2015-03-26 |
MARKET DATA |
No 59 (2590) |
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 |
2 027,50 |
2 117,86 |
85 |
1 340,00 |
1 461,33 |
10 |
3 367,50 |
3 579,19 |
95 |
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 |
100,31 |
100,310 |
100,310 |
100,310 |
100,310 |
100,310 |
385 000 |
405,86 |
9 |
OK0715 |
PL0000107405 |
99,57 |
99,59 |
99,550 |
99,550 |
99,550 |
99,550 |
99,550 |
7 500 |
7,47 |
1 |
DS1015 |
PL0000103602 |
102,73 |
102,73 |
102,730 |
102,730 |
102,730 |
102,730 |
102,730 |
500 000 |
527,09 |
11 |
OK0116 |
PL0000107587 |
98,75 |
98,76 |
98,750 |
98,750 |
98,750 |
98,750 |
98,750 |
200 000 |
197,50 |
3 |
PS0416 |
PL0000106340 |
103,64 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,94 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,87 |
104,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,35 |
106,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,30 |
96,30 |
96,300 |
96,300 |
96,300 |
96,300 |
96,300 |
25 000 |
24,08 |
1 |
DS1017 |
PL0000104543 |
108,97 |
108,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,00 |
105,95 |
105,890 |
105,890 |
105,890 |
105,890 |
105,890 |
25 000 |
27,34 |
1 |
PS0718 |
PL0000107595 |
102,40 |
102,38 |
102,400 |
102,400 |
102,400 |
102,400 |
102,400 |
10 000 |
10,41 |
1 |
PS0719 |
PL0000108148 |
105,95 |
105,76 |
105,950 |
105,950 |
105,700 |
105,700 |
105,823 |
120 000 |
129,64 |
7 |
DS1019 |
PL0000105441 |
116,05 |
115,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,05 |
97,65 |
98,100 |
98,100 |
97,800 |
97,910 |
97,881 |
175 000 |
173,73 |
17 |
DS1020 |
PL0000106126 |
117,45 |
117,35 |
117,350 |
117,350 |
117,350 |
117,350 |
117,350 |
15 000 |
17,94 |
2 |
DS1021 |
PL0000106670 |
122,92 |
122,54 |
122,650 |
122,650 |
122,600 |
122,600 |
122,625 |
10 000 |
12,51 |
2 |
WS0922 |
PL0000102646 |
125,18 |
124,75 |
125,180 |
125,180 |
124,750 |
124,750 |
124,832 |
55 000 |
70,29 |
5 |
DS1023 |
PL0000107264 |
114,18 |
113,90 |
113,760 |
113,900 |
113,760 |
113,900 |
113,887 |
27 500 |
31,79 |
4 |
DS0725 |
PL0000108197 |
109,15 |
100,22 |
109,110 |
109,200 |
108,650 |
108,650 |
108,919 |
97 500 |
108,35 |
8 |
WS0428 |
PL0000107611 |
103,30 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,38 |
139,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
132,05 |
152,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,70 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,15 |
114,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,17 |
100,16 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
155 000 |
155,80 |
7 |
WZ0118 |
PL0000104717 |
100,05 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
5 000 |
5,02 |
1 |
WZ0119 |
PL0000107603 |
99,89 |
99,87 |
99,880 |
99,880 |
99,870 |
99,870 |
99,874 |
25 000 |
25,06 |
2 |
WZ0121 |
PL0000106068 |
99,60 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,61 |
98,63 |
98,600 |
98,600 |
98,590 |
98,590 |
98,592 |
190 000 |
188,00 |
3 |
TOTAL |
2 027 500 |
2 117,86 |
85 |
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 |
99,52 |
99,64 |
1,50 |
1,13 |
99,58 |
1,32 |
DS1015 |
PL0000103602 |
102,68 |
102,76 |
1,47 |
1,33 |
102,72 |
1,40 |
OK0116 |
PL0000107587 |
98,71 |
98,82 |
1,59 |
1,45 |
98,77 |
1,51 |
PS0416 |
PL0000106340 |
103,61 |
103,73 |
1,57 |
1,46 |
103,67 |
1,51 |
OK0716 |
PL0000107926 |
97,92 |
98,08 |
1,60 |
1,48 |
98,00 |
1,54 |
IZ0816 |
PL0000103529 |
102,59 |
103,12 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,83 |
104,97 |
1,61 |
1,52 |
104,90 |
1,56 |
WZ0117 |
PL0000106936 |
100,12 |
100,20 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,32 |
106,48 |
1,62 |
1,54 |
106,40 |
1,58 |
OK0717 |
PL0000108502 |
96,26 |
96,44 |
1,65 |
1,57 |
96,35 |
