2015-05-19 |
MARKET DATA |
No 94 (2625) |
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 |
1 422,50 |
1 517,29 |
108 |
390,00 |
404,99 |
6 |
1 812,50 |
1 922,29 |
114 |
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 |
99,73 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,98 |
102,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,96 |
98,98 |
98,930 |
98,930 |
98,930 |
98,930 |
98,930 |
10 000 |
9,89 |
1 |
PS0416 |
PL0000106340 |
103,09 |
103,11 |
103,090 |
103,090 |
103,080 |
103,080 |
103,082 |
230 000 |
237,91 |
4 |
OK0716 |
PL0000107926 |
98,10 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,27 |
104,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,71 |
105,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,28 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,17 |
108,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,23 |
105,14 |
105,210 |
105,210 |
105,200 |
105,200 |
105,204 |
25 000 |
26,37 |
2 |
PS0718 |
PL0000107595 |
101,60 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,18 |
104,02 |
104,140 |
104,150 |
104,020 |
104,020 |
104,094 |
75 000 |
80,07 |
5 |
DS1019 |
PL0000105441 |
113,85 |
113,71 |
113,850 |
113,850 |
113,830 |
113,830 |
113,839 |
70 000 |
81,88 |
5 |
PS0420 |
PL0000108510 |
96,28 |
96,02 |
96,210 |
96,210 |
95,990 |
96,050 |
96,056 |
290 000 |
278,87 |
30 |
DS1020 |
PL0000106126 |
114,85 |
114,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,51 |
119,20 |
119,490 |
119,510 |
119,490 |
119,510 |
119,500 |
20 000 |
24,56 |
2 |
WS0922 |
PL0000102646 |
121,25 |
120,95 |
121,000 |
121,250 |
120,990 |
121,250 |
121,158 |
105 000 |
131,19 |
11 |
DS1023 |
PL0000107264 |
110,25 |
109,88 |
110,180 |
110,290 |
109,840 |
109,840 |
110,189 |
265 000 |
298,04 |
23 |
DS0725 |
PL0000108197 |
104,36 |
103,80 |
103,860 |
104,460 |
103,800 |
103,850 |
104,105 |
232 500 |
248,25 |
24 |
WS0428 |
PL0000107611 |
97,11 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,32 |
131,92 |
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 |
102,90 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,40 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,90 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,62 |
99,63 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
100 000 |
100,26 |
1 |
WZ0120 |
PL0000108601 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,10 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,73 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 422 500 |
1 517,29 |
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 |
101,96 |
102,03 |
1,58 |
1,42 |
102,00 |
1,49 |
OK0116 |
PL0000107587 |
98,91 |
99,02 |
1,62 |
1,45 |
98,97 |
1,53 |
PS0416 |
PL0000106340 |
103,05 |
103,15 |
1,66 |
1,55 |
103,10 |
1,61 |
OK0716 |
PL0000107926 |
98,06 |
98,24 |
1,67 |
1,52 |
98,15 |
1,59 |
IZ0816 |
PL0000103529 |
102,80 |
103,30 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
104,24 |
104,42 |
1,71 |
1,59 |
104,33 |
1,65 |
WZ0117 |
PL0000106936 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,67 |
105,81 |
1,73 |
1,66 |
105,74 |
1,70 |
OK0717 |
PL0000108502 |
96,25 |
96,42 |
1,77 |
1,69 |
96,34 |
1,72 |
DS1017 |
PL0000104543 |
108,14 |
108,34 |
1,79 |
1,71 |
108,24 |
1,75 |
WZ0118 |
PL0000104717 |
99,83 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,18 |
