2015-03-23 |
MARKET DATA |
No 56 (2587) |
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 |
890,00 |
961,86 |
61 |
955,00 |
1 031,50 |
17 |
1 845,00 |
1 993,35 |
78 |
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 |
100,33 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,51 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,73 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,73 |
98,74 |
98,730 |
98,730 |
98,720 |
98,720 |
98,722 |
245 000 |
241,87 |
6 |
PS0416 |
PL0000106340 |
103,66 |
103,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,92 |
97,96 |
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 |
106,42 |
106,41 |
106,420 |
106,420 |
106,410 |
106,410 |
106,412 |
110 000 |
121,83 |
4 |
OK0717 |
PL0000108502 |
96,27 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,04 |
109,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,06 |
106,00 |
105,940 |
105,940 |
105,940 |
105,940 |
105,940 |
25 000 |
27,34 |
1 |
PS0718 |
PL0000107595 |
102,44 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,01 |
105,91 |
106,000 |
106,000 |
105,900 |
105,900 |
105,962 |
70 000 |
75,69 |
6 |
DS1019 |
PL0000105441 |
116,22 |
116,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,24 |
98,01 |
98,150 |
98,150 |
97,940 |
97,940 |
98,032 |
60 000 |
59,64 |
6 |
DS1020 |
PL0000106126 |
117,70 |
117,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,06 |
122,92 |
123,000 |
123,000 |
122,920 |
122,950 |
122,958 |
25 000 |
31,33 |
3 |
WS0922 |
PL0000102646 |
125,40 |
125,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,40 |
114,09 |
114,400 |
114,460 |
114,400 |
114,460 |
114,434 |
85 000 |
98,68 |
8 |
DS0725 |
PL0000108197 |
109,33 |
108,90 |
109,330 |
109,380 |
108,830 |
108,840 |
109,105 |
255 000 |
283,73 |
25 |
WS0428 |
PL0000107611 |
103,69 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,94 |
139,30 |
139,780 |
139,780 |
139,400 |
139,400 |
139,653 |
15 000 |
21,74 |
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 |
114,25 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,15 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,69 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,64 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
890 000 |
961,86 |
61 |
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 |
99,50 |
99,62 |
1,50 |
1,14 |
99,56 |
1,32 |
DS1015 |
PL0000103602 |
102,71 |
102,80 |
1,52 |
1,38 |
102,76 |
1,44 |
OK0116 |
PL0000107587 |
98,70 |
98,78 |
1,58 |
1,48 |
98,74 |
1,53 |
PS0416 |
PL0000106340 |
103,64 |
103,74 |
1,58 |
1,49 |
103,69 |
1,54 |
OK0716 |
PL0000107926 |
97,90 |
98,01 |
1,60 |
1,51 |
97,96 |
1,55 |
IZ0816 |
PL0000103529 |
102,60 |
103,11 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,00 |
1,60 |
1,53 |
104,94 |
1,56 |
WZ0117 |
PL0000106936 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,37 |
106,51 |
1,61 |
1,55 |
106,44 |
1,58 |
OK0717 |
PL0000108502 |
96,23 |
96,40 |
1,66 |
1,58 |
96,32 |
1,62 |
DS1017 |
PL0000104543 |
108,98 |
109,16 |
1,67 |
1,60 |
109,07 |
1,63 |
WZ0118 |
PL0000104717 |
100,08 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
105,97 |
106,16 |
1,74 |
1,68 |
106,07 |
1,71 |
PS0718 |
PL0000107595 |
102,36 |
102,57 |
1,76 |
1,70 |
102,47 |
1,73 |
WZ0119 |
PL0000107603 |
99,95 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
