2015-04-07 |
MARKET DATA |
No 65 (2596) |
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 |
175,00 |
185,56 |
6 |
2 870,00 |
3 196,34 |
21 |
3 045,00 |
3 381,90 |
27 |
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 |
100,17 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,56 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,52 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,77 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,53 |
103,53 |
103,530 |
103,530 |
103,530 |
103,530 |
103,530 |
100 000 |
108,31 |
2 |
OK0716 |
PL0000107926 |
98,00 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,82 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,29 |
106,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,36 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,04 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
106,10 |
106,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,50 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,94 |
105,81 |
105,800 |
105,800 |
105,800 |
105,800 |
105,800 |
25 000 |
27,02 |
2 |
DS1019 |
PL0000105441 |
116,01 |
115,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,20 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,53 |
117,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,79 |
122,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,05 |
125,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,10 |
114,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,95 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
103,17 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,12 |
139,33 |
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 |
102,73 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,00 |
114,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,15 |
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 |
50 000 |
50,23 |
2 |
WZ0119 |
PL0000107603 |
99,89 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,80 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,64 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,53 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
175 000 |
185,56 |
6 |
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 |
102,90 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
107,15 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
117,25 |
117,55 |
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 |
119,01 |
119,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
120,75 |
121,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
126,65 |
127,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
123,75 |
124,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
119,50 |
120,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
123,50 |
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 |
99,65 |
1,54 |
1,20 |
99,60 |
1,37 |
DS1015 |
PL0000103602 |
102,51 |
102,62 |
1,54 |
1,35 |
102,57 |
1,43 |
OK0116 |
PL0000107587 |
98,75 |
98,84 |
1,59 |
1,48 |
98,80 |
1,53 |
PS0416 |
PL0000106340 |
103,50 |
103,61 |
1,59 |
1,48 |
103,56 |
1,53 |
OK0716 |
PL0000107926 |
97,98 |
98,12 |
1,59 |
1,48 |
98,05 |
1,53 |
IZ0816 |
PL0000103529 |
102,64 |
103,12 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,80 |
104,91 |
1,57 |
1,50 |
104,86 |
1,53 |
WZ0117 |
PL0000106936 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,27 |
106,44 |
1,60 |
1,52 |
106,36 |
1,56 |
OK0717 |
PL0000108502 |
96,34 |
96,50 |
1,64 |
1,56 |
96,42 |
1,60 |
DS1017 |
PL0000104543 |
108,98 |
109,13 |
1,61 |
1,56 |
109,06 |
1,58 |
WZ0118 |
PL0000104717 |
100,02 |
100,10 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
106,02 |
106,20 |
1,70 |
1,64 |
106,11 |
1,67 |
PS0718 |
PL0000107595 |
102,43 |
102,63 |
1,73 |
1,67 |
102,53 |
1,70 |
WZ0119 |
PL0000107603 |
99,87 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,86 |
106,08 |
1,82 |
1,76 |
105,97 |
1,79 |
DS1019 |
PL0000105441 |
115,94 |
116,22 |
1,81 |
1,75 |
116,08 |
1,78 |
PS0420 |
PL0000108510 |
98,14 |
98,35 |
1,89 |
1,84 |
98,25 |
1,86 |
DS1020 |
PL0000106126 |
117,46 |
117,75 |
1,90 |
1,85 |
117,61 |
1,87 |
WZ0121 |
PL0000106068 |
99,61 |
99,79 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
122,76 |
123,14 |
2,00 |
1,95 |
122,95 |
1,97 |
WS0922 |
PL0000102646 |
125,02 |
125,44 |
2,09 |
2,03 |
125,23 |
2,06 |
IZ0823 |
PL0000105359 |
113,83 |
114,68 |
--- |
--- |
114,26 |
--- |
DS1023 |
PL0000107264 |
114,05 |
114,46 |
2,18 |
2,13 |
114,26 |
2,15 |
WZ0124 |
PL0000107454 |
98,51 |
98,64 |
--- |
--- |
98,58 |
--- |
DS0725 |
PL0000108197 |
108,89 |
109,21 |
2,27 |
2,24 |
109,05 |
2,25 |
WS0429 |
PL0000105391 |
138,96 |
139,85 |
2,44 |
2,38 |
139,41 |
2,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,55 |
99,64 |
1,54 |
1,23 |
99,60 |
1,37 |
DS1015 |
PL0000103602 |
102,51 |
102,61 |
1,54 |
1,36 |
102,56 |
1,45 |
OK0116 |
PL0000107587 |
98,75 |
98,84 |
1,59 |
1,48 |
98,80 |
1,53 |
PS0416 |
PL0000106340 |
103,49 |
103,57 |
1,60 |
1,52 |
103,53 |
1,56 |
OK0716 |
PL0000107926 |
97,96 |
98,07 |
1,60 |
1,52 |
98,02 |
1,56 |
IZ0816 |
PL0000103529 |
102,64 |
103,11 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,79 |
104,89 |
1,58 |
1,52 |
104,84 |
1,55 |
WZ0117 |
PL0000106936 |
100,13 |
100,22 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,25 |
106,43 |
1,61 |
1,53 |
106,34 |
1,57 |
OK0717 |
PL0000108502 |
96,31 |
96,49 |
1,65 |
1,57 |
96,40 |
1,61 |
DS1017 |
PL0000104543 |
108,89 |
109,03 |
1,65 |
1,60 |
108,96 |
1,62 |
WZ0118 |
PL0000104717 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,92 |
106,08 |
1,73 |
1,68 |
106,00 |
1,71 |
PS0718 |
PL0000107595 |
102,29 |
102,49 |
1,78 |
1,71 |
102,39 |
1,74 |
WZ0119 |
PL0000107603 |
99,86 |
99,95 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,70 |
105,84 |
1,85 |
1,82 |
105,77 |
1,84 |
DS1019 |
PL0000105441 |
115,73 |
115,98 |
1,86 |
1,80 |
115,86 |
1,83 |
PS0420 |
PL0000108510 |
97,97 |
98,12 |
1,92 |
1,89 |
98,05 |
1,91 |
DS1020 |
PL0000106126 |
117,22 |
117,51 |
1,94 |
1,89 |
117,37 |
1,91 |
WZ0121 |
PL0000106068 |
99,61 |
99,79 |
--- |
--- |
99,70 |
--- |
DS1021 |
PL0000106670 |
122,58 |
122,91 |
2,03 |
1,98 |
122,75 |
2,00 |
WS0922 |
PL0000102646 |
124,77 |
125,20 |
2,12 |
2,07 |
124,99 |
2,09 |
IZ0823 |
PL0000105359 |
113,89 |
114,68 |
--- |
--- |
114,29 |
--- |
DS1023 |
PL0000107264 |
113,83 |
114,20 |
2,20 |
2,16 |
114,02 |
2,18 |
WZ0124 |
PL0000107454 |
98,51 |
98,63 |
--- |
--- |
98,57 |
--- |
DS0725 |
PL0000108197 |
108,69 |
108,94 |
2,29 |
2,26 |
108,82 |
2,28 |
WS0429 |
PL0000105391 |
138,63 |
139,44 |
2,46 |
2,40 |
139,04 |
2,43 |
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 |
1,350 |
1,350 |
1,350 |
10 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
80 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
25 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
65 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
140 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
1 150 |
WS0429 |
PL0000105391 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
295 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
165 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
45 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
95 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
225 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
165 |
TOTAL |
2 870 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.