2015-05-13 |
MARKET DATA |
No 90 (2621) |
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 |
1 062,50 |
1 170,08 |
108 |
895,00 |
953,12 |
12 |
1 957,50 |
2 123,20 |
120 |
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 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
15 000 |
14,96 |
1 |
DS1015 |
PL0000103602 |
102,04 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,92 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,16 |
103,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,05 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,33 |
104,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,68 |
105,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,17 |
96,18 |
96,170 |
96,170 |
96,170 |
96,170 |
96,170 |
2 500 |
2,40 |
1 |
DS1017 |
PL0000104543 |
108,11 |
108,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,16 |
105,07 |
105,150 |
105,150 |
105,110 |
105,110 |
105,133 |
17 500 |
18,43 |
2 |
PS0718 |
PL0000107595 |
101,48 |
101,44 |
101,530 |
101,530 |
101,530 |
101,530 |
101,530 |
25 000 |
25,89 |
1 |
PS0719 |
PL0000108148 |
104,16 |
104,02 |
104,120 |
104,120 |
104,070 |
104,070 |
104,093 |
22 500 |
24,01 |
4 |
DS1019 |
PL0000105441 |
113,80 |
113,68 |
113,800 |
113,800 |
113,800 |
113,800 |
113,800 |
10 000 |
11,68 |
1 |
PS0420 |
PL0000108510 |
96,15 |
95,98 |
96,150 |
96,150 |
95,900 |
95,950 |
96,081 |
117 500 |
112,99 |
13 |
DS1020 |
PL0000106126 |
114,70 |
114,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,20 |
119,00 |
119,190 |
119,190 |
119,190 |
119,190 |
119,190 |
10 000 |
12,24 |
1 |
WS0922 |
PL0000102646 |
120,82 |
120,59 |
120,660 |
120,660 |
120,600 |
120,600 |
120,630 |
45 000 |
55,94 |
4 |
DS1023 |
PL0000107264 |
109,70 |
109,40 |
109,700 |
109,700 |
109,550 |
109,550 |
109,600 |
45 000 |
50,32 |
4 |
DS0725 |
PL0000108197 |
103,85 |
103,40 |
103,750 |
103,950 |
103,300 |
103,300 |
103,693 |
567 500 |
603,31 |
56 |
WS0428 |
PL0000107611 |
96,63 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,20 |
130,87 |
131,250 |
131,250 |
130,980 |
130,980 |
131,115 |
10 000 |
13,14 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,90 |
102,72 |
102,720 |
102,900 |
102,720 |
102,900 |
102,825 |
140 000 |
186,54 |
14 |
IZ0823 |
PL0000105359 |
113,45 |
113,75 |
113,900 |
113,900 |
113,900 |
113,900 |
113,900 |
10 000 |
13,30 |
1 |
WZ0117 |
PL0000106936 |
100,01 |
100,01 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
10 000 |
10,06 |
1 |
WZ0118 |
PL0000104717 |
99,89 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,59 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,35 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,90 |
98,98 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
10 000 |
9,95 |
1 |
WZ0124 |
PL0000107454 |
97,66 |
97,71 |
97,630 |
97,630 |
97,630 |
97,630 |
97,630 |
5 000 |
4,91 |
1 |
TOTAL |
1 062 500 |
1 170,08 |
108 |
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 |
102,02 |
102,10 |
1,61 |
1,44 |
102,06 |
1,52 |
OK0116 |
PL0000107587 |
98,88 |
98,96 |
1,63 |
1,51 |
98,92 |
1,57 |
PS0416 |
PL0000106340 |
103,14 |
103,21 |
1,62 |
1,55 |
103,18 |
1,58 |
OK0716 |
PL0000107926 |
98,00 |
98,17 |
1,70 |
1,55 |
98,09 |
1,62 |
IZ0816 |
PL0000103529 |
102,50 |
102,85 |
--- |
--- |
102,68 |
--- |
PS1016 |
PL0000106795 |
104,23 |
104,40 |
1,75 |
1,64 |
104,32 |
1,69 |
WZ0117 |
PL0000106936 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,62 |
105,80 |
1,78 |
1,69 |
105,71 |
1,74 |
OK0717 |
PL0000108502 |
96,13 |
96,24 |
1,81 |
1,76 |
96,19 |
1,78 |
DS1017 |
PL0000104543 |
108,04 |
