2015-04-08 |
MARKET DATA |
No 66 (2597) |
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 |
715,00 |
794,22 |
61 |
1 265,00 |
1 423,51 |
19 |
1 980,00 |
2 217,73 |
80 |
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 |
100,16 |
100,18 |
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 |
102,51 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,78 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,52 |
103,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,01 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,83 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,33 |
106,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,40 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,00 |
109,05 |
109,050 |
109,050 |
109,050 |
109,050 |
109,050 |
20 000 |
22,29 |
1 |
PS0418 |
PL0000107314 |
106,06 |
106,07 |
106,060 |
106,060 |
106,040 |
106,040 |
106,044 |
50 000 |
54,82 |
2 |
PS0718 |
PL0000107595 |
102,46 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,95 |
105,90 |
105,900 |
105,950 |
105,900 |
105,950 |
105,923 |
100 000 |
108,23 |
11 |
DS1019 |
PL0000105441 |
115,98 |
115,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,25 |
98,16 |
98,180 |
98,300 |
98,170 |
98,170 |
98,208 |
165 000 |
164,42 |
15 |
DS1020 |
PL0000106126 |
117,55 |
117,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,90 |
122,98 |
123,000 |
123,000 |
123,000 |
123,000 |
123,000 |
15 000 |
18,84 |
1 |
WS0922 |
PL0000102646 |
125,25 |
125,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,35 |
114,25 |
114,250 |
114,250 |
114,250 |
114,250 |
114,250 |
15 000 |
17,41 |
2 |
DS0725 |
PL0000108197 |
109,15 |
108,99 |
109,090 |
109,180 |
109,050 |
109,050 |
109,100 |
295 000 |
328,65 |
23 |
WS0428 |
PL0000107611 |
103,25 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,28 |
139,39 |
139,230 |
139,230 |
139,090 |
139,090 |
139,135 |
55 000 |
79,56 |
6 |
WS0437 |
PL0000104857 |
132,05 |
152,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,80 |
103,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,20 |
114,40 |
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 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,79 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,67 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,53 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
715 000 |
794,22 |
61 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
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 |
99,64 |
1,56 |
1,24 |
99,60 |
1,38 |
DS1015 |
PL0000103602 |
102,50 |
102,60 |
1,53 |
1,36 |
102,55 |
1,45 |
OK0116 |
PL0000107587 |
98,77 |
98,85 |
1,57 |
1,47 |
98,81 |
1,52 |
PS0416 |
PL0000106340 |
103,50 |
103,59 |
1,58 |
1,49 |
103,55 |
1,53 |
OK0716 |
PL0000107926 |
97,99 |
98,13 |
1,58 |
1,47 |
98,06 |
1,53 |
IZ0816 |
PL0000103529 |
102,64 |
103,09 |
--- |
--- |
102,87 |
--- |
PS1016 |
PL0000106795 |
104,81 |
104,91 |
1,56 |
1,50 |
104,86 |
1,53 |
WZ0117 |
PL0000106936 |
100,12 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,27 |
106,46 |
1,60 |
1,51 |
106,37 |
1,55 |
OK0717 |
PL0000108502 |
96,35 |
96,54 |
1,63 |
1,55 |
96,45 |
1,59 |
DS1017 |
PL0000104543 |
108,92 |
109,12 |
1,63 |
1,56 |
109,02 |
1,60 |
WZ0118 |
PL0000104717 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,97 |
106,16 |
1,72 |
1,65 |
106,07 |
1,68 |
PS0718 |
PL0000107595 |
