2015-05-11 |
MARKET DATA |
No 88 (2619) |
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 |
1 230,00 |
1 270,16 |
97 |
60,00 |
73,72 |
2 |
1 290,00 |
1 343,88 |
99 |
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 |
102,07 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,89 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,18 |
103,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,02 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,33 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,76 |
105,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,18 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,24 |
108,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,23 |
105,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,51 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,23 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,97 |
113,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,35 |
96,20 |
96,450 |
96,450 |
96,200 |
96,210 |
96,293 |
220 000 |
212,01 |
21 |
DS1020 |
PL0000106126 |
115,03 |
114,79 |
114,900 |
114,950 |
114,790 |
114,790 |
114,885 |
40 000 |
47,10 |
4 |
DS1021 |
PL0000106670 |
119,77 |
119,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,54 |
121,25 |
121,400 |
121,400 |
121,250 |
121,250 |
121,325 |
20 000 |
25,00 |
3 |
DS1023 |
PL0000107264 |
110,49 |
110,12 |
110,170 |
110,180 |
110,080 |
110,080 |
110,118 |
100 000 |
112,31 |
10 |
DS0725 |
PL0000108197 |
104,60 |
104,15 |
104,600 |
104,600 |
104,100 |
104,170 |
104,368 |
400 000 |
427,87 |
35 |
WS0428 |
PL0000107611 |
99,20 |
98,70 |
98,300 |
98,400 |
98,240 |
98,400 |
98,353 |
80 000 |
78,79 |
6 |
WS0429 |
PL0000105391 |
133,09 |
132,60 |
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 |
102,65 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,75 |
114,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,85 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,65 |
99,70 |
99,650 |
99,650 |
99,630 |
99,630 |
99,636 |
50 000 |
50,12 |
2 |
WZ0120 |
PL0000108601 |
99,35 |
99,43 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
50 000 |
49,98 |
2 |
WZ0121 |
PL0000106068 |
99,05 |
98,98 |
99,050 |
99,050 |
98,950 |
98,950 |
98,998 |
120 000 |
119,52 |
8 |
WZ0124 |
PL0000107454 |
97,75 |
97,79 |
97,750 |
97,750 |
97,700 |
97,700 |
97,715 |
150 000 |
147,47 |
6 |
TOTAL |
1 230 000 |
1 270,16 |
97 |
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 |
102,03 |
102,16 |
1,64 |
1,37 |
102,10 |
1,49 |
OK0116 |
PL0000107587 |
98,86 |
99,00 |
1,64 |
1,44 |
98,93 |
1,54 |
PS0416 |
PL0000106340 |
103,14 |
103,28 |
1,64 |
1,50 |
103,21 |
1,57 |
OK0716 |
PL0000107926 |
97,98 |
98,14 |
1,71 |
1,57 |
98,06 |
1,64 |
IZ0816 |
PL0000103529 |
102,56 |
103,18 |
--- |
--- |
102,87 |
--- |
PS1016 |
PL0000106795 |
104,27 |
104,45 |
1,74 |
1,61 |
104,36 |
1,68 |
WZ0117 |
PL0000106936 |
99,93 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,68 |
105,87 |
1,76 |
1,66 |
105,78 |
1,71 |
OK0717 |
PL0000108502 |
96,12 |
96,32 |
1,81 |
1,72 |
96,22 |
1,76 |
DS1017 |
PL0000104543 |
108,16 |
