2015-03-02 |
MARKET DATA |
No 41 (2572) |
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 |
485,00 |
559,04 |
40 |
1 055,00 |
1 233,82 |
14 |
1 540,00 |
1 792,86 |
54 |
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 |
100,57 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,35 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,93 |
102,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,58 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,80 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,82 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,10 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,63 |
106,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,21 |
96,24 |
96,210 |
96,210 |
96,200 |
96,200 |
96,202 |
55 000 |
52,91 |
3 |
DS1017 |
PL0000104543 |
109,24 |
109,25 |
109,300 |
109,300 |
109,300 |
109,300 |
109,300 |
20 000 |
22,23 |
1 |
PS0418 |
PL0000107314 |
106,16 |
106,17 |
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 |
106,07 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
116,38 |
116,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,20 |
98,18 |
98,100 |
98,100 |
98,100 |
98,100 |
98,100 |
10 000 |
9,94 |
1 |
DS1020 |
PL0000106126 |
117,86 |
117,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,45 |
123,39 |
123,450 |
123,450 |
123,440 |
123,440 |
123,443 |
35 000 |
43,92 |
2 |
WS0922 |
PL0000102646 |
126,15 |
125,90 |
126,100 |
126,150 |
125,850 |
125,850 |
126,083 |
90 000 |
115,77 |
9 |
DS1023 |
PL0000107264 |
115,30 |
115,15 |
115,300 |
115,300 |
115,120 |
115,120 |
115,267 |
55 000 |
64,18 |
5 |
DS0725 |
PL0000108197 |
110,33 |
110,08 |
110,300 |
110,330 |
110,160 |
110,160 |
110,293 |
130 000 |
145,95 |
10 |
WS0428 |
PL0000107611 |
105,64 |
106,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
141,89 |
141,99 |
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 |
102,80 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,70 |
113,40 |
113,400 |
113,770 |
113,400 |
113,770 |
113,664 |
45 000 |
59,56 |
5 |
WZ0117 |
PL0000106936 |
100,19 |
100,24 |
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 |
99,88 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,49 |
99,54 |
99,470 |
99,470 |
99,470 |
99,470 |
99,470 |
20 000 |
19,94 |
2 |
WZ0124 |
PL0000107454 |
98,30 |
98,33 |
98,330 |
98,330 |
98,330 |
98,330 |
98,330 |
25 000 |
24,64 |
2 |
TOTAL |
485 000 |
559,04 |
40 |
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 |
99,43 |
1,72 |
1,46 |
99,38 |
1,59 |
DS1015 |
PL0000103602 |
102,90 |
102,98 |
1,64 |
1,52 |
102,94 |
1,58 |
OK0116 |
PL0000107587 |
98,54 |
98,63 |
1,66 |
1,55 |
98,59 |
1,60 |
PS0416 |
PL0000106340 |
103,78 |
103,88 |
1,63 |
1,54 |
103,83 |
1,58 |
OK0716 |
PL0000107926 |
97,80 |
97,91 |
1,61 |
1,53 |
97,86 |
1,56 |
IZ0816 |
PL0000103529 |
102,60 |
103,18 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
105,08 |
105,18 |
1,59 |
1,53 |
105,13 |
1,56 |
WZ0117 |
PL0000106936 |
100,11 |
100,29 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,58 |
106,70 |
1,60 |
1,54 |
106,64 |
1,57 |
OK0717 |
PL0000108502 |
96,16 |
96,32 |
1,65 |
1,58 |
96,24 |
1,61 |
DS1017 |
PL0000104543 |
109,15 |
109,35 |
1,68 |
1,60 |
109,25 |
1,64 |
WZ0118 |
PL0000104717 |
100,04 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,13 |
106,29 |
1,73 |
1,68 |
106,21 |
1,70 |
PS0718 |
PL0000107595 |
102,44 |
102,63 |
1,75 |
1,69 |
102,54 |
1,72 |
WZ0119 |
PL0000107603 |
99,85 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,97 |
106,17 |
1,82 |
1,77 |
106,07 |
1,80 |
DS1019 |
