2015-03-20 |
MARKET DATA |
No 55 (2586) |
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 |
1 220,00 |
1 364,62 |
96 |
915,00 |
1 009,81 |
12 |
2 135,00 |
2 374,43 |
108 |
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 |
100,35 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,50 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,74 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,72 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,66 |
103,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,90 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,88 |
104,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,40 |
106,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,26 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,08 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,04 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,42 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,07 |
105,81 |
105,940 |
105,940 |
105,940 |
105,940 |
105,940 |
10 000 |
10,81 |
1 |
DS1019 |
PL0000105441 |
116,21 |
116,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,20 |
97,86 |
97,960 |
98,050 |
97,960 |
98,050 |
98,005 |
25 000 |
24,85 |
3 |
DS1020 |
PL0000106126 |
117,72 |
117,35 |
117,670 |
117,720 |
117,650 |
117,650 |
117,689 |
135 000 |
161,79 |
12 |
DS1021 |
PL0000106670 |
123,21 |
122,60 |
123,060 |
123,260 |
123,010 |
123,010 |
123,121 |
215 000 |
269,79 |
19 |
WS0922 |
PL0000102646 |
125,35 |
124,72 |
125,300 |
125,300 |
125,300 |
125,300 |
125,300 |
5 000 |
6,41 |
1 |
DS1023 |
PL0000107264 |
114,38 |
113,78 |
113,850 |
114,450 |
113,850 |
114,420 |
114,330 |
115 000 |
133,37 |
11 |
DS0725 |
PL0000108197 |
109,35 |
108,60 |
108,620 |
109,350 |
108,620 |
109,180 |
108,945 |
395 000 |
438,84 |
37 |
WS0428 |
PL0000107611 |
103,90 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,68 |
138,84 |
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 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,10 |
114,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,17 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,74 |
99,77 |
99,780 |
99,780 |
99,720 |
99,720 |
99,747 |
185 000 |
185,13 |
5 |
WZ0124 |
PL0000107454 |
98,65 |
98,63 |
98,630 |
98,680 |
98,630 |
98,680 |
98,661 |
135 000 |
133,63 |
7 |
TOTAL |
1 220 000 |
1 364,62 |
96 |
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 |
99,61 |
1,55 |
1,16 |
99,55 |
1,34 |
DS1015 |
PL0000103602 |
102,72 |
102,81 |
1,53 |
1,38 |
102,77 |
1,45 |
OK0116 |
PL0000107587 |
98,68 |
98,79 |
1,59 |
1,46 |
98,74 |
1,52 |
PS0416 |
PL0000106340 |
103,63 |
103,75 |
1,60 |
1,49 |
103,69 |
1,55 |
OK0716 |
PL0000107926 |
97,86 |
98,02 |
1,63 |
1,50 |
97,94 |
1,57 |
IZ0816 |
PL0000103529 |
102,58 |
103,15 |
--- |
--- |
102,87 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,98 |
1,63 |
1,54 |
104,91 |
1,59 |
WZ0117 |
PL0000106936 |
100,14 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,31 |
106,47 |
1,65 |
1,57 |
106,39 |
1,61 |
OK0717 |
PL0000108502 |
96,16 |
96,34 |
1,69 |
1,61 |
96,25 |
1,65 |
DS1017 |
PL0000104543 |
108,91 |
109,08 |
1,70 |
1,63 |
109,00 |
1,66 |
WZ0118 |
PL0000104717 |
100,05 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
105,88 |
106,04 |
1,77 |
1,72 |
105,96 |
1,75 |
PS0718 |
PL0000107595 |
102,17 |
102,42 |
1,82 |
1,74 |
102,30 |
1,78 |
WZ0119 |
PL0000107603 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
105,57 |
105,85 |
1,90 |
1,83 |
105,71 |
1,86 |
DS1019 |
