2015-04-17 |
MARKET DATA |
No 73 (2604) |
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 |
467,50 |
503,18 |
27 |
1 400,00 |
1 491,60 |
19 |
1 867,50 |
1 994,78 |
46 |
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 |
100,04 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,61 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,37 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,82 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,43 |
103,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,04 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,73 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,23 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,51 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,98 |
108,91 |
108,980 |
108,980 |
108,950 |
108,950 |
108,967 |
45 000 |
50,19 |
2 |
PS0418 |
PL0000107314 |
105,94 |
105,87 |
105,890 |
105,890 |
105,870 |
105,880 |
105,878 |
220 000 |
241,09 |
9 |
PS0718 |
PL0000107595 |
102,40 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,79 |
105,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
115,82 |
115,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,18 |
98,02 |
98,200 |
98,200 |
98,030 |
98,030 |
98,086 |
40 000 |
39,83 |
6 |
DS1020 |
PL0000106126 |
117,37 |
117,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,64 |
122,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,89 |
124,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
114,01 |
113,90 |
113,920 |
113,920 |
113,920 |
113,920 |
113,920 |
10 000 |
11,59 |
1 |
DS0725 |
PL0000108197 |
108,95 |
108,68 |
108,920 |
109,030 |
108,610 |
108,610 |
108,822 |
67 500 |
75,08 |
7 |
WS0428 |
PL0000107611 |
103,00 |
103,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,62 |
138,62 |
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 |
102,85 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,34 |
114,75 |
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 |
100,00 |
100,02 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
85 000 |
85,41 |
2 |
WZ0119 |
PL0000107603 |
99,86 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,75 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,57 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,47 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
467 500 |
503,18 |
27 |
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 |
99,60 |
99,67 |
1,54 |
1,27 |
99,64 |
1,39 |
DS1015 |
PL0000103602 |
102,36 |
102,44 |
1,54 |
1,39 |
102,40 |
1,46 |
OK0116 |
PL0000107587 |
98,81 |
98,87 |
1,58 |
1,50 |
98,84 |
1,54 |
PS0416 |
PL0000106340 |
103,40 |
103,50 |
1,58 |
1,48 |
103,45 |
1,53 |
OK0716 |
PL0000107926 |
98,03 |
98,13 |
1,59 |
1,51 |
98,08 |
1,55 |
IZ0816 |
PL0000103529 |
102,70 |
103,19 |
--- |
--- |
102,95 |
--- |
PS1016 |
PL0000106795 |
104,71 |
104,80 |
1,57 |
1,51 |
104,76 |
1,53 |
WZ0117 |
PL0000106936 |
100,11 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,17 |
106,32 |
1,60 |
1,53 |
106,25 |
1,57 |
OK0717 |
PL0000108502 |
96,46 |
96,57 |
1,61 |
1,55 |
96,52 |
1,58 |
DS1017 |
PL0000104543 |
108,89 |
109,01 |
1,61 |
1,56 |
108,95 |
1,58 |
WZ0118 |
PL0000104717 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
105,90 |
106,04 |
1,72 |
1,67 |
105,97 |
1,70 |
PS0718 |
PL0000107595 |
102,34 |
102,51 |
1,75 |
1,70 |
102,43 |
1,72 |
WZ0119 |
PL0000107603 |
99,83 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
105,72 |
105,92 |
1,84 |
1,79 |
105,82 |
1,82 |
DS1019 |
PL0000105441 |
115,73 |
115,98 |
1,83 |
1,78 |
115,86 |
1,80 |
PS0420 |
PL0000108510 |
98,08 |
98,26 |
1,90 |
1,86 |
98,17 |
1,88 |
DS1020 |
