2015-04-28 |
MARKET DATA |
No 80 (2611) |
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 |
1 117,50 |
1 168,06 |
52 |
915,00 |
996,91 |
14 |
2 032,50 |
2 164,97 |
66 |
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 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,27 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,87 |
98,88 |
98,870 |
98,870 |
98,870 |
98,870 |
98,870 |
222 500 |
219,99 |
4 |
PS0416 |
PL0000106340 |
103,30 |
103,29 |
103,300 |
103,300 |
103,290 |
103,290 |
103,295 |
250 000 |
258,41 |
4 |
OK0716 |
PL0000107926 |
98,06 |
98,02 |
98,060 |
98,060 |
98,060 |
98,060 |
98,060 |
10 000 |
9,81 |
1 |
PS1016 |
PL0000106795 |
104,56 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,04 |
105,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,38 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,64 |
108,53 |
108,530 |
108,620 |
108,530 |
108,620 |
108,544 |
65 000 |
72,30 |
2 |
PS0418 |
PL0000107314 |
105,56 |
105,48 |
105,430 |
105,430 |
105,420 |
105,420 |
105,426 |
115 000 |
121,30 |
2 |
PS0718 |
PL0000107595 |
101,90 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,98 |
104,78 |
104,900 |
104,900 |
104,900 |
104,900 |
104,900 |
15 000 |
16,11 |
1 |
DS1019 |
PL0000105441 |
114,75 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,18 |
96,88 |
97,150 |
97,150 |
96,860 |
96,890 |
96,950 |
115 000 |
111,52 |
10 |
DS1020 |
PL0000106126 |
116,11 |
115,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
122,00 |
120,83 |
120,990 |
120,990 |
120,990 |
120,990 |
120,990 |
10 000 |
12,39 |
1 |
WS0922 |
PL0000102646 |
123,22 |
122,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
112,40 |
111,75 |
112,100 |
112,100 |
111,720 |
111,720 |
112,041 |
110 000 |
125,50 |
9 |
DS0725 |
PL0000108197 |
107,00 |
106,25 |
106,570 |
106,570 |
106,100 |
106,440 |
106,471 |
175 000 |
190,67 |
15 |
WS0428 |
PL0000107611 |
100,86 |
100,19 |
100,200 |
100,200 |
100,190 |
100,190 |
100,195 |
10 000 |
10,02 |
2 |
WS0429 |
PL0000105391 |
135,89 |
135,07 |
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 |
102,97 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,42 |
114,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,09 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,92 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,72 |
99,77 |
99,720 |
99,720 |
99,720 |
99,720 |
99,720 |
20 000 |
20,05 |
1 |
WZ0120 |
PL0000108601 |
99,55 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,32 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,28 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 117 500 |
1 168,06 |
52 |
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 |
102,25 |
102,33 |
1,53 |
1,37 |
102,29 |
1,45 |
OK0116 |
PL0000107587 |
98,85 |
98,92 |
1,58 |
1,48 |
98,89 |
1,52 |
PS0416 |
PL0000106340 |
103,28 |
103,36 |
1,62 |
1,54 |
103,32 |
1,58 |
OK0716 |
PL0000107926 |
98,04 |
98,11 |
1,61 |
1,55 |
98,08 |
1,58 |
IZ0816 |
PL0000103529 |
102,78 |
103,21 |
--- |
--- |
103,00 |
--- |
PS1016 |
PL0000106795 |
104,54 |
104,65 |
1,63 |
1,55 |
104,60 |
1,59 |
WZ0117 |
PL0000106936 |
100,05 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
106,01 |
106,15 |
1,65 |
1,58 |
106,08 |
1,61 |
OK0717 |
PL0000108502 |
96,36 |
96,50 |
1,67 |
1,60 |
96,43 |
1,64 |
DS1017 |
PL0000104543 |
108,62 |
108,75 |
1,68 |
1,63 |
108,69 |
1,65 |
WZ0118 |
PL0000104717 |
99,89 |
