2015-02-19 |
MARKET DATA |
No 34 (2565) |
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 |
1 930,00 |
2 127,46 |
114 |
600,00 |
685,75 |
10 |
2 530,00 |
2 813,21 |
124 |
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 |
100,64 |
100,66 |
100,640 |
100,640 |
100,640 |
100,640 |
100,640 |
75 000 |
78,92 |
2 |
OK0715 |
PL0000107405 |
99,32 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,04 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,55 |
98,56 |
98,550 |
98,550 |
98,550 |
98,550 |
98,550 |
75 000 |
73,91 |
1 |
PS0416 |
PL0000106340 |
103,91 |
103,89 |
103,910 |
103,910 |
103,910 |
103,910 |
103,910 |
25 000 |
27,02 |
1 |
OK0716 |
PL0000107926 |
97,78 |
97,77 |
97,750 |
97,750 |
97,750 |
97,750 |
97,750 |
60 000 |
58,65 |
2 |
PS1016 |
PL0000106795 |
105,20 |
105,14 |
105,160 |
105,200 |
105,160 |
105,200 |
105,185 |
380 000 |
405,69 |
12 |
PS0417 |
PL0000107058 |
106,70 |
106,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,21 |
96,14 |
96,210 |
96,210 |
96,210 |
96,210 |
96,210 |
15 000 |
14,43 |
1 |
DS1017 |
PL0000104543 |
109,31 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,19 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,39 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,91 |
105,65 |
106,000 |
106,000 |
105,650 |
105,690 |
105,774 |
185 000 |
199,19 |
16 |
DS1019 |
PL0000105441 |
116,21 |
116,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,92 |
97,65 |
97,920 |
97,920 |
97,700 |
97,700 |
97,855 |
40 000 |
39,64 |
4 |
DS1020 |
PL0000106126 |
117,61 |
117,39 |
117,510 |
117,510 |
117,420 |
117,420 |
117,456 |
50 000 |
59,60 |
4 |
DS1021 |
PL0000106670 |
122,95 |
122,53 |
122,950 |
122,950 |
122,470 |
122,470 |
122,676 |
50 000 |
62,29 |
3 |
WS0922 |
PL0000102646 |
125,25 |
124,95 |
124,990 |
125,030 |
124,990 |
125,030 |
125,018 |
195 000 |
248,49 |
8 |
DS1023 |
PL0000107264 |
114,33 |
113,88 |
113,930 |
114,150 |
113,800 |
114,150 |
114,090 |
95 000 |
109,65 |
8 |
DS0725 |
PL0000108197 |
109,30 |
108,80 |
109,200 |
109,300 |
108,720 |
109,150 |
109,002 |
540 000 |
598,85 |
45 |
WS0428 |
PL0000107611 |
105,16 |
105,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
141,33 |
140,50 |
140,460 |
140,650 |
140,460 |
140,650 |
140,587 |
15 000 |
21,81 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,75 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,80 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,12 |
100,130 |
100,130 |
100,120 |
100,120 |
100,121 |
60 000 |
60,17 |
3 |
WZ0119 |
PL0000107603 |
99,91 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,45 |
99,50 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
20 000 |
19,92 |
1 |
WZ0124 |
PL0000107454 |
98,32 |
98,32 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
50 000 |
49,24 |
1 |
TOTAL |
1 930 000 |
2 127,46 |
114 |
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 |
99,30 |
99,40 |
1,69 |
1,45 |
99,35 |
1,57 |
DS1015 |
PL0000103602 |
103,01 |
103,09 |
1,64 |
1,53 |
103,05 |
1,59 |
OK0116 |
PL0000107587 |
98,52 |
98,61 |
1,64 |
1,54 |
98,57 |
1,58 |
PS0416 |
PL0000106340 |
103,89 |
104,00 |
1,60 |
1,51 |
103,95 |
1,55 |
OK0716 |
PL0000107926 |
97,74 |
97,86 |
1,62 |
1,54 |
97,80 |
1,58 |
IZ0816 |
PL0000103529 |
102,58 |
103,11 |
--- |
--- |
102,85 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,32 |
1,58 |
1,49 |
105,24 |
1,54 |
WZ0117 |
PL0000106936 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,67 |
106,80 |
1,59 |
1,53 |
106,74 |
1,56 |
OK0717 |
PL0000108502 |
96,16 |
96,36 |
1,63 |
1,54 |
96,26 |
1,59 |
DS1017 |
