2015-03-03 |
MARKET DATA |
No 42 (2573) |
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 |
1 110,00 |
1 198,62 |
80 |
995,00 |
1 091,92 |
7 |
2 105,00 |
2 290,54 |
87 |
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 |
100,55 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,34 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,89 |
102,91 |
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 |
103,79 |
103,82 |
103,780 |
103,780 |
103,780 |
103,780 |
103,780 |
50 000 |
54,04 |
2 |
OK0716 |
PL0000107926 |
97,82 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,08 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,60 |
106,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,20 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,17 |
109,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,10 |
106,12 |
106,120 |
106,120 |
106,120 |
106,120 |
106,120 |
5 000 |
5,47 |
1 |
PS0718 |
PL0000107595 |
102,38 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,97 |
105,91 |
106,000 |
106,000 |
105,830 |
105,830 |
105,935 |
225 000 |
242,82 |
14 |
DS1019 |
PL0000105441 |
116,27 |
116,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,15 |
98,01 |
98,180 |
98,190 |
98,000 |
98,000 |
98,113 |
232 500 |
231,11 |
18 |
DS1020 |
PL0000106126 |
117,80 |
117,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,25 |
123,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
126,00 |
125,80 |
126,000 |
126,000 |
125,700 |
125,700 |
125,855 |
75 000 |
96,32 |
6 |
DS1023 |
PL0000107264 |
115,03 |
114,93 |
114,800 |
114,800 |
114,800 |
114,800 |
114,800 |
10 000 |
11,62 |
1 |
DS0725 |
PL0000108197 |
110,13 |
109,85 |
109,970 |
110,160 |
109,830 |
110,020 |
109,934 |
342 500 |
383,33 |
35 |
WS0428 |
PL0000107611 |
105,34 |
105,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
141,68 |
141,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,86 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,00 |
114,01 |
114,010 |
114,010 |
114,010 |
114,010 |
114,010 |
10 000 |
13,28 |
1 |
WZ0117 |
PL0000106936 |
100,19 |
100,18 |
100,180 |
100,180 |
100,180 |
100,180 |
100,180 |
160 000 |
160,64 |
2 |
WZ0118 |
PL0000104717 |
100,08 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,46 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,27 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 110 000 |
1 198,62 |
80 |
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 |
99,44 |
1,73 |
1,45 |
99,39 |
1,58 |
DS1015 |
PL0000103602 |
102,87 |
102,95 |
1,67 |
1,55 |
102,91 |
1,61 |
OK0116 |
PL0000107587 |
98,55 |
98,63 |
1,65 |
1,56 |
98,59 |
1,61 |
PS0416 |
PL0000106340 |
103,77 |
103,87 |
1,63 |
1,54 |
103,82 |
1,58 |
OK0716 |
PL0000107926 |
97,80 |
97,92 |
1,61 |
1,52 |
97,86 |
1,57 |
IZ0816 |
PL0000103529 |
102,66 |
103,18 |
--- |
--- |
102,92 |
--- |
PS1016 |
PL0000106795 |
105,06 |
105,15 |
1,59 |
1,54 |
105,11 |
1,56 |
WZ0117 |
PL0000106936 |
100,17 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,56 |
106,67 |
1,60 |
1,55 |
106,62 |
1,58 |
OK0717 |
PL0000108502 |
96,15 |
96,30 |
1,66 |
1,59 |
96,23 |
1,62 |
DS1017 |
PL0000104543 |
109,11 |
109,31 |
1,69 |
1,62 |
109,21 |
1,65 |
WZ0118 |
PL0000104717 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
106,02 |
106,24 |
1,76 |
1,69 |
106,13 |
1,72 |
PS0718 |
PL0000107595 |
102,34 |
102,56 |
1,78 |
1,71 |
102,45 |
1,75 |
WZ0119 |
