2015-02-17 |
MARKET DATA |
No 32 (2563) |
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 |
1 425,00 |
1 549,75 |
79 |
1 280,00 |
1 446,43 |
16 |
2 705,00 |
2 996,18 |
95 |
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 |
100,71 |
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 |
103,09 |
103,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,54 |
98,49 |
98,550 |
98,550 |
98,490 |
98,490 |
98,497 |
45 000 |
44,32 |
2 |
PS0416 |
PL0000106340 |
103,95 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,79 |
97,74 |
97,750 |
97,750 |
97,740 |
97,740 |
97,742 |
150 000 |
146,61 |
4 |
PS1016 |
PL0000106795 |
105,33 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,74 |
106,58 |
106,730 |
106,730 |
106,730 |
106,730 |
106,730 |
50 000 |
55,32 |
3 |
OK0717 |
PL0000108502 |
96,65 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,37 |
109,20 |
109,220 |
109,220 |
109,220 |
109,220 |
109,220 |
30 000 |
33,27 |
1 |
PS0418 |
PL0000107314 |
106,26 |
106,08 |
106,130 |
106,130 |
106,070 |
106,070 |
106,093 |
255 000 |
278,40 |
10 |
PS0718 |
PL0000107595 |
102,46 |
102,31 |
102,450 |
102,500 |
102,450 |
102,490 |
102,488 |
110 000 |
114,31 |
7 |
PS0719 |
PL0000108148 |
106,02 |
105,72 |
106,020 |
106,020 |
105,910 |
105,910 |
105,949 |
90 000 |
97,03 |
3 |
DS1019 |
PL0000105441 |
116,34 |
116,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,03 |
97,90 |
97,950 |
97,950 |
97,950 |
97,950 |
97,950 |
65 000 |
64,47 |
4 |
DS1020 |
PL0000106126 |
117,80 |
117,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,33 |
122,80 |
123,300 |
123,300 |
122,730 |
122,730 |
122,892 |
65 000 |
81,08 |
6 |
WS0922 |
PL0000102646 |
125,86 |
125,35 |
125,810 |
125,810 |
125,810 |
125,810 |
125,810 |
25 000 |
32,04 |
1 |
DS1023 |
PL0000107264 |
114,93 |
114,35 |
114,830 |
114,840 |
114,650 |
114,650 |
114,792 |
65 000 |
75,45 |
6 |
DS0725 |
PL0000108197 |
110,04 |
109,00 |
109,770 |
109,930 |
109,000 |
109,000 |
109,510 |
365 000 |
406,50 |
26 |
WS0428 |
PL0000107611 |
105,88 |
105,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
142,43 |
141,00 |
141,700 |
141,700 |
141,690 |
141,690 |
141,696 |
25 000 |
36,61 |
2 |
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 |
113,35 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,17 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,89 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,44 |
99,46 |
99,440 |
99,440 |
99,430 |
99,430 |
99,438 |
60 000 |
59,75 |
2 |
WZ0124 |
PL0000107454 |
98,38 |
98,35 |
98,260 |
98,260 |
98,260 |
98,260 |
98,260 |
25 000 |
24,60 |
2 |
TOTAL |
1 425 000 |
1 549,75 |
79 |
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 |
99,39 |
1,67 |
1,44 |
99,34 |
1,55 |
DS1015 |
PL0000103602 |
103,07 |
103,16 |
1,63 |
1,50 |
103,12 |
1,56 |
OK0116 |
PL0000107587 |
98,52 |
98,60 |
1,62 |
1,53 |
98,56 |
1,57 |
PS0416 |
PL0000106340 |
103,93 |
104,04 |
1,60 |
1,51 |
103,99 |
1,55 |
OK0716 |
PL0000107926 |
97,76 |
97,89 |
1,60 |
1,50 |
97,83 |
1,55 |
IZ0816 |
PL0000103529 |
102,49 |
103,01 |
--- |
--- |
102,75 |
--- |
PS1016 |
PL0000106795 |
105,22 |
105,35 |
1,57 |
1,49 |
105,29 |
1,53 |
WZ0117 |
PL0000106936 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,71 |
106,87 |
1,59 |
1,52 |
106,79 |
1,55 |
OK0717 |
PL0000108502 |
96,18 |
96,35 |
1,62 |
1,54 |
96,27 |
1,58 |
DS1017 |
PL0000104543 |
109,34 |
109,53 |
1,65 |
1,58 |
109,44 |
1,62 |
WZ0118 |
PL0000104717 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,21 |
106,44 |
1,72 |
1,65 |
106,33 |
1,68 |
