2015-02-24 |
MARKET DATA |
No 37 (2568) |
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 |
647,50 |
724,29 |
44 |
170,00 |
190,16 |
3 |
817,50 |
914,45 |
47 |
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 |
100,61 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,33 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
103,00 |
103,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,56 |
98,55 |
98,550 |
98,550 |
98,550 |
98,550 |
98,550 |
75 000 |
73,91 |
1 |
PS0416 |
PL0000106340 |
103,87 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,80 |
97,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,17 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,62 |
106,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,14 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,20 |
109,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,13 |
106,10 |
106,160 |
106,160 |
106,100 |
106,130 |
106,108 |
120 000 |
131,11 |
3 |
PS0718 |
PL0000107595 |
102,35 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,90 |
105,82 |
105,750 |
105,900 |
105,750 |
105,900 |
105,816 |
35 000 |
37,71 |
3 |
DS1019 |
PL0000105441 |
116,20 |
116,01 |
116,050 |
116,200 |
116,050 |
116,200 |
116,176 |
162 500 |
191,82 |
10 |
PS0420 |
PL0000108510 |
97,90 |
97,83 |
97,910 |
97,910 |
97,910 |
97,910 |
97,910 |
20 000 |
19,83 |
2 |
DS1020 |
PL0000106126 |
117,55 |
117,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,80 |
122,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,25 |
125,13 |
125,150 |
125,400 |
125,150 |
125,400 |
125,275 |
20 000 |
25,55 |
2 |
DS1023 |
PL0000107264 |
114,40 |
114,05 |
114,140 |
114,400 |
114,140 |
114,400 |
114,232 |
75 000 |
86,69 |
7 |
DS0725 |
PL0000108197 |
109,35 |
109,02 |
109,190 |
109,310 |
109,100 |
109,310 |
109,213 |
130 000 |
144,48 |
15 |
WS0428 |
PL0000107611 |
104,71 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
140,73 |
140,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,70 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,90 |
112,80 |
113,200 |
113,200 |
113,200 |
113,200 |
113,200 |
10 000 |
13,18 |
1 |
WZ0117 |
PL0000106936 |
100,15 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,41 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,30 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
647 500 |
724,29 |
44 |
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 |
1,70 |
1,45 |
99,36 |
1,58 |
DS1015 |
PL0000103602 |
102,98 |
103,07 |
1,63 |
1,50 |
103,03 |
1,56 |
OK0116 |
PL0000107587 |
98,54 |
98,63 |
1,63 |
1,53 |
98,59 |
1,57 |
PS0416 |
PL0000106340 |
103,84 |
103,94 |
1,62 |
1,54 |
103,89 |
1,58 |
OK0716 |
PL0000107926 |
97,78 |
97,88 |
1,60 |
1,53 |
97,83 |
1,57 |
IZ0816 |
PL0000103529 |
102,56 |
103,06 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
105,14 |
105,28 |
1,58 |
1,50 |
105,21 |
1,54 |
WZ0117 |
PL0000106936 |
100,06 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,58 |
106,71 |
1,62 |
1,56 |
106,65 |
1,59 |
OK0717 |
PL0000108502 |
96,11 |
96,30 |
1,66 |
1,58 |
96,21 |
1,62 |
DS1017 |
PL0000104543 |
109,16 |
109,36 |
1,69 |
1,62 |
109,26 |
1,66 |
WZ0118 |
PL0000104717 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,07 |
