2015-05-20 |
MARKET DATA |
No 95 (2626) |
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 |
1 187,50 |
1 252,63 |
83 |
1 820,00 |
1 898,40 |
13 |
3 007,50 |
3 151,04 |
96 |
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 |
99,73 |
99,730 |
99,730 |
99,730 |
99,730 |
99,730 |
50 000 |
49,87 |
1 |
DS1015 |
PL0000103602 |
101,96 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,93 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,08 |
103,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,10 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,28 |
104,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,66 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,24 |
96,20 |
96,220 |
96,240 |
96,220 |
96,240 |
96,224 |
27 500 |
26,46 |
2 |
DS1017 |
PL0000104543 |
108,14 |
108,10 |
108,140 |
108,150 |
108,120 |
108,120 |
108,138 |
140 000 |
155,60 |
4 |
PS0418 |
PL0000107314 |
105,18 |
105,10 |
105,100 |
105,160 |
105,100 |
105,160 |
105,150 |
60 000 |
63,26 |
2 |
PS0718 |
PL0000107595 |
101,54 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,15 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,80 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,22 |
96,02 |
96,100 |
96,220 |
96,050 |
96,070 |
96,133 |
165 000 |
158,80 |
15 |
DS1020 |
PL0000106126 |
114,80 |
114,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,34 |
119,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,16 |
121,00 |
121,000 |
121,000 |
121,000 |
121,000 |
121,000 |
5 000 |
6,24 |
1 |
DS1023 |
PL0000107264 |
110,20 |
109,90 |
110,000 |
110,330 |
109,900 |
109,900 |
110,102 |
245 000 |
275,36 |
22 |
DS0725 |
PL0000108197 |
104,36 |
103,96 |
104,050 |
104,400 |
103,890 |
103,970 |
104,096 |
330 000 |
352,36 |
26 |
WS0428 |
PL0000107611 |
97,00 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,09 |
131,88 |
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 |
103,14 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,30 |
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 |
99,88 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,61 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,41 |
99,45 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
5 000 |
5,00 |
1 |
WZ0121 |
PL0000106068 |
99,10 |
99,11 |
99,110 |
99,170 |
99,110 |
99,170 |
99,153 |
160 000 |
159,69 |
9 |
WZ0124 |
PL0000107454 |
97,73 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 187 500 |
1 252,63 |
83 |
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 |
101,95 |
102,02 |
1,57 |
1,41 |
101,99 |
1,48 |
OK0116 |
PL0000107587 |
98,92 |
99,00 |
1,61 |
1,49 |
98,96 |
1,55 |
PS0416 |
PL0000106340 |
103,04 |
103,13 |
1,66 |
1,57 |
103,09 |
1,61 |
OK0716 |
PL0000107926 |
98,05 |
98,19 |
1,69 |
1,56 |
98,12 |
1,62 |
IZ0816 |
PL0000103529 |
102,89 |
103,26 |
--- |
--- |
103,08 |
--- |
PS1016 |
PL0000106795 |
104,23 |
104,35 |
1,71 |
1,63 |
104,29 |
1,67 |
WZ0117 |
PL0000106936 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,57 |
105,69 |
1,78 |
1,72 |
105,63 |
1,75 |
OK0717 |
PL0000108502 |
96,15 |
96,27 |
1,82 |
1,76 |
96,21 |
1,79 |
DS1017 |
PL0000104543 |
108,01 |
108,15 |
1,84 |
1,78 |
108,08 |
1,81 |
WZ0118 |
PL0000104717 |
99,84 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,02 |
105,22 |
1,97 |
1,90 |
105,12 |
1,93 |
PS0718 |
PL0000107595 |
101,37 |
101,58 |
2,05 |
1,98 |
101,48 |
2,01 |
WZ0119 |
PL0000107603 |
99,54 |
99,69 |
