2015-04-20 |
MARKET DATA |
No 74 (2605) |
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 |
552,50 |
568,36 |
21 |
2 155,00 |
2 457,47 |
30 |
2 707,50 |
3 025,84 |
51 |
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 |
100,03 |
100,06 |
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 |
102,38 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,83 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,48 |
103,42 |
103,390 |
103,390 |
103,390 |
103,390 |
103,390 |
35 000 |
37,92 |
1 |
OK0716 |
PL0000107926 |
98,04 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,70 |
104,69 |
104,700 |
104,700 |
104,690 |
104,690 |
104,695 |
50 000 |
53,51 |
2 |
PS0417 |
PL0000107058 |
106,26 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,47 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,88 |
108,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,83 |
105,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,29 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,63 |
105,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
115,66 |
115,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,04 |
97,93 |
97,850 |
97,850 |
97,850 |
97,850 |
97,850 |
20 000 |
19,87 |
1 |
DS1020 |
PL0000106126 |
117,17 |
117,13 |
117,220 |
117,220 |
117,220 |
117,220 |
117,220 |
2 500 |
2,99 |
1 |
DS1021 |
PL0000106670 |
122,40 |
122,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,60 |
124,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,78 |
113,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,52 |
108,53 |
108,580 |
108,600 |
108,580 |
108,600 |
108,589 |
40 000 |
44,40 |
3 |
WS0428 |
PL0000107611 |
102,53 |
103,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
138,08 |
138,31 |
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 |
102,88 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,40 |
114,75 |
114,750 |
114,750 |
114,750 |
114,750 |
114,750 |
10 000 |
13,37 |
1 |
WZ0117 |
PL0000106936 |
100,13 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,00 |
100,01 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
25 000 |
25,12 |
1 |
WZ0119 |
PL0000107603 |
99,86 |
99,82 |
99,850 |
99,850 |
99,820 |
99,830 |
99,836 |
370 000 |
371,18 |
11 |
WZ0120 |
PL0000108601 |
99,75 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,57 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,54 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
552 500 |
568,36 |
21 |
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 |
99,58 |
99,67 |
1,64 |
1,29 |
99,63 |
1,44 |
DS1015 |
PL0000103602 |
102,36 |
102,45 |
1,51 |
1,34 |
102,41 |
1,42 |
OK0116 |
PL0000107587 |
98,80 |
98,89 |
1,60 |
1,48 |
98,85 |
1,53 |
PS0416 |
PL0000106340 |
103,39 |
103,47 |
1,58 |
1,50 |
103,43 |
1,54 |
OK0716 |
PL0000107926 |
98,02 |
98,13 |
1,60 |
1,51 |
98,08 |
1,55 |
IZ0816 |
PL0000103529 |
102,76 |
103,16 |
--- |
--- |
102,96 |
--- |
PS1016 |
PL0000106795 |
104,68 |
104,76 |
1,58 |
1,53 |
104,72 |
1,55 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
106,15 |
106,29 |
1,61 |
1,54 |
106,22 |
1,58 |
OK0717 |
PL0000108502 |
96,41 |
96,55 |
1,63 |
1,57 |
96,48 |
1,60 |
DS1017 |
PL0000104543 |
108,78 |
108,93 |
1,64 |
1,59 |
108,86 |
1,61 |
WZ0118 |
PL0000104717 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
105,81 |
105,93 |
1,75 |
1,71 |
105,87 |
1,73 |
PS0718 |
PL0000107595 |
102,24 |
102,41 |
1,78 |
1,73 |
102,33 |
1,76 |
WZ0119 |
PL0000107603 |
99,84 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
105,58 |
105,80 |
1,87 |
1,82 |
105,69 |
1,85 |
DS1019 |
PL0000105441 |
115,58 |
115,86 |
1,86 |
1,80 |
115,72 |
1,83 |
PS0420 |
PL0000108510 |
97,91 |
98,09 |
1,94 |
1,90 |
98,00 |
1,92 |
DS1020 |
PL0000106126 |
117,06 |
117,35 |
1,95 |
1,90 |
117,21 |
1,92 |
