2015-03-11 |
MARKET DATA |
No 48 (2579) |
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 |
1 422,50 |
1 509,08 |
102 |
1 295,00 |
1 441,29 |
12 |
2 717,50 |
2 950,37 |
114 |
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 |
100,47 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,45 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,87 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,68 |
98,69 |
98,660 |
98,660 |
98,660 |
98,660 |
98,660 |
100 000 |
98,66 |
1 |
PS0416 |
PL0000106340 |
103,74 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,85 |
97,87 |
97,880 |
97,880 |
97,880 |
97,880 |
97,880 |
100 000 |
97,88 |
3 |
PS1016 |
PL0000106795 |
104,92 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,38 |
106,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,10 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,92 |
108,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,82 |
105,75 |
105,850 |
105,850 |
105,850 |
105,850 |
105,850 |
45 000 |
49,12 |
2 |
PS0718 |
PL0000107595 |
101,98 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,30 |
105,00 |
105,180 |
105,180 |
105,000 |
105,030 |
105,089 |
145 000 |
155,36 |
8 |
DS1019 |
PL0000105441 |
115,35 |
115,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,33 |
97,05 |
97,260 |
97,450 |
97,000 |
97,450 |
97,178 |
470 000 |
462,95 |
41 |
DS1020 |
PL0000106126 |
116,65 |
116,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,54 |
121,45 |
121,590 |
121,590 |
121,590 |
121,590 |
121,590 |
90 000 |
111,40 |
1 |
WS0922 |
PL0000102646 |
123,65 |
123,43 |
123,450 |
123,450 |
123,410 |
123,410 |
123,423 |
60 000 |
75,67 |
6 |
DS1023 |
PL0000107264 |
112,70 |
112,45 |
112,560 |
112,710 |
112,420 |
112,710 |
112,518 |
95 000 |
108,34 |
10 |
DS0725 |
PL0000108197 |
107,51 |
107,25 |
107,620 |
107,620 |
107,200 |
107,400 |
107,355 |
200 000 |
218,82 |
19 |
WS0428 |
PL0000107611 |
101,99 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,41 |
136,98 |
137,410 |
137,410 |
137,020 |
137,020 |
137,332 |
12 500 |
17,80 |
2 |
WS0437 |
PL0000104857 |
132,05 |
152,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,15 |
103,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,20 |
114,19 |
114,200 |
114,200 |
114,200 |
114,200 |
114,200 |
25 000 |
33,24 |
3 |
WZ0117 |
PL0000106936 |
100,20 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
99,95 |
99,930 |
99,930 |
99,920 |
99,920 |
99,924 |
60 000 |
60,11 |
3 |
WZ0121 |
PL0000106068 |
99,49 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,28 |
98,31 |
98,305 |
98,305 |
98,280 |
98,280 |
98,290 |
20 000 |
19,71 |
3 |
TOTAL |
1 422 500 |
1 509,08 |
102 |
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 |
99,43 |
99,54 |
1,56 |
1,26 |
99,49 |
1,40 |
DS1015 |
PL0000103602 |
102,85 |
102,92 |
1,55 |
1,44 |
102,89 |
1,48 |
OK0116 |
PL0000107587 |
98,65 |
98,75 |
1,58 |
1,46 |
98,70 |
1,52 |
PS0416 |
PL0000106340 |
103,71 |
103,81 |
1,62 |
1,53 |
103,76 |
1,57 |
OK0716 |
PL0000107926 |
97,83 |
97,92 |
1,61 |
1,55 |
97,88 |
1,58 |
IZ0816 |
PL0000103529 |
102,69 |
103,39 |
--- |
--- |
103,04 |
--- |
PS1016 |
PL0000106795 |
104,89 |
105,02 |
1,66 |
1,58 |
104,96 |
1,61 |
WZ0117 |
PL0000106936 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,36 |
106,50 |
1,66 |
1,60 |
106,43 |
1,63 |
OK0717 |
PL0000108502 |
96,04 |
96,23 |
1,72 |
1,63 |
96,14 |
1,67 |
DS1017 |
PL0000104543 |
108,86 |
109,04 |
1,75 |
1,69 |
108,95 |
1,72 |
WZ0118 |
PL0000104717 |
