2015-05-08 |
MARKET DATA |
No 87 (2618) |
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 |
1 012,50 |
1 082,85 |
91 |
1 550,00 |
1 644,64 |
16 |
2 562,50 |
2 727,49 |
107 |
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 |
99,69 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,08 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,88 |
98,95 |
98,880 |
98,880 |
98,880 |
98,880 |
98,880 |
10 000 |
9,89 |
1 |
PS0416 |
PL0000106340 |
103,18 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,02 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,36 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,79 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,21 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,25 |
108,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,36 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,64 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,43 |
104,09 |
104,190 |
104,350 |
104,150 |
104,350 |
104,184 |
95 000 |
101,44 |
5 |
DS1019 |
PL0000105441 |
114,05 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,48 |
96,05 |
96,400 |
96,510 |
96,050 |
96,500 |
96,349 |
180 000 |
173,55 |
17 |
DS1020 |
PL0000106126 |
115,15 |
114,78 |
115,270 |
115,270 |
114,980 |
115,100 |
115,123 |
35 000 |
41,29 |
5 |
DS1021 |
PL0000106670 |
120,00 |
119,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,76 |
120,75 |
121,630 |
121,750 |
121,630 |
121,750 |
121,690 |
20 000 |
25,07 |
2 |
DS1023 |
PL0000107264 |
110,95 |
109,65 |
109,650 |
110,950 |
109,650 |
110,950 |
110,643 |
127 500 |
143,85 |
13 |
DS0725 |
PL0000108197 |
105,70 |
103,75 |
104,930 |
105,000 |
103,900 |
104,950 |
104,524 |
530 000 |
567,71 |
46 |
WS0428 |
PL0000107611 |
98,11 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
134,65 |
131,60 |
133,350 |
133,500 |
133,350 |
133,500 |
133,400 |
15 000 |
20,05 |
2 |
WS0437 |
PL0000104857 |
131,05 |
140,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,65 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,10 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,84 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,65 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,37 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,10 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,85 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 012 500 |
1 082,85 |
91 |
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 |
102,05 |
102,16 |
1,63 |
1,39 |
102,11 |
1,50 |
OK0116 |
PL0000107587 |
98,85 |
98,97 |
1,65 |
1,48 |
98,91 |
1,56 |
PS0416 |
PL0000106340 |
103,13 |
103,27 |
1,66 |
1,52 |
103,20 |
1,59 |
OK0716 |
PL0000107926 |
98,00 |
98,20 |
1,69 |
1,52 |
98,10 |
1,60 |
IZ0816 |
PL0000103529 |
102,57 |
103,02 |
--- |
--- |
102,80 |
--- |
PS1016 |
PL0000106795 |
104,31 |
104,51 |
1,71 |
1,58 |
104,41 |
1,65 |
WZ0117 |
PL0000106936 |
99,95 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,77 |
105,97 |
1,72 |
1,62 |
105,87 |
1,67 |
OK0717 |
PL0000108502 |
96,18 |
96,33 |
1,78 |
1,71 |
96,26 |
1,74 |
DS1017 |
PL0000104543 |
108,22 |
108,42 |
1,79 |
1,71 |
108,32 |
1,75 |
WZ0118 |
PL0000104717 |
99,80 |
99,98 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
105,27 |
105,49 |
1,90 |
1,82 |
105,38 |
1,86 |
PS0718 |
PL0000107595 |
101,56 |
101,78 |
1,99 |
1,92 |
101,67 |
1,95 |
WZ0119 |
PL0000107603 |
99,58 |
99,83 |
--- |
--- |
99,71 |
--- |
PS0719 |
PL0000108148 |
104,30 |
104,54 |
2,17 |
2,11 |
104,42 |
2,14 |
DS1019 |
PL0000105441 |
113,97 |
114,27 |
2,17 |
2,11 |
114,12 |
