2015-05-14 |
MARKET DATA |
No 91 (2622) |
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 |
647,50 |
677,14 |
54 |
1 890,00 |
2 029,28 |
19 |
2 537,50 |
2 706,42 |
73 |
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 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,02 |
102,03 |
102,020 |
102,020 |
102,020 |
102,020 |
102,020 |
17 500 |
18,47 |
1 |
OK0116 |
PL0000107587 |
98,94 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,14 |
103,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,07 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,27 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,65 |
105,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,17 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,14 |
108,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,17 |
105,02 |
105,150 |
105,150 |
105,150 |
105,150 |
105,150 |
40 000 |
42,15 |
2 |
PS0718 |
PL0000107595 |
101,45 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,13 |
103,90 |
104,020 |
104,170 |
103,930 |
104,170 |
104,077 |
50 000 |
53,36 |
3 |
DS1019 |
PL0000105441 |
113,70 |
113,50 |
113,520 |
113,520 |
113,500 |
113,500 |
113,514 |
35 000 |
40,81 |
3 |
PS0420 |
PL0000108510 |
96,13 |
95,80 |
95,900 |
96,100 |
95,800 |
96,100 |
95,917 |
60 000 |
57,61 |
5 |
DS1020 |
PL0000106126 |
114,70 |
114,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,02 |
118,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,68 |
120,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,65 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,80 |
103,02 |
103,200 |
103,880 |
102,930 |
103,750 |
103,584 |
280 000 |
297,44 |
30 |
WS0428 |
PL0000107611 |
96,48 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,03 |
131,20 |
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 |
102,95 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,60 |
113,40 |
113,400 |
113,400 |
113,235 |
113,235 |
113,318 |
10 000 |
13,24 |
2 |
WZ0117 |
PL0000106936 |
100,01 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
50 000 |
50,31 |
1 |
WZ0118 |
PL0000104717 |
99,92 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,63 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,30 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,00 |
98,97 |
98,900 |
99,010 |
98,900 |
99,010 |
98,983 |
45 000 |
44,82 |
4 |
WZ0124 |
PL0000107454 |
97,69 |
97,58 |
97,550 |
97,700 |
97,550 |
97,700 |
97,575 |
60 000 |
58,92 |
3 |
TOTAL |
647 500 |
677,14 |
54 |
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 |
102,00 |
102,06 |
1,57 |
1,44 |
102,03 |
1,51 |
OK0116 |
PL0000107587 |
98,88 |
98,99 |
1,65 |
1,48 |
98,94 |
1,56 |
PS0416 |
PL0000106340 |
103,10 |
103,20 |
1,64 |
1,53 |
103,15 |
1,58 |
OK0716 |
PL0000107926 |
98,02 |
98,16 |
1,70 |
1,57 |
98,09 |
1,64 |
IZ0816 |
PL0000103529 |
102,62 |
103,23 |
--- |
--- |
102,93 |
--- |
PS1016 |
PL0000106795 |
104,18 |
104,32 |
1,77 |
1,67 |
104,25 |
1,72 |
WZ0117 |
PL0000106936 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,53 |
105,71 |
1,82 |
1,72 |
105,62 |
1,77 |
OK0717 |
PL0000108502 |
96,06 |
96,20 |
1,85 |
1,79 |
96,13 |
1,82 |
DS1017 |
PL0000104543 |
107,94 |
108,11 |
1,88 |
1,81 |
108,03 |
1,84 |
WZ0118 |
PL0000104717 |
99,76 |
99,97 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,85 |
105,10 |
2,03 |
1,94 |
104,98 |
1,99 |
PS0718 |
PL0000107595 |
101,22 |
101,44 |
2,10 |
2,03 |
101,33 |
2,06 |
WZ0119 |
PL0000107603 |
99,45 |
99,72 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,68 |
