2015-02-11 |
MARKET DATA |
No 28 (2559) |
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 |
1 377,50 |
1 475,56 |
87 |
430,00 |
472,79 |
5 |
1 807,50 |
1 948,35 |
92 |
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 |
100,74 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,27 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,12 |
103,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,47 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,91 |
103,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,63 |
97,58 |
97,580 |
97,650 |
97,580 |
97,650 |
97,600 |
185 000 |
180,56 |
5 |
PS1016 |
PL0000106795 |
105,15 |
105,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,55 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
95,97 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,17 |
109,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,00 |
105,90 |
105,900 |
105,900 |
105,900 |
105,900 |
105,900 |
25 000 |
27,23 |
1 |
PS0718 |
PL0000107595 |
102,17 |
102,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,60 |
105,43 |
105,600 |
105,600 |
105,430 |
105,450 |
105,493 |
237 500 |
254,84 |
18 |
DS1019 |
PL0000105441 |
115,91 |
115,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,54 |
97,38 |
97,600 |
97,600 |
97,400 |
97,450 |
97,483 |
30 000 |
29,61 |
3 |
DS1020 |
PL0000106126 |
117,29 |
117,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,53 |
122,32 |
122,420 |
122,420 |
122,150 |
122,410 |
122,356 |
145 000 |
179,95 |
13 |
WS0922 |
PL0000102646 |
124,89 |
124,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,80 |
113,25 |
113,500 |
113,550 |
113,300 |
113,550 |
113,413 |
20 000 |
22,93 |
3 |
DS0725 |
PL0000108197 |
108,81 |
108,10 |
108,800 |
108,850 |
108,100 |
108,500 |
108,530 |
385 000 |
424,80 |
34 |
WS0428 |
PL0000107611 |
104,16 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,25 |
139,63 |
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 |
102,80 |
102,75 |
102,800 |
102,800 |
102,750 |
102,750 |
102,770 |
25 000 |
33,18 |
3 |
IZ0823 |
PL0000105359 |
113,00 |
112,80 |
112,800 |
112,800 |
112,800 |
112,800 |
112,800 |
10 000 |
13,14 |
1 |
WZ0117 |
PL0000106936 |
100,17 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,03 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,79 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,32 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,10 |
98,14 |
98,090 |
98,090 |
98,090 |
98,090 |
98,090 |
315 000 |
309,31 |
6 |
TOTAL |
1 377 500 |
1 475,56 |
87 |
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 |
103,30 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,50 |
107,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,00 |
118,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,10 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,85 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,25 |
120,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
125,80 |
126,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
123,00 |
123,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
118,00 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
121,25 |
121,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
139,50 |
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 |
99,25 |
99,36 |
1,70 |
1,45 |
99,31 |
1,57 |
DS1015 |
PL0000103602 |
103,10 |
103,19 |
1,69 |
1,57 |
103,15 |
1,62 |
OK0116 |
PL0000107587 |
98,44 |
98,53 |
1,68 |
1,58 |
98,49 |
1,62 |
PS0416 |
PL0000106340 |
103,88 |
103,99 |
1,68 |
1,59 |
103,94 |
1,63 |
OK0716 |
PL0000107926 |
97,59 |
