2015-04-01 |
MARKET DATA |
No 63 (2594) |
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 |
2 115,00 |
2 278,37 |
84 |
1 550,00 |
1 737,72 |
21 |
3 665,00 |
4 016,08 |
105 |
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 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,56 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,61 |
102,61 |
102,610 |
102,610 |
102,580 |
102,580 |
102,592 |
340 000 |
358,42 |
4 |
OK0116 |
PL0000107587 |
98,77 |
98,78 |
98,780 |
98,780 |
98,780 |
98,780 |
98,780 |
50 000 |
49,39 |
1 |
PS0416 |
PL0000106340 |
103,56 |
103,58 |
103,560 |
103,560 |
103,560 |
103,560 |
103,560 |
100 000 |
108,31 |
1 |
OK0716 |
PL0000107926 |
98,02 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,85 |
104,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,30 |
106,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,35 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,94 |
108,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,97 |
105,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,40 |
102,37 |
102,400 |
102,400 |
102,400 |
102,400 |
102,400 |
5 000 |
5,21 |
1 |
PS0719 |
PL0000108148 |
105,74 |
105,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
155,77 |
115,80 |
115,810 |
115,820 |
115,770 |
115,800 |
115,796 |
430 000 |
508,55 |
27 |
PS0420 |
PL0000108510 |
98,00 |
97,91 |
97,910 |
98,060 |
97,910 |
97,920 |
97,988 |
125 000 |
124,27 |
9 |
DS1020 |
PL0000106126 |
117,29 |
117,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,65 |
122,55 |
122,650 |
122,700 |
122,600 |
122,600 |
122,659 |
55 000 |
68,88 |
5 |
WS0922 |
PL0000102646 |
124,90 |
124,78 |
124,760 |
124,760 |
124,730 |
124,750 |
124,750 |
105 000 |
134,23 |
6 |
DS1023 |
PL0000107264 |
113,89 |
113,77 |
113,800 |
113,800 |
113,800 |
113,800 |
113,800 |
10 000 |
11,56 |
1 |
DS0725 |
PL0000108197 |
108,62 |
108,51 |
108,490 |
108,650 |
108,450 |
108,580 |
108,588 |
175 000 |
194,02 |
14 |
WS0428 |
PL0000107611 |
102,85 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,55 |
138,72 |
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 |
113,95 |
114,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,18 |
100,180 |
100,180 |
100,180 |
100,180 |
100,180 |
100 000 |
100,58 |
2 |
WZ0118 |
PL0000104717 |
100,05 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,83 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,68 |
99,69 |
99,700 |
99,740 |
99,700 |
99,740 |
99,712 |
100 000 |
100,11 |
3 |
WZ0124 |
PL0000107454 |
98,58 |
98,60 |
98,560 |
98,620 |
98,560 |
98,620 |
98,607 |
520 000 |
514,84 |
10 |
TOTAL |
2 115 000 |
2 278,37 |
84 |
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 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
117,35 |
117,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
105,00 |
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 |
121,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
126,75 |
127,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
123,85 |
124,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
119,25 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
123,25 |
124,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
142,00 |
143,00 |
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 |
99,55 |
99,63 |
1,51 |
1,24 |
99,59 |
1,38 |
DS1015 |
PL0000103602 |
102,58 |
102,66 |
1,46 |
1,32 |
102,62 |
1,39 |
OK0116 |
PL0000107587 |
98,75 |
98,81 |
1,58 |
1,50 |
98,78 |
1,54 |
PS0416 |
PL0000106340 |
103,54 |
103,64 |
1,57 |
1,47 |
103,59 |
1,52 |
OK0716 |
PL0000107926 |
98,00 |
98,12 |
1,56 |
1,47 |
98,06 |
1,52 |
IZ0816 |
PL0000103529 |
102,61 |
103,09 |
--- |
--- |
102,85 |
--- |
PS1016 |
PL0000106795 |
104,83 |
104,93 |
1,56 |
1,50 |
104,88 |
1,53 |
WZ0117 |
PL0000106936 |
100,13 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,27 |
106,42 |
1,61 |
1,54 |
106,35 |
1,57 |
OK0717 |
PL0000108502 |
96,33 |
96,47 |
