2015-03-30 |
MARKET DATA |
No 61 (2592) |
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 |
740,00 |
790,86 |
42 |
50,00 |
61,18 |
2 |
790,00 |
852,04 |
44 |
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 |
100,26 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,54 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,65 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,74 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,61 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,95 |
98,04 |
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 |
106,32 |
106,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,30 |
96,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,00 |
109,01 |
109,020 |
109,020 |
109,020 |
109,020 |
109,020 |
10 000 |
11,13 |
1 |
PS0418 |
PL0000107314 |
106,01 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,39 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,79 |
105,72 |
105,690 |
105,730 |
105,680 |
105,700 |
105,708 |
180 000 |
194,28 |
7 |
DS1019 |
PL0000105441 |
115,89 |
115,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,99 |
97,87 |
97,870 |
97,990 |
97,870 |
97,880 |
97,941 |
110 000 |
109,28 |
10 |
DS1020 |
PL0000106126 |
117,33 |
117,26 |
117,180 |
117,280 |
117,180 |
117,280 |
117,249 |
45 000 |
53,78 |
5 |
DS1021 |
PL0000106670 |
122,70 |
122,70 |
122,600 |
122,600 |
122,600 |
122,600 |
122,600 |
5 000 |
6,25 |
1 |
WS0922 |
PL0000102646 |
124,85 |
124,90 |
124,780 |
124,780 |
124,780 |
124,780 |
124,780 |
25 000 |
31,94 |
1 |
DS1023 |
PL0000107264 |
113,95 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,88 |
108,66 |
108,660 |
108,940 |
108,660 |
108,690 |
108,765 |
165 000 |
183,13 |
14 |
WS0428 |
PL0000107611 |
132,92 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,99 |
139,08 |
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 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,00 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,18 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
200 000 |
201,05 |
3 |
WZ0118 |
PL0000104717 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,55 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,57 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
740 000 |
790,86 |
42 |
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 |
102,75 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,20 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
117,40 |
117,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,00 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
118,95 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
121,00 |
121,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
127,00 |
127,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
124,00 |
125,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
120,50 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
124,25 |
124,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
142,90 |
143,50 |
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 |
99,63 |
1,50 |
1,18 |
99,58 |
1,34 |
DS1015 |
PL0000103602 |
102,64 |
102,74 |
1,49 |
1,32 |
102,69 |
1,41 |
OK0116 |
PL0000107587 |
98,72 |
98,82 |
1,59 |
1,46 |
98,77 |
1,52 |
PS0416 |
PL0000106340 |
103,58 |
103,70 |
1,58 |
1,47 |
103,64 |
1,52 |
OK0716 |
PL0000107926 |
97,92 |
98,06 |
1,61 |
1,50 |
97,99 |
1,55 |
IZ0816 |
PL0000103529 |
102,61 |
103,10 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,83 |
104,93 |
