2015-02-12 |
MARKET DATA |
No 29 (2560) |
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 |
2 722,50 |
2 882,39 |
194 |
735,00 |
796,74 |
7 |
3 457,50 |
3 679,14 |
201 |
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 |
100,68 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,30 |
99,32 |
99,300 |
99,300 |
99,300 |
99,300 |
99,300 |
22 500 |
22,34 |
1 |
DS1015 |
PL0000103602 |
103,10 |
103,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,52 |
98,53 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
25 000 |
24,63 |
1 |
PS0416 |
PL0000106340 |
103,96 |
103,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,75 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,22 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,72 |
106,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,15 |
96,00 |
95,970 |
96,060 |
95,970 |
96,060 |
96,038 |
215 000 |
206,48 |
7 |
DS1017 |
PL0000104543 |
109,45 |
109,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,31 |
106,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,50 |
102,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,00 |
105,54 |
105,540 |
106,260 |
105,540 |
106,260 |
105,617 |
315 000 |
338,47 |
28 |
DS1019 |
PL0000105441 |
116,44 |
115,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,02 |
97,52 |
97,550 |
97,700 |
97,550 |
97,700 |
97,594 |
95 000 |
93,87 |
7 |
DS1020 |
PL0000106126 |
117,93 |
117,25 |
117,690 |
117,750 |
117,690 |
117,750 |
117,713 |
30 000 |
35,81 |
3 |
DS1021 |
PL0000106670 |
123,42 |
110,05 |
122,950 |
122,950 |
122,950 |
122,950 |
122,950 |
20 000 |
24,95 |
1 |
WS0922 |
PL0000102646 |
125,90 |
124,85 |
126,150 |
126,150 |
126,150 |
126,150 |
126,150 |
20 000 |
25,69 |
2 |
DS1023 |
PL0000107264 |
114,83 |
113,60 |
113,510 |
115,070 |
113,510 |
115,070 |
114,344 |
510 000 |
589,52 |
50 |
DS0725 |
PL0000108197 |
110,00 |
108,53 |
108,550 |
110,050 |
108,550 |
110,050 |
109,237 |
440 000 |
488,71 |
44 |
WS0428 |
PL0000107611 |
105,79 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
142,33 |
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 |
102,65 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,40 |
112,90 |
112,900 |
113,400 |
112,900 |
113,400 |
113,086 |
35 000 |
46,12 |
4 |
WZ0117 |
PL0000106936 |
100,20 |
100,19 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
55 000 |
55,17 |
1 |
WZ0118 |
PL0000104717 |
100,11 |
100,09 |
100,090 |
100,130 |
100,090 |
100,130 |
100,112 |
170 000 |
170,40 |
7 |
WZ0119 |
PL0000107603 |
99,92 |
99,92 |
99,950 |
99,960 |
99,950 |
99,960 |
99,952 |
65 000 |
65,05 |
2 |
WZ0121 |
PL0000106068 |
99,45 |
99,40 |
99,430 |
99,470 |
99,430 |
99,450 |
99,460 |
115 000 |
114,52 |
8 |
WZ0124 |
PL0000107454 |
98,35 |
98,20 |
98,220 |
98,380 |
98,220 |
98,380 |
98,296 |
590 000 |
580,66 |
28 |
TOTAL |
2 722 500 |
2 882,39 |
194 |
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 |
1,69 |
1,46 |
99,32 |
1,57 |
DS1015 |
PL0000103602 |
103,07 |
103,18 |
1,68 |
1,53 |
103,13 |
1,60 |
OK0116 |
PL0000107587 |
98,45 |
98,59 |
1,68 |
1,53 |
98,52 |
1,60 |
PS0416 |
PL0000106340 |
103,86 |
103,96 |
1,68 |
1,60 |
103,91 |
1,64 |
OK0716 |
PL0000107926 |
97,61 |
97,73 |
1,70 |
1,61 |
97,67 |
1,65 |
IZ0816 |
PL0000103529 |
102,51 |
102,98 |
--- |
--- |
102,75 |
--- |
PS1016 |
PL0000106795 |
105,07 |
105,23 |
1,67 |
1,58 |
105,15 |