1,64 |
1,57 |
96,40 |
1,61 |
DS1017 |
PL0000104543 |
108,91 |
109,07 |
1,65 |
1,59 |
108,99 |
1,62 |
WZ0118 |
PL0000104717 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,92 |
106,05 |
1,74 |
1,70 |
105,99 |
1,71 |
PS0718 |
PL0000107595 |
102,25 |
102,45 |
1,79 |
1,73 |
102,35 |
1,76 |
WZ0119 |
PL0000107603 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,61 |
105,82 |
1,88 |
1,83 |
105,72 |
1,85 |
DS1019 |
PL0000105441 |
115,71 |
116,01 |
1,86 |
1,80 |
115,86 |
1,83 |
PS0420 |
PL0000108510 |
97,85 |
98,00 |
1,95 |
1,92 |
97,93 |
1,93 |
DS1020 |
PL0000106126 |
117,09 |
117,39 |
1,97 |
1,91 |
117,24 |
1,94 |
WZ0121 |
PL0000106068 |
99,59 |
99,72 |
--- |
--- |
99,66 |
--- |
DS1021 |
PL0000106670 |
122,38 |
122,81 |
2,06 |
2,00 |
122,60 |
2,03 |
WS0922 |
PL0000102646 |
124,59 |
125,03 |
2,15 |
2,09 |
124,81 |
2,12 |
IZ0823 |
PL0000105359 |
113,77 |
114,65 |
--- |
--- |
114,21 |
--- |
DS1023 |
PL0000107264 |
113,60 |
114,02 |
2,23 |
2,18 |
113,81 |
2,21 |
WZ0124 |
PL0000107454 |
98,50 |
98,63 |
--- |
--- |
98,57 |
--- |
DS0725 |
PL0000108197 |
108,43 |
108,68 |
2,32 |
2,29 |
108,56 |
2,30 |
WS0429 |
PL0000105391 |
138,14 |
139,03 |
2,50 |
2,43 |
138,59 |
2,46 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,55 |
99,63 |
1,51 |
1,24 |
99,59 |
1,38 |
DS1015 |
PL0000103602 |
102,56 |
102,64 |
1,50 |
1,36 |
102,60 |
1,43 |
OK0116 |
PL0000107587 |
98,75 |
98,82 |
1,58 |
1,49 |
98,79 |
1,53 |
PS0416 |
PL0000106340 |
103,53 |
103,61 |
1,58 |
1,50 |
103,57 |
1,54 |
OK0716 |
PL0000107926 |
97,98 |
98,10 |
1,58 |
1,48 |
98,04 |
1,53 |
IZ0816 |
PL0000103529 |
102,61 |
103,10 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
104,78 |
104,88 |
1,60 |
1,53 |
104,83 |
1,56 |
WZ0117 |
PL0000106936 |
100,14 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,25 |
106,42 |
1,62 |
1,54 |
106,34 |
1,58 |
OK0717 |
PL0000108502 |
96,28 |
96,46 |
1,66 |
1,58 |
96,37 |
1,62 |
DS1017 |
PL0000104543 |
108,88 |
109,03 |
1,66 |
1,60 |
108,96 |
1,63 |
WZ0118 |
PL0000104717 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0418 |
PL0000107314 |
105,94 |
106,09 |
1,73 |
1,68 |
106,02 |
1,71 |
PS0718 |
PL0000107595 |
102,33 |
102,43 |
1,76 |
1,73 |
102,38 |
1,75 |
WZ0119 |
PL0000107603 |
99,88 |
99,97 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
105,69 |
105,88 |
1,86 |
1,81 |
105,79 |
1,83 |
DS1019 |
PL0000105441 |
115,79 |
116,07 |
1,85 |
1,79 |
115,93 |
1,82 |
PS0420 |
PL0000108510 |
97,92 |
98,05 |
1,93 |
1,91 |
97,99 |
1,92 |
DS1020 |
PL0000106126 |
117,17 |
117,46 |
1,95 |
1,90 |
117,32 |
1,93 |
WZ0121 |
PL0000106068 |
99,65 |
99,78 |
--- |
--- |
99,72 |
--- |
DS1021 |
PL0000106670 |
122,46 |
122,80 |
2,05 |
2,00 |
122,63 |
2,02 |
WS0922 |
PL0000102646 |
124,62 |
125,00 |
2,14 |
2,09 |
124,81 |
2,12 |
IZ0823 |
PL0000105359 |
113,79 |
114,59 |
--- |
--- |
114,19 |
--- |
DS1023 |
PL0000107264 |
113,63 |
114,06 |
2,23 |
2,18 |
113,85 |
2,20 |
WZ0124 |
PL0000107454 |
98,54 |
98,64 |
--- |
--- |
98,59 |
--- |
DS0725 |
PL0000108197 |
108,54 |
108,72 |
2,31 |
2,29 |
108,63 |
2,30 |
WS0429 |
PL0000105391 |
138,35 |
139,14 |
2,48 |
2,43 |
138,75 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
200 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
110 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,280 |
1,370 |
1,362 |
220 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
180 |
PS0718 |
PL0000107595 |
1/6 |
5 |
1,400 |
1,400 |
1,400 |
25 |
DS0725 |
PL0000108197 |
1/6 |
5 |
1,400 |
1,450 |
1,419 |
105 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,440 |
1,450 |
1,449 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,450 |
1,430 |
125 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
140 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,370 |
1,380 |
1,377 |
290 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
TOTAL |
1 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.