1,60 |
1,53 |
104,88 |
1,56 |
WZ0117 |
PL0000106936 |
100,14 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,26 |
106,40 |
1,64 |
1,57 |
106,33 |
1,61 |
OK0717 |
PL0000108502 |
96,24 |
96,37 |
1,67 |
1,61 |
96,31 |
1,64 |
DS1017 |
PL0000104543 |
108,89 |
109,04 |
1,68 |
1,62 |
108,97 |
1,65 |
WZ0118 |
PL0000104717 |
100,01 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,91 |
106,03 |
1,75 |
1,71 |
105,97 |
1,73 |
PS0718 |
PL0000107595 |
102,26 |
102,44 |
1,79 |
1,73 |
102,35 |
1,76 |
WZ0119 |
PL0000107603 |
99,81 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
105,65 |
105,78 |
1,87 |
1,84 |
105,72 |
1,86 |
DS1019 |
PL0000105441 |
115,70 |
115,98 |
1,88 |
1,82 |
115,84 |
1,85 |
PS0420 |
PL0000108510 |
97,82 |
97,95 |
1,95 |
1,93 |
97,89 |
1,94 |
DS1020 |
PL0000106126 |
117,11 |
117,37 |
1,97 |
1,93 |
117,24 |
1,95 |
WZ0121 |
PL0000106068 |
99,50 |
99,67 |
--- |
--- |
99,59 |
--- |
DS1021 |
PL0000106670 |
122,42 |
122,78 |
2,06 |
2,01 |
122,60 |
2,03 |
WS0922 |
PL0000102646 |
124,69 |
125,01 |
2,14 |
2,10 |
124,85 |
2,12 |
IZ0823 |
PL0000105359 |
113,86 |
114,73 |
--- |
--- |
114,30 |
--- |
DS1023 |
PL0000107264 |
113,61 |
114,01 |
2,23 |
2,19 |
113,81 |
2,21 |
WZ0124 |
PL0000107454 |
98,52 |
98,67 |
--- |
--- |
98,60 |
--- |
DS0725 |
PL0000108197 |
108,54 |
108,78 |
2,31 |
2,28 |
108,66 |
2,29 |
WS0429 |
PL0000105391 |
138,38 |
139,34 |
2,48 |
2,42 |
138,86 |
2,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,53 |
99,63 |
1,50 |
1,18 |
99,58 |
1,34 |
DS1015 |
PL0000103602 |
102,64 |
102,74 |
1,49 |
1,32 |
102,69 |
1,41 |
OK0116 |
PL0000107587 |
98,73 |
98,82 |
1,57 |
1,46 |
98,78 |
1,51 |
PS0416 |
PL0000106340 |
103,59 |
103,68 |
1,57 |
1,49 |
103,64 |
1,52 |
OK0716 |
PL0000107926 |
97,93 |
98,06 |
1,60 |
1,50 |
98,00 |
1,54 |
IZ0816 |
PL0000103529 |
102,56 |
103,05 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
104,83 |
104,93 |
1,60 |
1,53 |
104,88 |
1,56 |
WZ0117 |
PL0000106936 |
100,14 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,28 |
106,44 |
1,63 |
1,55 |
106,36 |
1,59 |
OK0717 |
PL0000108502 |
96,25 |
96,39 |
1,66 |
1,60 |
96,32 |
1,63 |
DS1017 |
PL0000104543 |
108,93 |
109,08 |
1,66 |
1,61 |
109,01 |
1,63 |
WZ0118 |
PL0000104717 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,92 |
106,07 |
1,75 |
1,70 |
106,00 |
1,72 |
PS0718 |
PL0000107595 |
102,29 |
102,46 |
1,78 |
1,73 |
102,38 |
1,75 |
WZ0119 |
PL0000107603 |
99,85 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,65 |
105,81 |
1,87 |
1,83 |
105,73 |
1,85 |
DS1019 |
PL0000105441 |
115,74 |
116,00 |
1,87 |
1,81 |
115,87 |
1,84 |
PS0420 |
PL0000108510 |
97,83 |
97,99 |
1,95 |
1,92 |
97,91 |
1,93 |
DS1020 |
PL0000106126 |
117,22 |
117,38 |
1,95 |
1,92 |
117,30 |
1,94 |
WZ0121 |
PL0000106068 |
99,52 |
99,69 |
--- |
--- |
99,61 |
--- |
DS1021 |
PL0000106670 |
122,54 |
122,76 |
2,04 |
2,01 |
122,65 |
2,03 |
WS0922 |
PL0000102646 |
124,71 |
124,94 |
2,14 |
2,11 |
124,83 |
2,12 |
IZ0823 |
PL0000105359 |
113,88 |
114,64 |
--- |
--- |
114,26 |
--- |
DS1023 |
PL0000107264 |
113,70 |
114,09 |
2,22 |
2,18 |
113,90 |
2,20 |
WZ0124 |
PL0000107454 |
98,53 |
98,67 |
--- |
--- |
98,60 |
--- |
DS0725 |
PL0000108197 |
108,62 |
108,85 |
2,30 |
2,27 |
108,74 |
2,29 |
WS0429 |
PL0000105391 |
138,50 |
139,24 |
2,47 |
2,42 |
138,87 |
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 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
TOTAL |
50 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.