2015-04-10 |
MARKET DATA |
No 68 (2599) |
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 |
117,50 |
129,15 |
8 |
310,00 |
354,24 |
7 |
427,50 |
483,39 |
15 |
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 |
100,11 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,58 |
99,64 |
99,580 |
99,580 |
99,580 |
99,580 |
99,580 |
2 500 |
2,49 |
1 |
DS1015 |
PL0000103602 |
102,47 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,80 |
98,84 |
98,790 |
98,840 |
98,790 |
98,840 |
98,815 |
5 000 |
4,94 |
2 |
PS0416 |
PL0000106340 |
103,47 |
103,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,03 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,80 |
104,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,25 |
106,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,40 |
96,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,97 |
108,96 |
108,970 |
108,980 |
108,970 |
108,980 |
108,977 |
70 000 |
78,01 |
2 |
PS0418 |
PL0000107314 |
105,95 |
105,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,34 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,77 |
105,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
115,78 |
115,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,08 |
98,08 |
98,100 |
98,120 |
98,100 |
98,120 |
98,116 |
25 000 |
24,89 |
2 |
DS1020 |
PL0000106126 |
117,27 |
117,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,80 |
122,70 |
122,800 |
122,800 |
122,800 |
122,800 |
122,800 |
15 000 |
18,82 |
1 |
WS0922 |
PL0000102646 |
124,77 |
124,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,88 |
114,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,69 |
108,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
102,73 |
103,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,59 |
138,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
132,05 |
151,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,75 |
103,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,10 |
114,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,88 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,76 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,60 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,48 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
117 500 |
129,15 |
8 |
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 |
99,65 |
1,58 |
1,26 |
99,61 |
1,40 |
DS1015 |
PL0000103602 |
102,44 |
102,55 |
1,55 |
1,35 |
102,50 |
1,44 |
OK0116 |
PL0000107587 |
98,77 |
98,86 |
1,59 |
1,48 |
98,82 |
1,53 |
PS0416 |
PL0000106340 |
103,45 |
103,57 |
1,59 |
1,48 |
103,51 |
1,53 |
OK0716 |
PL0000107926 |
97,99 |
98,08 |
1,60 |
1,52 |
98,04 |
1,56 |
IZ0816 |
PL0000103529 |
102,66 |
103,13 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
104,76 |
104,86 |
1,57 |
1,51 |
104,81 |
1,54 |
WZ0117 |
PL0000106936 |
100,11 |
100,20 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,20 |
106,37 |
1,62 |
1,54 |
106,29 |
1,57 |
OK0717 |
PL0000108502 |
96,35 |
96,49 |
1,64 |
1,58 |
96,42 |
1,61 |
DS1017 |
PL0000104543 |
108,80 |
108,99 |
1,66 |
1,59 |
108,90 |
1,63 |
WZ0118 |
PL0000104717 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,84 |
106,01 |
1,75 |
1,70 |
105,93 |
1,72 |
PS0718 |
PL0000107595 |
102,25 |
102,45 |
1,78 |
1,72 |
102,35 |
1,75 |
WZ0119 |
PL0000107603 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,61 |
105,83 |
1,87 |
1,82 |
105,72 |
1,84 |
DS1019 |
PL0000105441 |
115,59 |
115,87 |
1,87 |
1,82 |
115,73 |
1,85 |
PS0420 |
PL0000108510 |
97,91 |
98,11 |
1,94 |
1,90 |
98,01 |
1,92 |
DS1020 |
PL0000106126 |
117,12 |
117,41 |
1,95 |
1,90 |
117,27 |
1,92 |
WZ0121 |
PL0000106068 |
99,57 |
99,74 |
--- |
--- |
99,66 |
--- |
DS1021 |
PL0000106670 |
122,33 |
122,77 |
2,06 |
1,99 |
122,55 |
2,02 |
WS0922 |
PL0000102646 |
124,58 |
125,02 |
2,14 |
2,08 |
124,80 |
2,11 |
IZ0823 |
PL0000105359 |
113,98 |
114,79 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
113,61 |
114,05 |
2,23 |
2,17 |
113,83 |
2,20 |
WZ0124 |
PL0000107454 |
98,42 |
98,55 |
--- |
--- |
98,49 |
--- |
DS0725 |
PL0000108197 |
108,52 |
108,76 |
2,31 |
2,28 |
108,64 |
2,29 |
WS0429 |
PL0000105391 |
138,20 |
139,04 |
2,49 |
2,43 |
138,62 |
2,46 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,57 |
99,65 |
1,55 |
1,26 |
99,61 |
1,40 |
DS1015 |
PL0000103602 |
102,44 |
102,54 |
1,55 |
1,37 |
102,49 |
1,46 |
OK0116 |
PL0000107587 |
98,77 |
98,86 |
1,59 |
1,48 |
98,82 |
1,53 |
PS0416 |
PL0000106340 |
103,46 |
103,55 |
1,58 |
1,50 |
103,51 |
1,53 |
OK0716 |
PL0000107926 |
97,99 |
98,08 |
1,60 |
1,52 |
98,04 |
1,56 |
IZ0816 |
PL0000103529 |
102,66 |
103,13 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
104,77 |
104,87 |
1,56 |
1,50 |
104,82 |
1,53 |
WZ0117 |
PL0000106936 |
100,12 |
100,19 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,21 |
106,38 |
1,61 |
1,53 |
106,30 |
1,57 |
OK0717 |
PL0000108502 |
96,38 |
96,53 |
1,63 |
1,56 |
96,46 |
1,59 |
DS1017 |
PL0000104543 |
108,94 |
109,06 |
1,61 |
1,57 |
109,00 |
1,59 |
WZ0118 |
PL0000104717 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,93 |
106,09 |
1,72 |
1,67 |
106,01 |
1,70 |
PS0718 |
PL0000107595 |
102,31 |
102,51 |
1,77 |
1,70 |
102,41 |
1,73 |
WZ0119 |
PL0000107603 |
99,86 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,73 |
105,92 |
1,84 |
1,80 |
105,83 |
1,82 |
DS1019 |
PL0000105441 |
115,75 |
115,95 |
1,84 |
1,80 |
115,85 |
1,82 |
PS0420 |
PL0000108510 |
98,01 |
98,15 |
1,92 |
1,89 |
98,08 |
1,90 |
DS1020 |
PL0000106126 |
117,24 |
117,51 |
1,93 |
1,88 |
117,38 |
1,91 |
WZ0121 |
PL0000106068 |
99,57 |
99,73 |
--- |
--- |
99,65 |
--- |
DS1021 |
PL0000106670 |
122,57 |
122,77 |
2,02 |
1,99 |
122,67 |
2,01 |
WS0922 |
PL0000102646 |
124,74 |
125,15 |
2,12 |
2,07 |
124,95 |
2,09 |
IZ0823 |
PL0000105359 |
113,98 |
114,79 |
--- |
--- |
114,39 |
--- |
DS1023 |
PL0000107264 |
113,77 |
114,15 |
2,21 |
2,16 |
113,96 |
2,19 |
WZ0124 |
PL0000107454 |
98,45 |
98,55 |
--- |
--- |
98,50 |
--- |
DS0725 |
PL0000108197 |
108,62 |
108,90 |
2,30 |
2,27 |
108,76 |
2,28 |
WS0429 |
PL0000105391 |
138,46 |
139,17 |
2,47 |
2,42 |
138,82 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
140 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
10 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
40 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
20 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
30 |
TOTAL |
310 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.