2015-04-09 |
MARKET DATA |
No 67 (2598) |
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 |
782,50 |
826,76 |
35 |
905,00 |
1 040,44 |
9 |
1 687,50 |
1 867,20 |
44 |
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 |
100,14 |
100,14 |
100,140 |
100,140 |
100,130 |
100,130 |
100,138 |
155 000 |
163,46 |
4 |
OK0715 |
PL0000107405 |
99,57 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,49 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,80 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,49 |
103,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,06 |
98,05 |
98,060 |
98,060 |
98,060 |
98,060 |
98,060 |
50 000 |
49,03 |
1 |
PS1016 |
PL0000106795 |
104,81 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,30 |
106,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,42 |
96,50 |
96,420 |
96,420 |
96,410 |
96,410 |
96,414 |
120 000 |
115,70 |
3 |
DS1017 |
PL0000104543 |
108,96 |
108,98 |
108,980 |
108,980 |
108,980 |
108,980 |
108,980 |
10 000 |
11,14 |
1 |
PS0418 |
PL0000107314 |
106,01 |
106,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,43 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,86 |
105,87 |
105,850 |
105,850 |
105,850 |
105,850 |
105,850 |
10 000 |
10,82 |
1 |
DS1019 |
PL0000105441 |
115,88 |
115,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,16 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
117,44 |
117,47 |
117,300 |
117,300 |
117,280 |
117,280 |
117,290 |
70 000 |
83,81 |
3 |
DS1021 |
PL0000106670 |
122,77 |
122,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
125,02 |
125,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,20 |
114,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
109,01 |
108,77 |
109,000 |
109,010 |
108,800 |
108,800 |
108,965 |
232 500 |
258,77 |
14 |
WS0428 |
PL0000107611 |
103,07 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,04 |
139,09 |
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 |
102,97 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,15 |
114,60 |
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 |
99,89 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,82 |
99,82 |
99,800 |
99,800 |
99,800 |
99,800 |
99,800 |
35 000 |
35,08 |
2 |
WZ0121 |
PL0000106068 |
99,65 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,53 |
98,51 |
98,510 |
98,530 |
98,490 |
98,490 |
98,515 |
100 000 |
98,95 |
6 |
TOTAL |
782 500 |
826,76 |
35 |
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 |
99,56 |
99,64 |
1,57 |
1,28 |
99,60 |
1,42 |
DS1015 |
PL0000103602 |
102,48 |
102,59 |
1,50 |
1,31 |
102,54 |
1,40 |
OK0116 |
PL0000107587 |
98,77 |
98,85 |
1,59 |
1,48 |
98,81 |
1,54 |
PS0416 |
PL0000106340 |
103,48 |
103,58 |
1,57 |
1,48 |
103,53 |
1,52 |
OK0716 |
PL0000107926 |
98,00 |
98,14 |
1,58 |
1,47 |
98,07 |
1,53 |
IZ0816 |
PL0000103529 |
102,69 |
103,14 |
--- |
--- |
102,92 |
--- |
PS1016 |
PL0000106795 |
104,79 |
104,89 |
1,56 |
1,49 |
104,84 |
1,53 |
WZ0117 |
PL0000106936 |
100,13 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,25 |
106,44 |
1,60 |
1,51 |
106,35 |
1,55 |
OK0717 |
PL0000108502 |
96,37 |
96,55 |
1,63 |
1,55 |
96,46 |
1,59 |
DS1017 |
PL0000104543 |
108,93 |
109,10 |
1,62 |
1,55 |
109,02 |
1,58 |
WZ0118 |
PL0000104717 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,98 |
106,10 |
1,71 |
1,67 |
106,04 |
1,69 |
PS0718 |
