2015-03-17 |
MARKET DATA |
No 52 (2583) |
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 |
650,00 |
694,50 |
52 |
930,00 |
1 026,96 |
10 |
1 580,00 |
1 721,46 |
62 |
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 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,48 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,80 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,67 |
98,69 |
98,670 |
98,670 |
98,670 |
98,670 |
98,670 |
192 500 |
189,94 |
6 |
PS0416 |
PL0000106340 |
103,71 |
103,76 |
103,710 |
103,710 |
103,710 |
103,710 |
103,710 |
30 000 |
32,46 |
1 |
OK0716 |
PL0000107926 |
97,88 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,89 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,37 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,15 |
96,16 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
10 000 |
9,62 |
1 |
DS1017 |
PL0000104543 |
108,88 |
108,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,76 |
105,82 |
105,720 |
105,720 |
105,720 |
105,720 |
105,720 |
10 000 |
10,91 |
1 |
PS0718 |
PL0000107595 |
102,02 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,38 |
105,35 |
105,320 |
105,320 |
105,320 |
105,320 |
105,320 |
15 000 |
16,11 |
1 |
DS1019 |
PL0000105441 |
115,50 |
115,48 |
115,470 |
115,480 |
115,470 |
115,480 |
115,479 |
75 000 |
88,25 |
4 |
PS0420 |
PL0000108510 |
97,40 |
97,32 |
97,400 |
97,400 |
97,290 |
97,290 |
97,318 |
40 000 |
39,47 |
5 |
DS1020 |
PL0000106126 |
116,57 |
116,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,64 |
121,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,65 |
123,65 |
123,600 |
123,600 |
123,500 |
123,550 |
123,567 |
45 000 |
56,86 |
6 |
DS1023 |
PL0000107264 |
112,70 |
112,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
107,55 |
107,42 |
107,480 |
107,500 |
107,400 |
107,400 |
107,447 |
195 000 |
213,64 |
24 |
WS0428 |
PL0000107611 |
101,90 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,06 |
137,30 |
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 |
102,70 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,70 |
114,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,22 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,08 |
100,080 |
100,080 |
100,070 |
100,070 |
100,078 |
12 500 |
12,55 |
2 |
WZ0119 |
PL0000107603 |
99,94 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,64 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,51 |
98,54 |
98,540 |
98,540 |
98,540 |
98,540 |
98,540 |
25 000 |
24,71 |
1 |
TOTAL |
650 000 |
694,50 |
52 |
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 |
99,47 |
99,58 |
1,52 |
1,20 |
99,53 |
1,35 |
DS1015 |
PL0000103602 |
102,78 |
102,87 |
1,54 |
1,39 |
102,83 |
1,46 |
OK0116 |
PL0000107587 |
98,65 |
98,75 |
1,61 |
1,48 |
98,70 |
1,55 |
PS0416 |
PL0000106340 |
103,67 |
103,79 |
1,60 |
1,50 |
103,73 |
1,55 |
OK0716 |
PL0000107926 |
97,84 |
97,97 |
1,63 |
1,53 |
97,91 |
1,57 |
IZ0816 |
PL0000103529 |
102,58 |
103,40 |
--- |
--- |
102,99 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,01 |
1,63 |
1,55 |
104,95 |
1,59 |
WZ0117 |
PL0000106936 |
100,15 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,33 |
106,44 |
1,66 |
1,61 |
106,39 |
1,63 |
OK0717 |
PL0000108502 |
96,12 |
96,28 |
1,70 |
1,62 |
96,20 |
1,66 |
DS1017 |
PL0000104543 |
108,84 |
