20 000 |
25,44 |
2 |
DS1023 |
PL0000107264 |
114,10 |
113,75 |
113,780 |
114,070 |
113,780 |
113,900 |
113,995 |
55 000 |
63,36 |
5 |
DS0725 |
PL0000108197 |
109,05 |
108,65 |
108,950 |
109,160 |
108,600 |
108,650 |
108,830 |
677 500 |
749,51 |
59 |
WS0428 |
PL0000107611 |
104,44 |
104,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,62 |
140,02 |
141,000 |
141,100 |
140,020 |
140,020 |
140,844 |
25 000 |
36,37 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,80 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,10 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,18 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,80 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,30 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,10 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 197 500 |
1 335,72 |
97 |
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 |
99,23 |
99,34 |
1,74 |
1,49 |
99,29 |
1,60 |
DS1015 |
PL0000103602 |
103,10 |
103,20 |
1,71 |
1,57 |
103,15 |
1,64 |
OK0116 |
PL0000107587 |
98,44 |
98,52 |
1,67 |
1,58 |
98,48 |
1,63 |
PS0416 |
PL0000106340 |
103,90 |
103,99 |
1,67 |
1,60 |
103,95 |
1,63 |
OK0716 |
PL0000107926 |
97,58 |
97,69 |
1,70 |
1,63 |
97,64 |
1,66 |
IZ0816 |
PL0000103529 |
102,69 |
103,18 |
--- |
--- |
102,94 |
--- |
PS1016 |
PL0000106795 |
105,12 |
105,24 |
1,66 |
1,59 |
105,18 |
1,63 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,58 |
106,71 |
1,67 |
1,61 |
106,65 |
1,64 |
DS1017 |
PL0000104543 |
109,17 |
109,36 |
1,74 |
1,67 |
109,27 |
1,70 |
WZ0118 |
PL0000104717 |
100,01 |
100,14 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,96 |
106,18 |
1,81 |
1,74 |
106,07 |
1,78 |
PS0718 |
PL0000107595 |
102,13 |
102,36 |
1,85 |
1,78 |
102,25 |
1,82 |
WZ0119 |
PL0000107603 |
99,77 |
99,94 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
105,58 |
105,74 |
1,93 |
1,89 |
105,66 |
1,91 |
DS1019 |
PL0000105441 |
115,95 |
116,19 |
1,91 |
1,87 |
116,07 |
1,89 |
DS1020 |
PL0000106126 |
117,31 |
117,60 |
2,00 |
1,95 |
117,46 |
1,98 |
WZ0121 |
PL0000106068 |
99,22 |
99,48 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
122,52 |
122,85 |
2,11 |
2,06 |
122,69 |
2,08 |
WS0922 |
PL0000102646 |
124,83 |
125,24 |
2,17 |
2,12 |
125,04 |
2,15 |
IZ0823 |
PL0000105359 |
112,94 |
113,79 |
--- |
--- |
113,37 |
--- |
DS1023 |
PL0000107264 |
113,73 |
114,08 |
2,24 |
2,20 |
113,91 |
2,22 |
WZ0124 |
PL0000107454 |
98,03 |
98,20 |
--- |
--- |
98,12 |
--- |
DS0725 |
PL0000108197 |
108,72 |
108,99 |
2,30 |
2,27 |
108,86 |
2,28 |
WS0429 |
PL0000105391 |
139,96 |
140,95 |
2,39 |
2,33 |
140,46 |
2,36 |
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 |
1,69 |
1,44 |
99,31 |
1,56 |
DS1015 |
PL0000103602 |
103,10 |
103,21 |
1,71 |
1,56 |
103,16 |
1,63 |
OK0116 |
PL0000107587 |
98,44 |
98,52 |
1,67 |
1,58 |
98,48 |
1,63 |
PS0416 |
PL0000106340 |
103,86 |
103,98 |
1,71 |
1,61 |
103,92 |
1,66 |
OK0716 |
PL0000107926 |
97,54 |
97,68 |
1,73 |
1,63 |
97,61 |
1,68 |
IZ0816 |
PL0000103529 |
102,70 |
103,18 |
--- |
--- |
102,94 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,22 |
1,70 |
1,60 |
105,14 |
1,65 |
WZ0117 |
PL0000106936 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,49 |
106,66 |
1,71 |
1,63 |
106,58 |
1,67 |
DS1017 |
PL0000104543 |
109,07 |
109,25 |
1,77 |
1,71 |
109,16 |
1,74 |
WZ0118 |
PL0000104717 |
100,00 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,92 |
106,03 |
1,82 |
1,79 |
105,98 |
1,81 |
PS0718 |
PL0000107595 |
101,97 |
102,24 |
1,90 |
1,82 |
102,11 |
1,86 |
WZ0119 |
PL0000107603 |
99,76 |
99,93 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
105,42 |
105,59 |
1,96 |
1,92 |
105,51 |
1,94 |
DS1019 |
PL0000105441 |
115,72 |
116,00 |
1,96 |
1,90 |
115,86 |
1,93 |
DS1020 |
PL0000106126 |
117,11 |
117,36 |
2,04 |
1,99 |
117,24 |
2,01 |
WZ0121 |
PL0000106068 |
99,26 |
99,52 |
--- |
--- |
99,39 |
--- |
DS1021 |
PL0000106670 |
122,32 |
122,73 |
2,13 |
2,08 |
122,53 |
2,10 |
WS0922 |
PL0000102646 |
124,63 |
125,03 |
2,20 |
2,15 |
124,83 |
2,17 |
IZ0823 |
PL0000105359 |
112,80 |
113,82 |
--- |
--- |
113,31 |
--- |
DS1023 |
PL0000107264 |
113,52 |
113,82 |
2,27 |
2,23 |
113,67 |
2,25 |
WZ0124 |
PL0000107454 |
98,02 |
98,17 |
--- |
--- |
98,10 |
--- |
DS0725 |
PL0000108197 |
108,48 |
108,73 |
2,32 |
2,30 |
108,61 |
2,31 |
WS0429 |
PL0000105391 |
139,39 |
140,87 |
2,43 |
2,33 |
140,13 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
100 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
100 |
PS0415 |
PL0000105953 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
70 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
140 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
80 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,830 |
1,830 |
1,830 |
185 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,850 |
1,900 |
1,889 |
140 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,830 |
1,900 |
1,873 |
550 |
TOTAL |
1 485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.