2015-04-23 |
MARKET DATA |
No 77 (2608) |
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 |
1 410,00 |
1 502,28 |
87 |
2 300,00 |
2 628,77 |
20 |
3 710,00 |
4 131,05 |
107 |
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) |
OK0715 |
PL0000107405 |
99,63 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,31 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,87 |
98,87 |
98,870 |
98,870 |
98,870 |
98,870 |
98,870 |
250 000 |
247,18 |
3 |
PS0416 |
PL0000106340 |
103,33 |
103,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,05 |
98,04 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
100 000 |
98,05 |
3 |
PS1016 |
PL0000106795 |
104,63 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,06 |
106,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,38 |
96,40 |
96,400 |
96,400 |
96,400 |
96,400 |
96,400 |
10 000 |
9,64 |
1 |
DS1017 |
PL0000104543 |
108,74 |
108,70 |
108,700 |
108,740 |
108,700 |
108,720 |
108,713 |
145 000 |
161,47 |
7 |
PS0418 |
PL0000107314 |
105,53 |
105,51 |
105,510 |
105,510 |
105,510 |
105,510 |
105,510 |
10 000 |
10,55 |
1 |
PS0718 |
PL0000107595 |
101,95 |
101,91 |
101,910 |
101,970 |
101,910 |
101,950 |
101,948 |
95 000 |
98,65 |
6 |
PS0719 |
PL0000108148 |
105,65 |
105,08 |
105,120 |
105,200 |
104,980 |
104,980 |
105,065 |
155 000 |
166,66 |
10 |
DS1019 |
PL0000105441 |
115,53 |
114,90 |
114,890 |
114,890 |
114,850 |
114,850 |
114,867 |
150 000 |
176,46 |
10 |
PS0420 |
PL0000108510 |
97,28 |
97,20 |
97,200 |
97,320 |
97,200 |
97,320 |
97,232 |
200 000 |
194,48 |
19 |
DS1020 |
PL0000106126 |
116,38 |
116,30 |
116,390 |
116,430 |
116,390 |
116,430 |
116,403 |
15 000 |
17,86 |
2 |
DS1021 |
PL0000106670 |
122,23 |
121,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,53 |
123,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,48 |
112,40 |
112,450 |
112,480 |
112,330 |
112,330 |
112,401 |
55 000 |
62,93 |
6 |
DS0725 |
PL0000108197 |
107,20 |
106,90 |
107,000 |
107,240 |
106,950 |
106,950 |
107,093 |
180 000 |
197,19 |
16 |
WS0428 |
PL0000107611 |
100,88 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
135,94 |
136,19 |
135,900 |
135,900 |
135,900 |
135,900 |
135,900 |
45 000 |
61,17 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,88 |
103,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,42 |
114,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,90 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,72 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,62 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,31 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,25 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 410 000 |
1 502,28 |
87 |
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 |
99,68 |
1,65 |
1,32 |
99,64 |
1,48 |
DS1015 |
PL0000103602 |
102,28 |
102,37 |
1,54 |
1,37 |
102,33 |
1,45 |
OK0116 |
PL0000107587 |
98,81 |
98,89 |
1,61 |
1,50 |
98,85 |
1,56 |
PS0416 |
PL0000106340 |
103,30 |
103,39 |
1,63 |
1,54 |
103,35 |
1,58 |
OK0716 |
PL0000107926 |
97,97 |
98,06 |
1,66 |
1,58 |
98,02 |
1,62 |
IZ0816 |
PL0000103529 |
102,76 |
103,21 |
--- |
--- |
102,99 |
--- |
PS1016 |
PL0000106795 |
104,54 |
104,64 |
1,64 |
1,58 |
104,59 |
1,61 |
WZ0117 |
PL0000106936 |
100,06 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
105,99 |
106,13 |
1,67 |
1,60 |
106,06 |
1,63 |
OK0717 |
PL0000108502 |
96,28 |
96,43 |
1,70 |
1,63 |
96,36 |
1,66 |
DS1017 |
PL0000104543 |
108,60 |
108,73 |
1,70 |
1,64 |
108,67 |
1,67 |
WZ0118 |
PL0000104717 |
99,84 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,41 |
105,54 |
1,87 |
1,83 |
105,48 |
1,85 |
PS0718 |
PL0000107595 |
101,82 |
101,94 |
1,91 |
1,88 |
101,88 |
1,89 |
WZ0119 |
PL0000107603 |
99,64 |
99,81 |
--- |
--- |
99,73 |
--- |
PS0719 |
PL0000108148 |