99,97 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
105,54 |
105,69 |
1,83 |
1,78 |
105,62 |
1,80 |
PS0718 |
PL0000107595 |
101,88 |
102,04 |
1,89 |
1,84 |
101,96 |
1,87 |
WZ0119 |
PL0000107603 |
99,70 |
99,83 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
104,96 |
105,17 |
2,01 |
1,96 |
105,07 |
1,99 |
DS1019 |
PL0000105441 |
114,73 |
115,00 |
2,03 |
1,97 |
114,87 |
2,00 |
PS0420 |
PL0000108510 |
97,14 |
97,32 |
2,11 |
2,07 |
97,23 |
2,09 |
DS1020 |
PL0000106126 |
116,09 |
116,40 |
2,11 |
2,05 |
116,25 |
2,08 |
WZ0121 |
PL0000106068 |
99,29 |
99,50 |
--- |
--- |
99,40 |
--- |
DS1021 |
PL0000106670 |
121,10 |
121,47 |
2,22 |
2,16 |
121,29 |
2,19 |
WS0922 |
PL0000102646 |
123,17 |
123,54 |
2,30 |
2,26 |
123,36 |
2,28 |
IZ0823 |
PL0000105359 |
114,32 |
115,13 |
--- |
--- |
114,73 |
--- |
DS1023 |
PL0000107264 |
112,35 |
112,64 |
2,37 |
2,34 |
112,50 |
2,35 |
WZ0124 |
PL0000107454 |
98,20 |
98,45 |
--- |
--- |
98,33 |
--- |
DS0725 |
PL0000108197 |
106,93 |
107,16 |
2,47 |
2,45 |
107,05 |
2,46 |
WS0429 |
PL0000105391 |
135,60 |
136,51 |
2,66 |
2,60 |
136,06 |
2,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,25 |
102,32 |
1,53 |
1,39 |
102,29 |
1,45 |
OK0116 |
PL0000107587 |
98,85 |
98,91 |
1,58 |
1,49 |
98,88 |
1,54 |
PS0416 |
PL0000106340 |
103,28 |
103,35 |
1,62 |
1,55 |
103,32 |
1,58 |
OK0716 |
PL0000107926 |
97,99 |
98,08 |
1,65 |
1,58 |
98,04 |
1,61 |
IZ0816 |
PL0000103529 |
102,76 |
103,14 |
--- |
--- |
102,95 |
--- |
PS1016 |
PL0000106795 |
104,50 |
104,62 |
1,65 |
1,57 |
104,56 |
1,61 |
WZ0117 |
PL0000106936 |
100,07 |
100,13 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
105,95 |
106,10 |
1,68 |
1,60 |
106,03 |
1,64 |
OK0717 |
PL0000108502 |
96,32 |
96,44 |
1,69 |
1,63 |
96,38 |
1,66 |
DS1017 |
PL0000104543 |
108,56 |
108,65 |
1,70 |
1,66 |
108,61 |
1,68 |
WZ0118 |
PL0000104717 |
99,87 |
99,94 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,43 |
105,56 |
1,86 |
1,82 |
105,50 |
1,84 |
PS0718 |
PL0000107595 |
101,74 |
101,94 |
1,94 |
1,87 |
101,84 |
1,91 |
WZ0119 |
PL0000107603 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0719 |
PL0000108148 |
104,76 |
104,93 |
2,06 |
2,02 |
104,85 |
2,04 |
DS1019 |
PL0000105441 |
114,50 |
114,78 |
2,08 |
2,02 |
114,64 |
2,05 |
PS0420 |
PL0000108510 |
96,92 |
97,08 |
2,16 |
2,12 |
97,00 |
2,14 |
DS1020 |
PL0000106126 |
115,80 |
116,06 |
2,16 |
2,11 |
115,93 |
2,14 |
WZ0121 |
PL0000106068 |
99,24 |
99,42 |
--- |
--- |
99,33 |
--- |
DS1021 |
PL0000106670 |
120,74 |
121,02 |
2,27 |
2,23 |
120,88 |
2,25 |
WS0922 |
PL0000102646 |
122,65 |
123,07 |
2,37 |
2,32 |
122,86 |
2,34 |
IZ0823 |
PL0000105359 |
114,27 |
115,01 |
--- |
--- |
114,64 |
--- |
DS1023 |
PL0000107264 |
111,76 |
112,13 |
2,45 |
2,40 |
111,95 |
2,42 |
WZ0124 |
PL0000107454 |
98,20 |
98,40 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
106,30 |
106,56 |
2,54 |
2,51 |
106,43 |
2,53 |
WS0429 |
PL0000105391 |
134,64 |
135,59 |
2,73 |
2,67 |
135,12 |
2,70 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
115 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
110 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,380 |
1,400 |
1,393 |
135 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
65 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
245 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
200 |
TOTAL |
915 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.