103,96 |
2,31 |
2,25 |
103,82 |
2,28 |
DS1019 |
PL0000105441 |
113,27 |
113,55 |
2,31 |
2,25 |
113,41 |
2,28 |
PS0420 |
PL0000108510 |
95,74 |
95,99 |
2,42 |
2,37 |
95,87 |
2,39 |
DS1020 |
PL0000106126 |
114,16 |
114,44 |
2,43 |
2,38 |
114,30 |
2,41 |
WZ0121 |
PL0000106068 |
98,71 |
99,09 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
118,36 |
118,80 |
2,61 |
2,54 |
118,58 |
2,58 |
WS0922 |
PL0000102646 |
119,96 |
120,40 |
2,71 |
2,65 |
120,18 |
2,68 |
IZ0823 |
PL0000105359 |
113,11 |
114,06 |
--- |
--- |
113,59 |
--- |
DS1023 |
PL0000107264 |
108,87 |
109,29 |
2,80 |
2,75 |
109,08 |
2,77 |
WZ0124 |
PL0000107454 |
97,33 |
97,85 |
--- |
--- |
97,59 |
--- |
DS0725 |
PL0000108197 |
102,90 |
103,25 |
2,91 |
2,87 |
103,08 |
2,89 |
WS0429 |
PL0000105391 |
129,73 |
131,56 |
3,09 |
2,95 |
130,65 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,99 |
102,07 |
1,59 |
1,42 |
102,03 |
1,51 |
OK0116 |
PL0000107587 |
98,92 |
98,99 |
1,59 |
1,48 |
98,96 |
1,53 |
PS0416 |
PL0000106340 |
103,12 |
103,18 |
1,62 |
1,55 |
103,15 |
1,58 |
OK0716 |
PL0000107926 |
98,03 |
98,18 |
1,69 |
1,56 |
98,11 |
1,62 |
IZ0816 |
PL0000103529 |
102,86 |
103,22 |
--- |
--- |
103,04 |
--- |
PS1016 |
PL0000106795 |
104,24 |
104,39 |
1,73 |
1,63 |
104,32 |
1,67 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,62 |
105,74 |
1,77 |
1,71 |
105,68 |
1,74 |
OK0717 |
PL0000108502 |
96,13 |
96,27 |
1,82 |
1,75 |
96,20 |
1,79 |
DS1017 |
PL0000104543 |
108,05 |
108,14 |
1,84 |
1,80 |
108,10 |
1,82 |
WZ0118 |
PL0000104717 |
99,88 |
99,97 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
105,11 |
105,23 |
1,94 |
1,90 |
105,17 |
1,92 |
PS0718 |
PL0000107595 |
101,39 |
101,49 |
2,04 |
2,01 |
101,44 |
2,03 |
WZ0119 |
PL0000107603 |
99,59 |
99,69 |
--- |
--- |
99,64 |
--- |
PS0719 |
PL0000108148 |
104,05 |
104,21 |
2,22 |
2,18 |
104,13 |
2,20 |
DS1019 |
PL0000105441 |
113,62 |
113,92 |
2,24 |
2,17 |
113,77 |
2,20 |
PS0420 |
PL0000108510 |
96,04 |
96,18 |
2,36 |
2,33 |
96,11 |
2,34 |
DS1020 |
PL0000106126 |
114,56 |
114,83 |
2,36 |
2,31 |
114,70 |
2,33 |
WZ0121 |
PL0000106068 |
98,95 |
99,18 |
--- |
--- |
99,07 |
--- |
DS1021 |
PL0000106670 |
118,91 |
119,24 |
2,53 |
2,48 |
119,08 |
2,50 |
WS0922 |
PL0000102646 |
120,52 |
120,94 |
2,64 |
2,58 |
120,73 |
2,61 |
IZ0823 |
PL0000105359 |
113,35 |
113,84 |
--- |
--- |
113,60 |
--- |
DS1023 |
PL0000107264 |
109,42 |
109,87 |
2,73 |
2,67 |
109,65 |
2,70 |
WZ0124 |
PL0000107454 |
97,62 |
97,91 |
--- |
--- |
97,77 |
--- |
DS0725 |
PL0000108197 |
103,57 |
103,78 |
2,84 |
2,81 |
103,68 |
2,83 |
WS0429 |
PL0000105391 |
130,58 |
132,59 |
3,03 |
2,88 |
131,59 |
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 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
260 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,270 |
1,270 |
1,270 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,270 |
1,270 |
1,270 |
370 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
200 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,270 |
1,270 |
1,270 |
10 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
220 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,270 |
1,270 |
1,270 |
40 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
400 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,270 |
1,270 |
1,270 |
120 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
20 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,270 |
1,270 |
1,270 |
90 |
TOTAL |
1 890 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.