2015-03-12 |
MARKET DATA |
No 49 (2580) |
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 |
2 512,50 |
2 675,70 |
166 |
1 265,00 |
1 385,60 |
13 |
3 777,50 |
4 061,31 |
179 |
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 |
100,45 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,46 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,84 |
102,84 |
102,840 |
102,840 |
102,840 |
102,840 |
102,840 |
180 000 |
189,52 |
4 |
OK0116 |
PL0000107587 |
98,67 |
98,67 |
98,660 |
98,670 |
98,660 |
98,670 |
98,665 |
275 000 |
271,33 |
4 |
PS0416 |
PL0000106340 |
103,73 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,93 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,96 |
104,99 |
105,000 |
105,000 |
104,990 |
105,000 |
104,998 |
125 000 |
133,56 |
5 |
PS0417 |
PL0000107058 |
106,43 |
106,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,16 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,00 |
109,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,92 |
105,80 |
105,920 |
105,950 |
105,800 |
105,900 |
105,914 |
185 000 |
202,12 |
14 |
PS0718 |
PL0000107595 |
102,15 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,62 |
105,05 |
105,500 |
105,600 |
105,300 |
105,370 |
105,451 |
195 000 |
209,69 |
13 |
DS1019 |
PL0000105441 |
115,63 |
115,50 |
115,500 |
115,500 |
115,500 |
115,500 |
115,500 |
5 000 |
5,88 |
1 |
PS0420 |
PL0000108510 |
97,69 |
97,35 |
97,450 |
97,690 |
97,320 |
97,420 |
97,488 |
375 000 |
370,59 |
33 |
DS1020 |
PL0000106126 |
117,00 |
116,83 |
116,840 |
116,840 |
116,840 |
116,840 |
116,840 |
10 000 |
11,89 |
1 |
DS1021 |
PL0000106670 |
122,26 |
121,95 |
122,170 |
122,270 |
121,900 |
121,900 |
122,172 |
305 000 |
379,45 |
26 |
WS0922 |
PL0000102646 |
124,77 |
124,06 |
124,000 |
124,000 |
124,000 |
124,000 |
124,000 |
12 500 |
15,84 |
1 |
DS1023 |
PL0000107264 |
113,30 |
112,84 |
113,200 |
113,200 |
112,900 |
112,900 |
113,050 |
20 000 |
22,92 |
2 |
DS0725 |
PL0000108197 |
108,06 |
107,35 |
107,780 |
108,150 |
107,680 |
107,850 |
107,943 |
362 500 |
398,85 |
39 |
WS0428 |
PL0000107611 |
102,60 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,94 |
137,76 |
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 |
102,96 |
103,09 |
102,950 |
102,950 |
102,880 |
102,880 |
102,915 |
20 000 |
26,58 |
2 |
IZ0823 |
PL0000105359 |
114,05 |
114,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,22 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,11 |
100,12 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
10 000 |
10,04 |
1 |
WZ0119 |
PL0000107603 |
100,03 |
100,02 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
20 000 |
20,05 |
1 |
WZ0121 |
PL0000106068 |
99,63 |
99,63 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
2 500 |
2,50 |
1 |
WZ0124 |
PL0000107454 |
98,52 |
98,33 |
98,350 |
98,520 |
98,350 |
98,460 |
98,479 |
410 000 |
404,90 |
18 |
TOTAL |
2 512 500 |
2 675,70 |
166 |
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 |
99,45 |
99,56 |
1,54 |
1,23 |
99,51 |
1,37 |
DS1015 |
PL0000103602 |
102,82 |
102,90 |
1,53 |
1,41 |
102,86 |
1,47 |
OK0116 |
PL0000107587 |
98,65 |
98,74 |
1,59 |
1,48 |
98,70 |
1,53 |
PS0416 |
PL0000106340 |
103,71 |
103,82 |
1,59 |
1,50 |
103,77 |
1,54 |
OK0716 |
PL0000107926 |
97,86 |
97,97 |
1,60 |
1,52 |
97,92 |
1,56 |
IZ0816 |
PL0000103529 |
102,76 |
103,43 |
--- |
--- |
103,10 |
--- |
PS1016 |
PL0000106795 |
104,93 |
105,04 |
1,62 |
1,55 |
104,99 |
1,58 |
WZ0117 |
PL0000106936 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,39 |
106,51 |
1,64 |
1,58 |
106,45 |
1,61 |
OK0717 |
PL0000108502 |
96,13 |
96,30 |
1,69 |
1,61 |
96,22 |
1,64 |
DS1017 |
PL0000104543 |