104,96 |
105,15 |
2,02 |
1,97 |
105,06 |
1,99 |
DS1019 |
PL0000105441 |
114,79 |
115,07 |
2,02 |
1,96 |
114,93 |
1,99 |
PS0420 |
PL0000108510 |
97,13 |
97,25 |
2,11 |
2,08 |
97,19 |
2,10 |
DS1020 |
PL0000106126 |
116,12 |
116,42 |
2,11 |
2,05 |
116,27 |
2,08 |
WZ0121 |
PL0000106068 |
99,28 |
99,49 |
--- |
--- |
99,39 |
--- |
DS1021 |
PL0000106670 |
121,11 |
121,47 |
2,22 |
2,17 |
121,29 |
2,19 |
WS0922 |
PL0000102646 |
123,10 |
123,52 |
2,32 |
2,26 |
123,31 |
2,29 |
IZ0823 |
PL0000105359 |
114,32 |
115,08 |
--- |
--- |
114,70 |
--- |
DS1023 |
PL0000107264 |
112,12 |
112,55 |
2,40 |
2,35 |
112,34 |
2,38 |
WZ0124 |
PL0000107454 |
98,18 |
98,48 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
106,84 |
107,15 |
2,48 |
2,45 |
107,00 |
2,47 |
WS0429 |
PL0000105391 |
135,43 |
136,33 |
2,68 |
2,61 |
135,88 |
2,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,61 |
99,68 |
1,61 |
1,32 |
99,65 |
1,44 |
DS1015 |
PL0000103602 |
102,29 |
102,36 |
1,52 |
1,39 |
102,33 |
1,45 |
OK0116 |
PL0000107587 |
98,83 |
98,91 |
1,59 |
1,48 |
98,87 |
1,53 |
PS0416 |
PL0000106340 |
103,31 |
103,39 |
1,62 |
1,54 |
103,35 |
1,58 |
OK0716 |
PL0000107926 |
98,02 |
98,09 |
1,62 |
1,56 |
98,06 |
1,58 |
IZ0816 |
PL0000103529 |
102,76 |
103,21 |
--- |
--- |
102,99 |
--- |
PS1016 |
PL0000106795 |
104,55 |
104,67 |
1,64 |
1,56 |
104,61 |
1,60 |
WZ0117 |
PL0000106936 |
100,06 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
106,00 |
106,14 |
1,66 |
1,60 |
106,07 |
1,63 |
OK0717 |
PL0000108502 |
96,33 |
96,44 |
1,68 |
1,63 |
96,39 |
1,65 |
DS1017 |
PL0000104543 |
108,63 |
108,74 |
1,68 |
1,64 |
108,69 |
1,66 |
WZ0118 |
PL0000104717 |
99,87 |
99,95 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,46 |
105,59 |
1,86 |
1,81 |
105,53 |
1,83 |
PS0718 |
PL0000107595 |
101,85 |
101,97 |
1,90 |
1,87 |
101,91 |
1,88 |
WZ0119 |
PL0000107603 |
99,69 |
99,82 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
104,89 |
105,12 |
2,03 |
1,98 |
105,01 |
2,00 |
DS1019 |
PL0000105441 |
114,69 |
114,96 |
2,04 |
1,98 |
114,83 |
2,01 |
PS0420 |
PL0000108510 |
97,08 |
97,29 |
2,12 |
2,07 |
97,19 |
2,10 |
DS1020 |
PL0000106126 |
116,09 |
116,34 |
2,11 |
2,07 |
116,22 |
2,09 |
WZ0121 |
PL0000106068 |
99,28 |
99,49 |
--- |
--- |
99,39 |
--- |
DS1021 |
PL0000106670 |
121,04 |
121,41 |
2,23 |
2,18 |
121,23 |
2,20 |
WS0922 |
PL0000102646 |
123,02 |
123,43 |
2,33 |
2,27 |
123,23 |
2,30 |
IZ0823 |
PL0000105359 |
114,33 |
115,07 |
--- |
--- |
114,70 |
--- |
DS1023 |
PL0000107264 |
112,11 |
112,44 |
2,40 |
2,36 |
112,28 |
2,38 |
WZ0124 |
PL0000107454 |
98,22 |
98,45 |
--- |
--- |
98,34 |
--- |
DS0725 |
PL0000108197 |
106,79 |
107,04 |
2,49 |
2,46 |
106,92 |
2,47 |
WS0429 |
PL0000105391 |
135,51 |
136,44 |
2,67 |
2,61 |
135,98 |
2,64 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
70 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
35 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
25 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
10 |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
335 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
85 |
PS1016 |
PL0000106795 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
25 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
250 |
WS0922 |
PL0000102646 |
1/11 |
10 |
1,420 |
1,420 |
1,420 |
400 |
DS1017 |
PL0000104543 |
1/11 |
10 |
1,400 |
1,430 |
1,424 |
490 |
DS1020 |
PL0000106126 |
1/11 |
10 |
1,430 |
1,430 |
1,430 |
375 |
PS0718 |
PL0000107595 |
1/11 |
10 |
1,430 |
1,430 |
1,430 |
75 |
PS0719 |
PL0000108148 |
1/11 |
10 |
1,440 |
1,440 |
1,440 |
95 |
DS0725 |
PL0000108197 |
1/11 |
10 |
1,430 |
1,430 |
1,430 |
25 |
WZ0121 |
PL0000106068 |
1/11 |
10 |
1,440 |
1,440 |
1,440 |
5 |
TOTAL |
2 300 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.