97,70 |
1,70 |
1,62 |
97,65 |
1,66 |
IZ0816 |
PL0000103529 |
102,71 |
103,18 |
--- |
--- |
102,95 |
--- |
PS1016 |
PL0000106795 |
105,10 |
105,23 |
1,67 |
1,59 |
105,17 |
1,63 |
WZ0117 |
PL0000106936 |
100,15 |
100,29 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,53 |
106,68 |
1,69 |
1,62 |
106,61 |
1,65 |
DS1017 |
PL0000104543 |
109,12 |
109,31 |
1,75 |
1,68 |
109,22 |
1,72 |
WZ0118 |
PL0000104717 |
99,99 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
105,97 |
106,15 |
1,81 |
1,75 |
106,06 |
1,78 |
PS0718 |
PL0000107595 |
102,09 |
102,30 |
1,86 |
1,80 |
102,20 |
1,83 |
WZ0119 |
PL0000107603 |
99,76 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
105,54 |
105,69 |
1,93 |
1,90 |
105,62 |
1,92 |
DS1019 |
PL0000105441 |
115,87 |
116,12 |
1,93 |
1,88 |
116,00 |
1,90 |
DS1020 |
PL0000106126 |
117,25 |
117,48 |
2,01 |
1,97 |
117,37 |
1,99 |
WZ0121 |
PL0000106068 |
99,27 |
99,51 |
--- |
--- |
99,39 |
--- |
DS1021 |
PL0000106670 |
122,47 |
122,83 |
2,11 |
2,06 |
122,65 |
2,09 |
WS0922 |
PL0000102646 |
124,82 |
125,18 |
2,17 |
2,13 |
125,00 |
2,15 |
IZ0823 |
PL0000105359 |
112,80 |
113,80 |
--- |
--- |
113,30 |
--- |
DS1023 |
PL0000107264 |
113,62 |
113,93 |
2,25 |
2,22 |
113,78 |
2,24 |
WZ0124 |
PL0000107454 |
98,03 |
98,21 |
--- |
--- |
98,12 |
--- |
DS0725 |
PL0000108197 |
108,66 |
108,93 |
2,30 |
2,28 |
108,80 |
2,29 |
WS0429 |
PL0000105391 |
139,80 |
140,83 |
2,40 |
2,33 |
140,32 |
2,37 |
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 |
1,70 |
1,45 |
99,31 |
1,57 |
DS1015 |
PL0000103602 |
103,07 |
103,19 |
1,73 |
1,57 |
103,13 |
1,65 |
OK0116 |
PL0000107587 |
98,44 |
98,54 |
1,68 |
1,57 |
98,49 |
1,62 |
PS0416 |
PL0000106340 |
103,86 |
103,97 |
1,70 |
1,61 |
103,92 |
1,65 |
OK0716 |
PL0000107926 |
97,59 |
97,70 |
1,70 |
1,62 |
97,65 |
1,66 |
IZ0816 |
PL0000103529 |
102,37 |
102,99 |
--- |
--- |
102,68 |
--- |
PS1016 |
PL0000106795 |
105,06 |
105,23 |
1,69 |
1,59 |
105,15 |
1,64 |
WZ0117 |
PL0000106936 |
100,14 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,48 |
106,63 |
1,71 |
1,64 |
106,56 |
1,68 |
DS1017 |
PL0000104543 |
109,09 |
109,32 |
1,76 |
1,68 |
109,21 |
1,72 |
WZ0118 |
PL0000104717 |
100,00 |
100,13 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
105,85 |
106,04 |
1,84 |
1,78 |
105,95 |
1,81 |
PS0718 |
PL0000107595 |
102,05 |
102,21 |
1,88 |
1,83 |
102,13 |
1,85 |
WZ0119 |
PL0000107603 |
99,76 |
99,93 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
105,40 |
105,59 |
1,97 |
1,92 |
105,50 |
1,94 |
DS1019 |
PL0000105441 |
115,70 |
115,92 |
1,96 |
1,92 |
115,81 |
1,94 |
DS1020 |
PL0000106126 |
117,06 |
117,35 |
2,04 |
1,99 |
117,21 |
2,02 |
WZ0121 |
PL0000106068 |
99,18 |
99,42 |
--- |
--- |
99,30 |
--- |
DS1021 |
PL0000106670 |
122,24 |
122,57 |
2,14 |
2,10 |
122,41 |
2,12 |
WS0922 |
PL0000102646 |
124,51 |
124,86 |
2,21 |
2,17 |
124,69 |
2,19 |
IZ0823 |
PL0000105359 |
112,17 |
113,18 |
--- |
--- |
112,68 |
--- |
DS1023 |
PL0000107264 |
113,39 |
113,61 |
2,28 |
2,26 |
113,50 |
2,27 |
WZ0124 |
PL0000107454 |
98,07 |
98,24 |
--- |
--- |
98,16 |
--- |
DS0725 |
PL0000108197 |
108,33 |
108,62 |
2,34 |
2,31 |
108,48 |
2,32 |
WS0429 |
PL0000105391 |
139,21 |
140,44 |
2,44 |
2,36 |
139,83 |
2,40 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
205 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
20 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
55 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
50 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,800 |
1,800 |
1,800 |
100 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.