PS0718 |
PL0000107595 |
102,41 |
102,63 |
1,77 |
1,70 |
102,52 |
1,73 |
WZ0119 |
PL0000107603 |
99,83 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,92 |
106,13 |
1,84 |
1,79 |
106,03 |
1,82 |
DS1019 |
PL0000105441 |
116,26 |
116,52 |
1,84 |
1,79 |
116,39 |
1,81 |
PS0420 |
PL0000108510 |
97,90 |
98,18 |
1,93 |
1,87 |
98,04 |
1,90 |
DS1020 |
PL0000106126 |
117,74 |
118,02 |
1,92 |
1,87 |
117,88 |
1,90 |
WZ0121 |
PL0000106068 |
99,37 |
99,59 |
--- |
--- |
99,48 |
--- |
DS1021 |
PL0000106670 |
123,25 |
123,58 |
1,99 |
1,95 |
123,42 |
1,97 |
WS0922 |
PL0000102646 |
125,77 |
126,09 |
2,05 |
2,01 |
125,93 |
2,03 |
IZ0823 |
PL0000105359 |
112,89 |
113,80 |
--- |
--- |
113,35 |
--- |
DS1023 |
PL0000107264 |
114,81 |
115,10 |
2,11 |
2,08 |
114,96 |
2,09 |
WZ0124 |
PL0000107454 |
98,23 |
98,42 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
109,81 |
110,19 |
2,18 |
2,15 |
110,00 |
2,17 |
WS0429 |
PL0000105391 |
141,85 |
142,94 |
2,26 |
2,19 |
142,40 |
2,23 |
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 |
1,67 |
1,44 |
99,34 |
1,55 |
DS1015 |
PL0000103602 |
103,06 |
103,15 |
1,64 |
1,52 |
103,11 |
1,57 |
OK0116 |
PL0000107587 |
98,49 |
98,58 |
1,65 |
1,55 |
98,54 |
1,59 |
PS0416 |
PL0000106340 |
103,87 |
104,01 |
1,65 |
1,53 |
103,94 |
1,59 |
OK0716 |
PL0000107926 |
97,73 |
97,83 |
1,62 |
1,55 |
97,78 |
1,58 |
IZ0816 |
PL0000103529 |
102,43 |
103,04 |
--- |
--- |
102,74 |
--- |
PS1016 |
PL0000106795 |
105,11 |
105,27 |
1,63 |
1,54 |
105,19 |
1,59 |
WZ0117 |
PL0000106936 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,54 |
106,73 |
1,66 |
1,58 |
106,64 |
1,62 |
OK0717 |
PL0000108502 |
96,05 |
96,27 |
1,67 |
1,58 |
96,16 |
1,62 |
DS1017 |
PL0000104543 |
109,12 |
109,34 |
1,73 |
1,65 |
109,23 |
1,69 |
WZ0118 |
PL0000104717 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
105,95 |
106,14 |
1,80 |
1,74 |
106,05 |
1,77 |
PS0718 |
PL0000107595 |
102,16 |
102,40 |
1,84 |
1,77 |
102,28 |
1,80 |
WZ0119 |
PL0000107603 |
99,86 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,59 |
105,90 |
1,92 |
1,85 |
105,75 |
1,88 |
DS1019 |
PL0000105441 |
115,96 |
116,28 |
1,90 |
1,83 |
116,12 |
1,87 |
PS0420 |
PL0000108510 |
97,62 |
97,93 |
1,99 |
1,92 |
97,78 |
1,95 |
DS1020 |
PL0000106126 |
117,37 |
117,67 |
1,98 |
1,93 |
117,52 |
1,96 |
WZ0121 |
PL0000106068 |
99,38 |
99,53 |
--- |
--- |
99,46 |
--- |
DS1021 |
PL0000106670 |
122,73 |
123,18 |
2,07 |
2,00 |
122,96 |
2,03 |
WS0922 |
PL0000102646 |
125,21 |
125,65 |
2,12 |
2,06 |
125,43 |
2,09 |
IZ0823 |
PL0000105359 |
112,70 |
113,75 |
--- |
--- |
113,23 |
--- |
DS1023 |
PL0000107264 |
114,25 |
114,69 |
2,18 |
2,13 |
114,47 |
2,15 |
WZ0124 |
PL0000107454 |
98,24 |
98,39 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
109,35 |
109,72 |
2,23 |
2,19 |
109,54 |
2,21 |
WS0429 |
PL0000105391 |
140,86 |
141,80 |
2,33 |
2,27 |
141,33 |
2,30 |
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 |
0/1 |
1 |
1,870 |
1,870 |
1,870 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,880 |
1,880 |
1,880 |
40 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,920 |
1,920 |
1,920 |
130 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,880 |
1,880 |
1,880 |
80 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,920 |
1,920 |
1,920 |
410 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
40 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
70 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,920 |
1,920 |
1,920 |
400 |
TOTAL |
1 280 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.