2015-02-13 |
MARKET DATA |
No 30 (2561) |
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 |
890,00 |
976,42 |
77 |
495,00 |
539,85 |
6 |
1 385,00 |
1 516,28 |
83 |
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 |
100,69 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,31 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,12 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,54 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,99 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,78 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,26 |
105,31 |
105,340 |
105,340 |
105,340 |
105,340 |
105,340 |
5 000 |
5,34 |
1 |
PS0417 |
PL0000107058 |
106,77 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,24 |
96,22 |
96,170 |
96,170 |
96,170 |
96,170 |
96,170 |
25 000 |
24,04 |
1 |
DS1017 |
PL0000104543 |
109,49 |
109,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,37 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,64 |
102,54 |
102,640 |
102,640 |
102,640 |
102,640 |
102,640 |
15 000 |
15,61 |
1 |
PS0719 |
PL0000108148 |
106,15 |
105,95 |
105,950 |
106,130 |
105,950 |
106,100 |
106,038 |
130 000 |
140,25 |
9 |
DS1019 |
PL0000105441 |
116,48 |
116,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,15 |
97,94 |
98,000 |
98,100 |
97,920 |
98,100 |
98,047 |
235 000 |
233,29 |
24 |
DS1020 |
PL0000106126 |
118,00 |
117,75 |
117,750 |
118,000 |
117,750 |
118,000 |
117,942 |
25 000 |
29,90 |
3 |
DS1021 |
PL0000106670 |
123,54 |
123,40 |
123,400 |
123,420 |
123,300 |
123,420 |
123,399 |
100 000 |
125,21 |
10 |
WS0922 |
PL0000102646 |
126,09 |
125,73 |
125,730 |
125,800 |
125,670 |
125,800 |
125,742 |
75 000 |
96,04 |
4 |
DS1023 |
PL0000107264 |
115,07 |
114,83 |
114,830 |
115,050 |
114,830 |
114,970 |
114,967 |
35 000 |
40,68 |
4 |
DS0725 |
PL0000108197 |
110,21 |
109,88 |
109,880 |
110,160 |
109,880 |
110,000 |
109,973 |
180 000 |
201,27 |
14 |
WS0428 |
PL0000107611 |
106,12 |
106,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
142,74 |
142,27 |
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 |
102,70 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,30 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,23 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,94 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
15 000 |
15,00 |
2 |
WZ0121 |
PL0000106068 |
99,45 |
99,46 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
50 000 |
49,79 |
4 |
WZ0124 |
PL0000107454 |
98,32 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
890 000 |
976,42 |
77 |
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 |
99,29 |
99,38 |
1,65 |
1,44 |
99,34 |
1,53 |
DS1015 |
PL0000103602 |
103,09 |
103,18 |
1,64 |
1,51 |
103,14 |
1,57 |
OK0116 |
PL0000107587 |
98,51 |
98,60 |
1,62 |
1,52 |
98,56 |
1,56 |
PS0416 |
PL0000106340 |
103,94 |
104,04 |
1,60 |
1,52 |
103,99 |
1,56 |
OK0716 |
PL0000107926 |
97,73 |
97,85 |
1,61 |
1,53 |
97,79 |
1,57 |
IZ0816 |
PL0000103529 |
102,56 |
103,06 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
105,21 |
105,35 |
1,58 |
1,50 |
105,28 |
1,54 |
WZ0117 |
PL0000106936 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,69 |
106,84 |
1,60 |
1,54 |
106,77 |
1,57 |