PL0000107603 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
105,93 |
106,04 |
1,83 |
1,80 |
105,99 |
1,81 |
DS1019 |
PL0000105441 |
116,20 |
116,42 |
1,82 |
1,78 |
116,31 |
1,80 |
PS0420 |
PL0000108510 |
98,06 |
98,23 |
1,90 |
1,86 |
98,15 |
1,88 |
DS1020 |
PL0000106126 |
117,67 |
117,91 |
1,91 |
1,87 |
117,79 |
1,89 |
WZ0121 |
PL0000106068 |
99,37 |
99,58 |
--- |
--- |
99,48 |
--- |
DS1021 |
PL0000106670 |
123,12 |
123,44 |
1,99 |
1,95 |
123,28 |
1,97 |
WS0922 |
PL0000102646 |
125,74 |
126,09 |
2,04 |
1,99 |
125,92 |
2,01 |
IZ0823 |
PL0000105359 |
113,44 |
114,26 |
--- |
--- |
113,85 |
--- |
DS1023 |
PL0000107264 |
114,85 |
115,19 |
2,10 |
2,06 |
115,02 |
2,08 |
WZ0124 |
PL0000107454 |
98,24 |
98,36 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
109,98 |
110,20 |
2,16 |
2,14 |
110,09 |
2,15 |
WS0429 |
PL0000105391 |
141,25 |
142,04 |
2,30 |
2,24 |
141,65 |
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 |
99,43 |
1,73 |
1,47 |
99,38 |
1,60 |
DS1015 |
PL0000103602 |
102,86 |
102,93 |
1,68 |
1,58 |
102,90 |
1,62 |
OK0116 |
PL0000107587 |
98,55 |
98,63 |
1,65 |
1,56 |
98,59 |
1,61 |
PS0416 |
PL0000106340 |
103,75 |
103,86 |
1,64 |
1,55 |
103,81 |
1,59 |
OK0716 |
PL0000107926 |
97,77 |
97,88 |
1,63 |
1,55 |
97,83 |
1,59 |
IZ0816 |
PL0000103529 |
102,68 |
103,24 |
--- |
--- |
102,96 |
--- |
PS1016 |
PL0000106795 |
105,01 |
105,13 |
1,62 |
1,55 |
105,07 |
1,59 |
WZ0117 |
PL0000106936 |
100,14 |
100,21 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,47 |
106,63 |
1,64 |
1,57 |
106,55 |
1,61 |
OK0717 |
PL0000108502 |
96,16 |
96,27 |
1,65 |
1,60 |
96,22 |
1,62 |
DS1017 |
PL0000104543 |
109,05 |
109,23 |
1,71 |
1,64 |
109,14 |
1,68 |
WZ0118 |
PL0000104717 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
106,06 |
106,18 |
1,75 |
1,71 |
106,12 |
1,73 |
PS0718 |
PL0000107595 |
102,28 |
102,51 |
1,80 |
1,73 |
102,40 |
1,76 |
WZ0119 |
PL0000107603 |
99,85 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,81 |
106,03 |
1,86 |
1,81 |
105,92 |
1,83 |
DS1019 |
PL0000105441 |
116,06 |
116,31 |
1,85 |
1,80 |
116,19 |
1,83 |
PS0420 |
PL0000108510 |
97,92 |
98,10 |
1,93 |
1,89 |
98,01 |
1,91 |
DS1020 |
PL0000106126 |
117,54 |
117,82 |
1,93 |
1,89 |
117,68 |
1,91 |
WZ0121 |
PL0000106068 |
99,39 |
99,55 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
123,00 |
123,35 |
2,01 |
1,96 |
123,18 |
1,99 |
WS0922 |
PL0000102646 |
125,64 |
125,89 |
2,05 |
2,02 |
125,77 |
2,03 |
IZ0823 |
PL0000105359 |
113,73 |
114,65 |
--- |
--- |
114,19 |
--- |
DS1023 |
PL0000107264 |
114,71 |
115,10 |
2,12 |
2,07 |
114,91 |
2,09 |
WZ0124 |
PL0000107454 |
98,23 |
98,35 |
--- |
--- |
98,29 |
--- |
DS0725 |
PL0000108197 |
109,81 |
110,01 |
2,18 |
2,16 |
109,91 |
2,17 |
WS0429 |
PL0000105391 |
140,87 |
141,87 |
2,32 |
2,26 |
141,37 |
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) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,700 |
1,700 |
1,700 |
185 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,680 |
1,750 |
1,748 |
440 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,700 |
1,700 |
1,700 |
200 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,600 |
1,600 |
1,600 |
60 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,650 |
1,650 |
1,650 |
35 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,700 |
1,700 |
1,700 |
75 |
TOTAL |
995 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.