2015-02-16 |
MARKET DATA |
No 31 (2562) |
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 |
912,50 |
983,35 |
46 |
715,00 |
831,38 |
9 |
1 627,50 |
1 814,73 |
55 |
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 |
100,67 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,30 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,10 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,54 |
98,54 |
98,540 |
98,540 |
98,540 |
98,540 |
98,540 |
90 000 |
88,69 |
2 |
PS0416 |
PL0000106340 |
103,96 |
103,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,79 |
97,79 |
97,790 |
97,790 |
97,790 |
97,790 |
97,790 |
35 000 |
34,23 |
2 |
PS1016 |
PL0000106795 |
105,25 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,74 |
106,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,25 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,37 |
109,40 |
109,400 |
109,450 |
109,400 |
109,450 |
109,426 |
180 000 |
199,97 |
7 |
PS0418 |
PL0000107314 |
106,25 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,44 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,00 |
105,97 |
105,970 |
105,970 |
105,900 |
105,910 |
105,916 |
240 000 |
258,64 |
13 |
DS1019 |
PL0000105441 |
116,33 |
116,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,01 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,85 |
117,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,30 |
123,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,82 |
125,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,98 |
114,77 |
114,850 |
114,850 |
114,850 |
114,850 |
114,850 |
10 000 |
11,61 |
1 |
DS0725 |
PL0000108197 |
110,01 |
109,86 |
109,880 |
110,010 |
109,880 |
109,960 |
109,932 |
282 500 |
315,79 |
19 |
WS0428 |
PL0000107611 |
105,81 |
106,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
142,34 |
142,08 |
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 |
102,60 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,10 |
113,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,17 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,89 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,48 |
99,48 |
99,480 |
99,480 |
99,480 |
99,480 |
99,480 |
50 000 |
49,81 |
1 |
WZ0124 |
PL0000107454 |
98,33 |
98,34 |
98,340 |
98,340 |
98,340 |
98,340 |
98,340 |
25 000 |
24,62 |
1 |
TOTAL |
912 500 |
983,35 |
46 |
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 |
118,20 |
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 |
119,00 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,50 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
126,00 |
126,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
123,50 |
124,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
118,35 |
118,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
121,75 |
122,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
140,00 |
141,00 |
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 |
99,39 |
1,66 |
1,43 |
99,34 |
1,54 |
DS1015 |
PL0000103602 |
103,08 |
103,17 |
1,63 |
1,51 |
103,13 |
1,56 |
OK0116 |
PL0000107587 |
98,51 |
98,63 |
1,62 |
1,49 |
98,57 |
1,56 |
PS0416 |
PL0000106340 |
103,94 |
104,07 |
1,60 |
1,49 |
104,01 |
1,54 |
OK0716 |
PL0000107926 |
97,74 |
97,90 |
1,61 |
1,49 |
97,82 |
1,55 |
IZ0816 |
PL0000103529 |
102,48 |
103,02 |
--- |
--- |
102,75 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,38 |
1,59 |
1,48 |
105,29 |
1,53 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,70 |
106,88 |
1,59 |
1,51 |
106,79 |
1,55 |
OK0717 |
PL0000108502 |
96,13 |
96,33 |
1,64 |