DS1017 |
PL0000104543 |
109,32 |
109,53 |
1,67 |
1,59 |
109,43 |
1,63 |
WZ0118 |
PL0000104717 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,18 |
106,40 |
1,73 |
1,67 |
106,29 |
1,70 |
PS0718 |
PL0000107595 |
102,35 |
102,58 |
1,78 |
1,72 |
102,47 |
1,75 |
WZ0119 |
PL0000107603 |
99,84 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,84 |
106,03 |
1,86 |
1,82 |
105,94 |
1,84 |
DS1019 |
PL0000105441 |
116,22 |
116,47 |
1,85 |
1,80 |
116,35 |
1,82 |
DS1020 |
PL0000106126 |
117,69 |
117,96 |
1,93 |
1,88 |
117,83 |
1,91 |
WZ0121 |
PL0000106068 |
99,38 |
99,60 |
--- |
--- |
99,49 |
--- |
DS1021 |
PL0000106670 |
123,18 |
123,58 |
2,01 |
1,95 |
123,38 |
1,98 |
WS0922 |
PL0000102646 |
125,69 |
126,09 |
2,06 |
2,01 |
125,89 |
2,03 |
IZ0823 |
PL0000105359 |
112,72 |
113,88 |
--- |
--- |
113,30 |
--- |
DS1023 |
PL0000107264 |
114,66 |
114,98 |
2,13 |
2,09 |
114,82 |
2,11 |
WZ0124 |
PL0000107454 |
98,25 |
98,46 |
--- |
--- |
98,36 |
--- |
DS0725 |
PL0000108197 |
109,67 |
110,08 |
2,20 |
2,16 |
109,88 |
2,18 |
WS0429 |
PL0000105391 |
141,39 |
142,86 |
2,29 |
2,20 |
142,13 |
2,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,30 |
99,40 |
1,63 |
1,39 |
99,35 |
1,51 |
DS1015 |
PL0000103602 |
103,08 |
103,17 |
1,65 |
1,53 |
103,13 |
1,58 |
OK0116 |
PL0000107587 |
98,52 |
98,63 |
1,61 |
1,49 |
98,58 |
1,54 |
PS0416 |
PL0000106340 |
103,94 |
104,07 |
1,60 |
1,50 |
104,01 |
1,55 |
OK0716 |
PL0000107926 |
97,72 |
97,88 |
1,62 |
1,50 |
97,80 |
1,56 |
IZ0816 |
PL0000103529 |
102,47 |
103,03 |
--- |
--- |
102,75 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,35 |
1,59 |
1,50 |
105,28 |
1,54 |
WZ0117 |
PL0000106936 |
100,16 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,72 |
106,88 |
1,59 |
1,52 |
106,80 |
1,55 |
DS1017 |
PL0000104543 |
109,36 |
109,56 |
1,65 |
1,58 |
109,46 |
1,62 |
WZ0118 |
PL0000104717 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,25 |
106,47 |
1,71 |
1,64 |
106,36 |
1,68 |
PS0718 |
PL0000107595 |
102,43 |
102,63 |
1,76 |
1,70 |
102,53 |
1,73 |
WZ0119 |
PL0000107603 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
106,00 |
106,18 |
1,83 |
1,78 |
106,09 |
1,81 |
DS1019 |
PL0000105441 |
116,36 |
116,64 |
1,82 |
1,76 |
116,50 |
1,79 |
DS1020 |
PL0000106126 |
117,84 |
118,08 |
1,91 |
1,86 |
117,96 |
1,88 |
WZ0121 |
PL0000106068 |
99,38 |
99,53 |
--- |
--- |
99,46 |
--- |
DS1021 |
PL0000106670 |
123,22 |
123,48 |
2,00 |
1,96 |
123,35 |
1,98 |
WS0922 |
PL0000102646 |
125,76 |
126,11 |
2,05 |
2,01 |
125,94 |
2,03 |
IZ0823 |
PL0000105359 |
113,03 |
113,90 |
--- |
--- |
113,47 |
--- |
DS1023 |
PL0000107264 |
114,78 |
115,09 |
2,12 |
2,08 |
114,94 |
2,10 |
WZ0124 |
PL0000107454 |
98,22 |
98,41 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
109,86 |
110,13 |
2,18 |
2,15 |
110,00 |
2,17 |
WS0429 |
PL0000105391 |
141,94 |
142,86 |
2,26 |
2,20 |
142,40 |
2,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,850 |
1,850 |
1,850 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,800 |
1,800 |
1,800 |
20 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
50 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,900 |
1,900 |
1,900 |
405 |
TOTAL |
495 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.