2015-03-27 |
MARKET DATA |
No 60 (2591) |
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 |
872,50 |
919,75 |
67 |
765,00 |
847,72 |
6 |
1 637,50 |
1 767,47 |
73 |
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 |
100,30 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,54 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,70 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,74 |
98,74 |
98,740 |
98,740 |
98,740 |
98,740 |
98,740 |
10 000 |
9,87 |
1 |
PS0416 |
PL0000106340 |
103,63 |
103,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,95 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,85 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,33 |
106,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,28 |
96,33 |
96,250 |
96,250 |
96,250 |
96,250 |
96,250 |
45 000 |
43,31 |
3 |
DS1017 |
PL0000104543 |
108,97 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,96 |
105,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,33 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,72 |
105,57 |
105,600 |
105,660 |
105,560 |
105,660 |
105,597 |
252 500 |
272,23 |
17 |
DS1019 |
PL0000105441 |
115,79 |
115,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,86 |
97,67 |
97,770 |
97,880 |
97,740 |
97,870 |
97,797 |
280 000 |
277,74 |
24 |
DS1020 |
PL0000106126 |
117,19 |
117,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,54 |
122,45 |
122,520 |
122,520 |
122,520 |
122,520 |
122,520 |
10 000 |
12,50 |
1 |
WS0922 |
PL0000102646 |
124,70 |
124,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,80 |
113,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,60 |
108,24 |
108,380 |
108,580 |
108,200 |
108,560 |
108,361 |
275 000 |
304,09 |
21 |
WS0428 |
PL0000107611 |
102,80 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,57 |
138,33 |
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 |
114,10 |
114,59 |
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 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,85 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,58 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,56 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
872 500 |
919,75 |
67 |
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 |
99,53 |
99,62 |
1,49 |
1,20 |
99,58 |
1,33 |
DS1015 |
PL0000103602 |
102,66 |
102,75 |
1,48 |
1,33 |
102,71 |
1,40 |
OK0116 |
PL0000107587 |
98,72 |
98,80 |
1,58 |
1,48 |
98,76 |
1,53 |
PS0416 |
PL0000106340 |
103,59 |
103,71 |
1,58 |
1,47 |
103,65 |
1,52 |
OK0716 |
PL0000107926 |
97,89 |
98,05 |
1,63 |
1,50 |
97,97 |
1,57 |
IZ0816 |
PL0000103529 |
102,60 |
103,11 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,78 |
104,92 |
1,63 |
1,55 |
104,85 |
1,59 |
WZ0117 |
PL0000106936 |
100,12 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,23 |
106,38 |
1,66 |
1,59 |
106,31 |
1,62 |
OK0717 |
PL0000108502 |
96,22 |
96,36 |
1,67 |
1,61 |
96,29 |
1,64 |
DS1017 |
PL0000104543 |
108,82 |
109,00 |
1,71 |
1,64 |
108,91 |
1,67 |
WZ0118 |
PL0000104717 |
99,99 |
100,10 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,79 |
105,98 |
1,79 |
1,73 |
105,89 |
1,76 |
PS0718 |
PL0000107595 |
102,18 |
102,39 |
1,81 |
1,75 |
102,29 |
1,78 |
WZ0119 |
PL0000107603 |
99,82 |
