2015-04-29 |
MARKET DATA |
No 81 (2612) |
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 |
782,50 |
798,29 |
62 |
2 740,00 |
2 854,06 |
19 |
3 522,50 |
3 652,36 |
81 |
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 |
99,66 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,27 |
102,27 |
102,270 |
102,270 |
102,270 |
102,270 |
102,270 |
100 000 |
105,56 |
2 |
OK0116 |
PL0000107587 |
98,89 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,28 |
103,28 |
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 |
104,54 |
104,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,98 |
106,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,38 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,58 |
108,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,46 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,78 |
101,72 |
101,760 |
101,760 |
101,760 |
101,760 |
101,760 |
10 000 |
10,37 |
1 |
PS0719 |
PL0000108148 |
104,74 |
104,64 |
104,620 |
104,640 |
104,600 |
104,600 |
104,622 |
90 000 |
96,43 |
7 |
DS1019 |
PL0000105441 |
114,46 |
114,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,82 |
96,65 |
96,800 |
96,820 |
96,600 |
96,600 |
96,690 |
397 500 |
384,49 |
37 |
DS1020 |
PL0000106126 |
115,76 |
115,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
120,70 |
120,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
122,58 |
122,45 |
122,330 |
122,330 |
122,300 |
122,300 |
122,310 |
30 000 |
37,75 |
3 |
DS1023 |
PL0000107264 |
111,59 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,15 |
105,90 |
106,000 |
106,000 |
105,900 |
105,950 |
105,959 |
70 000 |
75,94 |
8 |
WS0428 |
PL0000107611 |
99,11 |
100,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,68 |
134,41 |
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 |
103,00 |
102,91 |
103,000 |
103,000 |
103,000 |
103,000 |
103,000 |
10 000 |
13,33 |
1 |
IZ0823 |
PL0000105359 |
114,35 |
114,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,89 |
99,90 |
99,890 |
99,890 |
99,890 |
99,890 |
99,890 |
20 000 |
20,09 |
1 |
WZ0119 |
PL0000107603 |
99,68 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,50 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,26 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,29 |
98,27 |
98,290 |
98,290 |
98,270 |
98,270 |
98,275 |
55 000 |
54,35 |
2 |
TOTAL |
782 500 |
798,29 |
62 |
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 |
102,21 |
102,28 |
1,50 |
1,36 |
102,25 |
1,42 |
OK0116 |
PL0000107587 |
98,86 |
98,94 |
1,59 |
1,47 |
98,90 |
1,53 |
PS0416 |
PL0000106340 |
103,23 |
103,30 |
1,63 |
1,56 |
103,27 |
1,59 |
OK0716 |
PL0000107926 |
97,99 |
98,09 |
1,67 |
1,58 |
98,04 |
1,63 |
IZ0816 |
PL0000103529 |
102,66 |
103,14 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
104,45 |
104,55 |
1,66 |
1,60 |
104,50 |
1,63 |
WZ0117 |
PL0000106936 |
100,04 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
105,88 |
106,03 |
1,70 |
1,62 |
105,96 |
1,66 |
OK0717 |
PL0000108502 |
96,30 |
96,41 |
1,71 |
1,65 |
96,36 |
1,68 |
DS1017 |
PL0000104543 |
108,48 |
108,63 |
1,72 |
1,66 |
108,56 |
1,69 |
WZ0118 |
PL0000104717 |
99,86 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,28 |
105,45 |
1,91 |
1,85 |
105,37 |
1,88 |
PS0718 |
PL0000107595 |
101,59 |
101,77 |
1,98 |
1,93 |
101,68 |
1,95 |
WZ0119 |
PL0000107603 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0719 |
PL0000108148 |
104,48 |
104,73 |
2,13 |
2,07 |
104,61 |
2,10 |
DS1019 |
PL0000105441 |
114,20 |
114,47 |
2,14 |
2,08 |
114,34 |
2,11 |
PS0420 |
PL0000108510 |
96,65 |
96,82 |
