2015-02-26 |
MARKET DATA |
No 39 (2570) |
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 |
1 415,00 |
1 588,08 |
94 |
1 105,00 |
1 261,03 |
17 |
2 520,00 |
2 849,11 |
111 |
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 |
100,62 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,38 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,98 |
103,01 |
102,980 |
102,980 |
102,980 |
102,980 |
102,980 |
50 000 |
52,59 |
1 |
OK0116 |
PL0000107587 |
98,60 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,86 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,86 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,19 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,68 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,28 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,32 |
109,28 |
109,280 |
109,290 |
109,280 |
109,290 |
109,289 |
50 000 |
55,57 |
3 |
PS0418 |
PL0000107314 |
106,27 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,58 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,22 |
106,10 |
106,220 |
106,220 |
106,040 |
106,210 |
106,178 |
562 500 |
608,27 |
32 |
DS1019 |
PL0000105441 |
116,53 |
116,42 |
116,500 |
116,510 |
116,420 |
116,420 |
116,499 |
95 000 |
112,51 |
4 |
PS0420 |
PL0000108510 |
98,33 |
98,22 |
98,350 |
98,350 |
98,260 |
98,300 |
98,296 |
70 000 |
69,70 |
5 |
DS1020 |
PL0000106126 |
118,02 |
117,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,73 |
123,53 |
123,600 |
123,730 |
123,530 |
123,530 |
123,655 |
147 500 |
185,36 |
9 |
WS0922 |
PL0000102646 |
126,35 |
126,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
115,50 |
115,26 |
115,350 |
115,400 |
115,350 |
115,370 |
115,386 |
95 000 |
110,95 |
8 |
DS0725 |
PL0000108197 |
110,60 |
110,20 |
110,210 |
110,650 |
110,160 |
110,530 |
110,487 |
330 000 |
371,07 |
30 |
WS0428 |
PL0000107611 |
105,97 |
106,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
142,46 |
141,99 |
142,450 |
142,450 |
141,990 |
141,990 |
142,143 |
15 000 |
22,06 |
2 |
WS0437 |
PL0000104857 |
0,00 |
147,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,84 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,71 |
113,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,24 |
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 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,41 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,27 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 415 000 |
1 588,08 |
94 |
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 |
1,70 |
1,47 |
99,38 |
1,57 |
DS1015 |
PL0000103602 |
102,94 |
103,03 |
1,62 |
1,49 |
102,99 |
1,55 |
OK0116 |
PL0000107587 |
98,56 |
98,65 |
1,63 |
1,52 |
98,61 |
1,57 |
PS0416 |
PL0000106340 |
103,83 |
103,93 |
1,60 |
1,51 |
103,88 |
1,56 |
OK0716 |
PL0000107926 |
97,83 |
97,95 |
1,58 |
1,49 |
97,89 |
1,53 |
IZ0816 |
PL0000103529 |
102,63 |
103,13 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
105,13 |
105,26 |
1,57 |
1,49 |
105,20 |
1,53 |
WZ0117 |
PL0000106936 |
100,09 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,63 |
106,78 |
1,58 |
1,51 |
106,71 |
1,55 |
OK0717 |
PL0000108502 |
96,20 |
96,41 |
1,63 |
1,54 |
96,31 |
1,58 |
DS1017 |
PL0000104543 |
109,21 |
109,37 |
1,66 |
1,60 |
109,29 |
1,63 |
WZ0118 |
PL0000104717 |
100,08 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,15 |
106,33 |
1,72 |
1,67 |
106,24 |
1,69 |
PS0718 |
PL0000107595 |
102,43 |
102,65 |
1,75 |
1,69 |
102,54 |
1,72 |
WZ0119 |
PL0000107603 |
99,87 |
100,00 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
106,02 |
106,26 |
1,81 |
1,76 |
106,14 |
1,78 |
DS1019 |
