2015-02-18 |
MARKET DATA |
No 33 (2564) |
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 |
1 597,50 |
1 742,64 |
120 |
435,00 |
480,19 |
9 |
2 032,50 |
2 222,83 |
129 |
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 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,30 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,06 |
103,06 |
103,060 |
103,060 |
103,030 |
103,030 |
103,054 |
102 500 |
107,72 |
3 |
OK0116 |
PL0000107587 |
98,50 |
98,51 |
98,510 |
98,510 |
98,510 |
98,510 |
98,510 |
100 000 |
98,51 |
1 |
PS0416 |
PL0000106340 |
103,86 |
103,84 |
103,860 |
103,860 |
103,860 |
103,860 |
103,860 |
25 000 |
27,00 |
1 |
OK0716 |
PL0000107926 |
97,69 |
97,66 |
97,650 |
97,720 |
97,650 |
97,720 |
97,692 |
87 500 |
85,48 |
7 |
PS1016 |
PL0000106795 |
105,10 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,62 |
106,49 |
106,550 |
106,630 |
106,510 |
106,630 |
106,550 |
40 000 |
44,19 |
4 |
OK0717 |
PL0000108502 |
96,04 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,12 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,96 |
105,93 |
106,050 |
106,050 |
106,050 |
106,050 |
106,050 |
10 000 |
10,91 |
1 |
PS0718 |
PL0000107595 |
102,14 |
102,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,60 |
105,35 |
105,350 |
105,570 |
105,300 |
105,570 |
105,395 |
95 000 |
101,90 |
9 |
DS1019 |
PL0000105441 |
116,00 |
115,75 |
116,020 |
116,020 |
115,880 |
115,880 |
115,999 |
102 500 |
120,72 |
7 |
PS0420 |
PL0000108510 |
97,55 |
97,32 |
97,300 |
97,550 |
97,250 |
97,520 |
97,395 |
120 000 |
118,36 |
12 |
DS1020 |
PL0000106126 |
117,21 |
117,02 |
117,080 |
117,080 |
117,080 |
117,080 |
117,080 |
10 000 |
11,88 |
1 |
DS1021 |
PL0000106670 |
122,52 |
122,14 |
122,140 |
122,490 |
122,100 |
122,480 |
122,210 |
215 000 |
266,75 |
20 |
WS0922 |
PL0000102646 |
124,95 |
124,49 |
124,900 |
124,900 |
124,900 |
124,900 |
124,900 |
10 000 |
12,73 |
1 |
DS1023 |
PL0000107264 |
114,06 |
113,30 |
113,970 |
113,970 |
113,640 |
113,640 |
113,750 |
50 000 |
57,52 |
5 |
DS0725 |
PL0000108197 |
109,87 |
108,20 |
109,000 |
109,000 |
108,200 |
108,770 |
108,581 |
415 000 |
458,37 |
36 |
WS0428 |
PL0000107611 |
104,36 |
104,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,55 |
139,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
132,00 |
145,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,55 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,60 |
112,40 |
112,400 |
112,600 |
112,400 |
112,600 |
112,460 |
25 000 |
32,76 |
3 |
WZ0117 |
PL0000106936 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,39 |
99,30 |
99,390 |
99,400 |
99,300 |
99,400 |
99,369 |
70 000 |
69,66 |
5 |
WZ0124 |
PL0000107454 |
98,33 |
98,32 |
98,350 |
98,360 |
98,330 |
98,330 |
98,353 |
120 000 |
118,20 |
4 |
TOTAL |
1 597 500 |
1 742,64 |
120 |
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 |
99,28 |
99,39 |
1,71 |
1,45 |
99,34 |
1,56 |
DS1015 |
PL0000103602 |
103,04 |
103,15 |
1,65 |
1,50 |
103,10 |
1,57 |
OK0116 |
PL0000107587 |
98,45 |
98,58 |
1,70 |
1,56 |
98,52 |
1,62 |
PS0416 |
PL0000106340 |
103,79 |
103,92 |
1,71 |
1,60 |
103,86 |
1,65 |
OK0716 |
PL0000107926 |
97,62 |
97,75 |
1,70 |
1,61 |
97,69 |
1,65 |
IZ0816 |
PL0000103529 |
102,39 |
103,05 |
--- |
--- |
102,72 |
--- |
PS1016 |
PL0000106795 |
105,01 |
105,17 |
1,69 |
1,59 |
105,09 |
1,64 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,48 |
106,60 |
1,69 |
1,63 |
106,54 |
1,66 |
OK0717 |
PL0000108502 |
95,96 |
96,12 |
1,71 |
1,64 |
96,04 |
1,68 |
DS1017 |
PL0000104543 |
109,04 |
109,23 |
1,76 |
1,69 |
109,14 |
1,72 |
WZ0118 |
PL0000104717 |
