2015-05-04 |
MARKET DATA |
No 83 (2614) |
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 |
660,00 |
664,12 |
44 |
4 265,00 |
4 640,16 |
33 |
4 925,00 |
5 304,28 |
77 |
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 |
99,70 |
99,660 |
99,660 |
99,660 |
99,660 |
99,660 |
5 000 |
4,98 |
1 |
DS1015 |
PL0000103602 |
102,19 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,90 |
98,92 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
5 000 |
4,94 |
1 |
PS0416 |
PL0000106340 |
103,24 |
103,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,01 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,44 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,91 |
105,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,35 |
96,35 |
96,380 |
96,390 |
96,330 |
96,350 |
96,370 |
85 000 |
81,91 |
6 |
DS1017 |
PL0000104543 |
108,45 |
108,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,36 |
105,35 |
105,370 |
105,380 |
105,370 |
105,380 |
105,377 |
45 000 |
47,47 |
2 |
PS0718 |
PL0000107595 |
101,60 |
101,66 |
101,560 |
101,560 |
101,560 |
101,560 |
101,560 |
2 500 |
2,59 |
1 |
PS0719 |
PL0000108148 |
104,51 |
104,53 |
104,510 |
104,510 |
104,500 |
104,500 |
104,507 |
55 000 |
58,87 |
4 |
DS1019 |
PL0000105441 |
114,20 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,61 |
96,62 |
96,620 |
96,620 |
96,550 |
96,550 |
96,594 |
130 000 |
125,63 |
8 |
DS1020 |
PL0000106126 |
115,38 |
115,40 |
115,400 |
115,400 |
115,400 |
115,400 |
115,400 |
10 000 |
11,82 |
2 |
DS1021 |
PL0000106670 |
120,23 |
120,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
122,10 |
122,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
111,10 |
111,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,55 |
105,45 |
105,600 |
105,670 |
105,380 |
105,450 |
105,548 |
80 000 |
86,47 |
8 |
WS0428 |
PL0000107611 |
98,78 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,92 |
134,16 |
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 |
102,75 |
103,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,25 |
114,75 |
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 |
99,90 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,62 |
99,69 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
10 000 |
10,02 |
1 |
WZ0120 |
PL0000108601 |
99,43 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,10 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,15 |
98,08 |
98,150 |
98,150 |
98,090 |
98,090 |
98,113 |
232 500 |
229,42 |
10 |
TOTAL |
660 000 |
664,12 |
44 |
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 |
102,17 |
102,25 |
1,53 |
1,37 |
102,21 |
1,45 |
OK0116 |
PL0000107587 |
98,87 |
98,94 |
1,58 |
1,49 |
98,91 |
1,53 |
PS0416 |
PL0000106340 |
103,19 |
103,28 |
1,66 |
1,56 |
103,24 |
1,61 |
OK0716 |
PL0000107926 |
97,99 |
98,10 |
1,68 |
1,58 |
98,05 |
1,62 |
IZ0816 |
PL0000103529 |
102,67 |
103,13 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
104,42 |
104,53 |
1,67 |
1,60 |
104,48 |
1,63 |
WZ0117 |
PL0000106936 |
100,04 |
100,13 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
105,87 |
105,99 |
1,69 |
1,63 |
105,93 |
1,66 |
OK0717 |
PL0000108502 |
96,31 |
96,40 |
1,71 |
1,66 |
96,36 |
1,68 |
DS1017 |
PL0000104543 |
108,41 |
108,57 |
1,74 |
1,67 |
108,49 |
1,71 |
WZ0118 |
PL0000104717 |
99,82 |
99,95 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
105,21 |
105,38 |
1,93 |
1,87 |
105,30 |
1,90 |
PS0718 |
PL0000107595 |
101,49 |
101,69 |
2,01 |
1,95 |
101,59 |
1,98 |
WZ0119 |
PL0000107603 |
99,54 |
99,72 |
--- |
--- |
99,63 |
--- |
PS0719 |
PL0000108148 |
104,36 |
104,56 |
2,15 |
2,11 |
104,46 |
2,13 |
DS1019 |
PL0000105441 |
114,03 |
114,33 |
2,17 |
2,10 |
114,18 |
2,14 |
PS0420 |
PL0000108510 |
96,43 |
96,66 |
2,27 |
2,21 |
96,55 |
