2015-03-09 |
MARKET DATA |
No 46 (2577) |
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 |
1 370,00 |
1 512,13 |
127 |
505,00 |
547,43 |
9 |
1 875,00 |
2 059,56 |
136 |
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 |
100,50 |
100,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,44 |
99,50 |
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 |
98,66 |
98,68 |
98,660 |
98,660 |
98,660 |
98,660 |
98,660 |
35 000 |
34,53 |
2 |
PS0416 |
PL0000106340 |
103,72 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,78 |
97,78 |
97,790 |
97,790 |
97,790 |
97,790 |
97,790 |
50 000 |
48,90 |
1 |
PS1016 |
PL0000106795 |
104,92 |
104,90 |
104,900 |
104,900 |
104,900 |
104,900 |
104,900 |
10 000 |
10,67 |
1 |
PS0417 |
PL0000107058 |
106,36 |
106,30 |
106,300 |
106,400 |
106,300 |
106,400 |
106,339 |
40 000 |
44,20 |
3 |
OK0717 |
PL0000108502 |
96,03 |
96,06 |
96,080 |
96,080 |
96,080 |
96,080 |
96,080 |
10 000 |
9,61 |
1 |
DS1017 |
PL0000104543 |
108,85 |
108,77 |
108,770 |
108,770 |
108,770 |
108,770 |
108,770 |
10 000 |
11,07 |
1 |
PS0418 |
PL0000107314 |
105,67 |
105,56 |
105,560 |
105,610 |
105,560 |
105,610 |
105,585 |
20 000 |
21,77 |
2 |
PS0718 |
PL0000107595 |
101,90 |
101,80 |
101,800 |
101,800 |
101,800 |
101,800 |
101,800 |
10 000 |
10,34 |
1 |
PS0719 |
PL0000108148 |
105,02 |
104,85 |
104,960 |
104,980 |
104,780 |
104,940 |
104,893 |
265 000 |
283,37 |
21 |
DS1019 |
PL0000105441 |
115,16 |
114,96 |
115,110 |
115,250 |
115,030 |
115,250 |
115,062 |
130 000 |
152,26 |
9 |
PS0420 |
PL0000108510 |
97,07 |
96,80 |
96,980 |
97,100 |
96,980 |
97,100 |
97,077 |
180 000 |
177,11 |
20 |
DS1020 |
PL0000106126 |
116,35 |
116,08 |
116,370 |
116,500 |
116,370 |
116,450 |
116,471 |
140 000 |
165,82 |
13 |
DS1021 |
PL0000106670 |
121,31 |
121,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,54 |
123,20 |
123,480 |
123,480 |
123,140 |
123,420 |
123,219 |
100 000 |
125,88 |
10 |
DS1023 |
PL0000107264 |
112,50 |
112,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,34 |
106,86 |
107,400 |
107,500 |
106,900 |
107,120 |
107,102 |
302 500 |
330,15 |
33 |
WS0428 |
PL0000107611 |
101,93 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,33 |
136,80 |
137,050 |
137,050 |
137,000 |
137,000 |
137,013 |
20 000 |
28,41 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,93 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,60 |
114,20 |
114,400 |
114,400 |
114,100 |
114,100 |
114,315 |
32 500 |
43,26 |
4 |
WZ0117 |
PL0000106936 |
100,20 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,52 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,35 |
98,40 |
98,310 |
98,310 |
98,310 |
98,310 |
98,310 |
15 000 |
14,78 |
2 |
TOTAL |
1 370 000 |
1 512,13 |
127 |
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 |
103,00 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,35 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
117,80 |
118,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,20 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,15 |
119,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
121,00 |
121,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
126,75 |
127,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
124,00 |
125,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
120,50 |
121,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
123,75 |
124,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
142,50 |
143,50 |
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 |
99,41 |
99,52 |
1,59 |
1,29 |
99,47 |
1,43 |
DS1015 |
PL0000103602 |
102,83 |
102,94 |
1,62 |
1,45 |
102,89 |
1,52 |
OK0116 |
PL0000107587 |
98,59 |
98,70 |
1,64 |
1,51 |
98,65 |
1,57 |
PS0416 |
PL0000106340 |
103,66 |
103,80 |
1,68 |
1,55 |
103,73 |
1,61 |
OK0716 |
PL0000107926 |