2,22 |
2,18 |
96,74 |
2,20 |
DS1020 |
PL0000106126 |
115,45 |
115,77 |
2,22 |
2,16 |
115,61 |
2,19 |
WZ0121 |
PL0000106068 |
99,23 |
99,43 |
--- |
--- |
99,33 |
--- |
DS1021 |
PL0000106670 |
120,28 |
120,63 |
2,33 |
2,28 |
120,46 |
2,31 |
WS0922 |
PL0000102646 |
122,17 |
122,62 |
2,43 |
2,37 |
122,40 |
2,40 |
IZ0823 |
PL0000105359 |
114,24 |
114,98 |
--- |
--- |
114,61 |
--- |
DS1023 |
PL0000107264 |
111,23 |
111,67 |
2,51 |
2,45 |
111,45 |
2,48 |
WZ0124 |
PL0000107454 |
98,19 |
98,40 |
--- |
--- |
98,30 |
--- |
DS0725 |
PL0000108197 |
105,72 |
106,10 |
2,60 |
2,56 |
105,91 |
2,58 |
WS0429 |
PL0000105391 |
133,93 |
134,85 |
2,78 |
2,72 |
134,39 |
2,75 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,20 |
102,28 |
1,52 |
1,36 |
102,24 |
1,44 |
OK0116 |
PL0000107587 |
98,85 |
98,94 |
1,60 |
1,47 |
98,90 |
1,53 |
PS0416 |
PL0000106340 |
103,25 |
103,30 |
1,61 |
1,56 |
103,28 |
1,58 |
OK0716 |
PL0000107926 |
98,00 |
98,11 |
1,66 |
1,57 |
98,06 |
1,61 |
IZ0816 |
PL0000103529 |
102,66 |
103,09 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
104,45 |
104,57 |
1,66 |
1,58 |
104,51 |
1,62 |
WZ0117 |
PL0000106936 |
100,07 |
100,13 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
105,91 |
106,04 |
1,68 |
1,62 |
105,98 |
1,65 |
OK0717 |
PL0000108502 |
96,32 |
96,44 |
1,70 |
1,64 |
96,38 |
1,67 |
DS1017 |
PL0000104543 |
108,50 |
108,59 |
1,71 |
1,67 |
108,55 |
1,69 |
WZ0118 |
PL0000104717 |
99,86 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,35 |
105,47 |
1,88 |
1,84 |
105,41 |
1,86 |
PS0718 |
PL0000107595 |
101,61 |
101,81 |
1,98 |
1,91 |
101,71 |
1,94 |
WZ0119 |
PL0000107603 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0719 |
PL0000108148 |
104,55 |
104,72 |
2,11 |
2,07 |
104,64 |
2,09 |
DS1019 |
PL0000105441 |
114,21 |
114,49 |
2,13 |
2,07 |
114,35 |
2,10 |
PS0420 |
PL0000108510 |
96,72 |
96,83 |
2,20 |
2,18 |
96,78 |
2,19 |
DS1020 |
PL0000106126 |
115,44 |
115,68 |
2,22 |
2,18 |
115,56 |
2,20 |
WZ0121 |
PL0000106068 |
99,23 |
99,42 |
--- |
--- |
99,33 |
--- |
DS1021 |
PL0000106670 |
120,29 |
120,60 |
2,33 |
2,29 |
120,45 |
2,31 |
WS0922 |
PL0000102646 |
122,16 |
122,49 |
2,43 |
2,39 |
122,33 |
2,41 |
IZ0823 |
PL0000105359 |
114,22 |
115,02 |
--- |
--- |
114,62 |
--- |
DS1023 |
PL0000107264 |
111,29 |
111,65 |
2,50 |
2,46 |
111,47 |
2,48 |
WZ0124 |
PL0000107454 |
98,19 |
98,32 |
--- |
--- |
98,26 |
--- |
DS0725 |
PL0000108197 |
105,74 |
105,97 |
2,60 |
2,58 |
105,86 |
2,59 |
WS0429 |
PL0000105391 |
134,05 |
134,97 |
2,77 |
2,71 |
134,51 |
2,74 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0716 |
PL0000107926 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
300 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
400 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
300 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
200 |
DS1017 |
PL0000104543 |
1/5 |
4 |
1,400 |
1,400 |
1,400 |
15 |
PS1016 |
PL0000106795 |
1/5 |
4 |
1,400 |
1,400 |
1,400 |
180 |
PS0417 |
PL0000107058 |
1/5 |
4 |
1,420 |
1,420 |
1,420 |
90 |
OK0116 |
PL0000107587 |
1/5 |
4 |
1,400 |
1,400 |
1,400 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
400 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
120 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
200 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
10 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
300 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
90 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
60 |
TOTAL |
2 740 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.