--- |
--- |
99,62 |
--- |
PS0719 |
PL0000108148 |
103,93 |
104,15 |
2,25 |
2,20 |
104,04 |
2,22 |
DS1019 |
PL0000105441 |
113,53 |
113,82 |
2,25 |
2,19 |
113,68 |
2,22 |
PS0420 |
PL0000108510 |
95,95 |
96,13 |
2,38 |
2,34 |
96,04 |
2,36 |
DS1020 |
PL0000106126 |
114,52 |
114,75 |
2,36 |
2,32 |
114,64 |
2,34 |
WZ0121 |
PL0000106068 |
98,98 |
99,22 |
--- |
--- |
99,10 |
--- |
DS1021 |
PL0000106670 |
119,01 |
119,38 |
2,51 |
2,45 |
119,20 |
2,48 |
WS0922 |
PL0000102646 |
120,77 |
121,19 |
2,60 |
2,54 |
120,98 |
2,57 |
IZ0823 |
PL0000105359 |
113,00 |
113,89 |
--- |
--- |
113,45 |
--- |
DS1023 |
PL0000107264 |
109,82 |
110,11 |
2,68 |
2,64 |
109,97 |
2,66 |
WZ0124 |
PL0000107454 |
97,67 |
97,89 |
--- |
--- |
97,78 |
--- |
DS0725 |
PL0000108197 |
103,85 |
104,15 |
2,81 |
2,77 |
104,00 |
2,79 |
WS0429 |
PL0000105391 |
131,46 |
132,46 |
2,96 |
2,88 |
131,96 |
2,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,95 |
102,02 |
1,57 |
1,41 |
101,99 |
1,48 |
OK0116 |
PL0000107587 |
98,91 |
99,00 |
1,63 |
1,49 |
98,96 |
1,55 |
PS0416 |
PL0000106340 |
103,05 |
103,14 |
1,65 |
1,56 |
103,10 |
1,60 |
OK0716 |
PL0000107926 |
98,07 |
98,18 |
1,67 |
1,57 |
98,13 |
1,62 |
IZ0816 |
PL0000103529 |
102,83 |
103,27 |
--- |
--- |
103,05 |
--- |
PS1016 |
PL0000106795 |
104,21 |
104,35 |
1,73 |
1,63 |
104,28 |
1,68 |
WZ0117 |
PL0000106936 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,57 |
105,76 |
1,78 |
1,68 |
105,67 |
1,73 |
OK0717 |
PL0000108502 |
96,14 |
96,28 |
1,82 |
1,76 |
96,21 |
1,79 |
DS1017 |
PL0000104543 |
108,06 |
108,18 |
1,82 |
1,77 |
108,12 |
1,79 |
WZ0118 |
PL0000104717 |
99,86 |
99,95 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,04 |
105,16 |
1,96 |
1,92 |
105,10 |
1,94 |
PS0718 |
PL0000107595 |
101,34 |
101,51 |
2,06 |
2,00 |
101,43 |
2,03 |
WZ0119 |
PL0000107603 |
99,57 |
99,70 |
--- |
--- |
99,64 |
--- |
PS0719 |
PL0000108148 |
103,95 |
104,12 |
2,25 |
2,20 |
104,04 |
2,22 |
DS1019 |
PL0000105441 |
113,48 |
113,77 |
2,26 |
2,20 |
113,63 |
2,23 |
PS0420 |
PL0000108510 |
95,95 |
96,09 |
2,38 |
2,35 |
96,02 |
2,36 |
DS1020 |
PL0000106126 |
114,44 |
114,69 |
2,38 |
2,33 |
114,57 |
2,35 |
WZ0121 |
PL0000106068 |
99,06 |
99,26 |
--- |
--- |
99,16 |
--- |
DS1021 |
PL0000106670 |
118,93 |
119,24 |
2,52 |
2,47 |
119,09 |
2,49 |
WS0922 |
PL0000102646 |
120,70 |
121,07 |
2,61 |
2,56 |
120,89 |
2,58 |
IZ0823 |
PL0000105359 |
112,98 |
113,92 |
--- |
--- |
113,45 |
--- |
DS1023 |
PL0000107264 |
109,64 |
109,96 |
2,70 |
2,66 |
109,80 |
2,68 |
WZ0124 |
PL0000107454 |
97,68 |
97,88 |
--- |
--- |
97,78 |
--- |
DS0725 |
PL0000108197 |
103,73 |
104,02 |
2,82 |
2,79 |
103,88 |
2,80 |
WS0429 |
PL0000105391 |
131,08 |
132,07 |
2,99 |
2,91 |
131,58 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
30 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
320 |
PS0416 |
PL0000106340 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
250 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,340 |
1,340 |
1,340 |
30 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
200 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
320 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
300 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
75 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
55 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,350 |
1,350 |
1,350 |
200 |
TOTAL |
1 820 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.