2015-04-13 |
MARKET DATA |
No 69 (2600) |
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 |
255,00 |
284,13 |
20 |
610,00 |
696,41 |
12 |
865,00 |
980,55 |
32 |
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 |
100,10 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,59 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,45 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,80 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,46 |
103,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,00 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,77 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,23 |
106,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,40 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,92 |
108,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,96 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,32 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,73 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
115,72 |
115,73 |
115,760 |
115,770 |
115,760 |
115,770 |
115,768 |
65 000 |
76,93 |
2 |
PS0420 |
PL0000108510 |
98,01 |
97,93 |
98,000 |
98,000 |
97,930 |
97,930 |
97,979 |
75 000 |
74,58 |
6 |
DS1020 |
PL0000106126 |
117,21 |
117,22 |
117,220 |
117,230 |
117,220 |
117,230 |
117,227 |
30 000 |
35,91 |
3 |
DS1021 |
PL0000106670 |
122,47 |
122,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,75 |
124,60 |
124,650 |
124,650 |
124,600 |
124,600 |
124,633 |
15 000 |
19,18 |
2 |
DS1023 |
PL0000107264 |
113,78 |
113,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,59 |
108,35 |
108,530 |
108,530 |
108,330 |
108,350 |
108,409 |
70 000 |
77,53 |
7 |
WS0428 |
PL0000107611 |
102,64 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,48 |
138,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
131,05 |
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 |
114,25 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,18 |
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 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,77 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,61 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,47 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
255 000 |
284,13 |
20 |
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 |
1,60 |
1,27 |
99,61 |
1,41 |
DS1015 |
PL0000103602 |
102,43 |
102,52 |
1,55 |
1,38 |
102,48 |
1,46 |
OK0116 |
PL0000107587 |
98,77 |
98,86 |
1,60 |
1,48 |
98,82 |
1,53 |
PS0416 |
PL0000106340 |
103,45 |
103,55 |
1,58 |
1,49 |
103,50 |
1,54 |
OK0716 |
PL0000107926 |
97,98 |
98,12 |
1,61 |
1,49 |
98,05 |
1,55 |
IZ0816 |
PL0000103529 |
102,62 |
103,13 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,75 |
104,85 |
1,57 |
1,51 |
104,80 |
1,54 |
WZ0117 |
PL0000106936 |
100,11 |
100,20 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,21 |
106,40 |
1,61 |
1,52 |
106,31 |
1,56 |
OK0717 |
PL0000108502 |
96,38 |
96,54 |
1,63 |
1,56 |
96,46 |
1,59 |
DS1017 |
PL0000104543 |
108,87 |
109,04 |
1,63 |
1,57 |
108,96 |
1,60 |
WZ0118 |
PL0000104717 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,93 |
106,06 |
1,72 |
1,68 |
106,00 |
1,70 |
PS0718 |
PL0000107595 |
102,30 |
102,48 |
1,77 |
1,71 |
102,39 |
1,74 |
WZ0119 |
PL0000107603 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,70 |
105,88 |
1,85 |
1,81 |
105,79 |
1,83 |
DS1019 |
PL0000105441 |
115,70 |
115,95 |
1,85 |
1,80 |
115,83 |
1,82 |
PS0420 |
PL0000108510 |
97,98 |
98,16 |
1,92 |
1,88 |
98,07 |
1,90 |
DS1020 |
PL0000106126 |
117,20 |
117,49 |
1,94 |
1,88 |
117,35 |
1,91 |
WZ0121 |
PL0000106068 |
99,59 |
99,74 |
--- |
--- |
99,67 |
--- |
DS1021 |
PL0000106670 |
122,44 |
122,87 |
2,04 |
1,98 |
122,66 |
2,01 |
WS0922 |
PL0000102646 |
124,72 |
125,11 |
2,12 |
2,07 |
124,92 |
2,09 |
IZ0823 |
PL0000105359 |
114,00 |
114,75 |
--- |
--- |
114,38 |
--- |
DS1023 |
PL0000107264 |
113,75 |
114,14 |
2,21 |
2,16 |
113,95 |
2,19 |
WZ0124 |
PL0000107454 |
98,44 |
98,55 |
--- |
--- |
98,50 |
--- |
DS0725 |
PL0000108197 |
108,55 |
108,85 |
2,30 |
2,27 |
108,70 |
2,29 |
WS0429 |
PL0000105391 |
138,31 |
139,11 |
2,48 |
2,42 |
138,71 |
2,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,57 |
99,64 |
1,56 |
1,31 |
99,61 |
1,41 |
DS1015 |
PL0000103602 |
102,43 |
102,52 |
1,55 |
1,38 |
102,48 |
1,46 |
OK0116 |
PL0000107587 |
98,78 |
98,86 |
1,59 |
1,48 |
98,82 |
1,53 |
PS0416 |
PL0000106340 |
103,45 |
103,54 |
1,58 |
1,50 |
103,50 |
1,54 |
OK0716 |
PL0000107926 |
97,98 |
98,11 |
1,61 |
1,50 |
98,05 |
1,55 |
IZ0816 |
PL0000103529 |
102,62 |
103,13 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,73 |
104,83 |
1,59 |
1,52 |
104,78 |
1,55 |
WZ0117 |
PL0000106936 |
100,11 |
100,20 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,19 |
106,32 |
1,62 |
1,56 |
106,26 |
1,59 |
OK0717 |
PL0000108502 |
96,37 |
96,51 |
1,64 |
1,57 |
96,44 |
1,60 |
DS1017 |
PL0000104543 |
108,88 |
109,02 |
1,63 |
1,58 |
108,95 |
1,60 |
WZ0118 |
PL0000104717 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,88 |
106,03 |
1,74 |
1,69 |
105,96 |
1,71 |
PS0718 |
PL0000107595 |
102,23 |
102,40 |
1,79 |
1,74 |
102,32 |
1,76 |
WZ0119 |
PL0000107603 |
99,86 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,62 |
105,78 |
1,87 |
1,83 |
105,70 |
1,85 |
DS1019 |
PL0000105441 |
115,57 |
115,87 |
1,88 |
1,81 |
115,72 |
1,85 |
PS0420 |
PL0000108510 |
97,86 |
98,00 |
1,95 |
1,92 |
97,93 |
1,93 |
DS1020 |
PL0000106126 |
117,01 |
117,31 |
1,97 |
1,92 |
117,16 |
1,94 |
WZ0121 |
PL0000106068 |
99,59 |
99,73 |
--- |
--- |
99,66 |
--- |
DS1021 |
PL0000106670 |
122,31 |
122,64 |
2,06 |
2,01 |
122,48 |
2,03 |
WS0922 |
PL0000102646 |
124,41 |
124,86 |
2,16 |
2,10 |
124,64 |
2,13 |
IZ0823 |
PL0000105359 |
113,97 |
114,74 |
--- |
--- |
114,36 |
--- |
DS1023 |
PL0000107264 |
113,51 |
113,90 |
2,24 |
2,19 |
113,71 |
2,22 |
WZ0124 |
PL0000107454 |
98,43 |
98,55 |
--- |
--- |
98,49 |
--- |
DS0725 |
PL0000108197 |
108,28 |
108,53 |
2,33 |
2,31 |
108,41 |
2,32 |
WS0429 |
PL0000105391 |
137,87 |
138,60 |
2,51 |
2,46 |
138,24 |
2,49 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
80 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
40 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
5 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
165 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
140 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
140 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
TOTAL |
610 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.