2015-04-16 |
MARKET DATA |
No 72 (2603) |
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 |
997,50 |
1 027,94 |
41 |
2 270,00 |
2 572,75 |
24 |
3 267,50 |
3 600,70 |
65 |
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 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,61 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,40 |
102,44 |
102,400 |
102,400 |
102,400 |
102,400 |
102,400 |
100 000 |
105,45 |
2 |
OK0116 |
PL0000107587 |
98,82 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,44 |
103,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,04 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,74 |
104,78 |
104,720 |
104,720 |
104,720 |
104,720 |
104,720 |
20 000 |
21,40 |
1 |
PS0417 |
PL0000107058 |
106,21 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,48 |
96,50 |
96,470 |
96,470 |
96,470 |
96,470 |
96,470 |
50 000 |
48,24 |
1 |
DS1017 |
PL0000104543 |
108,91 |
108,96 |
108,990 |
108,990 |
108,990 |
108,990 |
108,990 |
2 500 |
2,79 |
1 |
PS0418 |
PL0000107314 |
105,93 |
105,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,40 |
102,43 |
102,400 |
102,400 |
102,400 |
102,400 |
102,400 |
10 000 |
10,42 |
1 |
PS0719 |
PL0000108148 |
105,82 |
105,80 |
105,820 |
105,820 |
105,750 |
105,750 |
105,790 |
65 000 |
70,32 |
5 |
DS1019 |
PL0000105441 |
115,80 |
115,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,15 |
98,08 |
98,140 |
98,150 |
98,050 |
98,050 |
98,113 |
185 000 |
184,25 |
12 |
DS1020 |
PL0000106126 |
117,28 |
117,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,58 |
122,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,81 |
124,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,00 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,90 |
108,80 |
109,000 |
109,000 |
108,740 |
108,800 |
108,842 |
165 000 |
183,54 |
10 |
WS0428 |
PL0000107611 |
102,90 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,48 |
138,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,80 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,45 |
114,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,02 |
100,03 |
100,020 |
100,020 |
100,000 |
100,000 |
100,007 |
375 000 |
376,80 |
7 |
WZ0119 |
PL0000107603 |
99,88 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,78 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,61 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,50 |
98,53 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
25 000 |
24,74 |
1 |
TOTAL |
997 500 |
1 027,94 |
41 |
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 |
99,59 |
99,65 |
1,57 |
1,34 |
99,62 |
1,45 |
DS1015 |
PL0000103602 |
102,39 |
102,47 |
1,50 |
1,35 |
102,43 |
1,43 |
OK0116 |
PL0000107587 |
98,80 |
98,87 |
1,59 |
1,49 |
98,84 |
1,53 |
PS0416 |
PL0000106340 |
103,43 |
103,52 |
1,56 |
1,47 |
103,48 |
1,51 |
OK0716 |
PL0000107926 |
98,02 |
98,11 |
1,59 |
1,52 |
98,07 |
1,55 |
IZ0816 |
PL0000103529 |
102,68 |
103,15 |
--- |
--- |
102,92 |
--- |
PS1016 |
PL0000106795 |
104,72 |
104,81 |
1,56 |
1,51 |
104,77 |
1,53 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,17 |
106,31 |
1,61 |
1,54 |
106,24 |
1,57 |
OK0717 |
PL0000108502 |
96,43 |
96,57 |
1,62 |
1,55 |
96,50 |
1,58 |
DS1017 |
PL0000104543 |
108,89 |
109,02 |
1,61 |
1,56 |
108,96 |
1,58 |
WZ0118 |
PL0000104717 |
100,00 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0418 |
PL0000107314 |
105,90 |
106,06 |
1,72 |
1,67 |
105,98 |
1,70 |
PS0718 |
PL0000107595 |
102,33 |
102,52 |
1,76 |
1,70 |
102,43 |
1,73 |
WZ0119 |
PL0000107603 |
99,86 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
105,73 |
105,93 |
1,84 |
1,79 |
105,83 |
1,81 |
DS1019 |
PL0000105441 |
115,78 |
116,04 |
1,82 |
1,77 |
115,91 |
