2015-04-02 |
MARKET DATA |
No 64 (2595) |
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 |
762,50 |
769,60 |
29 |
1 415,00 |
1 556,96 |
23 |
2 177,50 |
2 326,56 |
52 |
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 |
100,18 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,55 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,53 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,78 |
98,78 |
98,780 |
98,780 |
98,760 |
98,760 |
98,766 |
392 500 |
387,66 |
9 |
PS0416 |
PL0000106340 |
103,52 |
103,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,99 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,80 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,25 |
106,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,30 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,91 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,98 |
106,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,40 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,77 |
105,78 |
105,750 |
105,800 |
105,750 |
105,800 |
105,771 |
140 000 |
151,28 |
10 |
DS1019 |
PL0000105441 |
115,80 |
115,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,03 |
97,97 |
97,990 |
98,050 |
97,990 |
98,050 |
98,033 |
35 000 |
34,81 |
4 |
DS1020 |
PL0000106126 |
117,26 |
117,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,46 |
122,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,75 |
124,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,80 |
113,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,63 |
108,60 |
108,590 |
108,590 |
108,590 |
108,590 |
108,590 |
10 000 |
11,09 |
1 |
WS0428 |
PL0000107611 |
102,67 |
103,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,47 |
138,84 |
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 |
113,91 |
114,45 |
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 |
100,04 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
100 000 |
100,45 |
2 |
WZ0119 |
PL0000107603 |
99,90 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,80 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,67 |
99,73 |
99,730 |
99,730 |
99,730 |
99,730 |
99,730 |
15 000 |
15,02 |
1 |
WZ0124 |
PL0000107454 |
98,57 |
98,60 |
98,610 |
98,610 |
98,570 |
98,570 |
98,593 |
70 000 |
69,30 |
2 |
TOTAL |
762 500 |
769,60 |
29 |
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 |
117,30 |
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 |
99,54 |
99,64 |
1,56 |
1,22 |
99,59 |
1,39 |
DS1015 |
PL0000103602 |
102,52 |
102,62 |
1,55 |
1,37 |
102,57 |
1,46 |
OK0116 |
PL0000107587 |
98,74 |
98,84 |
1,60 |
1,47 |
98,79 |
1,54 |
PS0416 |
PL0000106340 |
103,50 |
103,61 |
1,60 |
1,49 |
103,56 |
1,54 |
OK0716 |
PL0000107926 |
97,96 |
98,07 |
1,60 |
1,51 |
98,02 |
1,55 |
IZ0816 |
PL0000103529 |
102,61 |
103,09 |
--- |
--- |
102,85 |
--- |
PS1016 |
PL0000106795 |
104,77 |
104,87 |
1,60 |
1,53 |
104,82 |
1,57 |
WZ0117 |
PL0000106936 |
100,14 |
100,21 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,22 |
106,40 |
1,63 |
1,55 |
106,31 |
1,59 |
OK0717 |
PL0000108502 |
96,27 |
96,45 |
1,67 |
1,58 |
96,36 |
1,63 |
DS1017 |
PL0000104543 |
108,87 |
109,04 |
1,66 |
1,60 |
108,96 |
1,63 |
WZ0118 |
PL0000104717 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0418 |
PL0000107314 |
105,89 |
106,05 |
1,75 |
1,69 |
105,97 |
1,72 |
PS0718 |
PL0000107595 |
102,25 |
102,45 |
1,79 |
1,73 |
102,35 |
1,76 |
WZ0119 |
PL0000107603 |
99,87 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,62 |
105,82 |
1,87 |
1,83 |
105,72 |
1,85 |
DS1019 |
PL0000105441 |
115,65 |
115,95 |
1,87 |
1,81 |
115,80 |
1,84 |
PS0420 |
PL0000108510 |
97,90 |
98,02 |
1,94 |
1,91 |
97,96 |
1,93 |
DS1020 |
PL0000106126 |
117,12 |
117,40 |
1,96 |
1,91 |