108,92 |
109,11 |
1,72 |
1,65 |
109,02 |
1,68 |
WZ0118 |
PL0000104717 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
105,80 |
105,96 |
1,81 |
1,76 |
105,88 |
1,79 |
PS0718 |
PL0000107595 |
102,03 |
102,25 |
1,87 |
1,80 |
102,14 |
1,83 |
WZ0119 |
PL0000107603 |
99,90 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
105,29 |
105,50 |
1,97 |
1,92 |
105,40 |
1,94 |
DS1019 |
PL0000105441 |
115,38 |
115,65 |
1,97 |
1,92 |
115,52 |
1,94 |
PS0420 |
PL0000108510 |
97,38 |
97,56 |
2,04 |
2,00 |
97,47 |
2,02 |
DS1020 |
PL0000106126 |
116,71 |
116,98 |
2,06 |
2,01 |
116,85 |
2,04 |
WZ0121 |
PL0000106068 |
99,46 |
99,67 |
--- |
--- |
99,57 |
--- |
DS1021 |
PL0000106670 |
121,66 |
122,05 |
2,19 |
2,13 |
121,86 |
2,16 |
WS0922 |
PL0000102646 |
123,82 |
124,18 |
2,27 |
2,22 |
124,00 |
2,24 |
IZ0823 |
PL0000105359 |
113,74 |
114,69 |
--- |
--- |
114,22 |
--- |
DS1023 |
PL0000107264 |
112,83 |
113,24 |
2,33 |
2,29 |
113,04 |
2,31 |
WZ0124 |
PL0000107454 |
98,23 |
98,37 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
107,71 |
108,02 |
2,40 |
2,36 |
107,87 |
2,38 |
WS0429 |
PL0000105391 |
137,14 |
138,44 |
2,57 |
2,48 |
137,79 |
2,53 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,45 |
99,56 |
1,54 |
1,23 |
99,51 |
1,37 |
DS1015 |
PL0000103602 |
102,82 |
102,89 |
1,53 |
1,42 |
102,86 |
1,47 |
OK0116 |
PL0000107587 |
98,65 |
98,72 |
1,59 |
1,51 |
98,69 |
1,54 |
PS0416 |
PL0000106340 |
103,69 |
103,81 |
1,61 |
1,50 |
103,75 |
1,56 |
OK0716 |
PL0000107926 |
97,82 |
97,97 |
1,63 |
1,52 |
97,90 |
1,57 |
IZ0816 |
PL0000103529 |
102,69 |
103,27 |
--- |
--- |
102,98 |
--- |
PS1016 |
PL0000106795 |
104,93 |
105,04 |
1,62 |
1,55 |
104,99 |
1,58 |
WZ0117 |
PL0000106936 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
106,38 |
106,51 |
1,64 |
1,58 |
106,45 |
1,61 |
OK0717 |
PL0000108502 |
96,10 |
96,27 |
1,70 |
1,62 |
96,19 |
1,66 |
DS1017 |
PL0000104543 |
108,90 |
109,08 |
1,73 |
1,66 |
108,99 |
1,70 |
WZ0118 |
PL0000104717 |
100,05 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
105,79 |
105,94 |
1,82 |
1,77 |
105,87 |
1,79 |
PS0718 |
PL0000107595 |
102,10 |
102,30 |
1,85 |
1,79 |
102,20 |
1,82 |
WZ0119 |
PL0000107603 |
99,92 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
105,33 |
105,55 |
1,96 |
1,91 |
105,44 |
1,93 |
DS1019 |
PL0000105441 |
115,49 |
115,79 |
1,95 |
1,89 |
115,64 |
1,92 |
PS0420 |
PL0000108510 |
97,33 |
97,50 |
2,05 |
2,02 |
97,42 |
2,03 |
DS1020 |
PL0000106126 |
116,70 |
116,98 |
2,06 |
2,01 |
116,84 |
2,04 |
WZ0121 |
PL0000106068 |
99,57 |
99,78 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
121,85 |
122,15 |
2,16 |
2,12 |
122,00 |
2,14 |
WS0922 |
PL0000102646 |
123,89 |
124,26 |
2,26 |
2,21 |
124,08 |
2,23 |
IZ0823 |
PL0000105359 |
113,82 |
114,65 |
--- |
--- |
114,24 |
--- |
DS1023 |
PL0000107264 |
112,80 |
113,11 |
2,34 |
2,30 |
112,96 |
2,32 |
WZ0124 |
PL0000107454 |
98,43 |
98,58 |
--- |
--- |
98,51 |
--- |
DS0725 |
PL0000108197 |
107,73 |
108,00 |
2,40 |
2,37 |
107,87 |
2,38 |
WS0429 |
PL0000105391 |
137,14 |
138,22 |
2,57 |
2,50 |
137,68 |
2,54 |
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 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
15 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
275 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
420 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
200 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
105 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
90 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
5 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
145 |
TOTAL |
1 265 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.