2015-04-14 |
MARKET DATA |
No 70 (2601) |
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 |
410,00 |
466,19 |
28 |
2 455,00 |
2 776,24 |
20 |
2 865,00 |
3 242,43 |
48 |
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 |
100,09 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,59 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,44 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,80 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,47 |
103,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,02 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,76 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,24 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,42 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,91 |
108,90 |
108,960 |
108,960 |
108,960 |
108,960 |
108,960 |
40 000 |
44,58 |
1 |
PS0418 |
PL0000107314 |
105,92 |
105,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,30 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,73 |
105,63 |
105,640 |
105,640 |
105,630 |
105,630 |
105,632 |
150 000 |
161,99 |
3 |
DS1019 |
PL0000105441 |
115,79 |
115,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,01 |
97,96 |
98,000 |
98,020 |
97,890 |
98,020 |
97,984 |
80 000 |
79,56 |
8 |
DS1020 |
PL0000106126 |
117,20 |
117,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,45 |
122,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,65 |
124,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,73 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,66 |
108,48 |
108,500 |
108,680 |
108,500 |
108,680 |
108,641 |
65 000 |
72,15 |
8 |
WS0428 |
PL0000107611 |
102,69 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,44 |
138,22 |
138,350 |
138,440 |
138,180 |
138,440 |
138,279 |
75 000 |
107,92 |
8 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
114,20 |
114,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,14 |
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 |
99,78 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,62 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,46 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
410 000 |
466,19 |
28 |
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 |
99,57 |
99,63 |
1,58 |
1,36 |
99,60 |
1,47 |
DS1015 |
PL0000103602 |
102,42 |
102,50 |
1,54 |
1,40 |
102,46 |
1,47 |
OK0116 |
PL0000107587 |
98,78 |
98,85 |
1,59 |
1,50 |
98,82 |
1,54 |
PS0416 |
PL0000106340 |
103,45 |
103,53 |
1,57 |
1,50 |
103,49 |
1,54 |
OK0716 |
PL0000107926 |
97,99 |
98,08 |
1,60 |
1,53 |
98,04 |
1,56 |
IZ0816 |
PL0000103529 |
102,63 |
103,13 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,73 |
104,82 |
1,58 |
1,52 |
104,78 |
1,55 |
WZ0117 |
PL0000106936 |
100,11 |
100,20 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
106,20 |
106,32 |
1,61 |
1,55 |
106,26 |
1,58 |
OK0717 |
PL0000108502 |
96,38 |
96,50 |
1,63 |
1,58 |
96,44 |
1,60 |
DS1017 |
PL0000104543 |
108,85 |
108,98 |
1,64 |
1,59 |
108,92 |
1,61 |
WZ0118 |
PL0000104717 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,85 |
106,04 |
1,75 |
1,68 |
105,95 |
1,71 |
PS0718 |
PL0000107595 |
102,26 |
102,40 |
1,78 |
1,74 |
102,33 |
1,76 |
WZ0119 |
PL0000107603 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,65 |
105,81 |
1,86 |
1,82 |
105,73 |
1,84 |
DS1019 |
PL0000105441 |
115,71 |
115,90 |
1,85 |
1,81 |
115,81 |
1,82 |
PS0420 |
PL0000108510 |
97,89 |
98,04 |
1,94 |
1,91 |
97,97 |
1,93 |
DS1020 |
PL0000106126 |
117,12 |
117,33 |
1,95 |
1,91 |
117,23 |
1,93 |
WZ0121 |
PL0000106068 |
99,59 |
99,73 |
--- |
--- |
99,66 |
--- |
DS1021 |
PL0000106670 |
122,36 |
122,64 |
2,05 |
2,01 |
122,50 |
2,03 |
WS0922 |
PL0000102646 |
124,55 |
124,84 |
2,14 |
2,10 |
124,70 |
2,12 |
IZ0823 |
PL0000105359 |
113,96 |
114,75 |
--- |
--- |
114,36 |
--- |
DS1023 |
PL0000107264 |
113,56 |
113,89 |
2,23 |
2,19 |
113,73 |
2,21 |
WZ0124 |
PL0000107454 |
98,43 |
98,54 |
--- |
--- |
98,49 |
--- |
DS0725 |
PL0000108197 |
108,30 |
108,58 |
2,33 |
2,30 |
108,44 |
2,31 |
WS0429 |
PL0000105391 |
137,92 |
138,68 |
2,51 |
2,45 |
138,30 |
2,48 |
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 |
1,58 |
1,32 |
99,61 |
1,43 |
DS1015 |
PL0000103602 |
102,43 |
102,49 |
1,52 |
1,42 |
102,46 |
1,47 |
OK0116 |
PL0000107587 |
98,79 |
98,85 |
1,58 |
1,50 |
98,82 |
1,54 |
PS0416 |
PL0000106340 |
103,45 |
103,54 |
1,57 |
1,49 |
103,50 |
1,53 |
OK0716 |
PL0000107926 |
97,99 |
98,08 |
1,60 |
1,53 |
98,04 |
1,56 |
IZ0816 |
PL0000103529 |
102,65 |
103,11 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,74 |
104,84 |
1,57 |
1,51 |
104,79 |
1,54 |
WZ0117 |
PL0000106936 |
100,10 |
100,16 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
106,21 |
106,38 |
1,61 |
1,52 |
106,30 |
1,56 |
OK0717 |
PL0000108502 |
96,39 |
96,53 |
1,63 |
1,56 |
96,46 |
1,60 |
DS1017 |
PL0000104543 |
108,89 |
109,02 |
1,62 |
1,57 |
108,96 |
1,60 |
WZ0118 |
PL0000104717 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,90 |
106,06 |
1,73 |
1,68 |
105,98 |
1,70 |
PS0718 |
PL0000107595 |
102,28 |
102,48 |
1,77 |
1,71 |
102,38 |
1,74 |
WZ0119 |
PL0000107603 |
99,86 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
105,69 |
105,85 |
1,85 |
1,81 |
105,77 |
1,83 |
DS1019 |
PL0000105441 |
115,73 |
115,94 |
1,84 |
1,80 |
115,84 |
1,82 |
PS0420 |
PL0000108510 |
97,96 |
98,11 |
1,93 |
1,90 |
98,04 |
1,91 |
DS1020 |
PL0000106126 |
117,17 |
117,36 |
1,94 |
1,91 |
117,27 |
1,92 |
WZ0121 |
PL0000106068 |
99,60 |
99,74 |
--- |
--- |
99,67 |
--- |
DS1021 |
PL0000106670 |
122,40 |
122,68 |
2,04 |
2,00 |
122,54 |
2,02 |
WS0922 |
PL0000102646 |
124,61 |
125,02 |
2,13 |
2,08 |
124,82 |
2,11 |
IZ0823 |
PL0000105359 |
114,07 |
114,84 |
--- |
--- |
114,46 |
--- |
DS1023 |
PL0000107264 |
113,61 |
114,05 |
2,23 |
2,17 |
113,83 |
2,20 |
WZ0124 |
PL0000107454 |
98,43 |
98,54 |
--- |
--- |
98,49 |
--- |
DS0725 |
PL0000108197 |
108,56 |
108,82 |
2,30 |
2,27 |
108,69 |
2,29 |
WS0429 |
PL0000105391 |
138,18 |
138,82 |
2,49 |
2,44 |
138,50 |
2,47 |
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 |
1,460 |
1,460 |
1,460 |
170 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
200 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
25 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
40 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
80 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
100 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
10 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
1 135 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
210 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
90 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
95 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
160 |
TOTAL |
2 455 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.