1,80 |
PS0420 |
PL0000108510 |
98,08 |
98,23 |
1,90 |
1,87 |
98,16 |
1,89 |
DS1020 |
PL0000106126 |
117,24 |
117,52 |
1,92 |
1,87 |
117,38 |
1,90 |
WZ0121 |
PL0000106068 |
99,59 |
99,74 |
--- |
--- |
99,67 |
--- |
DS1021 |
PL0000106670 |
122,51 |
122,93 |
2,02 |
1,96 |
122,72 |
1,99 |
WS0922 |
PL0000102646 |
124,78 |
125,21 |
2,11 |
2,05 |
125,00 |
2,08 |
IZ0823 |
PL0000105359 |
114,17 |
114,93 |
--- |
--- |
114,55 |
--- |
DS1023 |
PL0000107264 |
113,88 |
114,32 |
2,19 |
2,14 |
114,10 |
2,17 |
WZ0124 |
PL0000107454 |
98,45 |
98,56 |
--- |
--- |
98,51 |
--- |
DS0725 |
PL0000108197 |
108,81 |
109,03 |
2,28 |
2,25 |
108,92 |
2,26 |
WS0429 |
PL0000105391 |
138,31 |
139,18 |
2,48 |
2,42 |
138,75 |
2,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,60 |
99,66 |
1,53 |
1,30 |
99,63 |
1,41 |
DS1015 |
PL0000103602 |
102,37 |
102,45 |
1,54 |
1,39 |
102,41 |
1,47 |
OK0116 |
PL0000107587 |
98,80 |
98,86 |
1,59 |
1,51 |
98,83 |
1,55 |
PS0416 |
PL0000106340 |
103,41 |
103,50 |
1,58 |
1,49 |
103,46 |
1,53 |
OK0716 |
PL0000107926 |
98,02 |
98,11 |
1,59 |
1,52 |
98,07 |
1,55 |
IZ0816 |
PL0000103529 |
102,71 |
103,17 |
--- |
--- |
102,94 |
--- |
PS1016 |
PL0000106795 |
104,71 |
104,80 |
1,57 |
1,51 |
104,76 |
1,54 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,15 |
106,32 |
1,62 |
1,54 |
106,24 |
1,57 |
OK0717 |
PL0000108502 |
96,44 |
96,53 |
1,61 |
1,57 |
96,49 |
1,59 |
DS1017 |
PL0000104543 |
108,88 |
109,01 |
1,61 |
1,56 |
108,95 |
1,59 |
WZ0118 |
PL0000104717 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
105,86 |
105,99 |
1,74 |
1,69 |
105,93 |
1,71 |
PS0718 |
PL0000107595 |
102,27 |
102,46 |
1,78 |
1,72 |
102,37 |
1,74 |
WZ0119 |
PL0000107603 |
99,85 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,66 |
105,83 |
1,85 |
1,81 |
105,75 |
1,83 |
DS1019 |
PL0000105441 |
115,67 |
115,94 |
1,85 |
1,79 |
115,81 |
1,82 |
PS0420 |
PL0000108510 |
97,99 |
98,12 |
1,92 |
1,89 |
98,06 |
1,91 |
DS1020 |
PL0000106126 |
117,12 |
117,35 |
1,94 |
1,90 |
117,24 |
1,92 |
WZ0121 |
PL0000106068 |
99,57 |
99,70 |
--- |
--- |
99,64 |
--- |
DS1021 |
PL0000106670 |
122,38 |
122,78 |
2,04 |
1,98 |
122,58 |
2,01 |
WS0922 |
PL0000102646 |
124,59 |
124,95 |
2,13 |
2,09 |
124,77 |
2,11 |
IZ0823 |
PL0000105359 |
114,31 |
114,90 |
--- |
--- |
114,61 |
--- |
DS1023 |
PL0000107264 |
113,72 |
114,13 |
2,21 |
2,16 |
113,93 |
2,19 |
WZ0124 |
PL0000107454 |
98,47 |
98,55 |
--- |
--- |
98,51 |
--- |
DS0725 |
PL0000108197 |
108,66 |
108,88 |
2,29 |
2,27 |
108,77 |
2,28 |
WS0429 |
PL0000105391 |
138,06 |
138,90 |
2,50 |
2,44 |
138,48 |
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) |
(%) |
(%) |
(%) |
WS0429 |
PL0000105391 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
OK0715 |
PL0000107405 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
80 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
150 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
130 |
WS0429 |
PL0000105391 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
10 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
60 |
PS0417 |
PL0000107058 |
1/4 |
3 |
1,430 |
1,450 |
1,435 |
330 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
5 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
25 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
140 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
320 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
400 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
115 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
345 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
80 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
TOTAL |
2 270 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.