108,35 |
1,81 |
1,74 |
108,26 |
1,77 |
WZ0118 |
PL0000104717 |
99,80 |
100,00 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,17 |
105,46 |
1,93 |
1,83 |
105,32 |
1,88 |
PS0718 |
PL0000107595 |
101,45 |
101,74 |
2,02 |
1,93 |
101,60 |
1,98 |
WZ0119 |
PL0000107603 |
99,61 |
99,87 |
--- |
--- |
99,74 |
--- |
PS0719 |
PL0000108148 |
104,15 |
104,43 |
2,20 |
2,13 |
104,29 |
2,17 |
DS1019 |
PL0000105441 |
113,89 |
114,19 |
2,19 |
2,12 |
114,04 |
2,15 |
PS0420 |
PL0000108510 |
96,24 |
96,49 |
2,31 |
2,25 |
96,37 |
2,28 |
DS1020 |
PL0000106126 |
114,93 |
115,24 |
2,30 |
2,24 |
115,09 |
2,27 |
WZ0121 |
PL0000106068 |
98,95 |
99,33 |
--- |
--- |
99,14 |
--- |
DS1021 |
PL0000106670 |
119,61 |
119,94 |
2,42 |
2,37 |
119,78 |
2,40 |
WS0922 |
PL0000102646 |
121,42 |
121,87 |
2,52 |
2,46 |
121,65 |
2,49 |
IZ0823 |
PL0000105359 |
113,55 |
114,48 |
--- |
--- |
114,02 |
--- |
DS1023 |
PL0000107264 |
110,28 |
110,71 |
2,62 |
2,57 |
110,50 |
2,60 |
WZ0124 |
PL0000107454 |
97,67 |
98,05 |
--- |
--- |
97,86 |
--- |
DS0725 |
PL0000108197 |
104,47 |
104,79 |
2,74 |
2,70 |
104,63 |
2,72 |
WS0429 |
PL0000105391 |
132,58 |
133,63 |
2,88 |
2,80 |
133,11 |
2,84 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,05 |
102,13 |
1,60 |
1,43 |
102,09 |
1,51 |
OK0116 |
PL0000107587 |
98,88 |
98,95 |
1,61 |
1,51 |
98,92 |
1,55 |
PS0416 |
PL0000106340 |
103,17 |
103,25 |
1,61 |
1,53 |
103,21 |
1,57 |
OK0716 |
PL0000107926 |
98,01 |
98,14 |
1,69 |
1,57 |
98,08 |
1,62 |
IZ0816 |
PL0000103529 |
102,56 |
102,97 |
--- |
--- |
102,77 |
--- |
PS1016 |
PL0000106795 |
104,31 |
104,45 |
1,71 |
1,61 |
104,38 |
1,66 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,69 |
105,88 |
1,75 |
1,66 |
105,79 |
1,70 |
OK0717 |
PL0000108502 |
96,14 |
96,25 |
1,80 |
1,75 |
96,20 |
1,77 |
DS1017 |
PL0000104543 |
108,15 |
108,28 |
1,81 |
1,76 |
108,22 |
1,79 |
WZ0118 |
PL0000104717 |
99,82 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,13 |
105,25 |
1,94 |
1,90 |
105,19 |
1,92 |
PS0718 |
PL0000107595 |
101,40 |
101,62 |
2,04 |
1,97 |
101,51 |
2,01 |
WZ0119 |
PL0000107603 |
99,56 |
99,76 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
104,13 |
104,28 |
2,21 |
2,17 |
104,21 |
2,19 |
DS1019 |
PL0000105441 |
113,73 |
113,93 |
2,22 |
2,18 |
113,83 |
2,20 |
PS0420 |
PL0000108510 |
96,16 |
96,32 |
2,33 |
2,29 |
96,24 |
2,31 |
DS1020 |
PL0000106126 |
114,74 |
114,92 |
2,33 |
2,30 |
114,83 |
2,32 |
WZ0121 |
PL0000106068 |
98,85 |
99,09 |
--- |
--- |
98,97 |
--- |
DS1021 |
PL0000106670 |
119,32 |
119,62 |
2,47 |
2,42 |
119,47 |
2,45 |
WS0922 |
PL0000102646 |
121,03 |
121,35 |
2,57 |
2,53 |
121,19 |
2,55 |
IZ0823 |
PL0000105359 |
113,58 |
114,33 |
--- |
--- |
113,96 |
--- |
DS1023 |
PL0000107264 |
109,86 |
110,29 |
2,68 |
2,62 |
110,08 |
2,65 |
WZ0124 |
PL0000107454 |
97,58 |
97,85 |
--- |
--- |
97,72 |
--- |
DS0725 |
PL0000108197 |
104,04 |
104,36 |
2,79 |
2,75 |
104,20 |
2,77 |
WS0429 |
PL0000105391 |
131,38 |
133,37 |
2,97 |
2,82 |
132,38 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
50 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.