2015-05-25 |
MARKET DATA |
No 98 (2629) |
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 |
390,00 |
413,38 |
30 |
1 110,00 |
1 232,14 |
11 |
1 500,00 |
1 645,52 |
41 |
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 |
99,75 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,90 |
101,90 |
101,900 |
101,900 |
101,900 |
101,900 |
101,900 |
100 000 |
105,58 |
1 |
OK0116 |
PL0000107587 |
98,97 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,03 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,05 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,19 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,52 |
105,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,13 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,87 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,88 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,25 |
101,15 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
15 000 |
15,49 |
1 |
PS0719 |
PL0000108148 |
103,80 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,27 |
113,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,79 |
95,49 |
95,650 |
95,680 |
95,440 |
95,440 |
95,569 |
55 000 |
52,64 |
6 |
DS1020 |
PL0000106126 |
114,20 |
114,00 |
114,180 |
114,180 |
114,170 |
114,170 |
114,175 |
40 000 |
46,90 |
2 |
DS1021 |
PL0000106670 |
118,75 |
118,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,39 |
120,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,36 |
108,91 |
109,200 |
109,200 |
108,910 |
108,910 |
109,103 |
15 000 |
16,72 |
2 |
DS0725 |
PL0000108197 |
103,50 |
102,90 |
103,600 |
103,600 |
102,910 |
102,910 |
103,253 |
130 000 |
137,77 |
16 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,30 |
131,94 |
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 |
103,05 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,00 |
113,35 |
113,000 |
113,000 |
113,000 |
113,000 |
113,000 |
10 000 |
13,22 |
1 |
WZ0117 |
PL0000106936 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,58 |
99,65 |
99,580 |
99,580 |
99,580 |
99,580 |
99,580 |
25 000 |
25,06 |
1 |
WZ0120 |
PL0000108601 |
99,30 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,95 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,60 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
390 000 |
413,38 |
30 |
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 |
101,87 |
101,97 |
1,61 |
1,38 |
101,92 |
1,49 |
OK0116 |
PL0000107587 |
98,89 |
99,02 |
1,69 |
1,49 |
98,96 |
1,58 |
PS0416 |
PL0000106340 |
102,93 |
103,08 |
1,73 |
1,57 |
103,01 |
1,65 |
OK0716 |
PL0000107926 |
98,00 |
98,19 |
1,75 |
1,58 |
98,10 |
1,66 |
IZ0816 |
PL0000103529 |
102,94 |
103,30 |
--- |
--- |
103,12 |
--- |
PS1016 |
PL0000106795 |
104,11 |
104,23 |
1,77 |
1,69 |
104,17 |
1,73 |
WZ0117 |
PL0000106936 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,44 |
105,63 |
1,83 |
1,73 |
105,54 |
1,77 |
OK0717 |
PL0000108502 |
96,07 |
96,23 |
1,87 |
1,79 |
96,15 |
1,83 |
DS1017 |
PL0000104543 |
107,84 |
108,06 |
1,89 |
1,80 |
107,95 |
1,84 |
WZ0118 |
PL0000104717 |
99,82 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,85 |
105,07 |
2,02 |
1,94 |
104,96 |
1,98 |
PS0718 |
PL0000107595 |
101,21 |
101,45 |
2,10 |
2,02 |
101,33 |
2,06 |
WZ0119 |
