2015-03-25 |
MARKET DATA |
No 58 (2589) |
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 |
1 242,50 |
1 312,99 |
74 |
910,00 |
1 016,43 |
14 |
2 152,50 |
2 329,41 |
88 |
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 |
100,31 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,57 |
99,56 |
99,560 |
99,570 |
99,560 |
99,570 |
99,568 |
195 000 |
194,16 |
4 |
DS1015 |
PL0000103602 |
102,76 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,74 |
98,75 |
98,740 |
98,740 |
98,740 |
98,740 |
98,740 |
150 000 |
148,11 |
2 |
PS0416 |
PL0000106340 |
103,65 |
103,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,95 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,91 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,40 |
106,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,30 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,09 |
109,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,14 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,51 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
106,10 |
105,98 |
106,050 |
106,100 |
105,980 |
105,980 |
106,036 |
160 000 |
173,15 |
9 |
DS1019 |
PL0000105441 |
116,27 |
116,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,32 |
98,18 |
98,200 |
98,270 |
98,170 |
98,170 |
98,230 |
80 000 |
79,69 |
8 |
DS1020 |
PL0000106126 |
117,76 |
117,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
123,27 |
123,14 |
123,100 |
123,230 |
123,100 |
123,230 |
123,152 |
25 000 |
31,39 |
3 |
WS0922 |
PL0000102646 |
125,55 |
125,30 |
125,360 |
125,370 |
125,360 |
125,370 |
125,362 |
25 000 |
32,07 |
5 |
DS1023 |
PL0000107264 |
114,60 |
114,34 |
114,410 |
114,500 |
114,410 |
114,480 |
114,460 |
25 000 |
29,03 |
3 |
DS0725 |
PL0000108197 |
109,60 |
109,23 |
109,250 |
109,600 |
109,250 |
109,300 |
109,457 |
345 000 |
385,15 |
32 |
WS0428 |
PL0000107611 |
104,10 |
104,00 |
104,100 |
104,100 |
104,100 |
104,100 |
104,100 |
30 000 |
31,99 |
3 |
WS0429 |
PL0000105391 |
140,05 |
139,60 |
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 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,15 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,07 |
100,040 |
100,040 |
100,030 |
100,030 |
100,033 |
187 500 |
188,20 |
4 |
WZ0119 |
PL0000107603 |
99,92 |
99,93 |
99,910 |
99,910 |
99,910 |
99,910 |
99,910 |
20 000 |
20,05 |
1 |
WZ0121 |
PL0000106068 |
99,61 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,62 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 242 500 |
1 312,99 |
74 |
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 |
99,59 |
1,53 |
1,25 |
99,55 |
1,37 |
DS1015 |
PL0000103602 |
102,68 |
102,78 |
1,53 |
1,37 |
102,73 |
1,45 |
OK0116 |
PL0000107587 |
98,71 |
98,81 |
1,57 |
1,45 |
98,76 |
1,51 |
PS0416 |
PL0000106340 |
103,62 |
103,75 |
1,58 |
1,47 |
103,69 |
1,52 |
OK0716 |
PL0000107926 |
97,89 |
98,05 |
1,61 |
1,49 |
97,97 |
1,55 |
IZ0816 |
PL0000103529 |
102,50 |
103,25 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,98 |
1,60 |
1,53 |
104,92 |
1,57 |
WZ0117 |
PL0000106936 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
106,33 |
106,48 |
1,63 |
1,56 |
106,41 |
1,59 |
OK0717 |
PL0000108502 |
96,27 |
96,43 |
1,64 |
1,57 |
96,35 |
1,61 |
DS1017 |
PL0000104543 |
108,99 |
109,17 |
1,66 |
1,59 |
109,08 |
1,62 |
WZ0118 |
PL0000104717 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,96 |
106,17 |
1,74 |
1,68 |
106,07 |
1,71 |
PS0718 |
PL0000107595 |
102,39 |
