2015-05-05 |
MARKET DATA |
No 84 (2615) |
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 |
2 457,50 |
2 677,09 |
129 |
1 645,00 |
1 823,45 |
16 |
4 102,50 |
4 500,54 |
145 |
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 |
99,67 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,19 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,89 |
98,91 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
100 000 |
98,89 |
2 |
PS0416 |
PL0000106340 |
103,21 |
103,24 |
103,200 |
103,200 |
103,200 |
103,200 |
103,200 |
100 000 |
103,36 |
2 |
OK0716 |
PL0000107926 |
98,04 |
98,04 |
98,040 |
98,040 |
98,040 |
98,040 |
98,040 |
10 000 |
9,80 |
1 |
PS1016 |
PL0000106795 |
104,41 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,86 |
105,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,30 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,43 |
108,28 |
108,410 |
108,450 |
108,370 |
108,370 |
108,417 |
487 500 |
542,14 |
12 |
PS0418 |
PL0000107314 |
105,38 |
105,06 |
105,350 |
105,350 |
105,350 |
105,350 |
105,350 |
92 500 |
97,56 |
3 |
PS0718 |
PL0000107595 |
101,63 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,50 |
104,07 |
104,540 |
104,540 |
104,350 |
104,350 |
104,485 |
47 500 |
50,84 |
3 |
DS1019 |
PL0000105441 |
114,20 |
113,78 |
114,300 |
114,300 |
114,300 |
114,300 |
114,300 |
82 500 |
96,71 |
2 |
PS0420 |
PL0000108510 |
96,60 |
96,14 |
96,400 |
96,600 |
96,040 |
96,040 |
96,369 |
177 500 |
171,14 |
16 |
DS1020 |
PL0000106126 |
115,29 |
114,70 |
114,970 |
114,970 |
114,910 |
114,910 |
114,941 |
115 000 |
135,39 |
9 |
DS1021 |
PL0000106670 |
120,21 |
119,47 |
119,820 |
119,820 |
119,740 |
119,740 |
119,780 |
120 000 |
147,40 |
10 |
WS0922 |
PL0000102646 |
122,08 |
121,24 |
121,630 |
121,630 |
120,850 |
120,850 |
121,354 |
45 000 |
56,21 |
5 |
DS1023 |
PL0000107264 |
111,10 |
110,20 |
110,630 |
110,630 |
110,330 |
110,330 |
110,527 |
150 000 |
168,98 |
13 |
DS0725 |
PL0000108197 |
105,57 |
104,35 |
105,200 |
105,610 |
104,390 |
104,390 |
105,175 |
315 000 |
339,32 |
28 |
WS0428 |
PL0000107611 |
99,14 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,30 |
132,73 |
133,880 |
134,530 |
133,750 |
133,750 |
133,997 |
130 000 |
174,44 |
12 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,77 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,20 |
114,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,07 |
99,99 |
100,060 |
100,060 |
99,990 |
99,990 |
100,000 |
310 000 |
311,75 |
5 |
WZ0118 |
PL0000104717 |
99,86 |
99,84 |
99,840 |
99,840 |
99,830 |
99,830 |
99,833 |
35 000 |
35,14 |
2 |
WZ0119 |
PL0000107603 |
99,58 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,10 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,05 |
98,03 |
98,100 |
98,100 |
97,990 |
97,990 |
98,006 |
140 000 |
138,00 |
4 |
TOTAL |
2 457 500 |
2 677,09 |
129 |
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 |
102,14 |
102,23 |
1,57 |
1,39 |
102,19 |
1,47 |
OK0116 |
PL0000107587 |
98,86 |
98,92 |
1,60 |
1,52 |
98,89 |
1,56 |
PS0416 |
PL0000106340 |
103,18 |
103,26 |
1,66 |
1,58 |
103,22 |
1,62 |
OK0716 |
PL0000107926 |
98,00 |
98,08 |
1,67 |
1,60 |
98,04 |
1,64 |
IZ0816 |
PL0000103529 |
102,68 |
103,11 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
104,38 |
104,50 |
1,69 |
1,61 |
104,44 |
1,65 |
WZ0117 |
PL0000106936 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
105,80 |
105,93 |
1,72 |
1,66 |
105,87 |
1,69 |
OK0717 |
PL0000108502 |
96,25 |
96,39 |
1,74 |
1,67 |
96,32 |
1,70 |
DS1017 |
PL0000104543 |
108,37 |
108,52 |
1,75 |
1,69 |
108,45 |
1,72 |
WZ0118 |
PL0000104717 |
99,82 |
99,94 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
105,26 |
105,41 |
1,91 |
1,86 |
105,34 |