PL0000106126 |
117,25 |
117,53 |
1,92 |
1,87 |
117,39 |
1,89 |
WZ0121 |
PL0000106068 |
99,55 |
99,69 |
--- |
--- |
99,62 |
--- |
DS1021 |
PL0000106670 |
122,49 |
122,92 |
2,02 |
1,96 |
122,71 |
1,99 |
WS0922 |
PL0000102646 |
124,77 |
125,09 |
2,11 |
2,07 |
124,93 |
2,09 |
IZ0823 |
PL0000105359 |
114,25 |
114,92 |
--- |
--- |
114,59 |
--- |
DS1023 |
PL0000107264 |
113,89 |
114,28 |
2,19 |
2,14 |
114,09 |
2,17 |
WZ0124 |
PL0000107454 |
98,45 |
98,54 |
--- |
--- |
98,50 |
--- |
DS0725 |
PL0000108197 |
108,80 |
109,07 |
2,28 |
2,25 |
108,94 |
2,26 |
WS0429 |
PL0000105391 |
138,36 |
139,17 |
2,47 |
2,42 |
138,77 |
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 |
99,67 |
1,54 |
1,27 |
99,64 |
1,39 |
DS1015 |
PL0000103602 |
102,36 |
102,44 |
1,54 |
1,39 |
102,40 |
1,46 |
OK0116 |
PL0000107587 |
98,81 |
98,87 |
1,58 |
1,50 |
98,84 |
1,54 |
PS0416 |
PL0000106340 |
103,40 |
103,48 |
1,58 |
1,50 |
103,44 |
1,54 |
OK0716 |
PL0000107926 |
98,00 |
98,09 |
1,61 |
1,54 |
98,05 |
1,57 |
IZ0816 |
PL0000103529 |
102,76 |
103,15 |
--- |
--- |
102,96 |
--- |
PS1016 |
PL0000106795 |
104,67 |
104,77 |
1,59 |
1,53 |
104,72 |
1,56 |
WZ0117 |
PL0000106936 |
100,10 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,16 |
106,30 |
1,61 |
1,54 |
106,23 |
1,58 |
OK0717 |
PL0000108502 |
96,44 |
96,52 |
1,61 |
1,58 |
96,48 |
1,60 |
DS1017 |
PL0000104543 |
108,82 |
108,93 |
1,63 |
1,59 |
108,88 |
1,61 |
WZ0118 |
PL0000104717 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0418 |
PL0000107314 |
105,84 |
105,95 |
1,74 |
1,70 |
105,90 |
1,72 |
PS0718 |
PL0000107595 |
102,27 |
102,42 |
1,77 |
1,73 |
102,35 |
1,75 |
WZ0119 |
PL0000107603 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
105,66 |
105,82 |
1,85 |
1,82 |
105,74 |
1,83 |
DS1019 |
PL0000105441 |
115,61 |
115,87 |
1,86 |
1,80 |
115,74 |
1,83 |
PS0420 |
PL0000108510 |
97,96 |
98,09 |
1,93 |
1,90 |
98,03 |
1,91 |
DS1020 |
PL0000106126 |
117,08 |
117,36 |
1,95 |
1,90 |
117,22 |
1,92 |
WZ0121 |
PL0000106068 |
99,54 |
99,69 |
--- |
--- |
99,62 |
--- |
DS1021 |
PL0000106670 |
122,35 |
122,71 |
2,05 |
1,99 |
122,53 |
2,02 |
WS0922 |
PL0000102646 |
124,57 |
124,91 |
2,13 |
2,09 |
124,74 |
2,11 |
IZ0823 |
PL0000105359 |
114,22 |
114,90 |
--- |
--- |
114,56 |
--- |
DS1023 |
PL0000107264 |
113,68 |
113,99 |
2,22 |
2,18 |
113,84 |
2,20 |
WZ0124 |
PL0000107454 |
98,44 |
98,52 |
--- |
--- |
98,48 |
--- |
DS0725 |
PL0000108197 |
108,61 |
108,79 |
2,30 |
2,28 |
108,70 |
2,29 |
WS0429 |
PL0000105391 |
137,99 |
138,80 |
2,50 |
2,44 |
138,40 |
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 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
5 |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
70 |
WS0429 |
PL0000105391 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
80 |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
330 |
PS0418 |
PL0000107314 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
70 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
25 |
OK0716 |
PL0000107926 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
25 |
OK0717 |
PL0000108502 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
110 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
420 |
PS0418 |
PL0000107314 |
4/5 |
1 |
1,450 |
1,450 |
1,450 |
70 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
15 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
70 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
15 |
OK0715 |
PL0000107405 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
55 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
30 |
TOTAL |
1 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.