2015-03-04 |
MARKET DATA |
No 43 (2574) |
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 |
3 150,00 |
3 399,21 |
175 |
755,00 |
802,32 |
10 |
3 905,00 |
4 201,53 |
185 |
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 |
100,51 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,41 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,94 |
102,90 |
102,940 |
102,940 |
102,920 |
102,920 |
102,937 |
615 000 |
647,07 |
12 |
OK0116 |
PL0000107587 |
98,64 |
98,56 |
98,560 |
98,640 |
98,560 |
98,620 |
98,622 |
450 000 |
443,80 |
10 |
PS0416 |
PL0000106340 |
103,85 |
103,78 |
103,830 |
103,830 |
103,830 |
103,830 |
103,830 |
10 000 |
10,81 |
1 |
OK0716 |
PL0000107926 |
97,88 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,16 |
105,04 |
105,070 |
105,220 |
105,070 |
105,100 |
105,181 |
210 000 |
224,49 |
6 |
PS0417 |
PL0000107058 |
106,65 |
106,50 |
106,530 |
106,530 |
106,500 |
106,500 |
106,518 |
130 000 |
143,80 |
3 |
OK0717 |
PL0000108502 |
96,30 |
96,18 |
96,120 |
96,260 |
96,120 |
96,210 |
96,230 |
65 000 |
62,55 |
4 |
DS1017 |
PL0000104543 |
109,24 |
109,07 |
109,190 |
109,210 |
109,050 |
109,170 |
109,148 |
212 500 |
235,97 |
9 |
PS0418 |
PL0000107314 |
106,13 |
105,55 |
106,070 |
106,070 |
106,000 |
106,000 |
106,035 |
50 000 |
54,64 |
2 |
PS0718 |
PL0000107595 |
102,45 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,00 |
105,05 |
105,850 |
105,900 |
105,550 |
105,550 |
105,768 |
140 000 |
150,87 |
11 |
DS1019 |
PL0000105441 |
116,23 |
115,20 |
115,990 |
115,990 |
115,770 |
115,770 |
115,935 |
40 000 |
47,17 |
2 |
PS0420 |
PL0000108510 |
98,10 |
97,05 |
97,800 |
98,050 |
97,660 |
97,660 |
97,851 |
125 000 |
123,93 |
9 |
DS1020 |
PL0000106126 |
117,74 |
116,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,05 |
122,58 |
123,000 |
123,050 |
122,500 |
122,500 |
122,862 |
220 000 |
274,87 |
19 |
WS0922 |
PL0000102646 |
125,65 |
125,10 |
125,450 |
125,450 |
125,070 |
125,070 |
125,345 |
75 000 |
95,95 |
8 |
DS1023 |
PL0000107264 |
114,96 |
114,16 |
114,700 |
114,900 |
114,240 |
114,240 |
114,568 |
67 500 |
78,31 |
7 |
DS0725 |
PL0000108197 |
109,90 |
109,00 |
109,750 |
109,980 |
108,870 |
109,100 |
109,563 |
560 000 |
624,72 |
59 |
WS0428 |
PL0000107611 |
105,00 |
104,64 |
104,790 |
104,790 |
104,790 |
104,790 |
104,790 |
5 000 |
5,36 |
1 |
WS0429 |
PL0000105391 |
141,21 |
140,07 |
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 |
102,95 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,20 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
99,93 |
100,000 |
100,020 |
99,990 |
100,000 |
100,003 |
110 000 |
110,25 |
7 |
WZ0121 |
PL0000106068 |
99,50 |
99,47 |
99,470 |
99,500 |
99,470 |
99,500 |
99,481 |
50 000 |
49,85 |
4 |
WZ0124 |
PL0000107454 |
99,25 |
98,32 |
98,440 |
98,440 |
98,440 |
98,440 |
98,440 |
15 000 |
14,80 |
1 |
TOTAL |
3 150 000 |
3 399,21 |
175 |
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 |
99,34 |
99,43 |
1,72 |
1,48 |
99,39 |
1,59 |
DS1015 |
PL0000103602 |
102,84 |
102,92 |
1,70 |
1,57 |
102,88 |
1,64 |
OK0116 |
PL0000107587 |
98,54 |
98,62 |
1,67 |
1,58 |
98,58 |
1,62 |
PS0416 |
PL0000106340 |
103,73 |
103,83 |
1,65 |
1,57 |
103,78 |
1,61 |
OK0716 |
PL0000107926 |
97,77 |
97,88 |
1,64 |
1,55 |
97,83 |
1,59 |
IZ0816 |
PL0000103529 |
102,69 |
103,22 |
--- |
--- |
102,96 |
--- |
PS1016 |
PL0000106795 |
104,99 |
105,11 |
1,63 |
1,56 |
105,05 |
1,59 |
WZ0117 |
PL0000106936 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,47 |
106,59 |
1,64 |
1,59 |
106,53 |
1,61 |
OK0717 |
PL0000108502 |
96,10 |
96,26 |
1,68 |
1,61 |
96,18 |
1,64 |
DS1017 |
PL0000104543 |
109,04 |
109,22 |
1,71 |
1,64 |
109,13 |
1,68 |
WZ0118 |
PL0000104717 |
