2015-03-10 |
MARKET DATA |
No 47 (2578) |
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 |
1 722,50 |
1 895,41 |
116 |
1 350,00 |
1 496,64 |
11 |
3 072,50 |
3 392,05 |
127 |
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 |
100,48 |
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 |
102,88 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,66 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,72 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,81 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,93 |
104,93 |
104,930 |
104,930 |
104,930 |
104,930 |
104,930 |
20 000 |
21,35 |
1 |
PS0417 |
PL0000107058 |
106,38 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,07 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,91 |
108,82 |
108,970 |
108,970 |
108,780 |
108,860 |
108,857 |
160 000 |
177,35 |
8 |
PS0418 |
PL0000107314 |
105,75 |
105,48 |
105,750 |
105,750 |
105,660 |
105,660 |
105,715 |
27 500 |
29,98 |
3 |
PS0718 |
PL0000107595 |
101,93 |
101,68 |
101,830 |
101,830 |
101,820 |
101,820 |
101,825 |
30 000 |
31,02 |
2 |
PS0719 |
PL0000108148 |
105,14 |
104,93 |
105,100 |
105,100 |
104,860 |
104,860 |
105,008 |
232 500 |
248,91 |
11 |
DS1019 |
PL0000105441 |
115,80 |
115,08 |
114,980 |
114,990 |
114,970 |
114,970 |
114,980 |
65 000 |
76,09 |
4 |
PS0420 |
PL0000108510 |
97,19 |
96,90 |
96,900 |
96,900 |
96,860 |
96,860 |
96,891 |
75 000 |
73,66 |
5 |
DS1020 |
PL0000106126 |
116,93 |
116,27 |
116,120 |
116,220 |
116,110 |
116,220 |
116,132 |
60 000 |
70,87 |
3 |
DS1021 |
PL0000106670 |
121,55 |
121,16 |
121,500 |
121,570 |
121,310 |
121,360 |
121,397 |
125 000 |
154,46 |
14 |
WS0922 |
PL0000102646 |
124,77 |
123,25 |
123,720 |
123,850 |
123,100 |
123,450 |
123,497 |
57 500 |
72,55 |
6 |
DS1023 |
PL0000107264 |
112,75 |
112,15 |
112,480 |
112,480 |
112,200 |
112,240 |
112,268 |
130 000 |
147,91 |
11 |
DS0725 |
PL0000108197 |
107,50 |
106,80 |
107,550 |
107,600 |
106,900 |
107,140 |
107,144 |
300 000 |
327,58 |
29 |
WS0428 |
PL0000107611 |
102,12 |
102,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,56 |
136,75 |
137,530 |
137,530 |
136,830 |
136,830 |
137,180 |
20 000 |
28,45 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,90 |
103,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,30 |
114,20 |
114,100 |
114,300 |
114,000 |
114,000 |
114,140 |
50 000 |
66,45 |
5 |
WZ0117 |
PL0000106936 |
100,20 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,15 |
100,090 |
100,090 |
100,090 |
100,090 |
100,090 |
10 000 |
10,03 |
1 |
WZ0119 |
PL0000107603 |
99,98 |
100,00 |
99,950 |
99,950 |
99,930 |
99,930 |
99,936 |
210 000 |
210,40 |
5 |
WZ0121 |
PL0000106068 |
99,50 |
99,50 |
99,400 |
99,500 |
99,380 |
99,500 |
99,416 |
45 000 |
44,85 |
3 |
WZ0124 |
PL0000107454 |
98,34 |
98,30 |
98,340 |
98,340 |
98,300 |
98,300 |
98,327 |
105 000 |
103,51 |
3 |
TOTAL |
1 722 500 |
1 895,41 |
116 |
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 |
99,42 |
99,52 |
1,58 |
1,30 |
99,47 |
1,44 |
DS1015 |
PL0000103602 |
102,85 |
102,95 |
1,57 |
1,41 |
102,90 |
1,49 |
OK0116 |
PL0000107587 |
98,62 |
98,72 |
1,61 |
1,49 |
98,67 |
1,55 |
PS0416 |
PL0000106340 |
103,69 |
103,82 |
1,64 |
1,53 |
103,76 |
1,58 |
OK0716 |
PL0000107926 |
97,75 |
97,90 |
1,67 |
1,56 |
97,83 |
1,61 |
IZ0816 |
PL0000103529 |
102,74 |
103,33 |
--- |
--- |
103,04 |
--- |
PS1016 |
PL0000106795 |
104,90 |
105,04 |
1,65 |
1,57 |
104,97 |
1,61 |
WZ0117 |
PL0000106936 |
100,15 |
100,29 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,34 |
106,49 |
1,68 |
1,61 |
106,42 |
1,64 |
OK0717 |
PL0000108502 |
96,02 |
96,21 |
1,73 |
1,64 |
96,12 |
1,68 |
DS1017 |
PL0000104543 |
108,86 |
