2015-03-16 |
MARKET DATA |
No 51 (2582) |
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 |
532,50 |
614,58 |
41 |
375,00 |
394,21 |
6 |
907,50 |
1 008,79 |
47 |
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 |
100,42 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,47 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,82 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,67 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,71 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,88 |
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 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,15 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,90 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,78 |
105,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,06 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,41 |
105,30 |
105,250 |
105,250 |
105,250 |
105,250 |
105,250 |
30 000 |
32,21 |
1 |
DS1019 |
PL0000105441 |
115,56 |
115,46 |
115,540 |
115,600 |
115,500 |
115,600 |
115,559 |
175 000 |
206,03 |
12 |
PS0420 |
PL0000108510 |
97,36 |
97,25 |
97,200 |
97,420 |
97,200 |
97,420 |
97,310 |
20 000 |
19,73 |
2 |
DS1020 |
PL0000106126 |
116,61 |
116,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,61 |
121,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,75 |
123,50 |
123,450 |
123,660 |
123,450 |
123,660 |
123,616 |
97 500 |
123,23 |
10 |
DS1023 |
PL0000107264 |
112,75 |
112,60 |
112,750 |
112,800 |
112,750 |
112,800 |
112,778 |
90 000 |
102,92 |
8 |
DS0725 |
PL0000108197 |
107,60 |
107,30 |
107,300 |
107,500 |
107,300 |
107,500 |
107,398 |
30 000 |
32,85 |
4 |
WS0428 |
PL0000107611 |
102,30 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,21 |
137,11 |
137,110 |
137,110 |
137,110 |
137,110 |
137,110 |
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 |
102,73 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,76 |
114,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,13 |
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 |
99,57 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,52 |
98,52 |
98,520 |
98,520 |
98,520 |
98,520 |
98,520 |
70 000 |
69,17 |
2 |
TOTAL |
532 500 |
614,58 |
41 |
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 |
1,56 |
1,25 |
99,51 |
1,39 |
DS1015 |
PL0000103602 |
102,78 |
102,87 |
1,56 |
1,41 |
102,83 |
1,48 |
OK0116 |
PL0000107587 |
98,64 |
98,73 |
1,61 |
1,50 |
98,69 |
1,55 |
PS0416 |
PL0000106340 |
103,69 |
103,79 |
1,59 |
1,51 |
103,74 |
1,55 |
OK0716 |
PL0000107926 |
97,83 |
97,96 |
1,63 |
1,53 |
97,90 |
1,58 |
IZ0816 |
PL0000103529 |
102,57 |
103,16 |
--- |
--- |
102,87 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,98 |
1,66 |
1,58 |
104,91 |
1,62 |
WZ0117 |
PL0000106936 |
100,14 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,29 |
106,45 |
1,68 |
1,60 |
106,37 |
1,64 |
OK0717 |
PL0000108502 |
96,05 |
96,25 |
1,73 |
1,64 |
96,15 |
1,68 |
DS1017 |
PL0000104543 |
108,79 |
108,98 |
1,76 |
1,69 |
108,89 |
1,73 |
WZ0118 |
PL0000104717 |
100,03 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
105,64 |
105,87 |
1,86 |
1,79 |
105,76 |
1,82 |
PS0718 |
PL0000107595 |
101,91 |
102,15 |
1,90 |
1,83 |
102,03 |