100,05 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
105,70 |
105,93 |
1,85 |
1,78 |
105,82 |
1,81 |
PS0718 |
PL0000107595 |
101,90 |
102,15 |
1,91 |
1,83 |
102,03 |
1,87 |
WZ0119 |
PL0000107603 |
99,88 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
105,10 |
105,28 |
2,02 |
1,97 |
105,19 |
1,99 |
DS1019 |
PL0000105441 |
115,27 |
115,50 |
2,00 |
1,95 |
115,39 |
1,98 |
PS0420 |
PL0000108510 |
97,18 |
97,40 |
2,08 |
2,04 |
97,29 |
2,06 |
DS1020 |
PL0000106126 |
116,49 |
116,77 |
2,10 |
2,05 |
116,63 |
2,08 |
WZ0121 |
PL0000106068 |
99,40 |
99,61 |
--- |
--- |
99,51 |
--- |
DS1021 |
PL0000106670 |
121,46 |
121,84 |
2,22 |
2,17 |
121,65 |
2,20 |
WS0922 |
PL0000102646 |
123,59 |
123,99 |
2,30 |
2,25 |
123,79 |
2,27 |
IZ0823 |
PL0000105359 |
113,66 |
114,43 |
--- |
--- |
114,05 |
--- |
DS1023 |
PL0000107264 |
112,62 |
112,99 |
2,36 |
2,32 |
112,81 |
2,34 |
WZ0124 |
PL0000107454 |
98,21 |
98,40 |
--- |
--- |
98,31 |
--- |
DS0725 |
PL0000108197 |
107,37 |
107,69 |
2,43 |
2,40 |
107,53 |
2,42 |
WS0429 |
PL0000105391 |
136,81 |
137,82 |
2,60 |
2,53 |
137,32 |
2,56 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,43 |
99,54 |
1,56 |
1,26 |
99,49 |
1,40 |
DS1015 |
PL0000103602 |
102,84 |
102,92 |
1,56 |
1,44 |
102,88 |
1,50 |
OK0116 |
PL0000107587 |
98,63 |
98,71 |
1,60 |
1,50 |
98,67 |
1,55 |
PS0416 |
PL0000106340 |
103,70 |
103,81 |
1,62 |
1,53 |
103,76 |
1,57 |
OK0716 |
PL0000107926 |
97,79 |
97,92 |
1,64 |
1,55 |
97,86 |
1,59 |
IZ0816 |
PL0000103529 |
102,69 |
103,33 |
--- |
--- |
103,01 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,01 |
1,66 |
1,58 |
104,95 |
1,62 |
WZ0117 |
PL0000106936 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,33 |
106,45 |
1,68 |
1,62 |
106,39 |
1,65 |
OK0717 |
PL0000108502 |
96,06 |
96,19 |
1,71 |
1,65 |
96,13 |
1,68 |
DS1017 |
PL0000104543 |
108,82 |
108,98 |
1,77 |
1,71 |
108,90 |
1,74 |
WZ0118 |
PL0000104717 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
105,71 |
105,83 |
1,85 |
1,81 |
105,77 |
1,83 |
PS0718 |
PL0000107595 |
101,90 |
102,10 |
1,91 |
1,85 |
102,00 |
1,88 |
WZ0119 |
PL0000107603 |
99,89 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
105,04 |
105,26 |
2,03 |
1,98 |
105,15 |
2,00 |
DS1019 |
PL0000105441 |
115,13 |
115,42 |
2,03 |
1,97 |
115,28 |
2,00 |
PS0420 |
PL0000108510 |
97,07 |
97,23 |
2,11 |
2,07 |
97,15 |
2,09 |
DS1020 |
PL0000106126 |
116,37 |
116,67 |
2,12 |
2,07 |
116,52 |
2,10 |
WZ0121 |
PL0000106068 |
99,43 |
99,60 |
--- |
--- |
99,52 |
--- |
DS1021 |
PL0000106670 |
121,33 |
121,69 |
2,24 |
2,19 |
121,51 |
2,22 |
WS0922 |
PL0000102646 |
123,40 |
123,80 |
2,32 |
2,27 |
123,60 |
2,30 |
IZ0823 |
PL0000105359 |
113,62 |
114,44 |
--- |
--- |
114,03 |
--- |
DS1023 |
PL0000107264 |
112,36 |
112,76 |
2,39 |
2,34 |
112,56 |
2,37 |
WZ0124 |
PL0000107454 |
98,23 |
98,36 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
107,24 |
107,47 |
2,45 |
2,42 |
107,36 |
2,44 |
WS0429 |
PL0000105391 |
136,42 |
137,48 |
2,63 |
2,55 |
136,95 |
2,59 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
50 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
100 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
220 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
5 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
270 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
270 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
160 |
TOTAL |
1 295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.