2015-05-12 |
MARKET DATA |
No 89 (2620) |
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 |
1 231,83 |
97 |
365,00 |
374,77 |
10 |
1 547,50 |
1 606,60 |
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 |
99,72 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,05 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,91 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,16 |
103,14 |
103,140 |
103,140 |
103,140 |
103,140 |
103,140 |
5 000 |
5,17 |
1 |
OK0716 |
PL0000107926 |
98,04 |
98,00 |
98,000 |
98,000 |
98,000 |
98,000 |
98,000 |
5 000 |
4,90 |
1 |
PS1016 |
PL0000106795 |
104,28 |
104,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,65 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,16 |
96,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,09 |
108,09 |
108,100 |
108,100 |
108,100 |
108,100 |
108,100 |
50 000 |
55,50 |
1 |
PS0418 |
PL0000107314 |
105,01 |
104,99 |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
5 000 |
5,26 |
1 |
PS0718 |
PL0000107595 |
101,31 |
101,25 |
101,300 |
101,310 |
101,260 |
101,310 |
101,290 |
105 000 |
108,46 |
8 |
PS0719 |
PL0000108148 |
103,88 |
103,71 |
103,700 |
103,850 |
103,670 |
103,850 |
103,749 |
120 000 |
127,63 |
8 |
DS1019 |
PL0000105441 |
113,46 |
113,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,90 |
95,70 |
95,700 |
95,900 |
95,670 |
95,900 |
95,774 |
165 000 |
158,16 |
12 |
DS1020 |
PL0000106126 |
114,40 |
114,20 |
114,250 |
114,250 |
114,250 |
114,250 |
114,250 |
35 000 |
41,00 |
2 |
DS1021 |
PL0000106670 |
118,85 |
118,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,47 |
120,22 |
120,470 |
120,470 |
120,420 |
120,420 |
120,437 |
15 000 |
18,62 |
2 |
DS1023 |
PL0000107264 |
109,31 |
108,85 |
108,850 |
109,430 |
108,850 |
109,430 |
109,176 |
50 000 |
55,69 |
5 |
DS0725 |
PL0000108197 |
103,55 |
102,95 |
103,400 |
103,550 |
102,850 |
103,360 |
103,184 |
447 500 |
473,43 |
47 |
WS0428 |
PL0000107611 |
97,10 |
98,36 |
97,100 |
97,100 |
97,100 |
97,100 |
97,100 |
15 000 |
14,59 |
1 |
WS0429 |
PL0000105391 |
136,63 |
131,21 |
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 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,35 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,90 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,60 |
99,62 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
10 000 |
10,02 |
1 |
WZ0120 |
PL0000108601 |
99,30 |
99,45 |
99,250 |
99,250 |
99,220 |
99,220 |
99,234 |
55 000 |
54,91 |
3 |
WZ0121 |
PL0000106068 |
98,85 |
98,99 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
25 000 |
24,86 |
1 |
WZ0124 |
PL0000107454 |
97,60 |
97,70 |
97,600 |
97,600 |
97,550 |
97,550 |
97,586 |
75 000 |
73,64 |
3 |
TOTAL |
1 182 500 |
1 231,83 |
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 |
102,09 |
1,62 |
1,49 |
102,06 |
1,55 |
OK0116 |
PL0000107587 |
98,85 |
98,95 |
1,66 |
1,52 |
98,90 |
1,59 |
PS0416 |
PL0000106340 |
103,11 |
103,20 |
1,66 |
1,57 |
103,16 |
1,61 |
OK0716 |
PL0000107926 |
97,93 |
98,13 |
1,76 |
1,59 |
98,03 |
1,67 |
IZ0816 |
PL0000103529 |
102,41 |
102,91 |
--- |
--- |
102,66 |
--- |
PS1016 |
PL0000106795 |
104,20 |
104,37 |
1,78 |
1,66 |
104,29 |
1,72 |
WZ0117 |
PL0000106936 |
99,90 |
100,10 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,56 |
105,67 |
1,82 |
1,76 |
105,62 |
1,79 |
OK0717 |
PL0000108502 |
96,02 |
96,17 |
1,86 |
1,79 |
96,10 |
1,82 |
DS1017 |
PL0000104543 |
