2015-03-13 |
MARKET DATA |
No 50 (2581) |
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 |
1 122,50 |
1 215,64 |
76 |
435,00 |
466,29 |
11 |
1 557,50 |
1 681,93 |
87 |
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 |
100,43 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,47 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,83 |
102,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,67 |
98,66 |
98,660 |
98,680 |
98,660 |
98,680 |
98,666 |
175 000 |
172,67 |
4 |
PS0416 |
PL0000106340 |
103,72 |
103,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,87 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,91 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,38 |
106,38 |
106,360 |
106,360 |
106,350 |
106,350 |
106,356 |
125 000 |
138,25 |
3 |
OK0717 |
PL0000108502 |
96,14 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,84 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,79 |
105,60 |
105,790 |
105,790 |
105,790 |
105,790 |
105,790 |
10 000 |
10,91 |
2 |
PS0718 |
PL0000107595 |
102,01 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,30 |
105,05 |
105,260 |
105,320 |
105,050 |
105,280 |
105,191 |
75 000 |
80,46 |
8 |
DS1019 |
PL0000105441 |
115,60 |
115,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,24 |
97,17 |
97,230 |
97,270 |
97,120 |
97,120 |
97,206 |
57 500 |
56,66 |
7 |
DS1020 |
PL0000106126 |
116,93 |
116,30 |
116,400 |
116,430 |
116,400 |
116,430 |
116,415 |
20 000 |
23,69 |
2 |
DS1021 |
PL0000106670 |
122,18 |
121,45 |
121,700 |
121,700 |
121,700 |
121,700 |
121,700 |
5 000 |
6,20 |
1 |
WS0922 |
PL0000102646 |
124,77 |
123,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,65 |
112,50 |
112,390 |
112,540 |
112,310 |
112,540 |
112,457 |
65 000 |
74,12 |
5 |
DS0725 |
PL0000108197 |
107,48 |
107,32 |
107,400 |
107,550 |
107,180 |
107,260 |
107,349 |
560 000 |
612,87 |
41 |
WS0428 |
PL0000107611 |
102,07 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,25 |
137,03 |
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 |
102,79 |
103,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,95 |
114,10 |
113,950 |
113,950 |
113,950 |
113,950 |
113,950 |
30 000 |
39,81 |
3 |
WZ0117 |
PL0000106936 |
100,19 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,56 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,47 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 122 500 |
1 215,64 |
76 |
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 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,40 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
117,75 |
118,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,05 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,00 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
121,00 |
121,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
127,00 |
127,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
124,00 |
124,50 |
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 |
124,25 |
124,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
142,90 |
143,90 |
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 |
1,55 |
1,24 |
99,51 |
1,38 |
DS1015 |
PL0000103602 |
102,80 |
102,89 |
1,54 |
1,40 |
102,85 |
1,46 |
OK0116 |
PL0000107587 |
98,63 |
98,71 |
1,62 |
1,52 |
98,67 |
1,57 |
PS0416 |
PL0000106340 |
103,67 |
103,78 |
1,62 |
1,52 |
103,73 |
1,57 |
OK0716 |
PL0000107926 |
97,80 |
97,93 |
1,65 |
1,55 |
97,87 |
1,60 |
IZ0816 |
PL0000103529 |
102,60 |
103,43 |
--- |
--- |
103,02 |
--- |
PS1016 |
PL0000106795 |
104,85 |
104,97 |
1,66 |
1,59 |
104,91 |
1,62 |
WZ0117 |
PL0000106936 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
106,33 |
106,47 |
1,66 |
1,60 |
106,40 |
1,63 |
OK0717 |