1,88 |
PS0718 |
PL0000107595 |
101,50 |
101,70 |
2,01 |
1,95 |
101,60 |
1,98 |
WZ0119 |
PL0000107603 |
99,54 |
99,70 |
--- |
--- |
99,62 |
--- |
PS0719 |
PL0000108148 |
104,37 |
104,53 |
2,15 |
2,11 |
104,45 |
2,13 |
DS1019 |
PL0000105441 |
114,01 |
114,29 |
2,17 |
2,11 |
114,15 |
2,14 |
PS0420 |
PL0000108510 |
96,39 |
96,60 |
2,27 |
2,23 |
96,50 |
2,25 |
DS1020 |
PL0000106126 |
115,12 |
115,42 |
2,27 |
2,22 |
115,27 |
2,25 |
WZ0121 |
PL0000106068 |
99,01 |
99,26 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
119,93 |
120,26 |
2,38 |
2,33 |
120,10 |
2,36 |
WS0922 |
PL0000102646 |
121,82 |
122,24 |
2,47 |
2,42 |
122,03 |
2,45 |
IZ0823 |
PL0000105359 |
114,10 |
114,87 |
--- |
--- |
114,49 |
--- |
DS1023 |
PL0000107264 |
110,77 |
111,19 |
2,57 |
2,51 |
110,98 |
2,54 |
WZ0124 |
PL0000107454 |
97,94 |
98,17 |
--- |
--- |
98,06 |
--- |
DS0725 |
PL0000108197 |
105,27 |
105,52 |
2,65 |
2,62 |
105,40 |
2,64 |
WS0429 |
PL0000105391 |
133,33 |
134,05 |
2,83 |
2,77 |
133,69 |
2,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,15 |
102,23 |
1,55 |
1,39 |
102,19 |
1,47 |
OK0116 |
PL0000107587 |
98,86 |
98,94 |
1,60 |
1,49 |
98,90 |
1,55 |
PS0416 |
PL0000106340 |
103,18 |
103,25 |
1,66 |
1,59 |
103,22 |
1,62 |
OK0716 |
PL0000107926 |
97,96 |
98,08 |
1,70 |
1,60 |
98,02 |
1,65 |
IZ0816 |
PL0000103529 |
102,61 |
103,19 |
--- |
--- |
102,90 |
--- |
PS1016 |
PL0000106795 |
104,33 |
104,45 |
1,73 |
1,65 |
104,39 |
1,69 |
WZ0117 |
PL0000106936 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
105,72 |
105,89 |
1,76 |
1,68 |
105,81 |
1,72 |
OK0717 |
PL0000108502 |
96,12 |
96,29 |
1,80 |
1,72 |
96,21 |
1,76 |
DS1017 |
PL0000104543 |
108,20 |
108,33 |
1,82 |
1,77 |
108,27 |
1,79 |
WZ0118 |
PL0000104717 |
99,77 |
99,89 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
104,99 |
105,16 |
2,00 |
1,94 |
105,08 |
1,97 |
PS0718 |
PL0000107595 |
101,21 |
101,43 |
2,10 |
2,03 |
101,32 |
2,07 |
WZ0119 |
PL0000107603 |
99,53 |
99,70 |
--- |
--- |
99,62 |
--- |
PS0719 |
PL0000108148 |
103,92 |
104,14 |
2,26 |
2,21 |
104,03 |
2,23 |
DS1019 |
PL0000105441 |
113,54 |
113,82 |
2,27 |
2,21 |
113,68 |
2,24 |
PS0420 |
PL0000108510 |
96,00 |
96,18 |
2,36 |
2,32 |
96,09 |
2,34 |
DS1020 |
PL0000106126 |
114,52 |
114,80 |
2,38 |
2,33 |
114,66 |
2,36 |
WZ0121 |
PL0000106068 |
98,92 |
99,16 |
--- |
--- |
99,04 |
--- |
DS1021 |
PL0000106670 |
119,24 |
119,60 |
2,49 |
2,43 |
119,42 |
2,46 |
WS0922 |
PL0000102646 |
120,92 |
121,31 |
2,59 |
2,54 |
121,12 |
2,57 |
IZ0823 |
PL0000105359 |
113,91 |
114,71 |
--- |
--- |
114,31 |
--- |
DS1023 |
PL0000107264 |
109,87 |
110,28 |
2,68 |
2,63 |
110,08 |
2,65 |
WZ0124 |
PL0000107454 |
97,81 |
98,09 |
--- |
--- |
97,95 |
--- |
DS0725 |
PL0000108197 |
104,14 |
104,47 |
2,78 |
2,74 |
104,31 |
2,76 |
WS0429 |
PL0000105391 |
132,06 |
132,94 |
2,92 |
2,85 |
132,50 |
2,89 |
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 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
90 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
90 |
DS1015 |
PL0000103602 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
70 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
90 |
WS0429 |
PL0000105391 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
65 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
310 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
75 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
145 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
25 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
25 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
100 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
520 |
TOTAL |
1 645 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.