100,00 |
100,16 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,89 |
106,09 |
1,82 |
1,76 |
105,99 |
1,79 |
PS0718 |
PL0000107595 |
102,08 |
102,32 |
1,86 |
1,79 |
102,20 |
1,83 |
WZ0119 |
PL0000107603 |
99,77 |
100,02 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,46 |
105,67 |
1,95 |
1,90 |
105,57 |
1,92 |
DS1019 |
PL0000105441 |
115,85 |
116,10 |
1,92 |
1,87 |
115,98 |
1,89 |
PS0420 |
PL0000108510 |
97,45 |
97,69 |
2,02 |
1,97 |
97,57 |
2,00 |
DS1020 |
PL0000106126 |
117,14 |
117,44 |
2,02 |
1,97 |
117,29 |
1,99 |
WZ0121 |
PL0000106068 |
99,19 |
99,58 |
--- |
--- |
99,39 |
--- |
DS1021 |
PL0000106670 |
122,47 |
122,91 |
2,10 |
2,04 |
122,69 |
2,07 |
WS0922 |
PL0000102646 |
124,91 |
125,33 |
2,15 |
2,10 |
125,12 |
2,13 |
IZ0823 |
PL0000105359 |
111,19 |
117,34 |
--- |
--- |
114,27 |
--- |
DS1023 |
PL0000107264 |
113,92 |
114,24 |
2,22 |
2,18 |
114,08 |
2,20 |
WZ0124 |
PL0000107454 |
98,09 |
98,39 |
--- |
--- |
98,24 |
--- |
DS0725 |
PL0000108197 |
108,92 |
109,26 |
2,28 |
2,24 |
109,09 |
2,26 |
WS0429 |
PL0000105391 |
140,29 |
141,15 |
2,37 |
2,31 |
140,72 |
2,34 |
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 |
1,68 |
1,45 |
99,34 |
1,56 |
DS1015 |
PL0000103602 |
103,01 |
103,09 |
1,70 |
1,58 |
103,05 |
1,64 |
OK0116 |
PL0000107587 |
98,46 |
98,57 |
1,69 |
1,57 |
98,52 |
1,62 |
PS0416 |
PL0000106340 |
103,81 |
103,94 |
1,69 |
1,58 |
103,88 |
1,63 |
OK0716 |
PL0000107926 |
97,63 |
97,74 |
1,69 |
1,61 |
97,69 |
1,65 |
IZ0816 |
PL0000103529 |
102,40 |
102,99 |
--- |
--- |
102,70 |
--- |
PS1016 |
PL0000106795 |
105,00 |
105,17 |
1,69 |
1,59 |
105,09 |
1,64 |
WZ0117 |
PL0000106936 |
100,14 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,48 |
106,64 |
1,69 |
1,61 |
106,56 |
1,65 |
OK0717 |
PL0000108502 |
96,01 |
96,15 |
1,69 |
1,63 |
96,08 |
1,66 |
DS1017 |
PL0000104543 |
109,03 |
109,21 |
1,76 |
1,70 |
109,12 |
1,73 |
WZ0118 |
PL0000104717 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
105,90 |
106,06 |
1,82 |
1,77 |
105,98 |
1,79 |
PS0718 |
PL0000107595 |
102,04 |
102,21 |
1,88 |
1,83 |
102,13 |
1,85 |
WZ0119 |
PL0000107603 |
99,83 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,45 |
105,61 |
1,95 |
1,91 |
105,53 |
1,93 |
DS1019 |
PL0000105441 |
115,72 |
115,98 |
1,95 |
1,89 |
115,85 |
1,92 |
PS0420 |
PL0000108510 |
97,43 |
97,64 |
2,03 |
1,98 |
97,54 |
2,00 |
DS1020 |
PL0000106126 |
116,99 |
117,28 |
2,05 |
2,00 |
117,14 |
2,02 |
WZ0121 |
PL0000106068 |
99,33 |
99,49 |
--- |
--- |
99,41 |
--- |
DS1021 |
PL0000106670 |
122,16 |
122,55 |
2,15 |
2,09 |
122,36 |
2,12 |
WS0922 |
PL0000102646 |
124,44 |
124,88 |
2,21 |
2,16 |
124,66 |
2,18 |
IZ0823 |
PL0000105359 |
112,16 |
113,26 |
--- |
--- |
112,71 |
--- |
DS1023 |
PL0000107264 |
113,49 |
113,81 |
2,27 |
2,23 |
113,65 |
2,25 |
WZ0124 |
PL0000107454 |
98,25 |
98,39 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
108,42 |
108,79 |
2,33 |
2,29 |
108,61 |
2,31 |
WS0429 |
PL0000105391 |
139,80 |
140,60 |
2,40 |
2,35 |
140,20 |
2,37 |
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 |
0/1 |
1 |
1,870 |
1,870 |
1,870 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
100 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,920 |
1,920 |
1,920 |
95 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
60 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
60 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,930 |
1,930 |
1,930 |
15 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
60 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
25 |
TOTAL |
435 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.