1,62 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,48 |
106,68 |
1,70 |
1,61 |
106,58 |
1,66 |
DS1017 |
PL0000104543 |
109,11 |
109,33 |
1,75 |
1,67 |
109,22 |
1,71 |
WZ0118 |
PL0000104717 |
100,00 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,88 |
106,12 |
1,83 |
1,76 |
106,00 |
1,79 |
PS0718 |
PL0000107595 |
102,04 |
102,31 |
1,88 |
1,80 |
102,18 |
1,84 |
WZ0119 |
PL0000107603 |
99,78 |
99,96 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
105,44 |
105,59 |
1,95 |
1,92 |
105,52 |
1,94 |
DS1019 |
PL0000105441 |
115,74 |
116,00 |
1,95 |
1,90 |
115,87 |
1,92 |
DS1020 |
PL0000106126 |
117,10 |
117,36 |
2,03 |
1,99 |
117,23 |
2,01 |
WZ0121 |
PL0000106068 |
99,23 |
99,47 |
--- |
--- |
99,35 |
--- |
DS1021 |
PL0000106670 |
122,26 |
122,67 |
2,14 |
2,08 |
122,47 |
2,11 |
WS0922 |
PL0000102646 |
124,56 |
124,98 |
2,20 |
2,15 |
124,77 |
2,17 |
IZ0823 |
PL0000105359 |
112,17 |
113,13 |
--- |
--- |
112,65 |
--- |
DS1023 |
PL0000107264 |
113,42 |
113,71 |
2,28 |
2,24 |
113,57 |
2,26 |
WZ0124 |
PL0000107454 |
98,08 |
98,26 |
--- |
--- |
98,17 |
--- |
DS0725 |
PL0000108197 |
108,34 |
108,72 |
2,34 |
2,30 |
108,53 |
2,32 |
WS0429 |
PL0000105391 |
139,49 |
140,63 |
2,42 |
2,35 |
140,06 |
2,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,28 |
99,35 |
1,66 |
1,50 |
99,32 |
1,57 |
DS1015 |
PL0000103602 |
103,08 |
103,18 |
1,67 |
1,53 |
103,13 |
1,60 |
OK0116 |
PL0000107587 |
98,50 |
98,58 |
1,62 |
1,54 |
98,54 |
1,58 |
PS0416 |
PL0000106340 |
103,91 |
104,05 |
1,64 |
1,52 |
103,98 |
1,58 |
OK0716 |
PL0000107926 |
97,69 |
97,83 |
1,64 |
1,54 |
97,76 |
1,59 |
IZ0816 |
PL0000103529 |
102,53 |
103,03 |
--- |
--- |
102,78 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,34 |
1,62 |
1,51 |
105,25 |
1,57 |
WZ0117 |
PL0000106936 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,65 |
106,80 |
1,62 |
1,56 |
106,73 |
1,59 |
DS1017 |
PL0000104543 |
109,32 |
109,50 |
1,67 |
1,60 |
109,41 |
1,64 |
WZ0118 |
PL0000104717 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
106,16 |
106,41 |
1,74 |
1,66 |
106,29 |
1,70 |
PS0718 |
PL0000107595 |
102,39 |
102,57 |
1,77 |
1,72 |
102,48 |
1,75 |
WZ0119 |
PL0000107603 |
99,87 |
99,98 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
105,86 |
106,11 |
1,86 |
1,80 |
105,99 |
1,83 |
DS1019 |
PL0000105441 |
116,21 |
116,51 |
1,85 |
1,79 |
116,36 |
1,82 |
DS1020 |
PL0000106126 |
117,68 |
117,91 |
1,93 |
1,89 |
117,80 |
1,91 |
WZ0121 |
PL0000106068 |
99,40 |
99,56 |
--- |
--- |
99,48 |
--- |
DS1021 |
PL0000106670 |
123,05 |
123,44 |
2,03 |
1,97 |
123,25 |
2,00 |
WS0922 |
PL0000102646 |
125,47 |
125,83 |
2,09 |
2,04 |
125,65 |
2,06 |
IZ0823 |
PL0000105359 |
112,59 |
113,61 |
--- |
--- |
113,10 |
--- |
DS1023 |
PL0000107264 |
114,55 |
114,85 |
2,14 |
2,11 |
114,70 |
2,13 |
WZ0124 |
PL0000107454 |
98,26 |
98,42 |
--- |
--- |
98,34 |
--- |
DS0725 |
PL0000108197 |
109,61 |
109,92 |
2,21 |
2,17 |
109,77 |
2,19 |
WS0429 |
PL0000105391 |
141,26 |
142,44 |
2,30 |
2,23 |
141,85 |
2,26 |
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 |
250 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
80 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
100 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
155 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
100 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
50 |
TOTAL |
735 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.