2,24 |
DS1020 |
PL0000106126 |
115,20 |
115,50 |
2,26 |
2,21 |
115,35 |
2,23 |
WZ0121 |
PL0000106068 |
99,03 |
99,38 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
120,00 |
120,36 |
2,37 |
2,32 |
120,18 |
2,35 |
WS0922 |
PL0000102646 |
121,84 |
122,26 |
2,47 |
2,42 |
122,05 |
2,45 |
IZ0823 |
PL0000105359 |
114,07 |
114,93 |
--- |
--- |
114,50 |
--- |
DS1023 |
PL0000107264 |
110,86 |
111,30 |
2,55 |
2,50 |
111,08 |
2,53 |
WZ0124 |
PL0000107454 |
97,98 |
98,32 |
--- |
--- |
98,15 |
--- |
DS0725 |
PL0000108197 |
105,30 |
105,65 |
2,65 |
2,61 |
105,48 |
2,63 |
WS0429 |
PL0000105391 |
133,43 |
134,34 |
2,82 |
2,75 |
133,89 |
2,79 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,17 |
102,25 |
1,53 |
1,37 |
102,21 |
1,45 |
OK0116 |
PL0000107587 |
98,88 |
98,94 |
1,57 |
1,49 |
98,91 |
1,53 |
PS0416 |
PL0000106340 |
103,22 |
103,27 |
1,63 |
1,58 |
103,25 |
1,60 |
OK0716 |
PL0000107926 |
97,99 |
98,08 |
1,68 |
1,60 |
98,04 |
1,63 |
IZ0816 |
PL0000103529 |
102,67 |
103,13 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
104,42 |
104,53 |
1,67 |
1,60 |
104,48 |
1,63 |
WZ0117 |
PL0000106936 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
105,85 |
105,99 |
1,70 |
1,63 |
105,92 |
1,67 |
OK0717 |
PL0000108502 |
96,31 |
96,39 |
1,71 |
1,67 |
96,35 |
1,69 |
DS1017 |
PL0000104543 |
108,40 |
108,53 |
1,74 |
1,69 |
108,47 |
1,71 |
WZ0118 |
PL0000104717 |
99,86 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,32 |
105,47 |
1,89 |
1,84 |
105,40 |
1,86 |
PS0718 |
PL0000107595 |
101,58 |
101,78 |
1,99 |
1,92 |
101,68 |
1,95 |
WZ0119 |
PL0000107603 |
99,57 |
99,70 |
--- |
--- |
99,64 |
--- |
PS0719 |
PL0000108148 |
104,46 |
104,64 |
2,13 |
2,09 |
104,55 |
2,11 |
DS1019 |
PL0000105441 |
114,17 |
114,42 |
2,14 |
2,08 |
114,30 |
2,11 |
PS0420 |
PL0000108510 |
96,57 |
96,70 |
2,23 |
2,21 |
96,64 |
2,22 |
DS1020 |
PL0000106126 |
115,28 |
115,52 |
2,25 |
2,20 |
115,40 |
2,22 |
WZ0121 |
PL0000106068 |
99,02 |
99,29 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
120,16 |
120,46 |
2,35 |
2,31 |
120,31 |
2,33 |
WS0922 |
PL0000102646 |
121,98 |
122,31 |
2,45 |
2,41 |
122,15 |
2,43 |
IZ0823 |
PL0000105359 |
114,11 |
114,92 |
--- |
--- |
114,52 |
--- |
DS1023 |
PL0000107264 |
111,05 |
111,40 |
2,53 |
2,49 |
111,23 |
2,51 |
WZ0124 |
PL0000107454 |
98,00 |
98,17 |
--- |
--- |
98,09 |
--- |
DS0725 |
PL0000108197 |
105,40 |
105,66 |
2,64 |
2,61 |
105,53 |
2,62 |
WS0429 |
PL0000105391 |
133,57 |
134,47 |
2,81 |
2,74 |
134,02 |
2,78 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
135 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
115 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
175 |
DS1015 |
PL0000103602 |
1/2 |
1 |
1,430 |
1,440 |
1,438 |
350 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,400 |
1,420 |
1,405 |
370 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,380 |
1,430 |
1,413 |
120 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
180 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
50 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
50 |
OK0116 |
PL0000107587 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
400 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
30 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
140 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
10 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
25 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
285 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
180 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
110 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,400 |
1,430 |
1,419 |
945 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
160 |
TOTAL |
4 265 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.