PL0000108502 |
96,04 |
96,22 |
1,73 |
1,65 |
96,13 |
1,69 |
DS1017 |
PL0000104543 |
108,78 |
108,96 |
1,77 |
1,70 |
108,87 |
1,74 |
WZ0118 |
PL0000104717 |
100,04 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
105,63 |
105,83 |
1,87 |
1,80 |
105,73 |
1,83 |
PS0718 |
PL0000107595 |
101,88 |
102,10 |
1,91 |
1,85 |
101,99 |
1,88 |
WZ0119 |
PL0000107603 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
105,11 |
105,32 |
2,01 |
1,96 |
105,22 |
1,98 |
DS1019 |
PL0000105441 |
115,15 |
115,39 |
2,02 |
1,97 |
115,27 |
1,99 |
PS0420 |
PL0000108510 |
97,06 |
97,26 |
2,11 |
2,07 |
97,16 |
2,09 |
DS1020 |
PL0000106126 |
116,36 |
116,62 |
2,12 |
2,08 |
116,49 |
2,10 |
WZ0121 |
PL0000106068 |
99,54 |
99,75 |
--- |
--- |
99,65 |
--- |
DS1021 |
PL0000106670 |
121,37 |
121,75 |
2,23 |
2,18 |
121,56 |
2,20 |
WS0922 |
PL0000102646 |
123,37 |
123,75 |
2,32 |
2,27 |
123,56 |
2,30 |
IZ0823 |
PL0000105359 |
113,77 |
114,68 |
--- |
--- |
114,23 |
--- |
DS1023 |
PL0000107264 |
112,30 |
112,70 |
2,40 |
2,35 |
112,50 |
2,37 |
WZ0124 |
PL0000107454 |
98,42 |
98,58 |
--- |
--- |
98,50 |
--- |
DS0725 |
PL0000108197 |
107,29 |
107,51 |
2,44 |
2,42 |
107,40 |
2,43 |
WS0429 |
PL0000105391 |
136,36 |
137,41 |
2,63 |
2,56 |
136,89 |
2,59 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,46 |
99,54 |
1,52 |
1,30 |
99,50 |
1,41 |
DS1015 |
PL0000103602 |
102,81 |
102,88 |
1,53 |
1,42 |
102,85 |
1,46 |
OK0116 |
PL0000107587 |
98,65 |
98,72 |
1,60 |
1,51 |
98,69 |
1,55 |
PS0416 |
PL0000106340 |
103,70 |
103,80 |
1,59 |
1,51 |
103,75 |
1,55 |
OK0716 |
PL0000107926 |
97,83 |
97,95 |
1,63 |
1,54 |
97,89 |
1,58 |
IZ0816 |
PL0000103529 |
102,59 |
103,18 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
104,86 |
105,00 |
1,65 |
1,57 |
104,93 |
1,61 |
WZ0117 |
PL0000106936 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,35 |
106,45 |
1,65 |
1,61 |
106,40 |
1,63 |
OK0717 |
PL0000108502 |
96,10 |
96,23 |
1,70 |
1,64 |
96,17 |
1,67 |
DS1017 |
PL0000104543 |
108,80 |
108,94 |
1,76 |
1,71 |
108,87 |
1,74 |
WZ0118 |
PL0000104717 |
100,06 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
105,75 |
105,90 |
1,83 |
1,78 |
105,83 |
1,80 |
PS0718 |
PL0000107595 |
101,96 |
102,17 |
1,89 |
1,82 |
102,07 |
1,85 |
WZ0119 |
PL0000107603 |
99,91 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
105,21 |
105,36 |
1,99 |
1,95 |
105,29 |
1,97 |
DS1019 |
PL0000105441 |
115,25 |
115,52 |
2,00 |
1,94 |
115,39 |
1,97 |
PS0420 |
PL0000108510 |
97,16 |
97,33 |
2,09 |
2,05 |
97,25 |
2,07 |
DS1020 |
PL0000106126 |
116,36 |
116,59 |
2,12 |
2,08 |
116,48 |
2,10 |
WZ0121 |
PL0000106068 |
99,54 |
99,70 |
--- |
--- |
99,62 |
--- |
DS1021 |
PL0000106670 |
121,36 |
121,68 |
2,23 |
2,19 |
121,52 |
2,21 |
WS0922 |
PL0000102646 |
123,38 |
123,76 |
2,32 |
2,27 |
123,57 |
2,30 |
IZ0823 |
PL0000105359 |
113,71 |
114,34 |
--- |
--- |
114,03 |
--- |
DS1023 |
PL0000107264 |
112,35 |
112,69 |
2,39 |
2,35 |
112,52 |
2,37 |
WZ0124 |
PL0000107454 |
98,43 |
98,57 |
--- |
--- |
98,50 |
--- |
DS0725 |
PL0000108197 |
107,20 |
107,49 |
2,45 |
2,42 |
107,35 |
2,44 |
WS0429 |
PL0000105391 |
136,47 |
137,48 |
2,62 |
2,55 |
136,98 |
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) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
5 |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
10 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,430 |
1,450 |
1,448 |
140 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
30 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
80 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
60 |
OK0716 |
PL0000107926 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
60 |
TOTAL |
435 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.