1,55 |
96,23 |
1,59 |
DS1017 |
PL0000104543 |
109,34 |
109,53 |
1,66 |
1,59 |
109,44 |
1,62 |
WZ0118 |
PL0000104717 |
100,06 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
106,21 |
106,46 |
1,72 |
1,65 |
106,34 |
1,68 |
PS0718 |
PL0000107595 |
102,39 |
102,65 |
1,77 |
1,70 |
102,52 |
1,73 |
WZ0119 |
PL0000107603 |
99,82 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,93 |
106,14 |
1,84 |
1,79 |
106,04 |
1,82 |
DS1019 |
PL0000105441 |
116,29 |
116,59 |
1,83 |
1,77 |
116,44 |
1,80 |
PS0420 |
PL0000108510 |
97,91 |
98,17 |
1,93 |
1,87 |
98,04 |
1,90 |
DS1020 |
PL0000106126 |
117,74 |
118,05 |
1,92 |
1,87 |
117,90 |
1,89 |
WZ0121 |
PL0000106068 |
99,35 |
99,61 |
--- |
--- |
99,48 |
--- |
DS1021 |
PL0000106670 |
123,18 |
123,60 |
2,01 |
1,95 |
123,39 |
1,98 |
WS0922 |
PL0000102646 |
125,67 |
126,09 |
2,06 |
2,01 |
125,88 |
2,03 |
IZ0823 |
PL0000105359 |
112,86 |
113,89 |
--- |
--- |
113,38 |
--- |
DS1023 |
PL0000107264 |
114,65 |
114,96 |
2,13 |
2,09 |
114,81 |
2,11 |
WZ0124 |
PL0000107454 |
98,22 |
98,43 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
109,68 |
110,05 |
2,20 |
2,16 |
109,87 |
2,18 |
WS0429 |
PL0000105391 |
141,36 |
142,72 |
2,30 |
2,21 |
142,04 |
2,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,29 |
99,39 |
1,66 |
1,43 |
99,34 |
1,54 |
DS1015 |
PL0000103602 |
103,08 |
103,17 |
1,63 |
1,51 |
103,13 |
1,56 |
OK0116 |
PL0000107587 |
98,52 |
98,59 |
1,61 |
1,54 |
98,56 |
1,57 |
PS0416 |
PL0000106340 |
103,93 |
104,03 |
1,60 |
1,52 |
103,98 |
1,56 |
OK0716 |
PL0000107926 |
97,75 |
97,87 |
1,60 |
1,51 |
97,81 |
1,56 |
IZ0816 |
PL0000103529 |
102,49 |
103,01 |
--- |
--- |
102,75 |
--- |
PS1016 |
PL0000106795 |
105,20 |
105,33 |
1,59 |
1,51 |
105,27 |
1,54 |
WZ0117 |
PL0000106936 |
100,15 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,72 |
106,85 |
1,59 |
1,53 |
106,79 |
1,55 |
OK0717 |
PL0000108502 |
96,21 |
96,33 |
1,60 |
1,55 |
96,27 |
1,57 |
DS1017 |
PL0000104543 |
109,32 |
109,51 |
1,66 |
1,59 |
109,42 |
1,63 |
WZ0118 |
PL0000104717 |
100,07 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
106,20 |
106,41 |
1,73 |
1,66 |
106,31 |
1,69 |
PS0718 |
PL0000107595 |
102,39 |
102,58 |
1,77 |
1,72 |
102,49 |
1,74 |
WZ0119 |
PL0000107603 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,90 |
106,10 |
1,85 |
1,80 |
106,00 |
1,82 |
DS1019 |
PL0000105441 |
116,26 |
116,51 |
1,84 |
1,79 |
116,39 |
1,81 |
PS0420 |
PL0000108510 |
97,95 |
98,14 |
1,92 |
1,88 |
98,05 |
1,90 |
DS1020 |
PL0000106126 |
117,75 |
118,00 |
1,92 |
1,88 |
117,88 |
1,90 |
WZ0121 |
PL0000106068 |
99,43 |
99,58 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
123,21 |
123,54 |
2,00 |
1,95 |
123,38 |
1,98 |
WS0922 |
PL0000102646 |
125,75 |
126,03 |
2,05 |
2,02 |
125,89 |
2,03 |
IZ0823 |
PL0000105359 |
112,90 |
113,83 |
--- |
--- |
113,37 |
--- |
DS1023 |
PL0000107264 |
114,83 |
115,09 |
2,11 |
2,08 |
114,96 |
2,09 |
WZ0124 |
PL0000107454 |
98,26 |
98,43 |
--- |
--- |
98,35 |
--- |
DS0725 |
PL0000108197 |
109,88 |
110,14 |
2,18 |
2,15 |
110,01 |
2,16 |
WS0429 |
PL0000105391 |
141,90 |
142,88 |
2,26 |
2,20 |
142,39 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,860 |
1,860 |
1,860 |
95 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
200 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,860 |
1,860 |
1,860 |
190 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,860 |
1,860 |
1,860 |
145 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,860 |
1,880 |
1,872 |
85 |
TOTAL |
715 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.