107,97 |
108,15 |
1,88 |
1,81 |
108,06 |
1,85 |
WZ0118 |
PL0000104717 |
99,79 |
99,98 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,85 |
105,08 |
2,04 |
1,96 |
104,97 |
1,99 |
PS0718 |
PL0000107595 |
101,10 |
101,33 |
2,14 |
2,06 |
101,22 |
2,10 |
WZ0119 |
PL0000107603 |
99,48 |
99,74 |
--- |
--- |
99,61 |
--- |
PS0719 |
PL0000108148 |
103,67 |
103,90 |
2,32 |
2,26 |
103,79 |
2,29 |
DS1019 |
PL0000105441 |
113,24 |
113,52 |
2,33 |
2,27 |
113,38 |
2,30 |
PS0420 |
PL0000108510 |
95,65 |
95,84 |
2,44 |
2,40 |
95,75 |
2,42 |
DS1020 |
PL0000106126 |
114,19 |
114,42 |
2,43 |
2,39 |
114,31 |
2,41 |
WZ0121 |
PL0000106068 |
98,76 |
99,04 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
118,64 |
118,99 |
2,57 |
2,52 |
118,82 |
2,54 |
WS0922 |
PL0000102646 |
120,27 |
120,65 |
2,67 |
2,62 |
120,46 |
2,65 |
IZ0823 |
PL0000105359 |
113,04 |
114,01 |
--- |
--- |
113,53 |
--- |
DS1023 |
PL0000107264 |
109,06 |
109,44 |
2,78 |
2,73 |
109,25 |
2,75 |
WZ0124 |
PL0000107454 |
97,50 |
97,87 |
--- |
--- |
97,69 |
--- |
DS0725 |
PL0000108197 |
103,08 |
103,38 |
2,89 |
2,86 |
103,23 |
2,88 |
WS0429 |
PL0000105391 |
129,89 |
131,93 |
3,08 |
2,93 |
130,91 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,03 |
102,10 |
1,62 |
1,47 |
102,07 |
1,53 |
OK0116 |
PL0000107587 |
98,88 |
98,95 |
1,62 |
1,52 |
98,92 |
1,56 |
PS0416 |
PL0000106340 |
103,13 |
103,20 |
1,64 |
1,57 |
103,17 |
1,60 |
OK0716 |
PL0000107926 |
98,01 |
98,14 |
1,69 |
1,58 |
98,08 |
1,63 |
IZ0816 |
PL0000103529 |
102,41 |
102,83 |
--- |
--- |
102,62 |
--- |
PS1016 |
PL0000106795 |
104,22 |
104,40 |
1,76 |
1,64 |
104,31 |
1,70 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,62 |
105,76 |
1,79 |
1,71 |
105,69 |
1,75 |
OK0717 |
PL0000108502 |
96,06 |
96,21 |
1,84 |
1,77 |
96,14 |
1,81 |
DS1017 |
PL0000104543 |
107,99 |
108,13 |
1,87 |
1,82 |
108,06 |
1,85 |
WZ0118 |
PL0000104717 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0418 |
PL0000107314 |
104,96 |
105,09 |
2,00 |
1,95 |
105,03 |
1,97 |
PS0718 |
PL0000107595 |
101,19 |
101,44 |
2,11 |
2,03 |
101,32 |
2,07 |
WZ0119 |
PL0000107603 |
99,52 |
99,71 |
--- |
--- |
99,62 |
--- |
PS0719 |
PL0000108148 |
103,74 |
103,93 |
2,30 |
2,26 |
103,84 |
2,28 |
DS1019 |
PL0000105441 |
113,38 |
113,67 |
2,30 |
2,23 |
113,53 |
2,26 |
PS0420 |
PL0000108510 |
95,80 |
95,99 |
2,41 |
2,37 |
95,90 |
2,39 |
DS1020 |
PL0000106126 |
114,28 |
114,54 |
2,42 |
2,37 |
114,41 |
2,39 |
WZ0121 |
PL0000106068 |
98,74 |
99,02 |
--- |
--- |
98,88 |
--- |
DS1021 |
PL0000106670 |
118,70 |
118,99 |
2,56 |
2,52 |
118,85 |
2,54 |
WS0922 |
PL0000102646 |
120,25 |
120,61 |
2,68 |
2,63 |
120,43 |
2,65 |
IZ0823 |
PL0000105359 |
113,14 |
113,95 |
--- |
--- |
113,55 |
--- |
DS1023 |
PL0000107264 |
109,15 |
109,49 |
2,77 |
2,72 |
109,32 |
2,75 |
WZ0124 |
PL0000107454 |
97,48 |
97,76 |
--- |
--- |
97,62 |
--- |
DS0725 |
PL0000108197 |
103,11 |
103,42 |
2,89 |
2,86 |
103,27 |
2,87 |
WS0429 |
PL0000105391 |
130,06 |
131,97 |
3,07 |
2,92 |
131,02 |
2,99 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
25 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
70 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
35 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
70 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
25 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
100 |
TOTAL |
365 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.