2015-03-24 |
MARKET DATA |
No 57 (2588) |
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 |
710,00 |
756,57 |
36 |
1 965,00 |
2 207,08 |
23 |
2 675,00 |
2 963,65 |
59 |
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 |
100,32 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,51 |
99,55 |
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 |
98,72 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,66 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,93 |
97,98 |
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 |
106,40 |
106,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,27 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,00 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,98 |
106,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,38 |
102,41 |
102,500 |
102,500 |
102,500 |
102,500 |
102,500 |
2 500 |
2,60 |
1 |
PS0719 |
PL0000108148 |
105,95 |
105,90 |
105,910 |
105,910 |
105,900 |
105,900 |
105,905 |
20 000 |
21,62 |
2 |
DS1019 |
PL0000105441 |
116,11 |
116,01 |
116,020 |
116,020 |
116,020 |
116,020 |
116,020 |
30 000 |
35,49 |
1 |
PS0420 |
PL0000108510 |
98,13 |
98,00 |
98,050 |
98,080 |
98,040 |
98,040 |
98,055 |
37 500 |
37,29 |
4 |
DS1020 |
PL0000106126 |
117,60 |
117,38 |
117,500 |
117,550 |
117,450 |
117,450 |
117,508 |
95 000 |
113,71 |
5 |
DS1021 |
PL0000106670 |
123,05 |
122,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,30 |
125,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,25 |
114,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,20 |
108,95 |
109,190 |
109,220 |
109,000 |
109,000 |
109,170 |
205 000 |
228,25 |
15 |
WS0428 |
PL0000107611 |
103,45 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,39 |
139,35 |
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 |
102,73 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,03 |
114,60 |
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 |
100,08 |
100,08 |
100,080 |
100,080 |
100,070 |
100,070 |
100,075 |
50 000 |
50,20 |
2 |
WZ0119 |
PL0000107603 |
99,96 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,70 |
99,68 |
99,700 |
99,700 |
99,650 |
99,650 |
99,675 |
20 000 |
20,00 |
2 |
WZ0124 |
PL0000107454 |
98,64 |
98,67 |
98,630 |
98,630 |
98,620 |
98,620 |
98,628 |
250 000 |
247,40 |
4 |
TOTAL |
710 000 |
756,57 |
36 |
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 |
1,52 |
1,15 |
99,56 |
1,33 |
DS1015 |
PL0000103602 |
102,70 |
102,79 |
1,52 |
1,37 |
102,75 |
1,44 |
OK0116 |
PL0000107587 |
98,71 |
98,79 |
1,57 |
1,47 |
98,75 |
1,52 |
PS0416 |
PL0000106340 |
103,63 |
103,75 |
1,58 |
1,48 |
103,69 |
1,53 |
OK0716 |
PL0000107926 |
97,89 |
98,04 |
1,61 |
1,49 |
97,97 |
1,55 |
IZ0816 |
PL0000103529 |
102,61 |
103,15 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,85 |
104,99 |
1,61 |
1,53 |
104,92 |
1,57 |
WZ0117 |
PL0000106936 |
100,13 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,35 |
106,45 |
1,62 |
1,57 |
106,40 |
1,60 |
OK0717 |
PL0000108502 |
96,23 |
96,38 |
1,66 |
1,59 |
96,31 |
1,62 |
DS1017 |
PL0000104543 |
108,96 |
109,11 |
1,67 |
1,62 |
109,04 |
1,64 |
WZ0118 |
PL0000104717 |
100,05 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
105,91 |
106,09 |
1,76 |
1,70 |
106,00 |
1,73 |
PS0718 |
PL0000107595 |
102,27 |
102,51 |
1,79 |
1,72 |
102,39 |
1,75 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
105,79 |
106,05 |
1,84 |
1,78 |
105,92 |
1,81 |
DS1019 |
