2015-02-27 |
MARKET DATA |
No 40 (2571) |
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 |
1 245,00 |
1 395,36 |
105 |
1 150,00 |
1 313,86 |
11 |
2 395,00 |
2 709,22 |
116 |
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 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,37 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,94 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,59 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,84 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,84 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,15 |
105,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,65 |
106,66 |
106,660 |
106,660 |
106,660 |
106,660 |
106,660 |
10 000 |
11,07 |
1 |
OK0717 |
PL0000108502 |
96,27 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,21 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,20 |
106,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,48 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,10 |
105,65 |
106,100 |
106,100 |
105,950 |
106,050 |
105,996 |
270 000 |
291,50 |
20 |
DS1019 |
PL0000105441 |
116,40 |
116,01 |
116,320 |
116,380 |
116,200 |
116,380 |
116,331 |
115 000 |
136,02 |
8 |
PS0420 |
PL0000108510 |
98,21 |
97,65 |
98,170 |
98,280 |
98,070 |
98,100 |
98,150 |
155 000 |
154,12 |
12 |
DS1020 |
PL0000106126 |
117,90 |
117,80 |
117,800 |
117,920 |
117,800 |
117,880 |
117,886 |
55 000 |
65,86 |
5 |
DS1021 |
PL0000106670 |
123,37 |
122,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
126,20 |
125,85 |
126,200 |
126,200 |
125,850 |
125,920 |
125,952 |
70 000 |
89,94 |
8 |
DS1023 |
PL0000107264 |
115,25 |
105,15 |
115,150 |
115,350 |
115,000 |
115,120 |
115,135 |
120 000 |
139,86 |
11 |
DS0725 |
PL0000108197 |
110,35 |
110,10 |
110,290 |
110,390 |
109,890 |
110,100 |
110,255 |
310 000 |
347,89 |
28 |
WS0428 |
PL0000107611 |
105,53 |
94,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
141,85 |
141,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
138,00 |
148,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,84 |
102,80 |
102,700 |
102,700 |
102,700 |
102,700 |
102,700 |
10 000 |
13,26 |
1 |
IZ0823 |
PL0000105359 |
113,40 |
113,40 |
113,350 |
113,400 |
113,300 |
113,400 |
113,339 |
50 000 |
65,99 |
6 |
WZ0117 |
PL0000106936 |
100,16 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,09 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
5 000 |
5,02 |
1 |
WZ0119 |
PL0000107603 |
99,92 |
99,90 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
60 000 |
60,06 |
3 |
WZ0121 |
PL0000106068 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,27 |
98,32 |
98,250 |
98,250 |
98,250 |
98,250 |
98,250 |
15 000 |
14,77 |
1 |
TOTAL |
1 245 000 |
1 395,36 |
105 |
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 |
99,35 |
99,43 |
1,66 |
1,45 |
99,39 |
1,56 |
DS1015 |
PL0000103602 |
102,93 |
103,01 |
1,62 |
1,50 |
102,97 |
1,56 |
OK0116 |
PL0000107587 |
98,56 |
98,65 |
1,63 |
1,53 |
98,61 |
1,57 |
PS0416 |
PL0000106340 |
103,81 |
103,92 |
1,61 |
1,51 |
103,87 |
1,56 |
OK0716 |
PL0000107926 |
97,81 |
97,91 |
1,60 |
1,52 |
97,86 |
1,56 |
IZ0816 |
PL0000103529 |
102,70 |
103,18 |
--- |
--- |
102,94 |
--- |
PS1016 |
PL0000106795 |
105,11 |
105,22 |
1,57 |
1,51 |
105,17 |
1,54 |
WZ0117 |
PL0000106936 |
100,08 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,58 |
106,74 |
1,60 |
1,53 |
106,66 |
1,56 |
OK0717 |
PL0000108502 |
96,16 |
96,36 |
1,65 |
1,56 |
96,26 |
1,60 |
DS1017 |
PL0000104543 |
109,17 |
109,35 |
1,67 |
1,61 |
109,26 |
1,64 |
WZ0118 |
PL0000104717 |
100,03 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
106,09 |
106,29 |
1,74 |
1,68 |
106,19 |
1,71 |
PS0718 |