100,04 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
105,92 |
106,13 |
1,79 |
1,72 |
106,03 |
1,75 |
PS0718 |
PL0000107595 |
102,22 |
102,44 |
1,82 |
1,75 |
102,33 |
1,78 |
WZ0119 |
PL0000107603 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,71 |
105,92 |
1,88 |
1,83 |
105,82 |
1,85 |
DS1019 |
PL0000105441 |
115,95 |
116,19 |
1,87 |
1,82 |
116,07 |
1,85 |
PS0420 |
PL0000108510 |
97,84 |
98,01 |
1,94 |
1,91 |
97,93 |
1,92 |
DS1020 |
PL0000106126 |
117,41 |
117,68 |
1,95 |
1,91 |
117,55 |
1,93 |
WZ0121 |
PL0000106068 |
99,38 |
99,52 |
--- |
--- |
99,45 |
--- |
DS1021 |
PL0000106670 |
122,86 |
123,22 |
2,03 |
1,98 |
123,04 |
2,00 |
WS0922 |
PL0000102646 |
125,40 |
125,77 |
2,08 |
2,03 |
125,59 |
2,05 |
IZ0823 |
PL0000105359 |
113,73 |
114,60 |
--- |
--- |
114,17 |
--- |
DS1023 |
PL0000107264 |
114,59 |
114,88 |
2,13 |
2,10 |
114,74 |
2,11 |
WZ0124 |
PL0000107454 |
98,17 |
98,35 |
--- |
--- |
98,26 |
--- |
DS0725 |
PL0000108197 |
109,63 |
109,88 |
2,20 |
2,17 |
109,76 |
2,19 |
WS0429 |
PL0000105391 |
140,58 |
141,57 |
2,34 |
2,28 |
141,08 |
2,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,39 |
99,50 |
1,59 |
1,30 |
99,45 |
1,43 |
DS1015 |
PL0000103602 |
102,92 |
103,03 |
1,57 |
1,41 |
102,98 |
1,48 |
OK0116 |
PL0000107587 |
98,61 |
98,73 |
1,59 |
1,45 |
98,67 |
1,52 |
PS0416 |
PL0000106340 |
103,77 |
103,89 |
1,62 |
1,52 |
103,83 |
1,57 |
OK0716 |
PL0000107926 |
97,75 |
97,94 |
1,65 |
1,51 |
97,85 |
1,58 |
IZ0816 |
PL0000103529 |
102,52 |
103,46 |
--- |
--- |
102,99 |
--- |
PS1016 |
PL0000106795 |
104,98 |
105,13 |
1,64 |
1,55 |
105,06 |
1,59 |
WZ0117 |
PL0000106936 |
100,16 |
100,30 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,39 |
106,54 |
1,68 |
1,61 |
106,47 |
1,64 |
OK0717 |
PL0000108502 |
96,04 |
96,21 |
1,71 |
1,63 |
96,13 |
1,67 |
DS1017 |
PL0000104543 |
108,99 |
109,15 |
1,73 |
1,67 |
109,07 |
1,70 |
WZ0118 |
PL0000104717 |
100,06 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
105,85 |
106,06 |
1,81 |
1,75 |
105,96 |
1,78 |
PS0718 |
PL0000107595 |
102,09 |
102,33 |
1,85 |
1,78 |
102,21 |
1,82 |
WZ0119 |
PL0000107603 |
99,93 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
105,50 |
105,74 |
1,93 |
1,87 |
105,62 |
1,90 |
DS1019 |
PL0000105441 |
115,70 |
115,97 |
1,93 |
1,87 |
115,84 |
1,90 |
PS0420 |
PL0000108510 |
97,61 |
97,88 |
1,99 |
1,94 |
97,75 |
1,96 |
DS1020 |
PL0000106126 |
117,12 |
117,35 |
2,00 |
1,96 |
117,24 |
1,98 |
WZ0121 |
PL0000106068 |
99,44 |
99,63 |
--- |
--- |
99,54 |
--- |
DS1021 |
PL0000106670 |
122,28 |
122,67 |
2,11 |
2,06 |
122,48 |
2,08 |
WS0922 |
PL0000102646 |
124,81 |
125,16 |
2,15 |
2,11 |
124,99 |
2,13 |
IZ0823 |
PL0000105359 |
113,74 |
114,67 |
--- |
--- |
114,21 |
--- |
DS1023 |
PL0000107264 |
113,84 |
114,24 |
2,22 |
2,17 |
114,04 |
2,20 |
WZ0124 |
PL0000107454 |
98,19 |
98,43 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
108,78 |
109,22 |
2,29 |
2,24 |
109,00 |
2,26 |
WS0429 |
PL0000105391 |
139,20 |
140,43 |
2,44 |
2,35 |
139,82 |
2,39 |
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 |
0/1 |
1 |
1,650 |
1,650 |
1,650 |
85 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,670 |
1,670 |
1,670 |
85 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,650 |
1,650 |
1,650 |
85 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,670 |
1,670 |
1,670 |
170 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,650 |
1,650 |
1,650 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,670 |
1,670 |
1,670 |
60 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,670 |
1,670 |
1,670 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,670 |
1,670 |
1,670 |
200 |
TOTAL |
755 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.