2,14 |
PS0420 |
PL0000108510 |
96,35 |
96,55 |
2,29 |
2,24 |
96,45 |
2,26 |
DS1020 |
PL0000106126 |
115,03 |
115,28 |
2,28 |
2,24 |
115,16 |
2,26 |
WZ0121 |
PL0000106068 |
99,06 |
99,35 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
119,84 |
120,11 |
2,39 |
2,35 |
119,98 |
2,37 |
WS0922 |
PL0000102646 |
121,63 |
122,04 |
2,49 |
2,44 |
121,84 |
2,47 |
IZ0823 |
PL0000105359 |
113,69 |
114,59 |
--- |
--- |
114,14 |
--- |
DS1023 |
PL0000107264 |
110,49 |
110,89 |
2,60 |
2,55 |
110,69 |
2,57 |
WZ0124 |
PL0000107454 |
97,71 |
98,05 |
--- |
--- |
97,88 |
--- |
DS0725 |
PL0000108197 |
104,76 |
105,14 |
2,71 |
2,66 |
104,95 |
2,69 |
WS0429 |
PL0000105391 |
132,86 |
134,89 |
2,86 |
2,71 |
133,88 |
2,78 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,07 |
102,15 |
1,58 |
1,41 |
102,11 |
1,50 |
OK0116 |
PL0000107587 |
98,86 |
98,97 |
1,64 |
1,48 |
98,92 |
1,55 |
PS0416 |
PL0000106340 |
103,16 |
103,27 |
1,63 |
1,52 |
103,22 |
1,57 |
OK0716 |
PL0000107926 |
98,00 |
98,17 |
1,69 |
1,54 |
98,09 |
1,61 |
IZ0816 |
PL0000103529 |
102,58 |
103,04 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
104,34 |
104,47 |
1,69 |
1,61 |
104,41 |
1,65 |
WZ0117 |
PL0000106936 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,73 |
105,87 |
1,74 |
1,67 |
105,80 |
1,70 |
OK0717 |
PL0000108502 |
96,19 |
96,35 |
1,78 |
1,70 |
96,27 |
1,74 |
DS1017 |
PL0000104543 |
108,22 |
108,42 |
1,79 |
1,71 |
108,32 |
1,75 |
WZ0118 |
PL0000104717 |
99,81 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,32 |
105,47 |
1,88 |
1,83 |
105,40 |
1,85 |
PS0718 |
PL0000107595 |
101,60 |
101,79 |
1,98 |
1,92 |
101,70 |
1,94 |
WZ0119 |
PL0000107603 |
99,60 |
99,83 |
--- |
--- |
99,72 |
--- |
PS0719 |
PL0000108148 |
104,32 |
104,54 |
2,16 |
2,11 |
104,43 |
2,13 |
DS1019 |
PL0000105441 |
114,01 |
114,24 |
2,16 |
2,11 |
114,13 |
2,14 |
PS0420 |
PL0000108510 |
96,42 |
96,60 |
2,27 |
2,23 |
96,51 |
2,25 |
DS1020 |
PL0000106126 |
115,09 |
115,35 |
2,27 |
2,23 |
115,22 |
2,25 |
WZ0121 |
PL0000106068 |
99,06 |
99,36 |
--- |
--- |
99,21 |
--- |
DS1021 |
PL0000106670 |
119,82 |
120,11 |
2,39 |
2,35 |
119,97 |
2,37 |
WS0922 |
PL0000102646 |
121,72 |
122,01 |
2,48 |
2,44 |
121,87 |
2,46 |
IZ0823 |
PL0000105359 |
113,70 |
114,68 |
--- |
--- |
114,19 |
--- |
DS1023 |
PL0000107264 |
110,69 |
111,00 |
2,57 |
2,53 |
110,85 |
2,55 |
WZ0124 |
PL0000107454 |
97,78 |
98,07 |
--- |
--- |
97,93 |
--- |
DS0725 |
PL0000108197 |
104,80 |
105,07 |
2,70 |
2,67 |
104,94 |
2,69 |
WS0429 |
PL0000105391 |
132,99 |
133,99 |
2,85 |
2,78 |
133,49 |
2,81 |
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 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
30 |
PS1016 |
PL0000106795 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
255 |
PS0418 |
PL0000107314 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
140 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
400 |
OK0717 |
PL0000108502 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
40 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
55 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
200 |
PS0718 |
PL0000107595 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
130 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
110 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
55 |
OK0716 |
PL0000107926 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
65 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
40 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
30 |
TOTAL |
1 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.