2015-04-24 |
MARKET DATA |
No 78 (2609) |
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 |
1 325,00 |
1 404,20 |
84 |
1 760,00 |
1 884,78 |
23 |
3 085,00 |
3 288,98 |
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 |
99,64 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,30 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,86 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,33 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,06 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,58 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,04 |
106,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,42 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,71 |
108,72 |
108,750 |
108,750 |
108,750 |
108,750 |
108,750 |
20 000 |
22,28 |
1 |
PS0418 |
PL0000107314 |
105,57 |
105,54 |
105,540 |
105,540 |
105,540 |
105,540 |
105,540 |
20 000 |
21,11 |
1 |
PS0718 |
PL0000107595 |
101,95 |
101,95 |
101,950 |
101,970 |
101,950 |
101,970 |
101,960 |
40 000 |
41,54 |
3 |
PS0719 |
PL0000108148 |
105,10 |
105,08 |
105,080 |
105,100 |
105,050 |
105,050 |
105,068 |
265 000 |
284,97 |
14 |
DS1019 |
PL0000105441 |
114,91 |
114,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,30 |
97,26 |
97,300 |
97,300 |
97,190 |
97,280 |
97,257 |
155 000 |
150,77 |
14 |
DS1020 |
PL0000106126 |
116,31 |
116,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,32 |
121,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,40 |
123,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,60 |
112,48 |
112,540 |
112,600 |
112,350 |
112,550 |
112,528 |
150 000 |
171,83 |
14 |
DS0725 |
PL0000108197 |
107,26 |
107,05 |
107,200 |
107,260 |
107,040 |
107,150 |
107,159 |
380 000 |
416,58 |
32 |
WS0428 |
PL0000107611 |
101,17 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,77 |
136,29 |
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 |
102,84 |
103,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,42 |
114,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,09 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,90 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,74 |
99,74 |
99,740 |
99,740 |
99,730 |
99,730 |
99,733 |
145 000 |
145,36 |
2 |
WZ0120 |
PL0000108601 |
99,60 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,33 |
99,45 |
99,330 |
99,330 |
99,320 |
99,320 |
99,323 |
150 000 |
149,76 |
3 |
WZ0124 |
PL0000107454 |
98,27 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 325 000 |
1 404,20 |
84 |
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 |
99,62 |
99,68 |
1,58 |
1,33 |
99,65 |
1,46 |
DS1015 |
PL0000103602 |
102,28 |
102,35 |
1,52 |
1,38 |
102,32 |
1,44 |
OK0116 |
PL0000107587 |
98,84 |
98,90 |
1,58 |
1,50 |
98,87 |
1,54 |
PS0416 |
PL0000106340 |
103,31 |
103,39 |
1,61 |
1,53 |
103,35 |
1,57 |
OK0716 |
PL0000107926 |
98,03 |
98,09 |
1,61 |
1,56 |
98,06 |
1,59 |
IZ0816 |
PL0000103529 |
102,76 |
103,21 |
--- |
--- |
102,99 |
--- |
PS1016 |
PL0000106795 |
104,56 |
104,67 |
1,62 |
1,55 |
104,62 |
1,58 |
WZ0117 |
PL0000106936 |
100,06 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
106,01 |
106,14 |
1,66 |
1,59 |
106,08 |
1,62 |
OK0717 |
PL0000108502 |
96,36 |
96,46 |
1,67 |
1,62 |
96,41 |
1,64 |
DS1017 |
PL0000104543 |
108,63 |
108,76 |
1,68 |
1,63 |
108,70 |
1,65 |
WZ0118 |
PL0000104717 |
99,88 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0418 |
PL0000107314 |
105,45 |
105,60 |
1,86 |
1,81 |
105,53 |
1,83 |
PS0718 |
PL0000107595 |
101,82 |
101,98 |
1,91 |
1,86 |
101,90 |
1,89 |
WZ0119 |
PL0000107603 |
99,70 |
99,82 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
104,89 |
105,11 |
2,03 |
1,98 |
105,00 |
2,01 |
DS1019 |
PL0000105441 |
114,71 |
114,90 |
2,04 |
2,00 |
114,81 |
2,01 |
PS0420 |
PL0000108510 |