PL0000104543 |
109,26 |
109,45 |
1,67 |
1,60 |
109,36 |
1,63 |
WZ0118 |
PL0000104717 |
100,08 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
106,16 |
106,34 |
1,73 |
1,68 |
106,25 |
1,70 |
PS0718 |
PL0000107595 |
102,37 |
102,60 |
1,78 |
1,71 |
102,49 |
1,74 |
WZ0119 |
PL0000107603 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
105,83 |
106,02 |
1,86 |
1,82 |
105,93 |
1,84 |
DS1019 |
PL0000105441 |
116,17 |
116,46 |
1,85 |
1,79 |
116,32 |
1,82 |
PS0420 |
PL0000108510 |
97,84 |
98,03 |
1,94 |
1,90 |
97,94 |
1,92 |
DS1020 |
PL0000106126 |
117,56 |
117,81 |
1,94 |
1,90 |
117,69 |
1,92 |
WZ0121 |
PL0000106068 |
99,38 |
99,61 |
--- |
--- |
99,50 |
--- |
DS1021 |
PL0000106670 |
122,72 |
123,08 |
2,06 |
2,01 |
122,90 |
2,04 |
WS0922 |
PL0000102646 |
125,13 |
125,50 |
2,12 |
2,08 |
125,32 |
2,10 |
IZ0823 |
PL0000105359 |
112,56 |
113,57 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
114,19 |
114,52 |
2,18 |
2,14 |
114,36 |
2,16 |
WZ0124 |
PL0000107454 |
98,28 |
98,46 |
--- |
--- |
98,37 |
--- |
DS0725 |
PL0000108197 |
109,23 |
109,57 |
2,24 |
2,21 |
109,40 |
2,23 |
WS0429 |
PL0000105391 |
140,72 |
141,94 |
2,34 |
2,26 |
141,33 |
2,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,31 |
99,40 |
1,67 |
1,45 |
99,36 |
1,55 |
DS1015 |
PL0000103602 |
102,99 |
103,09 |
1,67 |
1,53 |
103,04 |
1,60 |
OK0116 |
PL0000107587 |
98,51 |
98,61 |
1,65 |
1,54 |
98,56 |
1,59 |
PS0416 |
PL0000106340 |
103,81 |
103,93 |
1,67 |
1,57 |
103,87 |
1,62 |
OK0716 |
PL0000107926 |
97,69 |
97,82 |
1,66 |
1,57 |
97,76 |
1,61 |
IZ0816 |
PL0000103529 |
102,59 |
103,09 |
--- |
--- |
102,84 |
--- |
PS1016 |
PL0000106795 |
105,03 |
105,21 |
1,66 |
1,55 |
105,12 |
1,61 |
WZ0117 |
PL0000106936 |
100,17 |
100,26 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,50 |
106,68 |
1,67 |
1,59 |
106,59 |
1,63 |
OK0717 |
PL0000108502 |
96,07 |
96,24 |
1,67 |
1,60 |
96,16 |
1,63 |
DS1017 |
PL0000104543 |
109,08 |
109,32 |
1,73 |
1,65 |
109,20 |
1,69 |
WZ0118 |
PL0000104717 |
100,08 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
106,00 |
106,17 |
1,78 |
1,73 |
106,09 |
1,75 |
PS0718 |
PL0000107595 |
102,18 |
102,40 |
1,83 |
1,77 |
102,29 |
1,80 |
WZ0119 |
PL0000107603 |
99,87 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,60 |
105,87 |
1,91 |
1,85 |
105,74 |
1,88 |
DS1019 |
PL0000105441 |
115,90 |
116,16 |
1,90 |
1,85 |
116,03 |
1,88 |
PS0420 |
PL0000108510 |
97,57 |
97,91 |
2,00 |
1,93 |
97,74 |
1,96 |
DS1020 |
PL0000106126 |
117,30 |
117,58 |
1,99 |
1,94 |
117,44 |
1,96 |
WZ0121 |
PL0000106068 |
99,41 |
99,58 |
--- |
--- |
99,50 |
--- |
DS1021 |
PL0000106670 |
122,38 |
122,82 |
2,11 |
2,05 |
122,60 |
2,08 |
WS0922 |
PL0000102646 |
124,77 |
125,19 |
2,17 |
2,11 |
124,98 |
2,14 |
IZ0823 |
PL0000105359 |
112,38 |
113,28 |
--- |
--- |
112,83 |
--- |
DS1023 |
PL0000107264 |
113,76 |
114,16 |
2,23 |
2,19 |
113,96 |
2,21 |
WZ0124 |
PL0000107454 |
98,27 |
98,42 |
--- |
--- |
98,35 |
--- |
DS0725 |
PL0000108197 |
108,76 |
109,19 |
2,29 |
2,25 |
108,98 |
2,27 |
WS0429 |
PL0000105391 |
140,18 |
141,04 |
2,37 |
2,32 |
140,61 |
2,34 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,890 |
1,890 |
1,890 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
160 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
195 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
10 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
30 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
105 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
45 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.