108,21 |
1,85 |
1,78 |
108,13 |
1,82 |
WZ0118 |
PL0000104717 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,06 |
105,29 |
1,96 |
1,88 |
105,18 |
1,92 |
PS0718 |
PL0000107595 |
101,42 |
101,56 |
2,03 |
1,99 |
101,49 |
2,01 |
WZ0119 |
PL0000107603 |
99,52 |
99,73 |
--- |
--- |
99,63 |
--- |
PS0719 |
PL0000108148 |
103,91 |
104,17 |
2,26 |
2,20 |
104,04 |
2,23 |
DS1019 |
PL0000105441 |
113,56 |
113,84 |
2,26 |
2,19 |
113,70 |
2,22 |
PS0420 |
PL0000108510 |
95,95 |
96,16 |
2,37 |
2,33 |
96,06 |
2,35 |
DS1020 |
PL0000106126 |
114,49 |
114,77 |
2,38 |
2,33 |
114,63 |
2,35 |
WZ0121 |
PL0000106068 |
98,81 |
99,08 |
--- |
--- |
98,95 |
--- |
DS1021 |
PL0000106670 |
118,93 |
119,29 |
2,53 |
2,47 |
119,11 |
2,50 |
WS0922 |
PL0000102646 |
120,51 |
120,93 |
2,64 |
2,59 |
120,72 |
2,61 |
IZ0823 |
PL0000105359 |
113,09 |
113,99 |
--- |
--- |
113,54 |
--- |
DS1023 |
PL0000107264 |
109,41 |
109,76 |
2,73 |
2,69 |
109,59 |
2,71 |
WZ0124 |
PL0000107454 |
97,52 |
97,79 |
--- |
--- |
97,66 |
--- |
DS0725 |
PL0000108197 |
103,41 |
103,75 |
2,86 |
2,82 |
103,58 |
2,84 |
WS0429 |
PL0000105391 |
130,63 |
132,28 |
3,02 |
2,90 |
131,46 |
2,96 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
102,02 |
102,09 |
1,61 |
1,46 |
102,06 |
1,52 |
OK0116 |
PL0000107587 |
98,90 |
98,96 |
1,60 |
1,51 |
98,93 |
1,55 |
PS0416 |
PL0000106340 |
103,13 |
103,19 |
1,63 |
1,57 |
103,16 |
1,60 |
OK0716 |
PL0000107926 |
98,02 |
98,16 |
1,68 |
1,56 |
98,09 |
1,62 |
IZ0816 |
PL0000103529 |
102,79 |
103,12 |
--- |
--- |
102,96 |
--- |
PS1016 |
PL0000106795 |
104,29 |
104,42 |
1,71 |
1,62 |
104,36 |
1,66 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,61 |
105,73 |
1,79 |
1,73 |
105,67 |
1,76 |
OK0717 |
PL0000108502 |
96,09 |
96,22 |
1,83 |
1,77 |
96,16 |
1,80 |
DS1017 |
PL0000104543 |
108,04 |
108,14 |
1,85 |
1,81 |
108,09 |
1,83 |
WZ0118 |
PL0000104717 |
99,84 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,02 |
105,13 |
1,98 |
1,94 |
105,08 |
1,96 |
PS0718 |
PL0000107595 |
101,34 |
101,49 |
2,06 |
2,01 |
101,42 |
2,03 |
WZ0119 |
PL0000107603 |
99,54 |
99,69 |
--- |
--- |
99,62 |
--- |
PS0719 |
PL0000108148 |
103,92 |
104,08 |
2,26 |
2,22 |
104,00 |
2,24 |
DS1019 |
PL0000105441 |
113,53 |
113,80 |
2,26 |
2,20 |
113,67 |
2,23 |
PS0420 |
PL0000108510 |
95,90 |
96,07 |
2,39 |
2,35 |
95,99 |
2,37 |
DS1020 |
PL0000106126 |
114,45 |
114,65 |
2,38 |
2,35 |
114,55 |
2,37 |
WZ0121 |
PL0000106068 |
98,77 |
99,01 |
--- |
--- |
98,89 |
--- |
DS1021 |
PL0000106670 |
118,94 |
119,14 |
2,52 |
2,49 |
119,04 |
2,51 |
WS0922 |
PL0000102646 |
120,44 |
120,75 |
2,65 |
2,61 |
120,60 |
2,63 |
IZ0823 |
PL0000105359 |
113,27 |
114,19 |
--- |
--- |
113,73 |
--- |
DS1023 |
PL0000107264 |
109,32 |
109,61 |
2,74 |
2,71 |
109,47 |
2,73 |
WZ0124 |
PL0000107454 |
97,50 |
97,79 |
--- |
--- |
97,65 |
--- |
DS0725 |
PL0000108197 |
103,44 |
103,63 |
2,85 |
2,83 |
103,54 |
2,84 |
WS0429 |
PL0000105391 |
130,99 |
132,09 |
3,00 |
2,91 |
131,54 |
2,95 |
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 |
270 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
80 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
15 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
5 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
180 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
70 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,270 |
1,270 |
1,270 |
100 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
65 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
60 |
TOTAL |
895 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.