2015-02-20 |
MARKET DATA |
No 35 (2566) |
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 |
705,00 |
772,94 |
51 |
1 040,00 |
1 174,12 |
11 |
1 745,00 |
1 947,07 |
62 |
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 |
100,60 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,32 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,01 |
103,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,53 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,87 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,76 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,14 |
105,16 |
105,160 |
105,160 |
105,140 |
105,140 |
105,146 |
35 000 |
37,36 |
2 |
PS0417 |
PL0000107058 |
106,60 |
106,55 |
106,550 |
106,550 |
106,530 |
106,550 |
106,549 |
75 000 |
82,89 |
3 |
OK0717 |
PL0000108502 |
96,09 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,15 |
109,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,05 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,24 |
102,16 |
102,160 |
102,160 |
102,160 |
102,160 |
102,160 |
15 000 |
15,54 |
1 |
PS0719 |
PL0000108148 |
105,70 |
105,52 |
105,600 |
105,600 |
105,520 |
105,520 |
105,580 |
35 000 |
37,62 |
3 |
DS1019 |
PL0000105441 |
116,01 |
115,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,65 |
97,46 |
97,490 |
97,490 |
97,460 |
97,460 |
97,468 |
55 000 |
54,30 |
5 |
DS1020 |
PL0000106126 |
117,40 |
117,15 |
117,190 |
117,190 |
117,150 |
117,150 |
117,170 |
20 000 |
23,79 |
2 |
DS1021 |
PL0000106670 |
122,49 |
122,31 |
122,250 |
122,300 |
122,250 |
122,300 |
122,275 |
5 000 |
6,21 |
2 |
WS0922 |
PL0000102646 |
124,90 |
124,56 |
124,650 |
124,650 |
124,570 |
124,570 |
124,607 |
30 000 |
38,11 |
3 |
DS1023 |
PL0000107264 |
113,94 |
113,50 |
113,840 |
113,840 |
113,550 |
113,700 |
113,712 |
195 000 |
224,35 |
17 |
DS0725 |
PL0000108197 |
108,90 |
108,52 |
108,700 |
108,750 |
108,400 |
108,450 |
108,655 |
80 000 |
88,45 |
7 |
WS0428 |
PL0000107611 |
104,44 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,40 |
139,88 |
139,970 |
139,970 |
139,970 |
139,970 |
139,970 |
10 000 |
14,48 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,73 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,57 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,17 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
99,90 |
99,900 |
99,910 |
99,900 |
99,900 |
99,900 |
135 000 |
135,09 |
4 |
WZ0121 |
PL0000106068 |
99,42 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,30 |
98,37 |
98,290 |
98,290 |
98,290 |
98,290 |
98,290 |
15 000 |
14,77 |
1 |
TOTAL |
705 000 |
772,94 |
51 |
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 |
99,31 |
99,40 |
1,68 |
1,46 |
99,36 |
1,56 |
DS1015 |
PL0000103602 |
103,00 |
103,09 |
1,64 |
1,51 |
103,05 |
1,57 |
OK0116 |
PL0000107587 |
98,51 |
98,60 |
1,65 |
1,55 |
98,56 |
1,60 |
PS0416 |
PL0000106340 |
103,85 |
103,95 |
1,63 |
1,54 |
103,90 |
1,58 |
OK0716 |
PL0000107926 |
97,73 |
97,84 |
1,63 |
1,55 |
97,79 |
1,59 |
IZ0816 |
PL0000103529 |
102,54 |
103,07 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
105,12 |
105,25 |
1,60 |
1,53 |
105,19 |
1,56 |
WZ0117 |
PL0000106936 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,57 |
106,72 |
1,63 |
1,56 |
106,65 |
1,60 |
OK0717 |
PL0000108502 |
96,06 |
96,27 |
1,68 |
1,59 |
96,17 |
1,63 |
DS1017 |
PL0000104543 |
109,12 |
109,32 |
1,71 |
1,64 |
109,22 |
1,68 |
WZ0118 |
PL0000104717 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,02 |
106,22 |
1,77 |
1,71 |
106,12 |
1,74 |
PS0718 |
PL0000107595 |
102,21 |
102,45 |
1,82 |
1,75 |
102,33 |
1,79 |
WZ0119 |
