2015-03-18 |
MARKET DATA |
No 53 (2584) |
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 |
665,00 |
747,10 |
46 |
925,00 |
1 066,06 |
10 |
1 590,00 |
1 813,16 |
56 |
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 |
100,41 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,49 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,79 |
102,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,68 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,69 |
103,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,87 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,89 |
104,92 |
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 |
96,20 |
96,20 |
96,200 |
96,200 |
96,200 |
96,200 |
96,200 |
25 000 |
24,05 |
1 |
DS1017 |
PL0000104543 |
108,90 |
108,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,79 |
105,80 |
105,800 |
105,800 |
105,800 |
105,800 |
105,800 |
90 000 |
98,26 |
3 |
PS0718 |
PL0000107595 |
102,09 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,45 |
105,34 |
105,320 |
105,450 |
105,260 |
105,390 |
105,352 |
170 000 |
182,70 |
9 |
DS1019 |
PL0000105441 |
115,56 |
115,50 |
115,510 |
115,530 |
115,510 |
115,520 |
115,519 |
115 000 |
135,38 |
9 |
PS0420 |
PL0000108510 |
97,44 |
97,32 |
97,300 |
97,320 |
97,240 |
97,320 |
97,273 |
45 000 |
44,38 |
5 |
DS1020 |
PL0000106126 |
116,68 |
116,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,67 |
121,65 |
121,550 |
121,550 |
121,550 |
121,550 |
121,550 |
10 000 |
12,39 |
1 |
WS0922 |
PL0000102646 |
123,80 |
123,65 |
123,650 |
123,800 |
123,650 |
123,790 |
123,727 |
100 000 |
126,53 |
7 |
DS1023 |
PL0000107264 |
112,75 |
112,70 |
112,800 |
112,810 |
112,800 |
112,810 |
112,807 |
35 000 |
40,04 |
2 |
DS0725 |
PL0000108197 |
107,60 |
107,45 |
107,450 |
107,670 |
107,450 |
107,600 |
107,549 |
45 000 |
49,35 |
6 |
WS0428 |
PL0000107611 |
102,00 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,26 |
137,27 |
137,360 |
137,360 |
137,360 |
137,360 |
137,360 |
10 000 |
14,25 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,69 |
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 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,62 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,51 |
98,51 |
98,520 |
98,520 |
98,510 |
98,510 |
98,515 |
20 000 |
19,76 |
2 |
TOTAL |
665 000 |
747,10 |
46 |
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 |
1,53 |
1,21 |
99,53 |
1,36 |
DS1015 |
PL0000103602 |
102,77 |
102,85 |
1,53 |
1,40 |
102,81 |
1,47 |
OK0116 |
PL0000107587 |
98,66 |
98,73 |
1,60 |
1,51 |
98,70 |
1,55 |
PS0416 |
PL0000106340 |
103,67 |
103,77 |
1,60 |
1,51 |
103,72 |
1,55 |
OK0716 |
PL0000107926 |
97,85 |
97,96 |
1,62 |
1,54 |
97,91 |
1,58 |
IZ0816 |
PL0000103529 |
102,59 |
103,13 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,97 |
1,65 |
1,57 |
104,91 |
1,61 |
WZ0117 |
PL0000106936 |
100,16 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,32 |
106,44 |
1,66 |
1,60 |
106,38 |
1,63 |
OK0717 |
PL0000108502 |
96,11 |
96,26 |
1,70 |
1,63 |
96,19 |
1,67 |
DS1017 |
PL0000104543 |
108,79 |
108,99 |
1,76 |
1,68 |
108,89 |
1,72 |
WZ0118 |
PL0000104717 |
100,05 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
105,66 |
105,87 |
1,85 |
1,78 |
105,77 |
1,82 |
PS0718 |
PL0000107595 |