PL0000105441 |
115,97 |
116,24 |
1,83 |
1,78 |
116,11 |
1,80 |
PS0420 |
PL0000108510 |
97,97 |
98,13 |
1,92 |
1,89 |
98,05 |
1,90 |
DS1020 |
PL0000106126 |
117,43 |
117,72 |
1,92 |
1,87 |
117,58 |
1,90 |
WZ0121 |
PL0000106068 |
99,64 |
99,77 |
--- |
--- |
99,71 |
--- |
DS1021 |
PL0000106670 |
122,73 |
123,15 |
2,02 |
1,96 |
122,94 |
1,99 |
WS0922 |
PL0000102646 |
124,89 |
125,29 |
2,12 |
2,07 |
125,09 |
2,09 |
IZ0823 |
PL0000105359 |
113,86 |
114,79 |
--- |
--- |
114,33 |
--- |
DS1023 |
PL0000107264 |
113,95 |
114,30 |
2,20 |
2,15 |
114,13 |
2,17 |
WZ0124 |
PL0000107454 |
98,60 |
98,76 |
--- |
--- |
98,68 |
--- |
DS0725 |
PL0000108197 |
108,90 |
109,16 |
2,27 |
2,24 |
109,03 |
2,26 |
WS0429 |
PL0000105391 |
138,80 |
139,86 |
2,45 |
2,38 |
139,33 |
2,42 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,50 |
99,58 |
1,52 |
1,27 |
99,54 |
1,39 |
DS1015 |
PL0000103602 |
102,71 |
102,78 |
1,50 |
1,39 |
102,75 |
1,44 |
OK0116 |
PL0000107587 |
98,70 |
98,78 |
1,58 |
1,48 |
98,74 |
1,53 |
PS0416 |
PL0000106340 |
103,63 |
103,72 |
1,58 |
1,50 |
103,68 |
1,54 |
OK0716 |
PL0000107926 |
97,89 |
98,01 |
1,61 |
1,52 |
97,95 |
1,56 |
IZ0816 |
PL0000103529 |
102,64 |
103,13 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
104,88 |
104,97 |
1,60 |
1,54 |
104,93 |
1,57 |
WZ0117 |
PL0000106936 |
100,14 |
100,21 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,36 |
106,47 |
1,62 |
1,56 |
106,42 |
1,59 |
OK0717 |
PL0000108502 |
96,25 |
96,39 |
1,65 |
1,59 |
96,32 |
1,62 |
DS1017 |
PL0000104543 |
108,97 |
109,12 |
1,67 |
1,61 |
109,05 |
1,64 |
WZ0118 |
PL0000104717 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
105,93 |
106,09 |
1,75 |
1,70 |
106,01 |
1,73 |
PS0718 |
PL0000107595 |
102,32 |
102,51 |
1,77 |
1,72 |
102,42 |
1,74 |
WZ0119 |
PL0000107603 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
105,85 |
106,00 |
1,83 |
1,79 |
105,93 |
1,81 |
DS1019 |
PL0000105441 |
115,99 |
116,23 |
1,83 |
1,78 |
116,11 |
1,80 |
PS0420 |
PL0000108510 |
97,98 |
98,15 |
1,92 |
1,88 |
98,07 |
1,90 |
DS1020 |
PL0000106126 |
117,40 |
117,67 |
1,93 |
1,88 |
117,54 |
1,90 |
WZ0121 |
PL0000106068 |
99,62 |
99,72 |
--- |
--- |
99,67 |
--- |
DS1021 |
PL0000106670 |
122,74 |
123,09 |
2,02 |
1,97 |
122,92 |
2,00 |
WS0922 |
PL0000102646 |
124,92 |
125,29 |
2,12 |
2,07 |
125,11 |
2,09 |
IZ0823 |
PL0000105359 |
113,92 |
114,72 |
--- |
--- |
114,32 |
--- |
DS1023 |
PL0000107264 |
113,96 |
114,34 |
2,19 |
2,15 |
114,15 |
2,17 |
WZ0124 |
PL0000107454 |
98,55 |
98,71 |
--- |
--- |
98,63 |
--- |
DS0725 |
PL0000108197 |
108,89 |
109,19 |
2,27 |
2,24 |
109,04 |
2,26 |
WS0429 |
PL0000105391 |
138,88 |
139,79 |
2,45 |
2,39 |
139,34 |
2,42 |
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 |
1,430 |
1,430 |
1,430 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
20 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
80 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
DS1017 |
PL0000104543 |
1/7 |
6 |
1,450 |
1,450 |
1,450 |
800 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,300 |
1,350 |
1,338 |
265 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
220 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
110 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
40 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
125 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
TOTAL |
1 965 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.