109,02 |
1,74 |
1,67 |
108,93 |
1,71 |
WZ0118 |
PL0000104717 |
100,04 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
105,69 |
105,92 |
1,84 |
1,77 |
105,81 |
1,80 |
PS0718 |
PL0000107595 |
101,97 |
102,23 |
1,88 |
1,81 |
102,10 |
1,84 |
WZ0119 |
PL0000107603 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
105,25 |
105,45 |
1,98 |
1,93 |
105,35 |
1,95 |
DS1019 |
PL0000105441 |
115,42 |
115,67 |
1,96 |
1,91 |
115,55 |
1,93 |
PS0420 |
PL0000108510 |
97,26 |
97,45 |
2,07 |
2,03 |
97,36 |
2,05 |
DS1020 |
PL0000106126 |
116,50 |
116,79 |
2,09 |
2,04 |
116,65 |
2,07 |
WZ0121 |
PL0000106068 |
99,58 |
99,77 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
121,47 |
121,88 |
2,21 |
2,15 |
121,68 |
2,18 |
WS0922 |
PL0000102646 |
123,48 |
123,88 |
2,31 |
2,26 |
123,68 |
2,28 |
IZ0823 |
PL0000105359 |
113,50 |
114,42 |
--- |
--- |
113,96 |
--- |
DS1023 |
PL0000107264 |
112,61 |
112,95 |
2,36 |
2,32 |
112,78 |
2,34 |
WZ0124 |
PL0000107454 |
98,45 |
98,58 |
--- |
--- |
98,52 |
--- |
DS0725 |
PL0000108197 |
107,40 |
107,71 |
2,43 |
2,40 |
107,56 |
2,41 |
WS0429 |
PL0000105391 |
136,75 |
137,74 |
2,60 |
2,53 |
137,25 |
2,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,47 |
99,56 |
1,52 |
1,26 |
99,52 |
1,38 |
DS1015 |
PL0000103602 |
102,78 |
102,86 |
1,54 |
1,41 |
102,82 |
1,47 |
OK0116 |
PL0000107587 |
98,65 |
98,73 |
1,61 |
1,51 |
98,69 |
1,56 |
PS0416 |
PL0000106340 |
103,69 |
103,78 |
1,59 |
1,51 |
103,74 |
1,54 |
OK0716 |
PL0000107926 |
97,84 |
97,95 |
1,63 |
1,54 |
97,90 |
1,58 |
IZ0816 |
PL0000103529 |
102,59 |
103,12 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,97 |
1,64 |
1,58 |
104,92 |
1,61 |
WZ0117 |
PL0000106936 |
100,15 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,32 |
106,43 |
1,66 |
1,61 |
106,38 |
1,63 |
OK0717 |
PL0000108502 |
96,08 |
96,27 |
1,71 |
1,63 |
96,18 |
1,67 |
DS1017 |
PL0000104543 |
108,80 |
108,97 |
1,76 |
1,69 |
108,89 |
1,72 |
WZ0118 |
PL0000104717 |
100,05 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
105,69 |
105,87 |
1,84 |
1,78 |
105,78 |
1,81 |
PS0718 |
PL0000107595 |
101,97 |
102,18 |
1,88 |
1,82 |
102,08 |
1,85 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
105,27 |
105,40 |
1,97 |
1,94 |
105,34 |
1,95 |
DS1019 |
PL0000105441 |
115,37 |
115,57 |
1,97 |
1,93 |
115,47 |
1,95 |
PS0420 |
PL0000108510 |
97,23 |
97,39 |
2,08 |
2,04 |
97,31 |
2,06 |
DS1020 |
PL0000106126 |
116,44 |
116,72 |
2,10 |
2,06 |
116,58 |
2,08 |
WZ0121 |
PL0000106068 |
99,58 |
99,73 |
--- |
--- |
99,66 |
--- |
DS1021 |
PL0000106670 |
121,41 |
121,76 |
2,22 |
2,17 |
121,59 |
2,20 |
WS0922 |
PL0000102646 |
123,51 |
123,80 |
2,30 |
2,27 |
123,66 |
2,28 |
IZ0823 |
PL0000105359 |
113,55 |
114,38 |
--- |
--- |
113,97 |
--- |
DS1023 |
PL0000107264 |
112,50 |
112,81 |
2,37 |
2,34 |
112,66 |
2,35 |
WZ0124 |
PL0000107454 |
98,48 |
98,58 |
--- |
--- |
98,53 |
--- |
DS0725 |
PL0000108197 |
107,36 |
107,57 |
2,43 |
2,41 |
107,47 |
2,42 |
WS0429 |
PL0000105391 |
136,64 |
137,63 |
2,61 |
2,54 |
137,14 |
2,57 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
175 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
80 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
170 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
TOTAL |
930 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.