PL0000105441 |
116,30 |
116,52 |
1,81 |
1,76 |
116,41 |
1,79 |
PS0420 |
PL0000108510 |
98,09 |
98,34 |
1,89 |
1,84 |
98,22 |
1,86 |
DS1020 |
PL0000106126 |
117,76 |
118,06 |
1,90 |
1,85 |
117,91 |
1,88 |
WZ0121 |
PL0000106068 |
99,35 |
99,67 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
123,32 |
123,69 |
1,97 |
1,92 |
123,51 |
1,94 |
WS0922 |
PL0000102646 |
125,91 |
126,33 |
2,02 |
1,97 |
126,12 |
1,99 |
IZ0823 |
PL0000105359 |
113,16 |
114,01 |
--- |
--- |
113,59 |
--- |
DS1023 |
PL0000107264 |
114,91 |
115,33 |
2,09 |
2,05 |
115,12 |
2,07 |
WZ0124 |
PL0000107454 |
98,22 |
98,40 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
110,00 |
110,30 |
2,16 |
2,13 |
110,15 |
2,15 |
WS0429 |
PL0000105391 |
141,35 |
142,38 |
2,29 |
2,22 |
141,87 |
2,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,36 |
99,43 |
1,62 |
1,44 |
99,40 |
1,52 |
DS1015 |
PL0000103602 |
102,95 |
103,03 |
1,60 |
1,49 |
102,99 |
1,55 |
OK0116 |
PL0000107587 |
98,57 |
98,66 |
1,61 |
1,51 |
98,62 |
1,56 |
PS0416 |
PL0000106340 |
103,83 |
103,95 |
1,60 |
1,50 |
103,89 |
1,55 |
OK0716 |
PL0000107926 |
97,82 |
97,92 |
1,59 |
1,51 |
97,87 |
1,55 |
IZ0816 |
PL0000103529 |
102,66 |
103,20 |
--- |
--- |
102,93 |
--- |
PS1016 |
PL0000106795 |
105,13 |
105,27 |
1,57 |
1,48 |
105,20 |
1,53 |
WZ0117 |
PL0000106936 |
100,13 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,63 |
106,75 |
1,58 |
1,53 |
106,69 |
1,55 |
OK0717 |
PL0000108502 |
96,19 |
96,39 |
1,63 |
1,54 |
96,29 |
1,59 |
DS1017 |
PL0000104543 |
109,20 |
109,40 |
1,67 |
1,59 |
109,30 |
1,63 |
WZ0118 |
PL0000104717 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,15 |
106,33 |
1,72 |
1,67 |
106,24 |
1,69 |
PS0718 |
PL0000107595 |
102,45 |
102,71 |
1,75 |
1,67 |
102,58 |
1,71 |
WZ0119 |
PL0000107603 |
99,87 |
100,00 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
106,11 |
106,29 |
1,79 |
1,75 |
106,20 |
1,77 |
DS1019 |
PL0000105441 |
116,34 |
116,64 |
1,80 |
1,74 |
116,49 |
1,77 |
PS0420 |
PL0000108510 |
98,18 |
98,39 |
1,87 |
1,83 |
98,29 |
1,85 |
DS1020 |
PL0000106126 |
117,82 |
118,09 |
1,89 |
1,84 |
117,96 |
1,87 |
WZ0121 |
PL0000106068 |
99,34 |
99,70 |
--- |
--- |
99,52 |
--- |
DS1021 |
PL0000106670 |
123,44 |
123,86 |
1,95 |
1,89 |
123,65 |
1,92 |
WS0922 |
PL0000102646 |
126,07 |
126,48 |
2,00 |
1,95 |
126,28 |
1,97 |
IZ0823 |
PL0000105359 |
113,32 |
114,24 |
--- |
--- |
113,78 |
--- |
DS1023 |
PL0000107264 |
115,26 |
115,58 |
2,05 |
2,02 |
115,42 |
2,03 |
WZ0124 |
PL0000107454 |
98,23 |
98,38 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
110,33 |
110,68 |
2,13 |
2,09 |
110,51 |
2,11 |
WS0429 |
PL0000105391 |
141,70 |
142,80 |
2,27 |
2,20 |
142,25 |
2,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,940 |
1,940 |
1,940 |
55 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
145 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
60 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
115 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
40 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,940 |
1,940 |
1,940 |
90 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,880 |
1,880 |
1,880 |
170 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,780 |
1,780 |
1,780 |
140 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,780 |
1,780 |
1,780 |
30 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,880 |
1,880 |
1,880 |
50 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,850 |
1,850 |
1,850 |
170 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,800 |
1,800 |
1,800 |
40 |
TOTAL |
1 105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.