2015-03-31 |
MARKET DATA |
No 62 (2593) |
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 |
1 087,50 |
1 164,20 |
63 |
15,00 |
16,70 |
1 |
1 102,50 |
1 180,90 |
64 |
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 |
100,25 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,54 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,63 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,76 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,60 |
103,60 |
103,600 |
103,600 |
103,590 |
103,590 |
103,597 |
150 000 |
162,42 |
6 |
OK0716 |
PL0000107926 |
98,00 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,88 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,38 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,35 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,00 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,00 |
106,02 |
106,020 |
106,030 |
106,000 |
106,000 |
106,020 |
40 000 |
43,81 |
4 |
PS0718 |
PL0000107595 |
102,37 |
102,30 |
102,300 |
102,300 |
102,300 |
102,300 |
102,300 |
5 000 |
5,20 |
1 |
PS0719 |
PL0000108148 |
105,77 |
105,65 |
105,650 |
105,670 |
105,650 |
105,670 |
105,657 |
15 000 |
16,18 |
2 |
DS1019 |
PL0000105441 |
115,92 |
115,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,00 |
97,90 |
98,040 |
98,040 |
97,900 |
97,970 |
97,970 |
30 000 |
29,81 |
4 |
DS1020 |
PL0000106126 |
117,35 |
117,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,72 |
122,60 |
122,660 |
122,660 |
122,650 |
122,650 |
122,653 |
40 000 |
50,06 |
3 |
WS0922 |
PL0000102646 |
124,92 |
124,77 |
125,020 |
125,020 |
124,770 |
124,770 |
124,830 |
45 000 |
57,53 |
3 |
DS1023 |
PL0000107264 |
113,95 |
113,85 |
113,900 |
113,900 |
113,800 |
113,800 |
113,876 |
60 000 |
69,37 |
5 |
DS0725 |
PL0000108197 |
108,84 |
108,55 |
108,840 |
108,840 |
108,510 |
108,580 |
108,656 |
150 000 |
166,34 |
16 |
WS0428 |
PL0000107611 |
103,00 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,99 |
138,82 |
138,920 |
138,920 |
138,920 |
138,920 |
138,920 |
20 000 |
28,86 |
2 |
WS0437 |
PL0000104857 |
132,05 |
152,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,80 |
102,95 |
103,100 |
103,100 |
103,100 |
103,100 |
103,100 |
5 000 |
6,66 |
1 |
IZ0823 |
PL0000105359 |
113,90 |
114,45 |
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 |
120 000 |
120,64 |
2 |
WZ0118 |
PL0000104717 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,89 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,80 |
99,75 |
99,800 |
99,800 |
99,750 |
99,770 |
99,770 |
185 000 |
185,26 |
6 |
WZ0121 |
PL0000106068 |
99,63 |
99,62 |
99,620 |
99,650 |
99,620 |
99,620 |
99,628 |
180 000 |
180,00 |
6 |
WZ0124 |
PL0000107454 |
98,57 |
98,60 |
98,570 |
98,570 |
98,560 |
98,560 |
98,566 |
42 500 |
42,05 |
2 |
TOTAL |
1 087 500 |
1 164,20 |
63 |
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 |
102,85 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,20 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
117,35 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
117,35 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
119,00 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,88 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
126,75 |
121,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
126,75 |
124,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
123,85 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
123,85 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
142,35 |
124,85 |
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 |
1,51 |
1,19 |
99,58 |
1,35 |
DS1015 |
PL0000103602 |
102,61 |
102,71 |
1,52 |
1,35 |
102,66 |
1,44 |
OK0116 |
PL0000107587 |
98,73 |
98,82 |
1,58 |
1,47 |
98,78 |
1,52 |
