2015-02-25 |
MARKET DATA |
No 38 (2569) |
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 |
1 227,50 |
1 377,20 |
89 |
810,00 |
907,81 |
18 |
2 037,50 |
2 285,01 |
107 |
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 |
100,60 |
100,600 |
100,600 |
100,600 |
100,600 |
100,600 |
30 000 |
31,57 |
1 |
OK0715 |
PL0000107405 |
99,35 |
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 |
98,58 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,89 |
103,88 |
103,880 |
103,880 |
103,880 |
103,880 |
103,880 |
22 500 |
24,32 |
1 |
OK0716 |
PL0000107926 |
97,85 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,22 |
105,20 |
105,220 |
105,220 |
105,220 |
105,220 |
105,220 |
25 000 |
26,71 |
1 |
PS0417 |
PL0000107058 |
106,68 |
106,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,21 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,28 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,23 |
106,20 |
106,210 |
106,210 |
106,210 |
106,210 |
106,210 |
15 000 |
16,41 |
1 |
PS0718 |
PL0000107595 |
102,49 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
116,86 |
105,93 |
106,010 |
106,070 |
105,930 |
106,070 |
106,032 |
332 500 |
358,98 |
24 |
DS1019 |
PL0000105441 |
116,38 |
116,23 |
116,380 |
116,380 |
116,230 |
116,280 |
116,282 |
445 000 |
525,84 |
25 |
PS0420 |
PL0000108510 |
98,12 |
98,03 |
98,170 |
98,170 |
97,950 |
98,100 |
98,044 |
135 000 |
134,07 |
12 |
DS1020 |
PL0000106126 |
117,77 |
117,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,19 |
123,17 |
123,200 |
123,230 |
123,200 |
123,230 |
123,210 |
15 000 |
18,78 |
2 |
WS0922 |
PL0000102646 |
125,80 |
125,65 |
125,750 |
125,770 |
125,750 |
125,770 |
125,766 |
35 000 |
44,88 |
4 |
DS1023 |
PL0000107264 |
114,85 |
114,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
110,00 |
109,65 |
109,860 |
110,000 |
109,590 |
109,900 |
109,807 |
130 000 |
145,26 |
14 |
WS0428 |
PL0000107611 |
105,34 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
141,53 |
141,51 |
141,510 |
141,510 |
141,510 |
141,510 |
141,510 |
10 000 |
14,64 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,80 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,55 |
113,50 |
113,550 |
113,550 |
113,550 |
113,550 |
113,550 |
10 000 |
13,22 |
1 |
WZ0117 |
PL0000106936 |
100,17 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,95 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
22 500 |
22,52 |
2 |
WZ0121 |
PL0000106068 |
99,40 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,31 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 227 500 |
1 377,20 |
89 |
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 |
99,33 |
99,42 |
1,66 |
1,44 |
99,38 |
1,54 |
DS1015 |
PL0000103602 |
102,98 |
103,06 |
1,62 |
1,50 |
103,02 |
1,56 |
OK0116 |
PL0000107587 |
98,55 |
98,63 |
1,62 |
1,53 |
98,59 |
1,58 |
PS0416 |
PL0000106340 |
103,87 |
103,97 |
1,59 |
1,50 |
103,92 |
1,54 |
OK0716 |
PL0000107926 |
97,83 |
97,95 |
1,57 |
1,48 |
97,89 |
1,53 |
IZ0816 |
PL0000103529 |
102,55 |
103,08 |
--- |
--- |
102,82 |
--- |
PS1016 |
PL0000106795 |
105,19 |
105,32 |
1,55 |
1,47 |
105,26 |
1,51 |
WZ0117 |
PL0000106936 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,65 |
106,81 |
1,58 |
1,51 |
106,73 |
1,55 |
OK0717 |
PL0000108502 |
96,19 |
96,38 |
1,63 |
1,54 |
96,29 |
1,58 |
DS1017 |
PL0000104543 |
109,26 |
109,45 |
1,65 |
1,59 |
109,36 |
1,62 |
WZ0118 |
PL0000104717 |
100,06 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
106,18 |
106,30 |
1,72 |
1,68 |
106,24 |
1,70 |
PS0718 |
PL0000107595 |
102,46 |
102,65 |
1,75 |
1,69 |
102,56 |
1,72 |
WZ0119 |
PL0000107603 |
99,87 |
100,00 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,97 |
106,17 |
1,82 |
1,78 |
106,07 |
1,80 |
DS1019 |
PL0000105441 |