101,93 |
102,16 |
1,90 |
1,83 |
102,05 |
1,86 |
WZ0119 |
PL0000107603 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
105,23 |
105,45 |
1,98 |
1,93 |
105,34 |
1,95 |
DS1019 |
PL0000105441 |
115,37 |
115,54 |
1,97 |
1,93 |
115,46 |
1,95 |
PS0420 |
PL0000108510 |
97,24 |
97,38 |
2,07 |
2,04 |
97,31 |
2,06 |
DS1020 |
PL0000106126 |
116,42 |
116,68 |
2,11 |
2,06 |
116,55 |
2,08 |
WZ0121 |
PL0000106068 |
99,59 |
99,73 |
--- |
--- |
99,66 |
--- |
DS1021 |
PL0000106670 |
121,42 |
121,77 |
2,22 |
2,17 |
121,60 |
2,19 |
WS0922 |
PL0000102646 |
123,58 |
123,78 |
2,29 |
2,27 |
123,68 |
2,28 |
IZ0823 |
PL0000105359 |
113,52 |
114,36 |
--- |
--- |
113,94 |
--- |
DS1023 |
PL0000107264 |
112,54 |
112,82 |
2,37 |
2,33 |
112,68 |
2,35 |
WZ0124 |
PL0000107454 |
98,47 |
98,59 |
--- |
--- |
98,53 |
--- |
DS0725 |
PL0000108197 |
107,32 |
107,54 |
2,44 |
2,41 |
107,43 |
2,43 |
WS0429 |
PL0000105391 |
136,54 |
137,55 |
2,61 |
2,54 |
137,05 |
2,58 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,47 |
99,57 |
1,53 |
1,24 |
99,52 |
1,39 |
DS1015 |
PL0000103602 |
102,77 |
102,85 |
1,53 |
1,40 |
102,81 |
1,47 |
OK0116 |
PL0000107587 |
98,66 |
98,74 |
1,60 |
1,50 |
98,70 |
1,55 |
PS0416 |
PL0000106340 |
103,66 |
103,78 |
1,60 |
1,50 |
103,72 |
1,55 |
OK0716 |
PL0000107926 |
97,85 |
97,96 |
1,62 |
1,54 |
97,91 |
1,58 |
IZ0816 |
PL0000103529 |
102,60 |
103,11 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,87 |
105,01 |
1,63 |
1,55 |
104,94 |
1,59 |
WZ0117 |
PL0000106936 |
100,17 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,34 |
106,47 |
1,65 |
1,59 |
106,41 |
1,61 |
OK0717 |
PL0000108502 |
96,17 |
96,29 |
1,68 |
1,62 |
96,23 |
1,65 |
DS1017 |
PL0000104543 |
108,85 |
109,02 |
1,73 |
1,67 |
108,94 |
1,70 |
WZ0118 |
PL0000104717 |
100,05 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
105,73 |
105,92 |
1,83 |
1,77 |
105,83 |
1,80 |
PS0718 |
PL0000107595 |
102,06 |
102,28 |
1,86 |
1,79 |
102,17 |
1,82 |
WZ0119 |
PL0000107603 |
99,92 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
105,35 |
105,54 |
1,95 |
1,91 |
105,45 |
1,93 |
DS1019 |
PL0000105441 |
115,45 |
115,68 |
1,95 |
1,90 |
115,57 |
1,93 |
PS0420 |
PL0000108510 |
97,38 |
97,53 |
2,04 |
2,01 |
97,46 |
2,03 |
DS1020 |
PL0000106126 |
116,61 |
116,86 |
2,07 |
2,03 |
116,74 |
2,05 |
WZ0121 |
PL0000106068 |
99,59 |
99,74 |
--- |
--- |
99,67 |
--- |
DS1021 |
PL0000106670 |
121,59 |
121,92 |
2,20 |
2,15 |
121,76 |
2,17 |
WS0922 |
PL0000102646 |
123,73 |
124,04 |
2,27 |
2,23 |
123,89 |
2,25 |
IZ0823 |
PL0000105359 |
113,58 |
114,40 |
--- |
--- |
113,99 |
--- |
DS1023 |
PL0000107264 |
112,69 |
113,04 |
2,35 |
2,31 |
112,87 |
2,33 |
WZ0124 |
PL0000107454 |
98,47 |
98,58 |
--- |
--- |
98,53 |
--- |
DS0725 |
PL0000108197 |
107,49 |
107,75 |
2,42 |
2,39 |
107,62 |
2,41 |
WS0429 |
PL0000105391 |
136,94 |
137,97 |
2,59 |
2,51 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
90 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
270 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
255 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
145 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
110 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
5 |
TOTAL |
925 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.