2015-02-23 |
MARKET DATA |
No 36 (2567) |
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 |
535,00 |
546,85 |
39 |
1 485,00 |
1 680,61 |
20 |
2 020,00 |
2 227,46 |
59 |
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 |
100,58 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,32 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,00 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,55 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,85 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,76 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,17 |
105,11 |
105,170 |
105,170 |
105,170 |
105,170 |
105,170 |
10 000 |
10,68 |
1 |
PS0417 |
PL0000107058 |
106,59 |
106,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,16 |
96,14 |
96,160 |
96,160 |
96,120 |
96,120 |
96,136 |
150 000 |
144,20 |
7 |
DS1017 |
PL0000104543 |
109,17 |
109,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,07 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,27 |
102,18 |
102,290 |
102,290 |
102,290 |
102,290 |
102,290 |
20 000 |
20,75 |
1 |
PS0719 |
PL0000108148 |
105,75 |
105,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
116,01 |
115,91 |
115,920 |
115,920 |
115,920 |
115,920 |
115,920 |
20 000 |
23,55 |
1 |
PS0420 |
PL0000108510 |
97,74 |
97,49 |
97,550 |
97,740 |
97,550 |
97,740 |
97,615 |
230 000 |
227,41 |
20 |
DS1020 |
PL0000106126 |
117,40 |
117,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,55 |
122,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,90 |
124,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,93 |
113,48 |
113,950 |
113,950 |
113,900 |
113,900 |
113,933 |
15 000 |
17,29 |
2 |
DS0725 |
PL0000108197 |
108,85 |
108,50 |
108,570 |
108,950 |
108,570 |
108,950 |
108,750 |
80 000 |
88,53 |
6 |
WS0428 |
PL0000107611 |
104,19 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,07 |
139,51 |
139,510 |
139,510 |
139,510 |
139,510 |
139,510 |
10 000 |
14,43 |
1 |
WS0437 |
PL0000104857 |
0,00 |
143,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,67 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,80 |
113,09 |
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 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,41 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,29 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
535 000 |
546,85 |
39 |
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 |
99,41 |
1,69 |
1,44 |
99,36 |
1,57 |
DS1015 |
PL0000103602 |
102,99 |
103,08 |
1,64 |
1,51 |
103,04 |
1,57 |
OK0116 |
PL0000107587 |
98,50 |
98,60 |
1,67 |
1,56 |
98,55 |
1,61 |
PS0416 |
PL0000106340 |
103,81 |
103,91 |
1,65 |
1,57 |
103,86 |
1,61 |
OK0716 |
PL0000107926 |
97,72 |
97,83 |
1,64 |
1,56 |
97,78 |
1,60 |
IZ0816 |
PL0000103529 |
102,52 |
103,05 |
--- |
--- |
102,79 |
--- |
PS1016 |
PL0000106795 |
105,07 |
105,21 |
1,63 |
1,54 |
105,14 |
1,59 |
WZ0117 |
PL0000106936 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,50 |
106,66 |
1,66 |
1,59 |
106,58 |
1,62 |
OK0717 |
PL0000108502 |
96,02 |
96,20 |
1,70 |
1,62 |
96,11 |
1,66 |
DS1017 |
PL0000104543 |
109,04 |
109,23 |
1,74 |
1,67 |
109,14 |
1,70 |
WZ0118 |
PL0000104717 |
100,06 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
105,92 |
106,12 |
1,80 |
1,74 |
106,02 |
1,77 |
PS0718 |
PL0000107595 |
102,14 |
102,34 |
1,84 |
1,78 |
102,24 |
1,81 |
WZ0119 |
PL0000107603 |
99,83 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,48 |
105,71 |
1,94 |
1,89 |
105,60 |
1,91 |
DS1019 |
PL0000105441 |
115,79 |
116,04 |
1,92 |
1,87 |
115,92 |
1,90 |
PS0420 |
PL0000108510 |
97,46 |
97,67 |
2,02 |
1,98 |
97,57 |
2,00 |
DS1020 |
PL0000106126 |