102,37 |
102,56 |
1,75 |
1,69 |
102,47 |
1,72 |
WZ0119 |
PL0000107603 |
99,86 |
99,95 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,81 |
105,99 |
1,83 |
1,78 |
105,90 |
1,81 |
DS1019 |
PL0000105441 |
115,86 |
116,15 |
1,83 |
1,77 |
116,01 |
1,79 |
PS0420 |
PL0000108510 |
98,11 |
98,26 |
1,89 |
1,86 |
98,19 |
1,88 |
DS1020 |
PL0000106126 |
117,40 |
117,68 |
1,91 |
1,86 |
117,54 |
1,88 |
WZ0121 |
PL0000106068 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
DS1021 |
PL0000106670 |
122,71 |
123,04 |
2,01 |
1,96 |
122,88 |
1,98 |
WS0922 |
PL0000102646 |
124,95 |
125,37 |
2,10 |
2,04 |
125,16 |
2,07 |
IZ0823 |
PL0000105359 |
114,04 |
114,63 |
--- |
--- |
114,34 |
--- |
DS1023 |
PL0000107264 |
114,20 |
114,48 |
2,16 |
2,13 |
114,34 |
2,14 |
WZ0124 |
PL0000107454 |
98,50 |
98,64 |
--- |
--- |
98,57 |
--- |
DS0725 |
PL0000108197 |
108,92 |
109,15 |
2,27 |
2,24 |
109,04 |
2,25 |
WS0429 |
PL0000105391 |
139,08 |
139,82 |
2,43 |
2,38 |
139,45 |
2,40 |
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 |
1,56 |
1,24 |
99,60 |
1,38 |
DS1015 |
PL0000103602 |
102,50 |
102,60 |
1,53 |
1,36 |
102,55 |
1,45 |
OK0116 |
PL0000107587 |
98,76 |
98,84 |
1,58 |
1,48 |
98,80 |
1,53 |
PS0416 |
PL0000106340 |
103,50 |
103,59 |
1,58 |
1,49 |
103,55 |
1,53 |
OK0716 |
PL0000107926 |
97,98 |
98,07 |
1,59 |
1,52 |
98,03 |
1,55 |
IZ0816 |
PL0000103529 |
102,69 |
103,12 |
--- |
--- |
102,91 |
--- |
PS1016 |
PL0000106795 |
104,79 |
104,89 |
1,57 |
1,51 |
104,84 |
1,54 |
WZ0117 |
PL0000106936 |
100,13 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,31 |
106,44 |
1,58 |
1,52 |
106,38 |
1,55 |
OK0717 |
PL0000108502 |
96,37 |
96,51 |
1,63 |
1,56 |
96,44 |
1,59 |
DS1017 |
PL0000104543 |
108,97 |
109,11 |
1,61 |
1,56 |
109,04 |
1,59 |
WZ0118 |
PL0000104717 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,97 |
106,12 |
1,72 |
1,67 |
106,05 |
1,69 |
PS0718 |
PL0000107595 |
102,41 |
102,60 |
1,74 |
1,68 |
102,51 |
1,71 |
WZ0119 |
PL0000107603 |
99,87 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,86 |
106,01 |
1,82 |
1,78 |
105,94 |
1,80 |
DS1019 |
PL0000105441 |
115,89 |
116,14 |
1,82 |
1,77 |
116,02 |
1,79 |
PS0420 |
PL0000108510 |
98,12 |
98,25 |
1,89 |
1,86 |
98,19 |
1,88 |
DS1020 |
PL0000106126 |
117,41 |
117,67 |
1,91 |
1,86 |
117,54 |
1,88 |
WZ0121 |
PL0000106068 |
99,64 |
99,80 |
--- |
--- |
99,72 |
--- |
DS1021 |
PL0000106670 |
122,71 |
123,10 |
2,01 |
1,95 |
122,91 |
1,98 |
WS0922 |
PL0000102646 |
125,02 |
125,45 |
2,09 |
2,03 |
125,24 |
2,06 |
IZ0823 |
PL0000105359 |
114,00 |
114,78 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
114,05 |
114,45 |
2,18 |
2,13 |
114,25 |
2,15 |
WZ0124 |
PL0000107454 |
98,50 |
98,62 |
--- |
--- |
98,56 |
--- |
DS0725 |
PL0000108197 |
108,93 |
109,16 |
2,26 |
2,24 |
109,05 |
2,25 |
WS0429 |
PL0000105391 |
138,98 |
139,60 |
2,44 |
2,39 |
139,29 |
2,41 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
200 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
10 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,420 |
1,430 |
1,422 |
125 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,420 |
1,450 |
1,434 |
400 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
180 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
100 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
20 |
TOTAL |
1 265 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.