1,61 |
DS1017 |
PL0000104543 |
108,94 |
109,13 |
1,66 |
1,59 |
109,04 |
1,63 |
WZ0118 |
PL0000104717 |
99,99 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
105,94 |
106,15 |
1,74 |
1,68 |
106,05 |
1,71 |
PS0718 |
PL0000107595 |
102,33 |
102,58 |
1,77 |
1,69 |
102,46 |
1,73 |
WZ0119 |
PL0000107603 |
99,86 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
105,82 |
106,09 |
1,83 |
1,77 |
105,96 |
1,80 |
DS1019 |
PL0000105441 |
115,95 |
116,25 |
1,83 |
1,77 |
116,10 |
1,80 |
PS0420 |
PL0000108510 |
97,99 |
98,17 |
1,92 |
1,88 |
98,08 |
1,90 |
DS1020 |
PL0000106126 |
117,37 |
117,66 |
1,93 |
1,88 |
117,52 |
1,90 |
WZ0121 |
PL0000106068 |
99,56 |
99,70 |
--- |
--- |
99,63 |
--- |
DS1021 |
PL0000106670 |
122,75 |
123,19 |
2,02 |
1,95 |
122,97 |
1,98 |
WS0922 |
PL0000102646 |
125,02 |
125,44 |
2,10 |
2,05 |
125,23 |
2,07 |
IZ0823 |
PL0000105359 |
113,99 |
114,81 |
--- |
--- |
114,40 |
--- |
DS1023 |
PL0000107264 |
114,04 |
114,48 |
2,18 |
2,13 |
114,26 |
2,16 |
WZ0124 |
PL0000107454 |
98,56 |
98,72 |
--- |
--- |
98,64 |
--- |
DS0725 |
PL0000108197 |
109,08 |
109,37 |
2,25 |
2,22 |
109,23 |
2,24 |
WS0429 |
PL0000105391 |
139,05 |
140,01 |
2,44 |
2,37 |
139,53 |
2,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,53 |
99,61 |
1,47 |
1,22 |
99,57 |
1,35 |
DS1015 |
PL0000103602 |
102,69 |
102,75 |
1,45 |
1,35 |
102,72 |
1,40 |
OK0116 |
PL0000107587 |
98,72 |
98,79 |
1,58 |
1,49 |
98,76 |
1,53 |
PS0416 |
PL0000106340 |
103,61 |
103,72 |
1,57 |
1,47 |
103,67 |
1,51 |
OK0716 |
PL0000107926 |
97,89 |
98,05 |
1,62 |
1,50 |
97,97 |
1,56 |
IZ0816 |
PL0000103529 |
102,60 |
103,11 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,83 |
104,93 |
1,61 |
1,54 |
104,88 |
1,58 |
WZ0117 |
PL0000106936 |
100,14 |
100,21 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,26 |
106,42 |
1,65 |
1,57 |
106,34 |
1,61 |
OK0717 |
PL0000108502 |
96,22 |
96,35 |
1,67 |
1,61 |
96,29 |
1,64 |
DS1017 |
PL0000104543 |
108,87 |
109,03 |
1,69 |
1,63 |
108,95 |
1,66 |
WZ0118 |
PL0000104717 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,87 |
106,03 |
1,77 |
1,72 |
105,95 |
1,74 |
PS0718 |
PL0000107595 |
102,26 |
102,45 |
1,79 |
1,73 |
102,36 |
1,76 |
WZ0119 |
PL0000107603 |
99,84 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,66 |
105,84 |
1,87 |
1,83 |
105,75 |
1,85 |
DS1019 |
PL0000105441 |
115,71 |
116,01 |
1,88 |
1,82 |
115,86 |
1,85 |
PS0420 |
PL0000108510 |
97,76 |
97,92 |
1,97 |
1,93 |
97,84 |
1,95 |
DS1020 |
PL0000106126 |
117,09 |
117,38 |
1,98 |
1,93 |
117,24 |
1,95 |
WZ0121 |
PL0000106068 |
99,53 |
99,67 |
--- |
--- |
99,60 |
--- |
DS1021 |
PL0000106670 |
122,50 |
122,83 |
2,05 |
2,00 |
122,67 |
2,03 |
WS0922 |
PL0000102646 |
124,60 |
124,98 |
2,15 |
2,10 |
124,79 |
2,13 |
IZ0823 |
PL0000105359 |
113,97 |
114,80 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
113,66 |
114,04 |
2,23 |
2,18 |
113,85 |
2,21 |
WZ0124 |
PL0000107454 |
98,53 |
98,67 |
--- |
--- |
98,60 |
--- |
DS0725 |
PL0000108197 |
108,51 |
108,83 |
2,31 |
2,28 |
108,67 |
2,29 |
WS0429 |
PL0000105391 |
138,39 |
139,29 |
2,48 |
2,42 |
138,84 |
2,45 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
340 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,350 |
1,430 |
1,407 |
140 |
PS0417 |
PL0000107058 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
320 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
45 |
OK0715 |
PL0000107405 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
165 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
80 |
PS0415 |
PL0000105953 |
4/12 |
8 |
1,320 |
1,320 |
1,320 |
200 |
DS1017 |
PL0000104543 |
1/12 |
11 |
1,370 |
1,370 |
1,370 |
50 |
TOTAL |
1 340 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.