117,03 |
117,31 |
2,03 |
1,98 |
117,17 |
2,01 |
WZ0121 |
PL0000106068 |
99,33 |
99,58 |
--- |
--- |
99,46 |
--- |
DS1021 |
PL0000106670 |
122,14 |
122,50 |
2,14 |
2,09 |
122,32 |
2,12 |
WS0922 |
PL0000102646 |
124,43 |
124,80 |
2,21 |
2,16 |
124,62 |
2,18 |
IZ0823 |
PL0000105359 |
112,38 |
113,23 |
--- |
--- |
112,81 |
--- |
DS1023 |
PL0000107264 |
113,38 |
113,78 |
2,28 |
2,23 |
113,58 |
2,25 |
WZ0124 |
PL0000107454 |
98,21 |
98,45 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
108,39 |
108,71 |
2,33 |
2,30 |
108,55 |
2,31 |
WS0429 |
PL0000105391 |
139,22 |
140,38 |
2,44 |
2,36 |
139,80 |
2,40 |
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 |
1,69 |
1,44 |
99,36 |
1,57 |
DS1015 |
PL0000103602 |
102,99 |
103,08 |
1,64 |
1,51 |
103,04 |
1,57 |
OK0116 |
PL0000107587 |
98,52 |
98,62 |
1,65 |
1,53 |
98,57 |
1,59 |
PS0416 |
PL0000106340 |
103,83 |
103,94 |
1,64 |
1,54 |
103,89 |
1,59 |
OK0716 |
PL0000107926 |
97,73 |
97,85 |
1,64 |
1,55 |
97,79 |
1,59 |
IZ0816 |
PL0000103529 |
102,53 |
103,05 |
--- |
--- |
102,79 |
--- |
PS1016 |
PL0000106795 |
105,12 |
105,25 |
1,60 |
1,52 |
105,19 |
1,56 |
WZ0117 |
PL0000106936 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,56 |
106,67 |
1,63 |
1,58 |
106,62 |
1,61 |
OK0717 |
PL0000108502 |
96,13 |
96,26 |
1,65 |
1,59 |
96,20 |
1,62 |
DS1017 |
PL0000104543 |
109,14 |
109,30 |
1,70 |
1,65 |
109,22 |
1,68 |
WZ0118 |
PL0000104717 |
100,08 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,04 |
106,15 |
1,77 |
1,73 |
106,10 |
1,75 |
PS0718 |
PL0000107595 |
102,23 |
102,42 |
1,82 |
1,76 |
102,33 |
1,79 |
WZ0119 |
PL0000107603 |
99,87 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,61 |
105,86 |
1,91 |
1,85 |
105,74 |
1,88 |
DS1019 |
PL0000105441 |
115,97 |
116,25 |
1,89 |
1,83 |
116,11 |
1,86 |
PS0420 |
PL0000108510 |
97,68 |
97,86 |
1,97 |
1,94 |
97,77 |
1,96 |
DS1020 |
PL0000106126 |
117,31 |
117,55 |
1,98 |
1,94 |
117,43 |
1,96 |
WZ0121 |
PL0000106068 |
99,35 |
99,59 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
122,41 |
122,80 |
2,11 |
2,05 |
122,61 |
2,08 |
WS0922 |
PL0000102646 |
124,83 |
125,13 |
2,16 |
2,12 |
124,98 |
2,14 |
IZ0823 |
PL0000105359 |
112,55 |
113,32 |
--- |
--- |
112,94 |
--- |
DS1023 |
PL0000107264 |
113,84 |
114,12 |
2,22 |
2,19 |
113,98 |
2,21 |
WZ0124 |
PL0000107454 |
98,24 |
98,41 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
108,74 |
109,06 |
2,29 |
2,26 |
108,90 |
2,28 |
WS0429 |
PL0000105391 |
139,80 |
140,81 |
2,40 |
2,33 |
140,31 |
2,36 |
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 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
20 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,850 |
1,850 |
1,850 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,890 |
1,890 |
1,890 |
75 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,800 |
1,800 |
1,800 |
140 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,890 |
1,890 |
1,890 |
35 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,890 |
1,890 |
1,890 |
40 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
65 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
335 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,890 |
1,920 |
1,901 |
285 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,920 |
1,920 |
1,920 |
85 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
85 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,920 |
1,920 |
1,920 |
110 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,890 |
1,890 |
1,890 |
50 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,800 |
1,800 |
1,800 |
50 |
TOTAL |
1 485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.