106,19 |
1,75 |
1,72 |
106,13 |
1,74 |
PS0718 |
PL0000107595 |
102,30 |
102,50 |
1,80 |
1,74 |
102,40 |
1,77 |
WZ0119 |
PL0000107603 |
99,87 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
105,76 |
105,96 |
1,87 |
1,83 |
105,86 |
1,85 |
DS1019 |
PL0000105441 |
116,02 |
116,32 |
1,87 |
1,81 |
116,17 |
1,84 |
PS0420 |
PL0000108510 |
97,76 |
97,94 |
1,96 |
1,92 |
97,85 |
1,94 |
DS1020 |
PL0000106126 |
117,39 |
117,68 |
1,97 |
1,92 |
117,54 |
1,94 |
WZ0121 |
PL0000106068 |
99,36 |
99,57 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
122,53 |
122,91 |
2,09 |
2,03 |
122,72 |
2,06 |
WS0922 |
PL0000102646 |
124,95 |
125,34 |
2,14 |
2,09 |
125,15 |
2,12 |
IZ0823 |
PL0000105359 |
112,60 |
113,40 |
--- |
--- |
113,00 |
--- |
DS1023 |
PL0000107264 |
114,05 |
114,38 |
2,20 |
2,16 |
114,22 |
2,18 |
WZ0124 |
PL0000107454 |
98,25 |
98,45 |
--- |
--- |
98,35 |
--- |
DS0725 |
PL0000108197 |
109,05 |
109,34 |
2,26 |
2,23 |
109,20 |
2,25 |
WS0429 |
PL0000105391 |
140,17 |
141,09 |
2,37 |
2,31 |
140,63 |
2,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,31 |
99,41 |
1,70 |
1,45 |
99,36 |
1,58 |
DS1015 |
PL0000103602 |
102,96 |
103,05 |
1,66 |
1,53 |
103,01 |
1,59 |
OK0116 |
PL0000107587 |
98,51 |
98,63 |
1,66 |
1,53 |
98,57 |
1,59 |
PS0416 |
PL0000106340 |
103,82 |
103,95 |
1,64 |
1,53 |
103,89 |
1,58 |
OK0716 |
PL0000107926 |
97,76 |
97,90 |
1,62 |
1,52 |
97,83 |
1,57 |
IZ0816 |
PL0000103529 |
102,57 |
103,05 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
105,13 |
105,24 |
1,59 |
1,52 |
105,19 |
1,55 |
WZ0117 |
PL0000106936 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,58 |
106,73 |
1,62 |
1,55 |
106,66 |
1,58 |
OK0717 |
PL0000108502 |
96,09 |
96,27 |
1,67 |
1,59 |
96,18 |
1,63 |
DS1017 |
PL0000104543 |
109,13 |
109,33 |
1,70 |
1,63 |
109,23 |
1,67 |
WZ0118 |
PL0000104717 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
106,05 |
106,19 |
1,76 |
1,72 |
106,12 |
1,74 |
PS0718 |
PL0000107595 |
102,28 |
102,48 |
1,80 |
1,74 |
102,38 |
1,77 |
WZ0119 |
PL0000107603 |
99,88 |
99,97 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
105,79 |
105,96 |
1,87 |
1,83 |
105,88 |
1,85 |
DS1019 |
PL0000105441 |
116,13 |
116,36 |
1,85 |
1,80 |
116,25 |
1,83 |
PS0420 |
PL0000108510 |
97,80 |
97,97 |
1,95 |
1,91 |
97,89 |
1,93 |
DS1020 |
PL0000106126 |
117,47 |
117,72 |
1,96 |
1,91 |
117,60 |
1,93 |
WZ0121 |
PL0000106068 |
99,38 |
99,57 |
--- |
--- |
99,48 |
--- |
DS1021 |
PL0000106670 |
122,63 |
123,04 |
2,07 |
2,01 |
122,84 |
2,04 |
WS0922 |
PL0000102646 |
125,08 |
125,42 |
2,13 |
2,08 |
125,25 |
2,10 |
IZ0823 |
PL0000105359 |
112,72 |
113,55 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
114,15 |
114,47 |
2,19 |
2,15 |
114,31 |
2,17 |
WZ0124 |
PL0000107454 |
98,25 |
98,40 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
109,14 |
109,39 |
2,25 |
2,23 |
109,27 |
2,24 |
WS0429 |
PL0000105391 |
140,29 |
141,26 |
2,37 |
2,30 |
140,78 |
2,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,860 |
1,860 |
1,860 |
110 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
40 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,860 |
1,860 |
1,860 |
20 |
TOTAL |
170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.