PL0000105441 |
115,75 |
116,05 |
1,88 |
1,82 |
115,90 |
1,85 |
PS0420 |
PL0000108510 |
97,73 |
97,93 |
1,97 |
1,93 |
97,83 |
1,95 |
DS1020 |
PL0000106126 |
117,10 |
117,40 |
1,98 |
1,93 |
117,25 |
1,96 |
WZ0121 |
PL0000106068 |
99,66 |
99,83 |
--- |
--- |
99,75 |
--- |
DS1021 |
PL0000106670 |
122,40 |
122,72 |
2,07 |
2,03 |
122,56 |
2,05 |
WS0922 |
PL0000102646 |
124,35 |
124,75 |
2,19 |
2,14 |
124,55 |
2,16 |
IZ0823 |
PL0000105359 |
113,80 |
114,66 |
--- |
--- |
114,23 |
--- |
DS1023 |
PL0000107264 |
113,38 |
113,81 |
2,27 |
2,21 |
113,60 |
2,24 |
WZ0124 |
PL0000107454 |
98,48 |
98,67 |
--- |
--- |
98,58 |
--- |
DS0725 |
PL0000108197 |
108,35 |
108,65 |
2,33 |
2,30 |
108,50 |
2,31 |
WS0429 |
PL0000105391 |
138,02 |
139,12 |
2,51 |
2,43 |
138,57 |
2,47 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,49 |
99,60 |
1,52 |
1,19 |
99,55 |
1,34 |
DS1015 |
PL0000103602 |
102,72 |
102,81 |
1,53 |
1,38 |
102,77 |
1,45 |
OK0116 |
PL0000107587 |
98,70 |
98,79 |
1,57 |
1,46 |
98,75 |
1,51 |
PS0416 |
PL0000106340 |
103,63 |
103,75 |
1,60 |
1,49 |
103,69 |
1,55 |
OK0716 |
PL0000107926 |
97,88 |
98,02 |
1,61 |
1,50 |
97,95 |
1,56 |
IZ0816 |
PL0000103529 |
102,60 |
103,11 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,87 |
105,00 |
1,61 |
1,53 |
104,94 |
1,57 |
WZ0117 |
PL0000106936 |
100,14 |
100,23 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
106,36 |
106,51 |
1,62 |
1,55 |
106,44 |
1,59 |
OK0717 |
PL0000108502 |
96,21 |
96,37 |
1,67 |
1,59 |
96,29 |
1,63 |
DS1017 |
PL0000104543 |
108,97 |
109,12 |
1,67 |
1,62 |
109,05 |
1,64 |
WZ0118 |
PL0000104717 |
100,06 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
105,96 |
106,16 |
1,75 |
1,68 |
106,06 |
1,72 |
PS0718 |
PL0000107595 |
102,33 |
102,58 |
1,77 |
1,70 |
102,46 |
1,73 |
WZ0119 |
PL0000107603 |
99,97 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
105,91 |
106,12 |
1,82 |
1,77 |
106,02 |
1,79 |
DS1019 |
PL0000105441 |
116,07 |
116,35 |
1,81 |
1,76 |
116,21 |
1,79 |
PS0420 |
PL0000108510 |
98,04 |
98,24 |
1,91 |
1,86 |
98,14 |
1,88 |
DS1020 |
PL0000106126 |
117,57 |
117,76 |
1,90 |
1,87 |
117,67 |
1,88 |
WZ0121 |
PL0000106068 |
99,67 |
99,81 |
--- |
--- |
99,74 |
--- |
DS1021 |
PL0000106670 |
122,94 |
123,24 |
2,00 |
1,95 |
123,09 |
1,97 |
WS0922 |
PL0000102646 |
125,18 |
125,49 |
2,09 |
2,05 |
125,34 |
2,06 |
IZ0823 |
PL0000105359 |
113,81 |
114,72 |
--- |
--- |
114,27 |
--- |
DS1023 |
PL0000107264 |
114,17 |
114,48 |
2,17 |
2,13 |
114,33 |
2,15 |
WZ0124 |
PL0000107454 |
98,61 |
98,76 |
--- |
--- |
98,69 |
--- |
DS0725 |
PL0000108197 |
109,07 |
109,36 |
2,25 |
2,22 |
109,22 |
2,24 |
WS0429 |
PL0000105391 |
139,05 |
139,99 |
2,44 |
2,37 |
139,52 |
2,41 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
60 |
OK0716 |
PL0000107926 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
90 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
25 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
70 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
20 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
125 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
70 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
110 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
240 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
20 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
30 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
55 |
TOTAL |
915 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.