PS0416 |
PL0000106340 |
103,58 |
103,66 |
1,57 |
1,50 |
103,62 |
1,53 |
OK0716 |
PL0000107926 |
97,95 |
98,09 |
1,59 |
1,48 |
98,02 |
1,53 |
IZ0816 |
PL0000103529 |
102,56 |
103,05 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
104,85 |
104,95 |
1,58 |
1,52 |
104,90 |
1,55 |
WZ0117 |
PL0000106936 |
100,14 |
100,21 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,29 |
106,48 |
1,62 |
1,53 |
106,39 |
1,57 |
OK0717 |
PL0000108502 |
96,27 |
96,43 |
1,66 |
1,58 |
96,35 |
1,62 |
DS1017 |
PL0000104543 |
108,97 |
109,14 |
1,64 |
1,58 |
109,06 |
1,61 |
WZ0118 |
PL0000104717 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,97 |
106,13 |
1,73 |
1,68 |
106,05 |
1,70 |
PS0718 |
PL0000107595 |
102,32 |
102,53 |
1,77 |
1,71 |
102,43 |
1,74 |
WZ0119 |
PL0000107603 |
99,85 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,71 |
105,92 |
1,86 |
1,81 |
105,82 |
1,83 |
DS1019 |
PL0000105441 |
115,83 |
116,12 |
1,85 |
1,79 |
115,98 |
1,82 |
PS0420 |
PL0000108510 |
97,94 |
98,09 |
1,93 |
1,90 |
98,02 |
1,91 |
DS1020 |
PL0000106126 |
117,27 |
117,56 |
1,94 |
1,89 |
117,42 |
1,92 |
WZ0121 |
PL0000106068 |
99,52 |
99,69 |
--- |
--- |
99,61 |
--- |
DS1021 |
PL0000106670 |
122,65 |
123,03 |
2,03 |
1,97 |
122,84 |
2,00 |
WS0922 |
PL0000102646 |
124,81 |
125,25 |
2,12 |
2,07 |
125,03 |
2,09 |
IZ0823 |
PL0000105359 |
113,75 |
114,70 |
--- |
--- |
114,23 |
--- |
DS1023 |
PL0000107264 |
113,81 |
114,25 |
2,21 |
2,16 |
114,03 |
2,18 |
WZ0124 |
PL0000107454 |
98,54 |
98,67 |
--- |
--- |
98,61 |
--- |
DS0725 |
PL0000108197 |
108,74 |
108,98 |
2,29 |
2,26 |
108,86 |
2,27 |
WS0429 |
PL0000105391 |
138,63 |
139,64 |
2,46 |
2,39 |
139,14 |
2,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,53 |
99,60 |
1,51 |
1,29 |
99,57 |
1,38 |
DS1015 |
PL0000103602 |
102,61 |
102,70 |
1,52 |
1,37 |
102,66 |
1,44 |
OK0116 |
PL0000107587 |
98,74 |
98,80 |
1,57 |
1,49 |
98,77 |
1,53 |
PS0416 |
PL0000106340 |
103,57 |
103,65 |
1,58 |
1,51 |
103,61 |
1,54 |
OK0716 |
PL0000107926 |
97,97 |
98,06 |
1,57 |
1,50 |
98,02 |
1,53 |
IZ0816 |
PL0000103529 |
102,61 |
103,09 |
--- |
--- |
102,85 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,93 |
1,58 |
1,53 |
104,89 |
1,55 |
WZ0117 |
PL0000106936 |
100,14 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,30 |
106,47 |
1,62 |
1,54 |
106,39 |
1,57 |
OK0717 |
PL0000108502 |
96,25 |
96,42 |
1,66 |
1,59 |
96,34 |
1,62 |
DS1017 |
PL0000104543 |
108,92 |
109,04 |
1,66 |
1,62 |
108,98 |
1,64 |
WZ0118 |
PL0000104717 |
100,02 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,94 |
106,08 |
1,74 |
1,69 |
106,01 |
1,72 |
PS0718 |
PL0000107595 |
102,29 |
102,45 |
1,78 |
1,73 |
102,37 |
1,75 |
WZ0119 |
PL0000107603 |
99,86 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,66 |
105,82 |
1,87 |
1,83 |
105,74 |
1,85 |
DS1019 |
PL0000105441 |
115,73 |
115,94 |
1,87 |
1,82 |
115,84 |
1,85 |
PS0420 |
PL0000108510 |
97,85 |
97,96 |
1,95 |
1,92 |
97,91 |
1,94 |
DS1020 |
PL0000106126 |
117,10 |
117,31 |
1,97 |
1,93 |
117,21 |
1,95 |
WZ0121 |
PL0000106068 |
99,59 |
99,69 |
--- |
--- |
99,64 |
--- |
DS1021 |
PL0000106670 |
122,45 |
122,67 |
2,05 |
2,02 |
122,56 |
2,04 |
WS0922 |
PL0000102646 |
124,69 |
125,04 |
2,14 |
2,09 |
124,87 |
2,11 |
IZ0823 |
PL0000105359 |
113,78 |
114,58 |
--- |
--- |
114,18 |
--- |
DS1023 |
PL0000107264 |
113,73 |
113,97 |
2,22 |
2,19 |
113,85 |
2,20 |
WZ0124 |
PL0000107454 |
98,52 |
98,63 |
--- |
--- |
98,58 |
--- |
DS0725 |
PL0000108197 |
108,48 |
108,66 |
2,31 |
2,29 |
108,57 |
2,30 |
WS0429 |
PL0000105391 |
138,14 |
138,99 |
2,50 |
2,44 |
138,57 |
2,47 |
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 |
1,400 |
1,400 |
1,400 |
15 |
TOTAL |
15 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.