97,66 |
97,81 |
1,74 |
1,62 |
97,74 |
1,68 |
IZ0816 |
PL0000103529 |
102,78 |
103,37 |
--- |
--- |
103,08 |
--- |
PS1016 |
PL0000106795 |
104,77 |
104,93 |
1,74 |
1,64 |
104,85 |
1,69 |
WZ0117 |
PL0000106936 |
100,15 |
100,30 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,18 |
106,39 |
1,75 |
1,66 |
106,29 |
1,70 |
OK0717 |
PL0000108502 |
95,84 |
96,10 |
1,80 |
1,69 |
95,97 |
1,75 |
DS1017 |
PL0000104543 |
108,67 |
108,88 |
1,83 |
1,75 |
108,78 |
1,79 |
WZ0118 |
PL0000104717 |
100,05 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
105,43 |
105,69 |
1,94 |
1,85 |
105,56 |
1,90 |
PS0718 |
PL0000107595 |
101,70 |
101,91 |
1,97 |
1,91 |
101,81 |
1,94 |
WZ0119 |
PL0000107603 |
99,93 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,75 |
104,93 |
2,10 |
2,06 |
104,84 |
2,08 |
DS1019 |
PL0000105441 |
114,84 |
115,14 |
2,10 |
2,03 |
114,99 |
2,06 |
PS0420 |
PL0000108510 |
96,71 |
96,98 |
2,18 |
2,13 |
96,85 |
2,15 |
DS1020 |
PL0000106126 |
116,02 |
116,31 |
2,19 |
2,14 |
116,17 |
2,16 |
WZ0121 |
PL0000106068 |
99,47 |
99,67 |
--- |
--- |
99,57 |
--- |
DS1021 |
PL0000106670 |
120,99 |
121,40 |
2,29 |
2,23 |
121,20 |
2,26 |
WS0922 |
PL0000102646 |
123,25 |
123,68 |
2,34 |
2,29 |
123,47 |
2,32 |
IZ0823 |
PL0000105359 |
113,99 |
114,86 |
--- |
--- |
114,43 |
--- |
DS1023 |
PL0000107264 |
112,22 |
112,67 |
2,41 |
2,36 |
112,45 |
2,38 |
WZ0124 |
PL0000107454 |
98,28 |
98,47 |
--- |
--- |
98,38 |
--- |
DS0725 |
PL0000108197 |
107,13 |
107,36 |
2,46 |
2,44 |
107,25 |
2,45 |
WS0429 |
PL0000105391 |
136,70 |
137,76 |
2,61 |
2,53 |
137,23 |
2,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,42 |
99,52 |
1,57 |
1,29 |
99,47 |
1,43 |
DS1015 |
PL0000103602 |
102,86 |
102,93 |
1,57 |
1,46 |
102,90 |
1,51 |
OK0116 |
PL0000107587 |
98,63 |
98,71 |
1,59 |
1,49 |
98,67 |
1,54 |
PS0416 |
PL0000106340 |
103,69 |
103,82 |
1,65 |
1,54 |
103,76 |
1,59 |
OK0716 |
PL0000107926 |
97,74 |
97,88 |
1,68 |
1,57 |
97,81 |
1,62 |
IZ0816 |
PL0000103529 |
102,79 |
103,31 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
104,89 |
105,03 |
1,67 |
1,58 |
104,96 |
1,62 |
WZ0117 |
PL0000106936 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,32 |
106,43 |
1,69 |
1,64 |
106,38 |
1,66 |
OK0717 |
PL0000108502 |
95,98 |
96,12 |
1,74 |
1,68 |
96,05 |
1,71 |
DS1017 |
PL0000104543 |
108,80 |
108,97 |
1,78 |
1,72 |
108,89 |
1,75 |
WZ0118 |
PL0000104717 |
100,04 |
100,14 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
105,64 |
105,79 |
1,87 |
1,82 |
105,72 |
1,85 |
PS0718 |
PL0000107595 |
101,85 |
102,03 |
1,93 |
1,87 |
101,94 |
1,90 |
WZ0119 |
PL0000107603 |
99,92 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,94 |
105,18 |
2,05 |
2,00 |
105,06 |
2,03 |
DS1019 |
PL0000105441 |
115,09 |
115,34 |
2,04 |
1,99 |
115,22 |
2,02 |
PS0420 |
PL0000108510 |
97,01 |
97,21 |
2,12 |
2,08 |
97,11 |
2,10 |
DS1020 |
PL0000106126 |
116,29 |
116,58 |
2,14 |
2,09 |
116,44 |
2,11 |
WZ0121 |
PL0000106068 |
99,45 |
99,60 |
--- |
--- |
99,53 |
--- |
DS1021 |
PL0000106670 |
121,25 |
121,51 |
2,26 |
2,22 |
121,38 |
2,24 |
WS0922 |
PL0000102646 |
123,40 |
123,76 |
2,33 |
2,28 |
123,58 |
2,30 |
IZ0823 |
PL0000105359 |
113,89 |
114,66 |
--- |
--- |
114,28 |
--- |
DS1023 |
PL0000107264 |
112,26 |
112,68 |
2,41 |
2,36 |
112,47 |
2,38 |
WZ0124 |
PL0000107454 |
98,30 |
98,44 |
--- |
--- |
98,37 |
--- |
DS0725 |
PL0000108197 |
107,07 |
107,41 |
2,47 |
2,43 |
107,24 |
2,45 |
WS0429 |
PL0000105391 |
136,74 |
137,73 |
2,60 |
2,54 |
137,24 |
2,57 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
140 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
150 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
65 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
20 |
TOTAL |
505 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.