2015-04-30 |
MARKET DATA |
No 82 (2613) |
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 |
1 182,50 |
1 259,99 |
87 |
2 185,00 |
2 440,98 |
21 |
3 367,50 |
3 700,97 |
108 |
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 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,21 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,90 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,26 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,04 |
98,05 |
98,040 |
98,040 |
98,040 |
98,040 |
98,040 |
40 000 |
39,22 |
2 |
PS1016 |
PL0000106795 |
104,47 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,92 |
105,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,36 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,48 |
108,39 |
108,390 |
108,480 |
108,390 |
108,480 |
108,450 |
100 000 |
111,21 |
4 |
PS0418 |
PL0000107314 |
105,36 |
105,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,79 |
101,53 |
101,500 |
101,500 |
101,500 |
101,500 |
101,500 |
10 000 |
10,34 |
1 |
PS0719 |
PL0000108148 |
104,55 |
104,37 |
104,470 |
104,550 |
104,360 |
104,550 |
104,426 |
95 000 |
101,61 |
8 |
DS1019 |
PL0000105441 |
114,40 |
114,14 |
114,320 |
114,320 |
114,310 |
114,310 |
114,312 |
95 000 |
111,34 |
4 |
PS0420 |
PL0000108510 |
96,72 |
96,45 |
96,550 |
96,720 |
96,340 |
96,700 |
96,582 |
312 500 |
301,95 |
24 |
DS1020 |
PL0000106126 |
115,46 |
115,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
120,46 |
120,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
122,28 |
121,85 |
121,920 |
121,920 |
121,530 |
121,530 |
121,725 |
40 000 |
50,10 |
4 |
DS1023 |
PL0000107264 |
111,28 |
110,93 |
111,280 |
111,280 |
111,250 |
111,250 |
111,265 |
20 000 |
22,67 |
2 |
DS0725 |
PL0000108197 |
105,81 |
105,15 |
105,300 |
105,910 |
105,000 |
105,800 |
105,499 |
455 000 |
491,53 |
36 |
WS0428 |
PL0000107611 |
98,77 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,24 |
133,30 |
133,300 |
133,300 |
133,300 |
133,300 |
133,300 |
15 000 |
20,02 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,75 |
103,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,30 |
114,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,90 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,67 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,46 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,25 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,20 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 182 500 |
1 259,99 |
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) |
(%) |
DS1015 |
PL0000103602 |
102,19 |
102,28 |
1,52 |
1,34 |
102,24 |
1,42 |
OK0116 |
PL0000107587 |
98,85 |
98,95 |
1,61 |
1,47 |
98,90 |
1,54 |
PS0416 |
PL0000106340 |
103,21 |
103,31 |
1,64 |
1,54 |
103,26 |
1,59 |
OK0716 |
PL0000107926 |
97,99 |
98,11 |
1,67 |
1,57 |
98,05 |
1,62 |
IZ0816 |
PL0000103529 |
102,66 |
103,14 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
104,43 |
104,55 |
1,67 |
1,59 |
104,49 |
1,63 |
WZ0117 |
PL0000106936 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
105,83 |
105,99 |
1,72 |
1,64 |
105,91 |
1,68 |
OK0717 |
PL0000108502 |
96,25 |
96,41 |
1,73 |
1,66 |
96,33 |
1,69 |
DS1017 |
PL0000104543 |
108,39 |
108,58 |
1,75 |
1,67 |
108,49 |
1,71 |
WZ0118 |
PL0000104717 |
99,81 |
99,94 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
105,18 |
105,37 |
1,94 |
1,87 |
105,28 |
1,90 |
PS0718 |
PL0000107595 |
101,48 |
101,67 |
2,02 |
1,96 |
101,58 |
1,99 |
WZ0119 |
PL0000107603 |
99,62 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0719 |
PL0000108148 |
104,34 |
104,52 |
2,16 |
2,12 |
104,43 |
2,14 |
DS1019 |
PL0000105441 |
113,92 |
114,22 |
2,19 |
2,13 |
114,07 |
2,16 |
PS0420 |
PL0000108510 |
96,35 |
96,60 |