109,01 |
1,76 |
1,70 |
108,94 |
1,73 |
WZ0118 |
PL0000104717 |
100,05 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
105,72 |
105,93 |
1,84 |
1,78 |
105,83 |
1,81 |
PS0718 |
PL0000107595 |
101,86 |
102,14 |
1,92 |
1,84 |
102,00 |
1,88 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
105,06 |
105,30 |
2,03 |
1,97 |
105,18 |
2,00 |
DS1019 |
PL0000105441 |
115,19 |
115,50 |
2,02 |
1,96 |
115,35 |
1,99 |
PS0420 |
PL0000108510 |
97,10 |
97,33 |
2,10 |
2,05 |
97,22 |
2,08 |
DS1020 |
PL0000106126 |
116,41 |
116,71 |
2,12 |
2,07 |
116,56 |
2,09 |
WZ0121 |
PL0000106068 |
99,45 |
99,66 |
--- |
--- |
99,56 |
--- |
DS1021 |
PL0000106670 |
121,34 |
121,63 |
2,24 |
2,20 |
121,49 |
2,22 |
WS0922 |
PL0000102646 |
123,42 |
123,79 |
2,32 |
2,27 |
123,61 |
2,30 |
IZ0823 |
PL0000105359 |
113,80 |
114,57 |
--- |
--- |
114,19 |
--- |
DS1023 |
PL0000107264 |
112,45 |
112,79 |
2,38 |
2,34 |
112,62 |
2,36 |
WZ0124 |
PL0000107454 |
98,28 |
98,43 |
--- |
--- |
98,36 |
--- |
DS0725 |
PL0000108197 |
107,24 |
107,60 |
2,45 |
2,41 |
107,42 |
2,43 |
WS0429 |
PL0000105391 |
136,97 |
138,05 |
2,59 |
2,51 |
137,51 |
2,55 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,43 |
99,53 |
1,55 |
1,28 |
99,48 |
1,41 |
DS1015 |
PL0000103602 |
102,86 |
102,97 |
1,55 |
1,38 |
102,92 |
1,46 |
OK0116 |
PL0000107587 |
98,63 |
98,73 |
1,59 |
1,48 |
98,68 |
1,53 |
PS0416 |
PL0000106340 |
103,70 |
103,81 |
1,63 |
1,54 |
103,76 |
1,58 |
OK0716 |
PL0000107926 |
97,74 |
97,90 |
1,68 |
1,56 |
97,82 |
1,62 |
IZ0816 |
PL0000103529 |
102,76 |
103,31 |
--- |
--- |
103,04 |
--- |
PS1016 |
PL0000106795 |
104,88 |
104,99 |
1,67 |
1,60 |
104,94 |
1,63 |
WZ0117 |
PL0000106936 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,27 |
106,45 |
1,71 |
1,63 |
106,36 |
1,67 |
OK0717 |
PL0000108502 |
95,96 |
96,16 |
1,75 |
1,66 |
96,06 |
1,71 |
DS1017 |
PL0000104543 |
108,73 |
108,93 |
1,80 |
1,73 |
108,83 |
1,77 |
WZ0118 |
PL0000104717 |
100,04 |
100,20 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
105,55 |
105,79 |
1,90 |
1,82 |
105,67 |
1,86 |
PS0718 |
PL0000107595 |
101,77 |
102,00 |
1,95 |
1,88 |
101,89 |
1,91 |
WZ0119 |
PL0000107603 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,89 |
105,10 |
2,06 |
2,02 |
105,00 |
2,04 |
DS1019 |
PL0000105441 |
114,99 |
115,27 |
2,06 |
2,00 |
115,13 |
2,03 |
PS0420 |
PL0000108510 |
96,94 |
97,14 |
2,13 |
2,09 |
97,04 |
2,11 |
DS1020 |
PL0000106126 |
116,16 |
116,43 |
2,16 |
2,11 |
116,30 |
2,14 |
WZ0121 |
PL0000106068 |
99,35 |
99,55 |
--- |
--- |
99,45 |
--- |
DS1021 |
PL0000106670 |
121,14 |
121,44 |
2,27 |
2,23 |
121,29 |
2,25 |
WS0922 |
PL0000102646 |
123,10 |
123,49 |
2,36 |
2,31 |
123,30 |
2,34 |
IZ0823 |
PL0000105359 |
113,51 |
114,58 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
112,10 |
112,53 |
2,42 |
2,37 |
112,32 |
2,40 |
WZ0124 |
PL0000107454 |
98,20 |
98,35 |
--- |
--- |
98,28 |
--- |
DS0725 |
PL0000108197 |
106,87 |
107,17 |
2,49 |
2,46 |
107,02 |
2,47 |
WS0429 |
PL0000105391 |
136,34 |
137,37 |
2,63 |
2,56 |
136,86 |
2,60 |
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 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
40 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
470 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
150 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
200 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
125 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
30 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
140 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
90 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
TOTAL |
1 350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.