105,37 |
1,91 |
1,85 |
105,28 |
1,88 |
PS0718 |
PL0000107595 |
101,52 |
101,76 |
2,00 |
1,92 |
101,64 |
1,96 |
WZ0119 |
PL0000107603 |
99,57 |
99,78 |
--- |
--- |
99,68 |
--- |
PS0719 |
PL0000108148 |
104,13 |
104,39 |
2,20 |
2,14 |
104,26 |
2,17 |
DS1019 |
PL0000105441 |
113,82 |
114,09 |
2,19 |
2,13 |
113,96 |
2,16 |
PS0420 |
PL0000108510 |
96,21 |
96,46 |
2,32 |
2,26 |
96,34 |
2,29 |
DS1020 |
PL0000106126 |
114,80 |
115,04 |
2,31 |
2,27 |
114,92 |
2,29 |
WZ0121 |
PL0000106068 |
98,86 |
99,24 |
--- |
--- |
99,05 |
--- |
DS1021 |
PL0000106670 |
119,29 |
119,64 |
2,46 |
2,41 |
119,47 |
2,44 |
WS0922 |
PL0000102646 |
120,93 |
121,25 |
2,58 |
2,54 |
121,09 |
2,56 |
IZ0823 |
PL0000105359 |
113,23 |
113,94 |
--- |
--- |
113,59 |
--- |
DS1023 |
PL0000107264 |
110,09 |
110,36 |
2,65 |
2,61 |
110,23 |
2,63 |
WZ0124 |
PL0000107454 |
97,65 |
98,03 |
--- |
--- |
97,84 |
--- |
DS0725 |
PL0000108197 |
104,09 |
104,43 |
2,78 |
2,74 |
104,26 |
2,76 |
WS0429 |
PL0000105391 |
131,90 |
132,91 |
2,93 |
2,85 |
132,41 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,96 |
102,03 |
1,58 |
1,42 |
102,00 |
1,49 |
OK0116 |
PL0000107587 |
98,91 |
98,99 |
1,62 |
1,50 |
98,95 |
1,56 |
PS0416 |
PL0000106340 |
103,06 |
103,13 |
1,65 |
1,58 |
103,10 |
1,61 |
OK0716 |
PL0000107926 |
98,07 |
98,17 |
1,66 |
1,58 |
98,12 |
1,62 |
IZ0816 |
PL0000103529 |
102,82 |
103,28 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
104,20 |
104,33 |
1,74 |
1,65 |
104,27 |
1,69 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,57 |
105,74 |
1,78 |
1,70 |
105,66 |
1,74 |
OK0717 |
PL0000108502 |
96,12 |
96,24 |
1,83 |
1,77 |
96,18 |
1,80 |
DS1017 |
PL0000104543 |
107,97 |
108,10 |
1,86 |
1,81 |
108,04 |
1,83 |
WZ0118 |
PL0000104717 |
99,86 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
105,06 |
105,18 |
1,95 |
1,91 |
105,12 |
1,93 |
PS0718 |
PL0000107595 |
101,34 |
101,53 |
2,06 |
2,00 |
101,44 |
2,02 |
WZ0119 |
PL0000107603 |
99,57 |
99,65 |
--- |
--- |
99,61 |
--- |
PS0719 |
PL0000108148 |
103,94 |
104,15 |
2,25 |
2,20 |
104,05 |
2,22 |
DS1019 |
PL0000105441 |
113,53 |
113,81 |
2,25 |
2,19 |
113,67 |
2,22 |
PS0420 |
PL0000108510 |
95,96 |
96,13 |
2,38 |
2,34 |
96,05 |
2,36 |
DS1020 |
PL0000106126 |
114,48 |
114,77 |
2,37 |
2,32 |
114,63 |
2,34 |
WZ0121 |
PL0000106068 |
99,00 |
99,17 |
--- |
--- |
99,09 |
--- |
DS1021 |
PL0000106670 |
118,98 |
119,30 |
2,51 |
2,46 |
119,14 |
2,49 |
WS0922 |
PL0000102646 |
120,76 |
121,13 |
2,60 |
2,55 |
120,95 |
2,58 |
IZ0823 |
PL0000105359 |
113,23 |
113,87 |
--- |
--- |
113,55 |
--- |
DS1023 |
PL0000107264 |
109,77 |
110,01 |
2,69 |
2,66 |
109,89 |
2,67 |
WZ0124 |
PL0000107454 |
97,68 |
97,89 |
--- |
--- |
97,79 |
--- |
DS0725 |
PL0000108197 |
103,79 |
104,06 |
2,81 |
2,78 |
103,93 |
2,80 |
WS0429 |
PL0000105391 |
131,37 |
132,31 |
2,96 |
2,90 |
131,84 |
2,93 |
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 |
1,330 |
1,330 |
1,330 |
240 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
20 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
35 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
15 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
60 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
20 |
TOTAL |
390 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.