2,28 |
2,23 |
96,48 |
2,25 |
DS1020 |
PL0000106126 |
115,08 |
115,37 |
2,28 |
2,23 |
115,23 |
2,26 |
WZ0121 |
PL0000106068 |
99,16 |
99,43 |
--- |
--- |
99,30 |
--- |
DS1021 |
PL0000106670 |
119,76 |
120,20 |
2,41 |
2,35 |
119,98 |
2,38 |
WS0922 |
PL0000102646 |
121,59 |
122,06 |
2,51 |
2,44 |
121,83 |
2,48 |
IZ0823 |
PL0000105359 |
114,16 |
114,82 |
--- |
--- |
114,49 |
--- |
DS1023 |
PL0000107264 |
110,66 |
111,10 |
2,58 |
2,53 |
110,88 |
2,55 |
WZ0124 |
PL0000107454 |
98,13 |
98,38 |
--- |
--- |
98,26 |
--- |
DS0725 |
PL0000108197 |
105,14 |
105,41 |
2,67 |
2,64 |
105,28 |
2,65 |
WS0429 |
PL0000105391 |
133,20 |
138,77 |
2,84 |
2,44 |
135,99 |
2,63 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,18 |
102,26 |
1,54 |
1,38 |
102,22 |
1,46 |
OK0116 |
PL0000107587 |
98,87 |
98,94 |
1,58 |
1,48 |
98,91 |
1,52 |
PS0416 |
PL0000106340 |
103,22 |
103,29 |
1,63 |
1,56 |
103,26 |
1,59 |
OK0716 |
PL0000107926 |
98,00 |
98,10 |
1,66 |
1,58 |
98,05 |
1,62 |
IZ0816 |
PL0000103529 |
102,64 |
103,13 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
104,44 |
104,56 |
1,67 |
1,59 |
104,50 |
1,63 |
WZ0117 |
PL0000106936 |
100,06 |
100,12 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
105,89 |
106,02 |
1,69 |
1,62 |
105,96 |
1,65 |
OK0717 |
PL0000108502 |
96,33 |
96,44 |
1,69 |
1,64 |
96,39 |
1,67 |
DS1017 |
PL0000104543 |
108,43 |
108,54 |
1,73 |
1,69 |
108,49 |
1,71 |
WZ0118 |
PL0000104717 |
99,86 |
99,93 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,33 |
105,45 |
1,89 |
1,85 |
105,39 |
1,87 |
PS0718 |
PL0000107595 |
101,59 |
101,77 |
1,98 |
1,93 |
101,68 |
1,95 |
WZ0119 |
PL0000107603 |
99,57 |
99,75 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
104,49 |
104,63 |
2,12 |
2,09 |
104,56 |
2,11 |
DS1019 |
PL0000105441 |
114,27 |
114,42 |
2,12 |
2,09 |
114,35 |
2,10 |
PS0420 |
PL0000108510 |
96,62 |
96,75 |
2,22 |
2,19 |
96,69 |
2,21 |
DS1020 |
PL0000106126 |
115,35 |
115,54 |
2,23 |
2,20 |
115,45 |
2,22 |
WZ0121 |
PL0000106068 |
99,12 |
99,38 |
--- |
--- |
99,25 |
--- |
DS1021 |
PL0000106670 |
120,24 |
120,55 |
2,34 |
2,29 |
120,40 |
2,32 |
WS0922 |
PL0000102646 |
122,03 |
122,41 |
2,45 |
2,40 |
122,22 |
2,42 |
IZ0823 |
PL0000105359 |
114,15 |
114,88 |
--- |
--- |
114,52 |
--- |
DS1023 |
PL0000107264 |
111,15 |
111,51 |
2,52 |
2,47 |
111,33 |
2,50 |
WZ0124 |
PL0000107454 |
97,99 |
98,33 |
--- |
--- |
98,16 |
--- |
DS0725 |
PL0000108197 |
105,57 |
105,81 |
2,62 |
2,59 |
105,69 |
2,61 |
WS0429 |
PL0000105391 |
133,75 |
134,81 |
2,80 |
2,72 |
134,28 |
2,76 |
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 |
4/5 |
1 |
1,400 |
1,420 |
1,409 |
350 |
DS1015 |
PL0000103602 |
4/5 |
1 |
1,450 |
1,450 |
1,450 |
70 |
DS1017 |
PL0000104543 |
4/5 |
1 |
1,420 |
1,420 |
1,420 |
80 |
WS0429 |
PL0000105391 |
4/5 |
1 |
1,400 |
1,400 |
1,400 |
20 |
PS1016 |
PL0000106795 |
4/5 |
1 |
1,420 |
1,420 |
1,420 |
180 |
PS0417 |
PL0000107058 |
4/5 |
1 |
1,420 |
1,420 |
1,420 |
90 |
OK0116 |
PL0000107587 |
4/5 |
1 |
1,430 |
1,430 |
1,430 |
20 |
PS0718 |
PL0000107595 |
4/5 |
1 |
1,430 |
1,430 |
1,430 |
330 |
WZ0121 |
PL0000106068 |
4/5 |
1 |
1,420 |
1,420 |
1,420 |
25 |
DS1021 |
PL0000106670 |
0/4 |
4 |
1,430 |
1,430 |
1,430 |
60 |
PS0718 |
PL0000107595 |
0/4 |
4 |
1,430 |
1,430 |
1,430 |
10 |
DS0725 |
PL0000108197 |
0/4 |
4 |
1,430 |
1,430 |
1,430 |
140 |
DS1020 |
PL0000106126 |
4/11 |
7 |
1,430 |
1,430 |
1,430 |
360 |
DS1021 |
PL0000106670 |
4/11 |
7 |
1,430 |
1,430 |
1,430 |
35 |
PS0417 |
PL0000107058 |
4/11 |
7 |
1,430 |
1,430 |
1,430 |
35 |
PS0418 |
PL0000107314 |
4/11 |
7 |
1,440 |
1,440 |
1,440 |
100 |
PS0718 |
PL0000107595 |
4/11 |
7 |
1,420 |
1,430 |
1,423 |
280 |
TOTAL |
2 185 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.