97,16 |
97,32 |
2,10 |
2,07 |
97,24 |
2,09 |
DS1020 |
PL0000106126 |
116,11 |
116,41 |
2,11 |
2,06 |
116,26 |
2,08 |
WZ0121 |
PL0000106068 |
99,31 |
99,49 |
--- |
--- |
99,40 |
--- |
DS1021 |
PL0000106670 |
121,08 |
121,45 |
2,22 |
2,17 |
121,27 |
2,19 |
WS0922 |
PL0000102646 |
123,10 |
123,54 |
2,32 |
2,26 |
123,32 |
2,29 |
IZ0823 |
PL0000105359 |
114,28 |
115,08 |
--- |
--- |
114,68 |
--- |
DS1023 |
PL0000107264 |
112,20 |
112,57 |
2,39 |
2,35 |
112,39 |
2,37 |
WZ0124 |
PL0000107454 |
98,23 |
98,44 |
--- |
--- |
98,34 |
--- |
DS0725 |
PL0000108197 |
106,88 |
107,16 |
2,48 |
2,45 |
107,02 |
2,46 |
WS0429 |
PL0000105391 |
135,65 |
136,62 |
2,66 |
2,59 |
136,14 |
2,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0715 |
PL0000107405 |
99,62 |
99,68 |
1,58 |
1,33 |
99,65 |
1,46 |
DS1015 |
PL0000103602 |
102,27 |
102,34 |
1,54 |
1,40 |
102,31 |
1,46 |
OK0116 |
PL0000107587 |
98,85 |
98,90 |
1,57 |
1,50 |
98,88 |
1,52 |
PS0416 |
PL0000106340 |
103,31 |
103,38 |
1,61 |
1,54 |
103,35 |
1,57 |
OK0716 |
PL0000107926 |
98,04 |
98,09 |
1,60 |
1,56 |
98,07 |
1,58 |
IZ0816 |
PL0000103529 |
102,76 |
103,21 |
--- |
--- |
102,99 |
--- |
PS1016 |
PL0000106795 |
104,56 |
104,68 |
1,62 |
1,55 |
104,62 |
1,58 |
WZ0117 |
PL0000106936 |
100,07 |
100,14 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,02 |
106,16 |
1,65 |
1,58 |
106,09 |
1,62 |
OK0717 |
PL0000108502 |
96,37 |
96,51 |
1,66 |
1,60 |
96,44 |
1,63 |
DS1017 |
PL0000104543 |
108,63 |
108,78 |
1,68 |
1,62 |
108,71 |
1,65 |
WZ0118 |
PL0000104717 |
99,88 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0418 |
PL0000107314 |
105,51 |
105,64 |
1,84 |
1,79 |
105,58 |
1,81 |
PS0718 |
PL0000107595 |
101,90 |
102,04 |
1,89 |
1,84 |
101,97 |
1,87 |
WZ0119 |
PL0000107603 |
99,71 |
99,82 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
105,01 |
105,21 |
2,00 |
1,96 |
105,11 |
1,98 |
DS1019 |
PL0000105441 |
114,78 |
115,06 |
2,02 |
1,96 |
114,92 |
1,99 |
PS0420 |
PL0000108510 |
97,23 |
97,38 |
2,09 |
2,06 |
97,31 |
2,07 |
DS1020 |
PL0000106126 |
116,23 |
116,53 |
2,09 |
2,03 |
116,38 |
2,06 |
WZ0121 |
PL0000106068 |
99,28 |
99,47 |
--- |
--- |
99,38 |
--- |
DS1021 |
PL0000106670 |
121,23 |
121,60 |
2,20 |
2,15 |
121,42 |
2,17 |
WS0922 |
PL0000102646 |
123,28 |
123,65 |
2,29 |
2,24 |
123,47 |
2,27 |
IZ0823 |
PL0000105359 |
114,33 |
115,07 |
--- |
--- |
114,70 |
--- |
DS1023 |
PL0000107264 |
112,39 |
112,73 |
2,37 |
2,33 |
112,56 |
2,35 |
WZ0124 |
PL0000107454 |
98,24 |
98,44 |
--- |
--- |
98,34 |
--- |
DS0725 |
PL0000108197 |
107,07 |
107,27 |
2,46 |
2,44 |
107,17 |
2,45 |
WS0429 |
PL0000105391 |
135,83 |
136,83 |
2,65 |
2,58 |
136,33 |
2,61 |
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 |
1,400 |
1,400 |
1,400 |
80 |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
15 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
15 |
OK0715 |
PL0000107405 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
55 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
65 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
155 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
320 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
35 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
305 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
50 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
65 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
30 |
OK0116 |
PL0000107587 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
175 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,420 |
1,430 |
1,426 |
325 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
50 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
20 |
TOTAL |
1 760 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.