99,94 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
105,49 |
105,79 |
1,91 |
1,84 |
105,64 |
1,88 |
DS1019 |
PL0000105441 |
115,60 |
115,91 |
1,90 |
1,83 |
115,76 |
1,87 |
PS0420 |
PL0000108510 |
97,65 |
97,84 |
1,99 |
1,95 |
97,75 |
1,97 |
DS1020 |
PL0000106126 |
116,96 |
117,26 |
2,00 |
1,95 |
117,11 |
1,97 |
WZ0121 |
PL0000106068 |
99,52 |
99,66 |
--- |
--- |
99,59 |
--- |
DS1021 |
PL0000106670 |
122,24 |
122,63 |
2,09 |
2,03 |
122,44 |
2,06 |
WS0922 |
PL0000102646 |
124,33 |
124,77 |
2,19 |
2,13 |
124,55 |
2,16 |
IZ0823 |
PL0000105359 |
113,91 |
114,74 |
--- |
--- |
114,33 |
--- |
DS1023 |
PL0000107264 |
113,33 |
113,77 |
2,27 |
2,22 |
113,55 |
2,24 |
WZ0124 |
PL0000107454 |
98,52 |
98,67 |
--- |
--- |
98,60 |
--- |
DS0725 |
PL0000108197 |
108,22 |
108,53 |
2,34 |
2,31 |
108,38 |
2,32 |
WS0429 |
PL0000105391 |
137,87 |
138,93 |
2,52 |
2,44 |
138,40 |
2,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,53 |
99,62 |
1,49 |
1,20 |
99,58 |
1,33 |
DS1015 |
PL0000103602 |
102,67 |
102,75 |
1,46 |
1,33 |
102,71 |
1,40 |
OK0116 |
PL0000107587 |
98,72 |
98,79 |
1,58 |
1,49 |
98,76 |
1,53 |
PS0416 |
PL0000106340 |
103,59 |
103,70 |
1,58 |
1,48 |
103,65 |
1,52 |
OK0716 |
PL0000107926 |
97,91 |
98,03 |
1,61 |
1,52 |
97,97 |
1,57 |
IZ0816 |
PL0000103529 |
102,60 |
103,10 |
--- |
--- |
102,85 |
--- |
PS1016 |
PL0000106795 |
104,83 |
104,93 |
1,60 |
1,54 |
104,88 |
1,57 |
WZ0117 |
PL0000106936 |
100,14 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,28 |
106,43 |
1,63 |
1,56 |
106,36 |
1,60 |
OK0717 |
PL0000108502 |
96,26 |
96,40 |
1,66 |
1,59 |
96,33 |
1,62 |
DS1017 |
PL0000104543 |
108,92 |
109,04 |
1,67 |
1,62 |
108,98 |
1,65 |
WZ0118 |
PL0000104717 |
100,02 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,93 |
106,06 |
1,75 |
1,70 |
106,00 |
1,72 |
PS0718 |
PL0000107595 |
102,30 |
102,47 |
1,78 |
1,72 |
102,39 |
1,75 |
WZ0119 |
PL0000107603 |
99,82 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
105,69 |
105,88 |
1,86 |
1,82 |
105,79 |
1,84 |
DS1019 |
PL0000105441 |
115,74 |
116,04 |
1,87 |
1,81 |
115,89 |
1,84 |
PS0420 |
PL0000108510 |
97,81 |
97,95 |
1,96 |
1,93 |
97,88 |
1,94 |
DS1020 |
PL0000106126 |
117,12 |
117,41 |
1,97 |
1,92 |
117,27 |
1,94 |
WZ0121 |
PL0000106068 |
99,54 |
99,65 |
--- |
--- |
99,60 |
--- |
DS1021 |
PL0000106670 |
122,50 |
122,80 |
2,05 |
2,01 |
122,65 |
2,03 |
WS0922 |
PL0000102646 |
124,65 |
125,04 |
2,14 |
2,10 |
124,85 |
2,12 |
IZ0823 |
PL0000105359 |
113,87 |
114,73 |
--- |
--- |
114,30 |
--- |
DS1023 |
PL0000107264 |
113,66 |
113,92 |
2,23 |
2,20 |
113,79 |
2,21 |
WZ0124 |
PL0000107454 |
98,52 |
98,66 |
--- |
--- |
98,59 |
--- |
DS0725 |
PL0000108197 |
108,52 |
108,76 |
2,31 |
2,28 |
108,64 |
2,30 |
WS0429 |
PL0000105391 |
138,29 |
139,29 |
2,49 |
2,42 |
138,79 |
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 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
340 |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
140 |
PS1016 |
PL0000106795 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
110 |
PS0415 |
PL0000105953 |
3/11 |
8 |
1,270 |
1,300 |
1,276 |
165 |
DS1021 |
PL0000106670 |
3/11 |
8 |
1,370 |
1,370 |
1,370 |
10 |
TOTAL |
765 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.