2015-04-21 |
MARKET DATA |
No 75 (2606) |
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 |
835,00 |
843,49 |
41 |
3 750,00 |
4 199,93 |
31 |
4 585,00 |
5 043,42 |
72 |
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 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,62 |
99,65 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
60 000 |
59,77 |
1 |
DS1015 |
PL0000103602 |
102,36 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,84 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,37 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,00 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,64 |
104,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,12 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,43 |
96,44 |
96,430 |
96,430 |
96,430 |
96,430 |
96,430 |
25 000 |
24,11 |
1 |
DS1017 |
PL0000104543 |
108,78 |
108,77 |
108,770 |
108,770 |
108,770 |
108,770 |
108,770 |
2 500 |
2,78 |
1 |
PS0418 |
PL0000107314 |
105,77 |
105,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,23 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,56 |
105,45 |
105,320 |
105,320 |
105,320 |
105,320 |
105,320 |
15 000 |
16,16 |
1 |
DS1019 |
PL0000105441 |
115,54 |
115,39 |
115,300 |
115,300 |
115,300 |
115,300 |
115,300 |
17 500 |
20,65 |
2 |
PS0420 |
PL0000108510 |
97,88 |
97,70 |
97,720 |
97,720 |
97,680 |
97,680 |
97,696 |
35 000 |
34,72 |
3 |
DS1020 |
PL0000106126 |
117,03 |
116,86 |
116,900 |
116,900 |
116,900 |
116,900 |
116,900 |
5 000 |
5,97 |
1 |
DS1021 |
PL0000106670 |
122,35 |
122,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
124,44 |
124,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
113,70 |
113,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
108,55 |
108,06 |
108,500 |
108,500 |
108,150 |
108,150 |
108,410 |
40 000 |
44,33 |
4 |
WS0428 |
PL0000107611 |
102,50 |
102,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
137,99 |
137,71 |
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 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,42 |
114,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,11 |
100,10 |
100,110 |
100,110 |
100,100 |
100,100 |
100,103 |
40 000 |
40,24 |
4 |
WZ0118 |
PL0000104717 |
100,06 |
99,96 |
100,060 |
100,060 |
99,940 |
99,940 |
99,962 |
340 000 |
341,53 |
9 |
WZ0119 |
PL0000107603 |
99,79 |
99,78 |
99,780 |
99,780 |
99,780 |
99,780 |
99,780 |
55 000 |
55,15 |
1 |
WZ0120 |
PL0000108601 |
99,75 |
99,75 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
25 000 |
25,05 |
1 |
WZ0121 |
PL0000106068 |
99,53 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,40 |
98,41 |
98,390 |
98,390 |
98,380 |
98,380 |
98,381 |
175 000 |
173,02 |
12 |
TOTAL |
835 000 |
843,49 |
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 |
99,60 |
99,67 |
1,58 |
1,30 |
99,64 |
1,42 |
DS1015 |
PL0000103602 |
102,34 |
102,43 |
1,53 |
1,36 |
102,39 |
1,43 |
OK0116 |
PL0000107587 |
98,82 |
98,89 |
1,58 |
1,48 |
98,86 |
1,52 |
PS0416 |
PL0000106340 |
103,35 |
103,44 |
1,61 |
1,52 |
103,40 |
1,56 |
OK0716 |
PL0000107926 |
97,99 |
98,09 |
1,63 |
1,55 |
98,04 |
1,59 |
IZ0816 |
PL0000103529 |
102,80 |
103,22 |
--- |
--- |
103,01 |
--- |
PS1016 |
PL0000106795 |
104,62 |
104,72 |
1,61 |
1,55 |
104,67 |
1,58 |
WZ0117 |
PL0000106936 |
100,09 |
100,16 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
106,08 |
106,22 |
1,64 |
1,57 |
106,15 |
1,61 |
OK0717 |
PL0000108502 |
96,39 |
96,52 |
1,64 |
1,58 |
96,46 |
1,61 |
DS1017 |
PL0000104543 |
108,75 |
108,87 |
1,65 |
1,61 |
108,81 |
1,63 |
WZ0118 |
PL0000104717 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0418 |
PL0000107314 |
105,73 |
105,87 |
1,77 |
1,73 |
105,80 |
1,75 |
PS0718 |
PL0000107595 |
102,18 |
102,34 |
1,80 |
1,75 |
102,26 |
1,78 |
WZ0119 |
PL0000107603 |
99,77 |
99,85 |
--- |
--- |
99,81 |
--- |
PS0719 |
PL0000108148 |
105,51 |
105,70 |
1,89 |
1,84 |
105,61 |
1,86 |
DS1019 |
PL0000105441 |
115,47 |
115,72 |
1,88 |
1,83 |
115,60 |
1,86 |
PS0420 |
PL0000108510 |
97,82 |
97,97 |
1,96 |
1,93 |