PL0000107595 |
102,40 |
102,60 |
1,74 |
1,68 |
102,50 |
1,71 |
WZ0119 |
PL0000107603 |
99,87 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,80 |
106,03 |
1,83 |
1,77 |
105,92 |
1,80 |
DS1019 |
PL0000105441 |
115,84 |
116,12 |
1,82 |
1,77 |
115,98 |
1,79 |
PS0420 |
PL0000108510 |
98,12 |
98,32 |
1,89 |
1,85 |
98,22 |
1,87 |
DS1020 |
PL0000106126 |
117,39 |
117,67 |
1,90 |
1,86 |
117,53 |
1,88 |
WZ0121 |
PL0000106068 |
99,62 |
99,80 |
--- |
--- |
99,71 |
--- |
DS1021 |
PL0000106670 |
122,68 |
123,05 |
2,01 |
1,95 |
122,87 |
1,98 |
WS0922 |
PL0000102646 |
124,96 |
125,40 |
2,09 |
2,04 |
125,18 |
2,06 |
IZ0823 |
PL0000105359 |
113,96 |
114,75 |
--- |
--- |
114,36 |
--- |
DS1023 |
PL0000107264 |
114,03 |
114,47 |
2,18 |
2,13 |
114,25 |
2,15 |
WZ0124 |
PL0000107454 |
98,49 |
98,63 |
--- |
--- |
98,56 |
--- |
DS0725 |
PL0000108197 |
108,89 |
109,16 |
2,27 |
2,24 |
109,03 |
2,25 |
WS0429 |
PL0000105391 |
138,88 |
139,70 |
2,44 |
2,39 |
139,29 |
2,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,56 |
99,64 |
1,57 |
1,28 |
99,60 |
1,42 |
DS1015 |
PL0000103602 |
102,46 |
102,55 |
1,54 |
1,38 |
102,51 |
1,45 |
OK0116 |
PL0000107587 |
98,77 |
98,85 |
1,59 |
1,48 |
98,81 |
1,54 |
PS0416 |
PL0000106340 |
103,47 |
103,57 |
1,58 |
1,49 |
103,52 |
1,53 |
OK0716 |
PL0000107926 |
97,99 |
98,08 |
1,59 |
1,52 |
98,04 |
1,55 |
IZ0816 |
PL0000103529 |
102,68 |
103,13 |
--- |
--- |
102,91 |
--- |
PS1016 |
PL0000106795 |
104,77 |
104,87 |
1,57 |
1,51 |
104,82 |
1,54 |
WZ0117 |
PL0000106936 |
100,13 |
100,20 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,23 |
106,41 |
1,61 |
1,52 |
106,32 |
1,56 |
OK0717 |
PL0000108502 |
96,39 |
96,52 |
1,62 |
1,56 |
96,46 |
1,59 |
DS1017 |
PL0000104543 |
108,88 |
109,03 |
1,64 |
1,58 |
108,96 |
1,61 |
WZ0118 |
PL0000104717 |
100,00 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,94 |
106,06 |
1,72 |
1,68 |
106,00 |
1,70 |
PS0718 |
PL0000107595 |
102,31 |
102,49 |
1,77 |
1,71 |
102,40 |
1,74 |
WZ0119 |
PL0000107603 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,70 |
105,90 |
1,85 |
1,80 |
105,80 |
1,83 |
DS1019 |
PL0000105441 |
115,70 |
115,98 |
1,85 |
1,79 |
115,84 |
1,82 |
PS0420 |
PL0000108510 |
97,99 |
98,18 |
1,92 |
1,88 |
98,09 |
1,90 |
DS1020 |
PL0000106126 |
117,30 |
117,51 |
1,92 |
1,88 |
117,41 |
1,90 |
WZ0121 |
PL0000106068 |
99,57 |
99,74 |
--- |
--- |
99,66 |
--- |
DS1021 |
PL0000106670 |
122,57 |
122,89 |
2,02 |
1,98 |
122,73 |
2,00 |
WS0922 |
PL0000102646 |
124,77 |
125,17 |
2,12 |
2,06 |
124,97 |
2,09 |
IZ0823 |
PL0000105359 |
114,02 |
114,81 |
--- |
--- |
114,42 |
--- |
DS1023 |
PL0000107264 |
113,82 |
114,22 |
2,20 |
2,16 |
114,02 |
2,18 |
WZ0124 |
PL0000107454 |
98,45 |
98,54 |
--- |
--- |
98,50 |
--- |
DS0725 |
PL0000108197 |
108,63 |
108,90 |
2,30 |
2,27 |
108,77 |
2,28 |
WS0429 |
PL0000105391 |
138,45 |
139,31 |
2,47 |
2,41 |
138,88 |
2,44 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
145 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
100 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
40 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
125 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
340 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
5 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
150 |
TOTAL |
905 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.