WZ0121 |
PL0000106068 |
99,54 |
99,69 |
--- |
--- |
99,62 |
--- |
DS1021 |
PL0000106670 |
122,34 |
122,68 |
2,05 |
2,00 |
122,51 |
2,02 |
WS0922 |
PL0000102646 |
124,50 |
124,93 |
2,14 |
2,09 |
124,72 |
2,11 |
IZ0823 |
PL0000105359 |
114,20 |
114,87 |
--- |
--- |
114,54 |
--- |
DS1023 |
PL0000107264 |
113,60 |
114,04 |
2,22 |
2,17 |
113,82 |
2,20 |
WZ0124 |
PL0000107454 |
98,40 |
98,52 |
--- |
--- |
98,46 |
--- |
DS0725 |
PL0000108197 |
108,48 |
108,79 |
2,31 |
2,28 |
108,64 |
2,29 |
WS0429 |
PL0000105391 |
137,95 |
138,72 |
2,50 |
2,45 |
138,34 |
2,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,60 |
99,66 |
1,56 |
1,32 |
99,63 |
1,44 |
DS1015 |
PL0000103602 |
102,34 |
102,43 |
1,55 |
1,38 |
102,39 |
1,46 |
OK0116 |
PL0000107587 |
98,81 |
98,87 |
1,59 |
1,50 |
98,84 |
1,55 |
PS0416 |
PL0000106340 |
103,35 |
103,44 |
1,62 |
1,53 |
103,40 |
1,57 |
OK0716 |
PL0000107926 |
97,98 |
98,08 |
1,63 |
1,55 |
98,03 |
1,59 |
IZ0816 |
PL0000103529 |
102,76 |
103,20 |
--- |
--- |
102,98 |
--- |
PS1016 |
PL0000106795 |
104,63 |
104,71 |
1,61 |
1,56 |
104,67 |
1,59 |
WZ0117 |
PL0000106936 |
100,10 |
100,16 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
106,08 |
106,22 |
1,64 |
1,58 |
106,15 |
1,61 |
OK0717 |
PL0000108502 |
96,42 |
96,51 |
1,63 |
1,58 |
96,47 |
1,60 |
DS1017 |
PL0000104543 |
108,76 |
108,87 |
1,65 |
1,61 |
108,82 |
1,63 |
WZ0118 |
PL0000104717 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0418 |
PL0000107314 |
105,79 |
105,90 |
1,76 |
1,72 |
105,85 |
1,74 |
PS0718 |
PL0000107595 |
102,22 |
102,38 |
1,79 |
1,74 |
102,30 |
1,76 |
WZ0119 |
PL0000107603 |
99,77 |
99,84 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
105,55 |
105,75 |
1,88 |
1,83 |
105,65 |
1,85 |
DS1019 |
PL0000105441 |
115,50 |
115,78 |
1,88 |
1,82 |
115,64 |
1,85 |
PS0420 |
PL0000108510 |
97,85 |
98,01 |
1,95 |
1,92 |
97,93 |
1,94 |
DS1020 |
PL0000106126 |
116,98 |
117,19 |
1,96 |
1,93 |
117,09 |
1,94 |
WZ0121 |
PL0000106068 |
99,51 |
99,65 |
--- |
--- |
99,58 |
--- |
DS1021 |
PL0000106670 |
122,33 |
122,59 |
2,05 |
2,01 |
122,46 |
2,03 |
WS0922 |
PL0000102646 |
124,47 |
124,79 |
2,14 |
2,10 |
124,63 |
2,12 |
IZ0823 |
PL0000105359 |
114,30 |
114,96 |
--- |
--- |
114,63 |
--- |
DS1023 |
PL0000107264 |
113,64 |
113,96 |
2,22 |
2,18 |
113,80 |
2,20 |
WZ0124 |
PL0000107454 |
98,38 |
98,50 |
--- |
--- |
98,44 |
--- |
DS0725 |
PL0000108197 |
108,46 |
108,70 |
2,31 |
2,29 |
108,58 |
2,30 |
WS0429 |
PL0000105391 |
137,88 |
138,63 |
2,51 |
2,46 |
138,26 |
2,48 |
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 |
1,450 |
1,450 |
1,450 |
70 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
30 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
50 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
15 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
110 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
70 |
WS0429 |
PL0000105391 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
45 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
280 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
5 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
60 |
OK0116 |
PL0000107587 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
5 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
110 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
110 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
135 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
280 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,470 |
1,480 |
1,472 |
510 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
120 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
110 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
5 |
TOTAL |
2 155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.