97,90 |
1,94 |
DS1020 |
PL0000106126 |
117,00 |
117,25 |
1,96 |
1,92 |
117,13 |
1,94 |
WZ0121 |
PL0000106068 |
99,51 |
99,65 |
--- |
--- |
99,58 |
--- |
DS1021 |
PL0000106670 |
122,20 |
122,53 |
2,06 |
2,02 |
122,37 |
2,04 |
WS0922 |
PL0000102646 |
124,39 |
124,79 |
2,15 |
2,10 |
124,59 |
2,13 |
IZ0823 |
PL0000105359 |
114,31 |
115,03 |
--- |
--- |
114,67 |
--- |
DS1023 |
PL0000107264 |
113,60 |
113,93 |
2,22 |
2,18 |
113,77 |
2,20 |
WZ0124 |
PL0000107454 |
98,38 |
98,51 |
--- |
--- |
98,45 |
--- |
DS0725 |
PL0000108197 |
108,46 |
108,71 |
2,31 |
2,28 |
108,59 |
2,30 |
WS0429 |
PL0000105391 |
137,86 |
138,66 |
2,51 |
2,45 |
138,26 |
2,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,61 |
99,66 |
1,54 |
1,34 |
99,64 |
1,42 |
DS1015 |
PL0000103602 |
102,33 |
102,40 |
1,54 |
1,41 |
102,37 |
1,47 |
OK0116 |
PL0000107587 |
98,81 |
98,88 |
1,59 |
1,50 |
98,85 |
1,54 |
PS0416 |
PL0000106340 |
103,34 |
103,43 |
1,62 |
1,53 |
103,39 |
1,57 |
OK0716 |
PL0000107926 |
97,98 |
98,08 |
1,64 |
1,55 |
98,03 |
1,59 |
IZ0816 |
PL0000103529 |
102,81 |
103,22 |
--- |
--- |
103,02 |
--- |
PS1016 |
PL0000106795 |
104,59 |
104,68 |
1,63 |
1,57 |
104,64 |
1,60 |
WZ0117 |
PL0000106936 |
100,08 |
100,14 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,04 |
106,18 |
1,66 |
1,59 |
106,11 |
1,63 |
OK0717 |
PL0000108502 |
96,38 |
96,47 |
1,65 |
1,60 |
96,43 |
1,62 |
DS1017 |
PL0000104543 |
108,70 |
108,80 |
1,67 |
1,63 |
108,75 |
1,65 |
WZ0118 |
PL0000104717 |
99,90 |
99,99 |
--- |
--- |
99,95 |
--- |
PS0418 |
PL0000107314 |
105,64 |
105,73 |
1,80 |
1,77 |
105,69 |
1,79 |
PS0718 |
PL0000107595 |
102,07 |
102,19 |
1,84 |
1,80 |
102,13 |
1,82 |
WZ0119 |
PL0000107603 |
99,67 |
99,81 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
105,29 |
105,50 |
1,94 |
1,89 |
105,40 |
1,91 |
DS1019 |
PL0000105441 |
115,27 |
115,47 |
1,93 |
1,88 |
115,37 |
1,90 |
PS0420 |
PL0000108510 |
97,61 |
97,74 |
2,00 |
1,98 |
97,68 |
1,99 |
DS1020 |
PL0000106126 |
116,68 |
116,93 |
2,01 |
1,97 |
116,81 |
1,99 |
WZ0121 |
PL0000106068 |
99,39 |
99,55 |
--- |
--- |
99,47 |
--- |
DS1021 |
PL0000106670 |
121,84 |
122,16 |
2,12 |
2,07 |
122,00 |
2,09 |
WS0922 |
PL0000102646 |
123,99 |
124,38 |
2,21 |
2,15 |
124,19 |
2,18 |
IZ0823 |
PL0000105359 |
114,32 |
115,16 |
--- |
--- |
114,74 |
--- |
DS1023 |
PL0000107264 |
113,15 |
113,53 |
2,28 |
2,23 |
113,34 |
2,26 |
WZ0124 |
PL0000107454 |
98,25 |
98,44 |
--- |
--- |
98,35 |
--- |
DS0725 |
PL0000108197 |
107,90 |
108,18 |
2,37 |
2,34 |
108,04 |
2,36 |
WS0429 |
PL0000105391 |
137,02 |
137,85 |
2,56 |
2,51 |
137,44 |
2,54 |
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 |
1,470 |
1,470 |
1,470 |
45 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
80 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
50 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
100 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
30 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
210 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
130 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
85 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
140 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
280 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
10 |
OK0715 |
PL0000107405 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
120 |
OK0116 |
PL0000107587 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
5 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
75 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
80 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,430 |
1,450 |
1,431 |
220 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,460 |
1,451 |
1 010 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,420 |
1,450 |
1,434 |
355 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
80 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,410 |
1,420 |
1,417 |
290 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
TOTAL |
3 750 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.