2015-03-19 |
MARKET DATA |
No 54 (2585) |
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 |
1 637,50 |
1 755,06 |
84 |
1 430,00 |
1 609,26 |
17 |
3 067,50 |
3 364,32 |
101 |
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 |
100,37 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,49 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,76 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,72 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,70 |
103,76 |
103,700 |
103,700 |
103,700 |
103,700 |
103,700 |
57 500 |
62,24 |
1 |
OK0716 |
PL0000107926 |
97,93 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,92 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,42 |
106,45 |
106,420 |
106,420 |
106,420 |
106,420 |
106,420 |
5 000 |
5,54 |
1 |
OK0717 |
PL0000108502 |
96,24 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,05 |
109,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,99 |
106,00 |
105,990 |
106,000 |
105,990 |
106,000 |
105,993 |
75 000 |
82,05 |
2 |
PS0718 |
PL0000107595 |
102,35 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,85 |
105,75 |
105,850 |
105,880 |
105,740 |
105,740 |
105,818 |
92 500 |
99,87 |
6 |
DS1019 |
PL0000105441 |
116,00 |
115,95 |
115,950 |
115,950 |
115,950 |
115,950 |
115,950 |
15 000 |
17,73 |
1 |
PS0420 |
PL0000108510 |
97,92 |
97,87 |
97,900 |
97,930 |
97,850 |
97,850 |
97,894 |
95 000 |
94,30 |
7 |
DS1020 |
PL0000106126 |
117,35 |
117,29 |
117,400 |
117,410 |
117,400 |
117,410 |
117,405 |
20 000 |
23,91 |
2 |
DS1021 |
PL0000106670 |
122,86 |
122,50 |
122,500 |
122,860 |
122,500 |
122,690 |
122,597 |
132 500 |
165,55 |
14 |
WS0922 |
PL0000102646 |
124,71 |
124,50 |
124,600 |
124,750 |
124,490 |
124,650 |
124,579 |
75 000 |
95,57 |
7 |
DS1023 |
PL0000107264 |
113,72 |
113,57 |
113,590 |
113,850 |
113,580 |
113,850 |
113,655 |
40 000 |
46,12 |
4 |
DS0725 |
PL0000108197 |
108,75 |
108,30 |
108,330 |
108,820 |
108,300 |
108,570 |
108,610 |
270 000 |
299,04 |
22 |
WS0428 |
PL0000107611 |
103,29 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,91 |
138,78 |
138,760 |
138,760 |
138,760 |
138,760 |
138,760 |
5 000 |
7,20 |
1 |
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 |
113,95 |
114,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,18 |
100,22 |
100,180 |
100,180 |
100,180 |
100,180 |
100,180 |
30 000 |
30,15 |
1 |
WZ0118 |
PL0000104717 |
100,09 |
100,10 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
130 000 |
130,51 |
3 |
WZ0119 |
PL0000107603 |
100,02 |
100,00 |
100,000 |
100,010 |
99,980 |
100,000 |
99,998 |
485 000 |
486,52 |
10 |
WZ0121 |
PL0000106068 |
99,72 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,58 |
98,55 |
98,550 |
98,560 |
98,550 |
98,560 |
98,559 |
110 000 |
108,76 |
2 |
TOTAL |
1 637 500 |
1 755,06 |
84 |
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 |
99,48 |
99,60 |
1,54 |
1,18 |
99,54 |
1,36 |
DS1015 |
PL0000103602 |
102,74 |
102,83 |
1,52 |
1,37 |
102,79 |
1,44 |
OK0116 |
PL0000107587 |
98,69 |
98,79 |
1,58 |
1,46 |
98,74 |
1,52 |
PS0416 |
PL0000106340 |
103,64 |
103,78 |
1,60 |
1,47 |
103,71 |
1,54 |
OK0716 |
PL0000107926 |
97,89 |
98,04 |
1,60 |
1,49 |
97,97 |
1,54 |
IZ0816 |
PL0000103529 |
102,55 |
103,18 |
--- |
--- |
102,87 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,02 |
1,61 |
1,53 |
104,95 |
1,57 |
WZ0117 |
PL0000106936 |
100,16 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
106,37 |
106,52 |
1,62 |
1,55 |
106,45 |
1,58 |
OK0717 |
PL0000108502 |
96,18 |
96,37 |
1,68 |
1,59 |
96,28 |
1,63 |
DS1017 |
PL0000104543 |
109,03 |
109,23 |
1,66 |
1,58 |
109,13 |
1,62 |
WZ0118 |
PL0000104717 |
100,06 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
105,95 |
106,12 |
1,75 |
1,70 |