116,28 |
116,58 |
1,82 |
1,76 |
116,43 |
1,79 |
PS0420 |
PL0000108510 |
98,02 |
98,23 |
1,90 |
1,86 |
98,13 |
1,88 |
DS1020 |
PL0000106126 |
117,74 |
118,03 |
1,91 |
1,86 |
117,89 |
1,88 |
WZ0121 |
PL0000106068 |
99,38 |
99,58 |
--- |
--- |
99,48 |
--- |
DS1021 |
PL0000106670 |
123,08 |
123,45 |
2,01 |
1,96 |
123,27 |
1,98 |
WS0922 |
PL0000102646 |
125,66 |
125,95 |
2,05 |
2,02 |
125,81 |
2,03 |
IZ0823 |
PL0000105359 |
112,98 |
113,76 |
--- |
--- |
113,37 |
--- |
DS1023 |
PL0000107264 |
114,75 |
115,05 |
2,11 |
2,08 |
114,90 |
2,10 |
WZ0124 |
PL0000107454 |
98,26 |
98,41 |
--- |
--- |
98,34 |
--- |
DS0725 |
PL0000108197 |
109,75 |
110,05 |
2,19 |
2,16 |
109,90 |
2,17 |
WS0429 |
PL0000105391 |
141,21 |
142,25 |
2,30 |
2,23 |
141,73 |
2,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,33 |
99,41 |
1,66 |
1,46 |
99,37 |
1,56 |
DS1015 |
PL0000103602 |
102,97 |
103,05 |
1,63 |
1,51 |
103,01 |
1,57 |
OK0116 |
PL0000107587 |
98,53 |
98,61 |
1,64 |
1,55 |
98,57 |
1,60 |
PS0416 |
PL0000106340 |
103,82 |
103,91 |
1,63 |
1,55 |
103,87 |
1,59 |
OK0716 |
PL0000107926 |
97,78 |
97,89 |
1,61 |
1,53 |
97,84 |
1,56 |
IZ0816 |
PL0000103529 |
102,60 |
103,06 |
--- |
--- |
102,83 |
--- |
PS1016 |
PL0000106795 |
105,11 |
105,24 |
1,59 |
1,52 |
105,18 |
1,55 |
WZ0117 |
PL0000106936 |
100,15 |
100,24 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,62 |
106,75 |
1,60 |
1,54 |
106,69 |
1,57 |
OK0717 |
PL0000108502 |
96,11 |
96,32 |
1,66 |
1,57 |
96,22 |
1,61 |
DS1017 |
PL0000104543 |
109,17 |
109,34 |
1,69 |
1,63 |
109,26 |
1,65 |
WZ0118 |
PL0000104717 |
100,06 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
106,10 |
106,28 |
1,74 |
1,69 |
106,19 |
1,72 |
PS0718 |
PL0000107595 |
102,35 |
102,59 |
1,78 |
1,71 |
102,47 |
1,74 |
WZ0119 |
PL0000107603 |
99,88 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,94 |
106,14 |
1,83 |
1,79 |
106,04 |
1,81 |
DS1019 |
PL0000105441 |
116,18 |
116,47 |
1,84 |
1,78 |
116,33 |
1,81 |
PS0420 |
PL0000108510 |
98,00 |
98,15 |
1,91 |
1,88 |
98,08 |
1,89 |
DS1020 |
PL0000106126 |
117,66 |
117,93 |
1,92 |
1,88 |
117,80 |
1,90 |
WZ0121 |
PL0000106068 |
99,37 |
99,57 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
123,05 |
123,30 |
2,01 |
1,98 |
123,18 |
1,99 |
WS0922 |
PL0000102646 |
125,67 |
125,92 |
2,05 |
2,02 |
125,80 |
2,03 |
IZ0823 |
PL0000105359 |
112,97 |
113,73 |
--- |
--- |
113,35 |
--- |
DS1023 |
PL0000107264 |
114,73 |
115,01 |
2,12 |
2,08 |
114,87 |
2,10 |
WZ0124 |
PL0000107454 |
98,24 |
98,37 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
109,81 |
110,03 |
2,18 |
2,16 |
109,92 |
2,17 |
WS0429 |
PL0000105391 |
141,19 |
141,93 |
2,30 |
2,25 |
141,56 |
2,28 |
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 |
10 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,700 |
1,700 |
1,700 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,940 |
1,940 |
1,940 |
40 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,940 |
1,940 |
1,940 |
35 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,700 |
1,800 |
1,789 |
90 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,940 |
1,940 |
1,940 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,940 |
1,940 |
1,940 |
65 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,940 |
1,940 |
1,940 |
60 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,750 |
1,750 |
1,750 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,920 |
1,920 |
1,920 |
70 |
PS0415 |
PL0000105953 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
90 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,870 |
1,870 |
1,870 |
60 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,880 |
1,880 |
1,880 |
85 |
TOTAL |
810 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.