117,26 |
1,93 |
WZ0121 |
PL0000106068 |
99,59 |
99,76 |
--- |
--- |
99,68 |
--- |
DS1021 |
PL0000106670 |
122,36 |
122,79 |
2,06 |
2,00 |
122,58 |
2,03 |
WS0922 |
PL0000102646 |
124,59 |
124,97 |
2,14 |
2,10 |
124,78 |
2,12 |
IZ0823 |
PL0000105359 |
113,74 |
114,60 |
--- |
--- |
114,17 |
--- |
DS1023 |
PL0000107264 |
113,58 |
113,99 |
2,23 |
2,19 |
113,79 |
2,21 |
WZ0124 |
PL0000107454 |
98,52 |
98,65 |
--- |
--- |
98,59 |
--- |
DS0725 |
PL0000108197 |
108,47 |
108,68 |
2,31 |
2,29 |
108,58 |
2,30 |
WS0429 |
PL0000105391 |
138,13 |
138,96 |
2,50 |
2,44 |
138,55 |
2,47 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,54 |
99,62 |
1,56 |
1,29 |
99,58 |
1,43 |
DS1015 |
PL0000103602 |
102,52 |
102,61 |
1,55 |
1,39 |
102,57 |
1,46 |
OK0116 |
PL0000107587 |
98,75 |
98,81 |
1,59 |
1,51 |
98,78 |
1,55 |
PS0416 |
PL0000106340 |
103,50 |
103,59 |
1,60 |
1,51 |
103,55 |
1,55 |
OK0716 |
PL0000107926 |
97,96 |
98,06 |
1,60 |
1,52 |
98,01 |
1,56 |
IZ0816 |
PL0000103529 |
102,61 |
103,09 |
--- |
--- |
102,85 |
--- |
PS1016 |
PL0000106795 |
104,78 |
104,88 |
1,59 |
1,53 |
104,83 |
1,56 |
WZ0117 |
PL0000106936 |
100,14 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,23 |
106,41 |
1,63 |
1,54 |
106,32 |
1,58 |
OK0717 |
PL0000108502 |
96,28 |
96,47 |
1,66 |
1,58 |
96,38 |
1,62 |
DS1017 |
PL0000104543 |
108,87 |
109,03 |
1,66 |
1,60 |
108,95 |
1,63 |
WZ0118 |
PL0000104717 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,95 |
106,10 |
1,73 |
1,68 |
106,03 |
1,70 |
PS0718 |
PL0000107595 |
102,32 |
102,50 |
1,77 |
1,71 |
102,41 |
1,74 |
WZ0119 |
PL0000107603 |
99,87 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,72 |
105,85 |
1,85 |
1,82 |
105,79 |
1,83 |
DS1019 |
PL0000105441 |
115,71 |
115,98 |
1,86 |
1,80 |
115,85 |
1,83 |
PS0420 |
PL0000108510 |
97,94 |
98,11 |
1,93 |
1,89 |
98,03 |
1,91 |
DS1020 |
PL0000106126 |
117,23 |
117,44 |
1,94 |
1,90 |
117,34 |
1,92 |
WZ0121 |
PL0000106068 |
99,64 |
99,79 |
--- |
--- |
99,72 |
--- |
DS1021 |
PL0000106670 |
122,41 |
122,80 |
2,05 |
2,00 |
122,61 |
2,02 |
WS0922 |
PL0000102646 |
124,62 |
124,99 |
2,14 |
2,09 |
124,81 |
2,12 |
IZ0823 |
PL0000105359 |
113,81 |
114,59 |
--- |
--- |
114,20 |
--- |
DS1023 |
PL0000107264 |
113,64 |
114,04 |
2,23 |
2,18 |
113,84 |
2,20 |
WZ0124 |
PL0000107454 |
98,53 |
98,63 |
--- |
--- |
98,58 |
--- |
DS0725 |
PL0000108197 |
108,52 |
108,70 |
2,31 |
2,29 |
108,61 |
2,30 |
WS0429 |
PL0000105391 |
138,27 |
139,12 |
2,49 |
2,43 |
138,70 |
2,46 |
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 |
5/6 |
1 |
1,440 |
1,440 |
1,440 |
5 |
WS0429 |
PL0000105391 |
5/6 |
1 |
1,440 |
1,440 |
1,440 |
45 |
DS1019 |
PL0000105441 |
5/6 |
1 |
1,350 |
1,350 |
1,350 |
25 |
DS1020 |
PL0000106126 |
5/6 |
1 |
1,440 |
1,440 |
1,440 |
40 |
PS0719 |
PL0000108148 |
5/6 |
1 |
1,450 |
1,450 |
1,450 |
15 |
DS0725 |
PL0000108197 |
5/6 |
1 |
1,440 |
1,440 |
1,440 |
155 |
WZ0124 |
PL0000107454 |
5/6 |
1 |
1,440 |
1,440 |
1,440 |
80 |
WS0922 |
PL0000102646 |
0/5 |
5 |
1,440 |
1,440 |
1,440 |
20 |
DS1017 |
PL0000104543 |
0/5 |
5 |
1,400 |
1,400 |
1,400 |
5 |
WS0429 |
PL0000105391 |
0/5 |
5 |
1,440 |
1,440 |
1,440 |
35 |
DS1020 |
PL0000106126 |
0/5 |
5 |
1,440 |
1,440 |
1,440 |
40 |
PS0417 |
PL0000107058 |
0/5 |
5 |
1,440 |
1,440 |
1,440 |
70 |
DS1017 |
PL0000104543 |
5/12 |
7 |
1,450 |
1,450 |
1,450 |
60 |
DS1019 |
PL0000105441 |
5/12 |
7 |
1,350 |
1,350 |
1,350 |
155 |
PS0417 |
PL0000107058 |
5/12 |
7 |
1,450 |
1,450 |
1,450 |
200 |
PS0420 |
PL0000108510 |
5/12 |
7 |
1,440 |
1,440 |
1,440 |
75 |
WZ0121 |
PL0000106068 |
5/12 |
7 |
1,440 |
1,440 |
1,440 |
190 |
WZ0124 |
PL0000107454 |
5/12 |
7 |
1,440 |
1,440 |
1,440 |
200 |
TOTAL |
1 415 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.