PL0000107595 |
102,41 |
102,64 |
1,76 |
1,69 |
102,53 |
1,72 |
WZ0119 |
PL0000107603 |
99,84 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,99 |
106,21 |
1,82 |
1,77 |
106,10 |
1,79 |
DS1019 |
PL0000105441 |
116,22 |
116,48 |
1,82 |
1,77 |
116,35 |
1,80 |
PS0420 |
PL0000108510 |
98,05 |
98,26 |
1,90 |
1,86 |
98,16 |
1,88 |
DS1020 |
PL0000106126 |
117,69 |
117,98 |
1,91 |
1,86 |
117,84 |
1,89 |
WZ0121 |
PL0000106068 |
99,34 |
99,67 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
123,19 |
123,55 |
1,99 |
1,94 |
123,37 |
1,96 |
WS0922 |
PL0000102646 |
125,85 |
126,23 |
2,02 |
1,98 |
126,04 |
2,00 |
IZ0823 |
PL0000105359 |
113,17 |
114,13 |
--- |
--- |
113,65 |
--- |
DS1023 |
PL0000107264 |
115,03 |
115,35 |
2,08 |
2,04 |
115,19 |
2,06 |
WZ0124 |
PL0000107454 |
98,21 |
98,36 |
--- |
--- |
98,29 |
--- |
DS0725 |
PL0000108197 |
110,10 |
110,37 |
2,15 |
2,12 |
110,24 |
2,14 |
WS0429 |
PL0000105391 |
141,15 |
142,45 |
2,30 |
2,22 |
141,80 |
2,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,35 |
99,44 |
1,66 |
1,43 |
99,40 |
1,53 |
DS1015 |
PL0000103602 |
102,92 |
103,00 |
1,63 |
1,51 |
102,96 |
1,57 |
OK0116 |
PL0000107587 |
98,55 |
98,63 |
1,64 |
1,55 |
98,59 |
1,60 |
PS0416 |
PL0000106340 |
103,79 |
103,89 |
1,62 |
1,54 |
103,84 |
1,58 |
OK0716 |
PL0000107926 |
97,78 |
97,89 |
1,62 |
1,54 |
97,84 |
1,58 |
IZ0816 |
PL0000103529 |
102,53 |
103,18 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
105,07 |
105,18 |
1,60 |
1,53 |
105,13 |
1,56 |
WZ0117 |
PL0000106936 |
100,14 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,53 |
106,69 |
1,62 |
1,55 |
106,61 |
1,59 |
OK0717 |
PL0000108502 |
96,14 |
96,29 |
1,66 |
1,59 |
96,22 |
1,62 |
DS1017 |
PL0000104543 |
109,12 |
109,30 |
1,69 |
1,63 |
109,21 |
1,66 |
WZ0118 |
PL0000104717 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
106,01 |
106,22 |
1,77 |
1,70 |
106,12 |
1,73 |
PS0718 |
PL0000107595 |
102,33 |
102,56 |
1,78 |
1,71 |
102,45 |
1,75 |
WZ0119 |
PL0000107603 |
99,86 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
105,93 |
106,09 |
1,83 |
1,79 |
106,01 |
1,81 |
DS1019 |
PL0000105441 |
116,17 |
116,35 |
1,83 |
1,80 |
116,26 |
1,82 |
PS0420 |
PL0000108510 |
98,04 |
98,21 |
1,90 |
1,87 |
98,13 |
1,88 |
DS1020 |
PL0000106126 |
117,66 |
117,91 |
1,92 |
1,87 |
117,79 |
1,89 |
WZ0121 |
PL0000106068 |
99,35 |
99,54 |
--- |
--- |
99,45 |
--- |
DS1021 |
PL0000106670 |
123,06 |
123,43 |
2,01 |
1,95 |
123,25 |
1,98 |
WS0922 |
PL0000102646 |
125,71 |
126,01 |
2,04 |
2,00 |
125,86 |
2,02 |
IZ0823 |
PL0000105359 |
112,87 |
113,68 |
--- |
--- |
113,28 |
--- |
DS1023 |
PL0000107264 |
114,78 |
115,17 |
2,11 |
2,06 |
114,98 |
2,09 |
WZ0124 |
PL0000107454 |
98,22 |
98,37 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
109,91 |
110,16 |
2,17 |
2,15 |
110,04 |
2,16 |
WS0429 |
PL0000105391 |
140,87 |
141,90 |
2,32 |
2,25 |
141,39 |
2,29 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,830 |
1,830 |
1,830 |
160 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,830 |
1,830 |
1,830 |
40 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,880 |
1,880 |
1,880 |
90 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,910 |
1,910 |
1,910 |
130 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,650 |
1,650 |
1,650 |
80 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,750 |
1,750 |
1,750 |
145 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,780 |
1,780 |
1,780 |
70 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,750 |
1,770 |
1,767 |
400 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,750 |
1,750 |
1,750 |
35 |
TOTAL |
1 150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.