105,93 |
106,14 |
1,81 |
1,76 |
106,04 |
1,79 |
DS1019 |
PL0000105441 |
116,12 |
116,36 |
1,80 |
1,75 |
116,24 |
1,78 |
PS0420 |
PL0000108510 |
98,10 |
98,29 |
1,89 |
1,85 |
98,20 |
1,87 |
DS1020 |
PL0000106126 |
117,55 |
117,81 |
1,90 |
1,86 |
117,68 |
1,88 |
WZ0121 |
PL0000106068 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
DS1021 |
PL0000106670 |
122,89 |
123,25 |
2,00 |
1,95 |
123,07 |
1,98 |
WS0922 |
PL0000102646 |
125,08 |
125,44 |
2,10 |
2,05 |
125,26 |
2,07 |
IZ0823 |
PL0000105359 |
113,92 |
114,70 |
--- |
--- |
114,31 |
--- |
DS1023 |
PL0000107264 |
114,07 |
114,44 |
2,18 |
2,14 |
114,26 |
2,16 |
WZ0124 |
PL0000107454 |
98,61 |
98,77 |
--- |
--- |
98,69 |
--- |
DS0725 |
PL0000108197 |
109,03 |
109,36 |
2,26 |
2,22 |
109,20 |
2,24 |
WS0429 |
PL0000105391 |
139,07 |
140,02 |
2,44 |
2,37 |
139,55 |
2,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,50 |
99,62 |
1,50 |
1,14 |
99,56 |
1,32 |
DS1015 |
PL0000103602 |
102,71 |
102,78 |
1,52 |
1,41 |
102,75 |
1,46 |
OK0116 |
PL0000107587 |
98,70 |
98,77 |
1,58 |
1,49 |
98,74 |
1,53 |
PS0416 |
PL0000106340 |
103,63 |
103,73 |
1,59 |
1,50 |
103,68 |
1,55 |
OK0716 |
PL0000107926 |
97,87 |
97,99 |
1,62 |
1,53 |
97,93 |
1,58 |
IZ0816 |
PL0000103529 |
102,63 |
103,13 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,97 |
1,63 |
1,55 |
104,91 |
1,58 |
WZ0117 |
PL0000106936 |
100,13 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,33 |
106,46 |
1,63 |
1,57 |
106,40 |
1,60 |
OK0717 |
PL0000108502 |
96,19 |
96,37 |
1,68 |
1,59 |
96,28 |
1,64 |
DS1017 |
PL0000104543 |
108,92 |
109,08 |
1,69 |
1,63 |
109,00 |
1,66 |
WZ0118 |
PL0000104717 |
100,06 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
105,89 |
106,06 |
1,77 |
1,71 |
105,98 |
1,74 |
PS0718 |
PL0000107595 |
102,26 |
102,49 |
1,79 |
1,72 |
102,38 |
1,76 |
WZ0119 |
PL0000107603 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
105,76 |
105,99 |
1,85 |
1,80 |
105,88 |
1,82 |
DS1019 |
PL0000105441 |
115,97 |
116,21 |
1,83 |
1,78 |
116,09 |
1,81 |
PS0420 |
PL0000108510 |
97,94 |
98,10 |
1,93 |
1,89 |
98,02 |
1,91 |
DS1020 |
PL0000106126 |
117,43 |
117,64 |
1,92 |
1,89 |
117,54 |
1,91 |
WZ0121 |
PL0000106068 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
122,73 |
123,01 |
2,02 |
1,98 |
122,87 |
2,00 |
WS0922 |
PL0000102646 |
124,87 |
125,25 |
2,12 |
2,08 |
125,06 |
2,10 |
IZ0823 |
PL0000105359 |
113,93 |
114,80 |
--- |
--- |
114,37 |
--- |
DS1023 |
PL0000107264 |
113,86 |
114,27 |
2,21 |
2,16 |
114,07 |
2,18 |
WZ0124 |
PL0000107454 |
98,60 |
98,76 |
--- |
--- |
98,68 |
--- |
DS0725 |
PL0000108197 |
108,78 |
109,07 |
2,28 |
2,25 |
108,93 |
2,27 |
WS0429 |
PL0000105391 |
138,64 |
139,72 |
2,47 |
2,39 |
139,18 |
2,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
25 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
80 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
115 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
45 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
120 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
90 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
90 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
150 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
80 |
TOTAL |
955 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.