PL0000107603 |
99,54 |
99,72 |
--- |
--- |
99,63 |
--- |
PS0719 |
PL0000108148 |
103,71 |
103,94 |
2,30 |
2,24 |
103,83 |
2,27 |
DS1019 |
PL0000105441 |
113,24 |
113,53 |
2,31 |
2,24 |
113,39 |
2,27 |
PS0420 |
PL0000108510 |
95,65 |
95,93 |
2,45 |
2,39 |
95,79 |
2,42 |
DS1020 |
PL0000106126 |
114,15 |
114,46 |
2,42 |
2,37 |
114,31 |
2,39 |
WZ0121 |
PL0000106068 |
98,89 |
99,23 |
--- |
--- |
99,06 |
--- |
DS1021 |
PL0000106670 |
118,67 |
119,00 |
2,55 |
2,50 |
118,84 |
2,53 |
WS0922 |
PL0000102646 |
120,32 |
120,76 |
2,66 |
2,60 |
120,54 |
2,63 |
IZ0823 |
PL0000105359 |
111,86 |
115,17 |
--- |
--- |
113,52 |
--- |
DS1023 |
PL0000107264 |
109,22 |
109,64 |
2,75 |
2,70 |
109,43 |
2,73 |
WZ0124 |
PL0000107454 |
97,45 |
97,87 |
--- |
--- |
97,66 |
--- |
DS0725 |
PL0000108197 |
103,32 |
103,63 |
2,87 |
2,83 |
103,48 |
2,85 |
WS0429 |
PL0000105391 |
127,96 |
134,51 |
3,22 |
2,73 |
131,24 |
2,97 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,87 |
101,97 |
1,61 |
1,38 |
101,92 |
1,49 |
OK0116 |
PL0000107587 |
98,94 |
99,02 |
1,61 |
1,49 |
98,98 |
1,55 |
PS0416 |
PL0000106340 |
103,01 |
103,09 |
1,65 |
1,56 |
103,05 |
1,60 |
OK0716 |
PL0000107926 |
98,02 |
98,18 |
1,73 |
1,59 |
98,10 |
1,66 |
IZ0816 |
PL0000103529 |
102,95 |
103,38 |
--- |
--- |
103,17 |
--- |
PS1016 |
PL0000106795 |
104,12 |
104,22 |
1,76 |
1,69 |
104,17 |
1,73 |
WZ0117 |
PL0000106936 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,44 |
105,60 |
1,83 |
1,74 |
105,52 |
1,78 |
OK0717 |
PL0000108502 |
96,10 |
96,24 |
1,85 |
1,79 |
96,17 |
1,82 |
DS1017 |
PL0000104543 |
107,77 |
107,91 |
1,92 |
1,86 |
107,84 |
1,89 |
WZ0118 |
PL0000104717 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,71 |
104,88 |
2,06 |
2,01 |
104,80 |
2,03 |
PS0718 |
PL0000107595 |
101,09 |
101,24 |
2,14 |
2,09 |
101,17 |
2,11 |
WZ0119 |
PL0000107603 |
99,49 |
99,67 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
103,53 |
103,72 |
2,35 |
2,30 |
103,63 |
2,32 |
DS1019 |
PL0000105441 |
112,97 |
113,29 |
2,37 |
2,29 |
113,13 |
2,33 |
PS0420 |
PL0000108510 |
95,48 |
95,65 |
2,49 |
2,45 |
95,57 |
2,47 |
DS1020 |
PL0000106126 |
113,87 |
114,14 |
2,48 |
2,43 |
114,01 |
2,45 |
WZ0121 |
PL0000106068 |
98,87 |
99,16 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
118,25 |
118,65 |
2,62 |
2,56 |
118,45 |
2,59 |
WS0922 |
PL0000102646 |
119,90 |
120,35 |
2,71 |
2,65 |
120,13 |
2,68 |
IZ0823 |
PL0000105359 |
112,72 |
113,81 |
--- |
--- |
113,27 |
--- |
DS1023 |
PL0000107264 |
108,83 |
109,20 |
2,80 |
2,76 |
109,02 |
2,78 |
WZ0124 |
PL0000107454 |
97,41 |
97,78 |
--- |
--- |
97,60 |
--- |
DS0725 |
PL0000108197 |
102,89 |
103,20 |
2,91 |
2,88 |
103,05 |
2,90 |
WS0429 |
PL0000105391 |
129,17 |
132,37 |
3,13 |
2,89 |
130,77 |
3,01 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
120 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
160 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
140 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
280 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
30 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
35 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,300 |
1,340 |
1,316 |
195 |
TOTAL |
1 110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.