PL0000107603 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
105,61 |
105,81 |
1,91 |
1,86 |
105,71 |
1,89 |
DS1019 |
PL0000105441 |
115,92 |
116,21 |
1,90 |
1,84 |
116,07 |
1,87 |
PS0420 |
PL0000108510 |
97,60 |
97,86 |
1,99 |
1,94 |
97,73 |
1,96 |
DS1020 |
PL0000106126 |
117,29 |
117,54 |
1,99 |
1,95 |
117,42 |
1,97 |
WZ0121 |
PL0000106068 |
99,38 |
99,59 |
--- |
--- |
99,49 |
--- |
DS1021 |
PL0000106670 |
122,40 |
122,78 |
2,11 |
2,05 |
122,59 |
2,08 |
WS0922 |
PL0000102646 |
124,81 |
125,21 |
2,16 |
2,11 |
125,01 |
2,14 |
IZ0823 |
PL0000105359 |
112,33 |
113,35 |
--- |
--- |
112,84 |
--- |
DS1023 |
PL0000107264 |
113,83 |
114,12 |
2,22 |
2,19 |
113,98 |
2,21 |
WZ0124 |
PL0000107454 |
98,25 |
98,44 |
--- |
--- |
98,35 |
--- |
DS0725 |
PL0000108197 |
108,82 |
109,17 |
2,29 |
2,25 |
109,00 |
2,27 |
WS0429 |
PL0000105391 |
139,91 |
141,10 |
2,39 |
2,31 |
140,51 |
2,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,31 |
99,41 |
1,68 |
1,43 |
99,36 |
1,56 |
DS1015 |
PL0000103602 |
102,99 |
103,09 |
1,66 |
1,51 |
103,04 |
1,58 |
OK0116 |
PL0000107587 |
98,50 |
98,58 |
1,66 |
1,57 |
98,54 |
1,62 |
PS0416 |
PL0000106340 |
103,82 |
103,92 |
1,65 |
1,57 |
103,87 |
1,61 |
OK0716 |
PL0000107926 |
97,72 |
97,80 |
1,64 |
1,58 |
97,76 |
1,61 |
IZ0816 |
PL0000103529 |
102,53 |
103,07 |
--- |
--- |
102,80 |
--- |
PS1016 |
PL0000106795 |
105,08 |
105,22 |
1,63 |
1,54 |
105,15 |
1,58 |
WZ0117 |
PL0000106936 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,48 |
106,61 |
1,67 |
1,61 |
106,55 |
1,64 |
OK0717 |
PL0000108502 |
96,02 |
96,18 |
1,69 |
1,62 |
96,10 |
1,66 |
DS1017 |
PL0000104543 |
109,01 |
109,19 |
1,75 |
1,69 |
109,10 |
1,72 |
WZ0118 |
PL0000104717 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
105,90 |
106,03 |
1,81 |
1,77 |
105,97 |
1,79 |
PS0718 |
PL0000107595 |
102,10 |
102,24 |
1,86 |
1,81 |
102,17 |
1,84 |
WZ0119 |
PL0000107603 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
105,47 |
105,65 |
1,94 |
1,90 |
105,56 |
1,92 |
DS1019 |
PL0000105441 |
115,76 |
116,02 |
1,93 |
1,88 |
115,89 |
1,90 |
PS0420 |
PL0000108510 |
97,45 |
97,65 |
2,02 |
1,98 |
97,55 |
2,00 |
DS1020 |
PL0000106126 |
116,97 |
117,25 |
2,04 |
2,00 |
117,11 |
2,02 |
WZ0121 |
PL0000106068 |
99,36 |
99,58 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
122,04 |
122,40 |
2,16 |
2,11 |
122,22 |
2,13 |
WS0922 |
PL0000102646 |
124,32 |
124,67 |
2,22 |
2,18 |
124,50 |
2,20 |
IZ0823 |
PL0000105359 |
112,38 |
113,28 |
--- |
--- |
112,83 |
--- |
DS1023 |
PL0000107264 |
113,30 |
113,65 |
2,29 |
2,25 |
113,48 |
2,27 |
WZ0124 |
PL0000107454 |
98,20 |
98,44 |
--- |
--- |
98,32 |
--- |
DS0725 |
PL0000108197 |
108,34 |
108,66 |
2,34 |
2,30 |
108,50 |
2,32 |
WS0429 |
PL0000105391 |
139,00 |
140,47 |
2,45 |
2,35 |
139,74 |
2,40 |
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 |
3/4 |
1 |
1,890 |
1,890 |
1,890 |
90 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,890 |
1,890 |
1,890 |
30 |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,890 |
1,890 |
1,890 |
30 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,890 |
1,890 |
1,890 |
15 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
250 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,890 |
1,890 |
1,890 |
10 |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,890 |
1,890 |
1,890 |
10 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,890 |
1,890 |
1,890 |
120 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,930 |
1,930 |
1,930 |
435 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,920 |
1,920 |
1,920 |
50 |
TOTAL |
1 040 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.