1,87 |
WZ0119 |
PL0000107603 |
99,88 |
100,07 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
105,16 |
105,39 |
2,00 |
1,94 |
105,28 |
1,97 |
DS1019 |
PL0000105441 |
115,29 |
115,52 |
1,99 |
1,94 |
115,41 |
1,96 |
PS0420 |
PL0000108510 |
97,14 |
97,32 |
2,09 |
2,06 |
97,23 |
2,08 |
DS1020 |
PL0000106126 |
116,37 |
116,65 |
2,12 |
2,07 |
116,51 |
2,09 |
WZ0121 |
PL0000106068 |
99,51 |
99,73 |
--- |
--- |
99,62 |
--- |
DS1021 |
PL0000106670 |
121,36 |
121,72 |
2,23 |
2,18 |
121,54 |
2,21 |
WS0922 |
PL0000102646 |
123,38 |
123,72 |
2,32 |
2,28 |
123,55 |
2,30 |
IZ0823 |
PL0000105359 |
113,56 |
114,35 |
--- |
--- |
113,96 |
--- |
DS1023 |
PL0000107264 |
112,31 |
112,70 |
2,40 |
2,35 |
112,51 |
2,37 |
WZ0124 |
PL0000107454 |
98,37 |
98,55 |
--- |
--- |
98,46 |
--- |
DS0725 |
PL0000108197 |
107,17 |
107,51 |
2,45 |
2,42 |
107,34 |
2,44 |
WS0429 |
PL0000105391 |
136,50 |
137,49 |
2,62 |
2,55 |
137,00 |
2,58 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,46 |
99,56 |
1,54 |
1,25 |
99,51 |
1,39 |
DS1015 |
PL0000103602 |
102,79 |
102,87 |
1,54 |
1,41 |
102,83 |
1,48 |
OK0116 |
PL0000107587 |
98,65 |
98,72 |
1,60 |
1,52 |
98,69 |
1,55 |
PS0416 |
PL0000106340 |
103,69 |
103,80 |
1,59 |
1,50 |
103,75 |
1,54 |
OK0716 |
PL0000107926 |
97,86 |
97,97 |
1,61 |
1,52 |
97,92 |
1,56 |
IZ0816 |
PL0000103529 |
102,61 |
103,19 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
104,89 |
104,99 |
1,63 |
1,57 |
104,94 |
1,60 |
WZ0117 |
PL0000106936 |
100,17 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,35 |
106,45 |
1,65 |
1,60 |
106,40 |
1,63 |
OK0717 |
PL0000108502 |
96,13 |
96,28 |
1,69 |
1,62 |
96,21 |
1,65 |
DS1017 |
PL0000104543 |
108,88 |
109,00 |
1,73 |
1,68 |
108,94 |
1,71 |
WZ0118 |
PL0000104717 |
100,06 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
105,75 |
105,89 |
1,82 |
1,78 |
105,82 |
1,80 |
PS0718 |
PL0000107595 |
102,02 |
102,26 |
1,87 |
1,80 |
102,14 |
1,83 |
WZ0119 |
PL0000107603 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
105,36 |
105,52 |
1,95 |
1,91 |
105,44 |
1,93 |
DS1019 |
PL0000105441 |
115,52 |
115,69 |
1,94 |
1,91 |
115,61 |
1,92 |
PS0420 |
PL0000108510 |
97,31 |
97,52 |
2,06 |
2,01 |
97,42 |
2,03 |
DS1020 |
PL0000106126 |
116,56 |
116,84 |
2,08 |
2,04 |
116,70 |
2,06 |
WZ0121 |
PL0000106068 |
99,55 |
99,75 |
--- |
--- |
99,65 |
--- |
DS1021 |
PL0000106670 |
121,57 |
121,90 |
2,20 |
2,15 |
121,74 |
2,18 |
WS0922 |
PL0000102646 |
123,67 |
123,91 |
2,28 |
2,25 |
123,79 |
2,27 |
IZ0823 |
PL0000105359 |
113,58 |
114,42 |
--- |
--- |
114,00 |
--- |
DS1023 |
PL0000107264 |
112,68 |
112,96 |
2,35 |
2,32 |
112,82 |
2,34 |
WZ0124 |
PL0000107454 |
98,46 |
98,55 |
--- |
--- |
98,51 |
--- |
DS0725 |
PL0000108197 |
107,53 |
107,80 |
2,42 |
2,39 |
107,67 |
2,40 |
WS0429 |
PL0000105391 |
136,96 |
137,96 |
2,59 |
2,52 |
137,46 |
2,55 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
60 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
5 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,370 |
1,400 |
1,396 |
150 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
60 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
TOTAL |
375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.