PL0000105441 |
116,29 |
116,54 |
1,81 |
1,76 |
116,42 |
1,78 |
PS0420 |
PL0000108510 |
98,11 |
98,32 |
1,89 |
1,84 |
98,22 |
1,86 |
DS1020 |
PL0000106126 |
117,77 |
118,03 |
1,90 |
1,85 |
117,90 |
1,87 |
WZ0121 |
PL0000106068 |
99,34 |
99,61 |
--- |
--- |
99,48 |
--- |
DS1021 |
PL0000106670 |
123,20 |
123,57 |
1,98 |
1,93 |
123,39 |
1,96 |
WS0922 |
PL0000102646 |
125,83 |
126,19 |
2,03 |
1,98 |
126,01 |
2,00 |
IZ0823 |
PL0000105359 |
113,04 |
113,97 |
--- |
--- |
113,51 |
--- |
DS1023 |
PL0000107264 |
114,95 |
115,30 |
2,09 |
2,05 |
115,13 |
2,07 |
WZ0124 |
PL0000107454 |
98,21 |
98,40 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
110,05 |
110,33 |
2,16 |
2,13 |
110,19 |
2,14 |
WS0429 |
PL0000105391 |
141,34 |
142,36 |
2,29 |
2,22 |
141,85 |
2,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,34 |
99,43 |
1,70 |
1,46 |
99,39 |
1,57 |
DS1015 |
PL0000103602 |
102,88 |
102,97 |
1,67 |
1,54 |
102,93 |
1,60 |
OK0116 |
PL0000107587 |
98,55 |
98,63 |
1,65 |
1,55 |
98,59 |
1,60 |
PS0416 |
PL0000106340 |
103,78 |
103,88 |
1,63 |
1,54 |
103,83 |
1,58 |
OK0716 |
PL0000107926 |
97,80 |
97,91 |
1,61 |
1,53 |
97,86 |
1,56 |
IZ0816 |
PL0000103529 |
102,68 |
103,12 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
105,06 |
105,17 |
1,60 |
1,53 |
105,12 |
1,56 |
WZ0117 |
PL0000106936 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,54 |
106,68 |
1,62 |
1,55 |
106,61 |
1,58 |
OK0717 |
PL0000108502 |
96,17 |
96,28 |
1,64 |
1,60 |
96,23 |
1,62 |
DS1017 |
PL0000104543 |
109,13 |
109,30 |
1,68 |
1,62 |
109,22 |
1,65 |
WZ0118 |
PL0000104717 |
100,08 |
100,17 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,12 |
106,26 |
1,73 |
1,69 |
106,19 |
1,71 |
PS0718 |
PL0000107595 |
102,34 |
102,57 |
1,78 |
1,71 |
102,46 |
1,74 |
WZ0119 |
PL0000107603 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,92 |
106,10 |
1,83 |
1,79 |
106,01 |
1,81 |
DS1019 |
PL0000105441 |
116,19 |
116,45 |
1,83 |
1,77 |
116,32 |
1,80 |
PS0420 |
PL0000108510 |
98,06 |
98,27 |
1,90 |
1,85 |
98,17 |
1,87 |
DS1020 |
PL0000106126 |
117,69 |
117,96 |
1,91 |
1,86 |
117,83 |
1,89 |
WZ0121 |
PL0000106068 |
99,42 |
99,57 |
--- |
--- |
99,50 |
--- |
DS1021 |
PL0000106670 |
123,15 |
123,52 |
1,99 |
1,94 |
123,34 |
1,96 |
WS0922 |
PL0000102646 |
125,80 |
126,16 |
2,03 |
1,98 |
125,98 |
2,01 |
IZ0823 |
PL0000105359 |
113,45 |
114,29 |
--- |
--- |
113,87 |
--- |
DS1023 |
PL0000107264 |
114,94 |
115,27 |
2,09 |
2,05 |
115,11 |
2,07 |
WZ0124 |
PL0000107454 |
98,24 |
98,36 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
109,96 |
110,24 |
2,17 |
2,14 |
110,10 |
2,15 |
WS0429 |
PL0000105391 |
141,34 |
142,35 |
2,29 |
2,22 |
141,85 |
2,26 |
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 |
1,730 |
1,730 |
1,730 |
110 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,680 |
1,680 |
1,680 |
30 |
PS0416 |
PL0000106340 |
0/1 |
1 |
1,730 |
1,730 |
1,730 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,730 |
1,730 |
1,730 |
50 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
60 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,680 |
1,680 |
1,680 |
130 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,730 |
1,730 |
1,730 |
295 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,730 |
1,730 |
1,730 |
35 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,750 |
1,750 |
1,750 |
35 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,680 |
1,750 |
1,736 |
250 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,600 |
1,600 |
1,600 |
50 |
TOTAL |
1 055 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.