106,04 |
1,72 |
PS0718 |
PL0000107595 |
102,26 |
102,48 |
1,79 |
1,73 |
102,37 |
1,76 |
WZ0119 |
PL0000107603 |
99,92 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
105,66 |
105,96 |
1,88 |
1,81 |
105,81 |
1,84 |
DS1019 |
PL0000105441 |
115,85 |
116,15 |
1,86 |
1,80 |
116,00 |
1,83 |
PS0420 |
PL0000108510 |
97,75 |
97,94 |
1,97 |
1,93 |
97,85 |
1,95 |
DS1020 |
PL0000106126 |
117,11 |
117,41 |
1,98 |
1,93 |
117,26 |
1,96 |
WZ0121 |
PL0000106068 |
99,57 |
99,77 |
--- |
--- |
99,67 |
--- |
DS1021 |
PL0000106670 |
122,24 |
122,67 |
2,10 |
2,04 |
122,46 |
2,07 |
WS0922 |
PL0000102646 |
124,45 |
124,79 |
2,18 |
2,14 |
124,62 |
2,16 |
IZ0823 |
PL0000105359 |
113,50 |
114,62 |
--- |
--- |
114,06 |
--- |
DS1023 |
PL0000107264 |
113,33 |
113,77 |
2,27 |
2,22 |
113,55 |
2,25 |
WZ0124 |
PL0000107454 |
98,45 |
98,58 |
--- |
--- |
98,52 |
--- |
DS0725 |
PL0000108197 |
108,30 |
108,55 |
2,33 |
2,31 |
108,43 |
2,32 |
WS0429 |
PL0000105391 |
138,05 |
139,28 |
2,51 |
2,42 |
138,67 |
2,47 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,48 |
99,60 |
1,54 |
1,18 |
99,54 |
1,36 |
DS1015 |
PL0000103602 |
102,73 |
102,84 |
1,53 |
1,36 |
102,79 |
1,44 |
OK0116 |
PL0000107587 |
98,68 |
98,76 |
1,59 |
1,49 |
98,72 |
1,54 |
PS0416 |
PL0000106340 |
103,65 |
103,77 |
1,59 |
1,48 |
103,71 |
1,54 |
OK0716 |
PL0000107926 |
97,88 |
97,98 |
1,61 |
1,53 |
97,93 |
1,57 |
IZ0816 |
PL0000103529 |
102,58 |
103,14 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,87 |
105,01 |
1,62 |
1,53 |
104,94 |
1,57 |
WZ0117 |
PL0000106936 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,35 |
106,47 |
1,63 |
1,58 |
106,41 |
1,60 |
OK0717 |
PL0000108502 |
96,21 |
96,33 |
1,66 |
1,61 |
96,27 |
1,64 |
DS1017 |
PL0000104543 |
108,98 |
109,11 |
1,67 |
1,63 |
109,05 |
1,65 |
WZ0118 |
PL0000104717 |
100,06 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
105,91 |
106,06 |
1,77 |
1,72 |
105,99 |
1,74 |
PS0718 |
PL0000107595 |
102,24 |
102,47 |
1,80 |
1,73 |
102,36 |
1,76 |
WZ0119 |
PL0000107603 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
105,73 |
105,93 |
1,86 |
1,81 |
105,83 |
1,84 |
DS1019 |
PL0000105441 |
115,89 |
116,13 |
1,85 |
1,80 |
116,01 |
1,83 |
PS0420 |
PL0000108510 |
97,82 |
97,99 |
1,95 |
1,92 |
97,91 |
1,93 |
DS1020 |
PL0000106126 |
117,23 |
117,53 |
1,96 |
1,91 |
117,38 |
1,94 |
WZ0121 |
PL0000106068 |
99,68 |
99,81 |
--- |
--- |
99,75 |
--- |
DS1021 |
PL0000106670 |
122,56 |
122,75 |
2,05 |
2,02 |
122,66 |
2,04 |
WS0922 |
PL0000102646 |
124,64 |
124,89 |
2,15 |
2,12 |
124,77 |
2,14 |
IZ0823 |
PL0000105359 |
113,79 |
114,68 |
--- |
--- |
114,24 |
--- |
DS1023 |
PL0000107264 |
113,65 |
113,98 |
2,23 |
2,19 |
113,82 |
2,21 |
WZ0124 |
PL0000107454 |
98,54 |
98,66 |
--- |
--- |
98,60 |
--- |
DS0725 |
PL0000108197 |
108,54 |
108,80 |
2,31 |
2,28 |
108,67 |
2,30 |
WS0429 |
PL0000105391 |
138,28 |
139,34 |
2,49 |
2,42 |
138,81 |
2,46 |
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 |
1,410 |
1,410 |
1,410 |
60 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
100 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
20 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
10 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
40 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
45 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
60 |
OK0716 |
PL0000107926 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
90 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
390 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,320 |
1,350 |
1,336 |
395 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
130 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
90 |
TOTAL |
1 430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.