102,59 |
1,75 |
1,69 |
102,49 |
1,72 |
WZ0119 |
PL0000107603 |
99,89 |
100,01 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
105,92 |
106,10 |
1,81 |
1,77 |
106,01 |
1,79 |
DS1019 |
PL0000105441 |
116,07 |
116,35 |
1,81 |
1,75 |
116,21 |
1,78 |
PS0420 |
PL0000108510 |
98,07 |
98,24 |
1,90 |
1,86 |
98,16 |
1,88 |
DS1020 |
PL0000106126 |
117,51 |
117,73 |
1,91 |
1,87 |
117,62 |
1,89 |
WZ0121 |
PL0000106068 |
99,58 |
99,72 |
--- |
--- |
99,65 |
--- |
DS1021 |
PL0000106670 |
122,91 |
123,29 |
2,00 |
1,94 |
123,10 |
1,97 |
WS0922 |
PL0000102646 |
125,07 |
125,47 |
2,10 |
2,05 |
125,27 |
2,07 |
IZ0823 |
PL0000105359 |
113,85 |
114,79 |
--- |
--- |
114,32 |
--- |
DS1023 |
PL0000107264 |
114,08 |
114,51 |
2,18 |
2,13 |
114,30 |
2,15 |
WZ0124 |
PL0000107454 |
98,55 |
98,70 |
--- |
--- |
98,63 |
--- |
DS0725 |
PL0000108197 |
109,07 |
109,30 |
2,25 |
2,23 |
109,19 |
2,24 |
WS0429 |
PL0000105391 |
139,08 |
140,05 |
2,44 |
2,37 |
139,57 |
2,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,51 |
99,64 |
1,50 |
1,10 |
99,58 |
1,28 |
DS1015 |
PL0000103602 |
102,71 |
102,79 |
1,48 |
1,35 |
102,75 |
1,42 |
OK0116 |
PL0000107587 |
98,72 |
98,78 |
1,56 |
1,49 |
98,75 |
1,52 |
PS0416 |
PL0000106340 |
103,62 |
103,74 |
1,58 |
1,48 |
103,68 |
1,53 |
OK0716 |
PL0000107926 |
97,89 |
98,02 |
1,61 |
1,51 |
97,96 |
1,56 |
IZ0816 |
PL0000103529 |
102,59 |
103,12 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,97 |
1,62 |
1,54 |
104,91 |
1,57 |
WZ0117 |
PL0000106936 |
100,12 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,34 |
106,48 |
1,62 |
1,56 |
106,41 |
1,59 |
OK0717 |
PL0000108502 |
96,28 |
96,42 |
1,64 |
1,58 |
96,35 |
1,61 |
DS1017 |
PL0000104543 |
109,01 |
109,19 |
1,65 |
1,58 |
109,10 |
1,62 |
WZ0118 |
PL0000104717 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
106,04 |
106,21 |
1,72 |
1,66 |
106,13 |
1,69 |
PS0718 |
PL0000107595 |
102,41 |
102,64 |
1,75 |
1,68 |
102,53 |
1,71 |
WZ0119 |
PL0000107603 |
99,88 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,98 |
106,16 |
1,80 |
1,76 |
106,07 |
1,78 |
DS1019 |
PL0000105441 |
116,12 |
116,42 |
1,80 |
1,74 |
116,27 |
1,77 |
PS0420 |
PL0000108510 |
98,15 |
98,32 |
1,88 |
1,85 |
98,24 |
1,86 |
DS1020 |
PL0000106126 |
117,57 |
117,82 |
1,90 |
1,85 |
117,70 |
1,88 |
WZ0121 |
PL0000106068 |
99,58 |
99,68 |
--- |
--- |
99,63 |
--- |
DS1021 |
PL0000106670 |
122,99 |
123,27 |
1,98 |
1,94 |
123,13 |
1,96 |
WS0922 |
PL0000102646 |
125,29 |
125,60 |
2,07 |
2,03 |
125,45 |
2,05 |
IZ0823 |
PL0000105359 |
114,00 |
114,81 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
114,27 |
114,70 |
2,16 |
2,11 |
114,49 |
2,13 |
WZ0124 |
PL0000107454 |
98,58 |
98,69 |
--- |
--- |
98,64 |
--- |
DS0725 |
PL0000108197 |
109,34 |
109,62 |
2,23 |
2,20 |
109,48 |
2,21 |
WS0429 |
PL0000105391 |
139,48 |
140,39 |
2,41 |
2,35 |
139,94 |
2,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
45 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
195 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
105 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
25 |
DS1017 |
PL0000104543 |
1/6 |
5 |
1,450 |
1,450 |
1,450 |
50 |
PS0417 |
PL0000107058 |
1/6 |
5 |
1,450 |
1,450 |
1,450 |
200 |
WZ0121 |
PL0000106068 |
0/7 |
7 |
1,430 |
1,430 |
1,430 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
140 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
5 |
TOTAL |
910 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.