2015-04-27 |
MARKET DATA |
No 79 (2610) |
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 |
200,00 |
222,85 |
17 |
1 330,00 |
1 446,72 |
9 |
1 530,00 |
1 669,56 |
26 |
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 |
99,68 |
99,640 |
99,640 |
99,640 |
99,640 |
99,640 |
20 000 |
19,93 |
1 |
DS1015 |
PL0000103602 |
102,28 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,88 |
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 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,58 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,04 |
106,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,38 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,64 |
108,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,62 |
105,63 |
105,600 |
105,620 |
105,600 |
105,620 |
105,610 |
30 000 |
31,70 |
2 |
PS0718 |
PL0000107595 |
101,96 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,04 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
114,80 |
114,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,24 |
97,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
116,25 |
116,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
121,30 |
121,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
123,40 |
123,40 |
123,400 |
123,400 |
123,380 |
123,380 |
123,386 |
35 000 |
44,39 |
3 |
DS1023 |
PL0000107264 |
112,45 |
112,40 |
112,400 |
112,410 |
112,400 |
112,410 |
112,405 |
20 000 |
22,89 |
2 |
DS0725 |
PL0000108197 |
107,05 |
106,95 |
106,930 |
107,000 |
106,890 |
107,000 |
106,944 |
95 000 |
103,95 |
9 |
WS0428 |
PL0000107611 |
100,99 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
136,15 |
136,28 |
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 |
114,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,92 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,72 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,58 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,32 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,29 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
200 000 |
222,85 |
17 |
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) |
(%) |
DS1015 |
PL0000103602 |
102,26 |
102,33 |
1,53 |
1,40 |
102,30 |
1,45 |
OK0116 |
PL0000107587 |
98,84 |
98,91 |
1,59 |
1,49 |
98,88 |
1,53 |
PS0416 |
PL0000106340 |
103,29 |
103,37 |
1,62 |
1,54 |
103,33 |
1,58 |
OK0716 |
PL0000107926 |
97,99 |
98,10 |
1,65 |
1,56 |
98,05 |
1,60 |
IZ0816 |
PL0000103529 |
102,76 |
103,21 |
--- |
--- |
102,99 |
--- |
PS1016 |
PL0000106795 |
104,54 |
104,66 |
1,63 |
1,55 |
104,60 |
1,59 |
WZ0117 |
PL0000106936 |
100,05 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
105,99 |
106,13 |
1,66 |
1,59 |
106,06 |
1,63 |
OK0717 |
PL0000108502 |
96,34 |
96,50 |
1,68 |
1,60 |
96,42 |
1,64 |
DS1017 |
PL0000104543 |
108,60 |
108,76 |
1,69 |
1,63 |
108,68 |
1,66 |
WZ0118 |
PL0000104717 |
99,88 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0418 |
PL0000107314 |
105,53 |
105,68 |
1,83 |
1,78 |
105,61 |
1,80 |
PS0718 |
PL0000107595 |
101,88 |
102,04 |
1,89 |
1,84 |
101,96 |
1,87 |
WZ0119 |
PL0000107603 |
99,69 |
99,83 |
--- |
--- |
99,76 |
--- |
PS0719 |
PL0000108148 |
104,97 |
105,20 |
2,01 |
1,96 |
105,09 |
1,98 |
DS1019 |
PL0000105441 |
114,76 |
115,04 |
2,02 |
1,96 |
114,90 |
1,99 |
PS0420 |
PL0000108510 |
97,18 |
97,37 |
2,10 |
2,06 |
97,28 |
2,08 |
DS1020 |
PL0000106126 |
116,20 |
116,51 |
2,09 |
2,04 |
116,36 |
2,06 |
WZ0121 |
PL0000106068 |
99,29 |
99,49 |
--- |
--- |
99,39 |
--- |
DS1021 |
PL0000106670 |
121,21 |
121,58 |
2,20 |
2,15 |
121,40 |
2,17 |
WS0922 |
PL0000102646 |
123,23 |
123,67 |
2,30 |
2,24 |
123,45 |
2,27 |
IZ0823 |
PL0000105359 |
114,32 |
115,08 |
--- |
--- |
114,70 |
--- |
DS1023 |
PL0000107264 |
112,28 |
112,72 |
2,38 |
2,33 |
112,50 |
2,36 |
WZ0124 |
PL0000107454 |
98,21 |
98,45 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
106,92 |
107,26 |
2,47 |
2,44 |
107,09 |
2,46 |
WS0429 |
PL0000105391 |
135,86 |
136,79 |
2,65 |
2,58 |
136,33 |
2,61 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,26 |
102,33 |
1,53 |
1,40 |
102,30 |
1,45 |
OK0116 |
PL0000107587 |
98,85 |
98,91 |
1,57 |
1,49 |
98,88 |
1,53 |
PS0416 |
PL0000106340 |
103,31 |
103,36 |
1,60 |
1,55 |
103,34 |
1,57 |
OK0716 |
PL0000107926 |
98,04 |
98,10 |
1,61 |
1,56 |
98,07 |
1,58 |
IZ0816 |
PL0000103529 |
102,76 |
103,21 |
--- |
--- |
102,99 |
--- |
PS1016 |
PL0000106795 |
104,54 |
104,65 |
1,63 |
1,56 |
104,60 |
1,59 |
WZ0117 |
PL0000106936 |
100,07 |
100,14 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,01 |
106,15 |
1,65 |
1,58 |
106,08 |
1,62 |
OK0717 |
PL0000108502 |
96,34 |
96,48 |
1,68 |
1,61 |
96,41 |
1,64 |
DS1017 |
PL0000104543 |
108,61 |
108,72 |
1,68 |
1,64 |
108,67 |
1,66 |
WZ0118 |
PL0000104717 |
99,89 |
99,96 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
105,53 |
105,68 |
1,83 |
1,78 |
105,61 |
1,80 |
PS0718 |
PL0000107595 |
101,91 |
102,04 |
1,88 |
1,84 |
101,98 |
1,86 |
WZ0119 |
PL0000107603 |
99,69 |
99,81 |
--- |
--- |
99,75 |
--- |
PS0719 |
PL0000108148 |
104,97 |
105,18 |
2,01 |
1,96 |
105,08 |
1,99 |
DS1019 |
PL0000105441 |
114,74 |
115,00 |
2,03 |
1,97 |
114,87 |
2,00 |
PS0420 |
PL0000108510 |
97,12 |
97,32 |
2,11 |
2,07 |
97,22 |
2,09 |
DS1020 |
PL0000106126 |
116,09 |
116,36 |
2,11 |
2,06 |
116,23 |
2,09 |
WZ0121 |
PL0000106068 |
99,29 |
99,49 |
--- |
--- |
99,39 |
--- |
DS1021 |
PL0000106670 |
121,13 |
121,44 |
2,21 |
2,17 |
121,29 |
2,19 |
WS0922 |
PL0000102646 |
123,11 |
123,44 |
2,31 |
2,27 |
123,28 |
2,29 |
IZ0823 |
PL0000105359 |
114,34 |
115,06 |
--- |
--- |
114,70 |
--- |
DS1023 |
PL0000107264 |
112,18 |
112,50 |
2,39 |
2,36 |
112,34 |
2,37 |
WZ0124 |
PL0000107454 |
98,21 |
98,44 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
106,83 |
107,05 |
2,48 |
2,46 |
106,94 |
2,47 |
WS0429 |
PL0000105391 |
135,56 |
136,49 |
2,67 |
2,60 |
136,03 |
2,63 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
20 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
25 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
110 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,350 |
1,440 |
1,419 |
930 |
TOTAL |
1 330 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.