2015-05-26 |
MARKET DATA |
No 99 (2630) |
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 |
722,50 |
762,73 |
68 |
905,00 |
1 011,05 |
13 |
1 627,50 |
1 773,79 |
81 |
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 |
99,76 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,89 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,97 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,03 |
103,05 |
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 |
104,14 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,50 |
105,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,14 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,84 |
107,83 |
107,850 |
107,860 |
107,850 |
107,860 |
107,858 |
65 000 |
72,12 |
2 |
PS0418 |
PL0000107314 |
104,77 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,18 |
101,13 |
101,220 |
101,230 |
101,130 |
101,130 |
101,210 |
90 000 |
92,98 |
6 |
PS0719 |
PL0000108148 |
103,60 |
103,49 |
103,580 |
103,590 |
103,580 |
103,590 |
103,588 |
25 000 |
26,58 |
2 |
DS1019 |
PL0000105441 |
113,02 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,55 |
95,35 |
95,600 |
95,600 |
95,350 |
95,350 |
95,403 |
205 000 |
195,85 |
21 |
DS1020 |
PL0000106126 |
114,00 |
113,80 |
113,800 |
113,800 |
113,800 |
113,800 |
113,800 |
20 000 |
23,38 |
1 |
DS1021 |
PL0000106670 |
118,29 |
118,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,95 |
119,65 |
120,270 |
120,280 |
119,650 |
119,650 |
120,017 |
45 000 |
55,76 |
5 |
DS1023 |
PL0000107264 |
108,90 |
108,65 |
108,800 |
108,800 |
108,700 |
108,700 |
108,733 |
15 000 |
16,66 |
2 |
DS0725 |
PL0000108197 |
103,00 |
102,58 |
103,100 |
103,100 |
102,450 |
102,450 |
102,726 |
227 500 |
239,92 |
26 |
WS0428 |
PL0000107611 |
95,69 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,48 |
130,42 |
130,730 |
130,730 |
130,730 |
130,730 |
130,730 |
10 000 |
13,12 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,06 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,75 |
112,71 |
112,660 |
112,660 |
112,600 |
112,600 |
112,630 |
20 000 |
26,35 |
2 |
WZ0117 |
PL0000106936 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,55 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,24 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,97 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,55 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
722 500 |
762,73 |
68 |
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 |
101,96 |
1,58 |
1,37 |
101,92 |
1,46 |
OK0116 |
PL0000107587 |
98,93 |
99,02 |
1,64 |
1,50 |
98,98 |
1,56 |
PS0416 |
PL0000106340 |
102,98 |
103,09 |
1,67 |
1,55 |
103,04 |
1,60 |
OK0716 |
PL0000107926 |
98,02 |
98,20 |
1,74 |
1,58 |
98,11 |
1,66 |
IZ0816 |
PL0000103529 |
102,88 |
103,41 |
--- |
--- |
103,15 |
--- |
PS1016 |
PL0000106795 |
104,12 |
104,24 |
1,76 |
1,67 |
104,18 |
1,72 |
WZ0117 |
PL0000106936 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,46 |
105,62 |
1,81 |
1,73 |
105,54 |
1,77 |
OK0717 |
PL0000108502 |
96,10 |
96,26 |
1,86 |
1,78 |
96,18 |
1,82 |
DS1017 |
PL0000104543 |
107,82 |
108,01 |
1,89 |
1,82 |
107,92 |
1,85 |
WZ0118 |
PL0000104717 |
99,82 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,72 |
104,89 |
2,06 |
2,00 |
104,81 |
2,03 |
PS0718 |
PL0000107595 |
101,11 |
101,30 |
2,13 |
2,07 |
101,21 |
2,10 |
WZ0119 |
PL0000107603 |
99,50 |
99,68 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,53 |
103,73 |
2,35 |
2,30 |
103,63 |
2,32 |
DS1019 |
PL0000105441 |
112,98 |
113,28 |
2,36 |
2,29 |
113,13 |
2,33 |
PS0420 |
PL0000108510 |
95,50 |
95,67 |
2,48 |
2,44 |
95,59 |
2,46 |
DS1020 |
PL0000106126 |
113,86 |
114,16 |
2,48 |
2,42 |
114,01 |
2,45 |
WZ0121 |
PL0000106068 |
98,89 |
99,17 |
--- |
--- |
99,03 |
--- |
DS1021 |
PL0000106670 |
118,25 |
118,70 |
2,62 |
2,55 |
118,48 |
2,58 |
WS0922 |
PL0000102646 |
119,91 |
120,32 |
2,71 |
2,66 |
120,12 |
2,68 |
IZ0823 |
PL0000105359 |
111,74 |
114,27 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
108,85 |
109,28 |
2,80 |
2,75 |
109,07 |
2,77 |
WZ0124 |
PL0000107454 |
97,44 |
97,74 |
--- |
--- |
97,59 |
--- |
DS0725 |
PL0000108197 |
102,91 |
103,15 |
2,91 |
2,88 |
103,03 |
2,90 |
WS0429 |
PL0000105391 |
129,09 |
132,45 |
3,13 |
2,88 |
130,77 |
3,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,86 |
101,96 |
1,60 |
1,37 |
101,91 |
1,49 |
OK0116 |
PL0000107587 |
98,95 |
99,03 |
1,60 |
1,48 |
98,99 |
1,54 |
PS0416 |
PL0000106340 |
103,00 |
103,10 |
1,65 |
1,54 |
103,05 |
1,59 |
OK0716 |
PL0000107926 |
98,04 |
98,18 |
1,72 |
1,59 |
98,11 |
1,66 |
IZ0816 |
PL0000103529 |
102,96 |
103,43 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
104,11 |
104,20 |
1,76 |
1,70 |
104,16 |
1,73 |
WZ0117 |
PL0000106936 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,42 |
105,60 |
1,83 |
1,74 |
105,51 |
1,79 |
OK0717 |
PL0000108502 |
96,07 |
96,23 |
1,87 |
1,79 |
96,15 |
1,83 |
DS1017 |
PL0000104543 |
107,74 |
107,86 |
1,93 |
1,88 |
107,80 |
1,90 |
WZ0118 |
PL0000104717 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,65 |
104,78 |
2,08 |
2,04 |
104,72 |
2,06 |
PS0718 |
PL0000107595 |
101,00 |
101,17 |
2,17 |
2,11 |
101,09 |
2,14 |
WZ0119 |
PL0000107603 |
99,51 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,38 |
103,57 |
2,38 |
2,34 |
103,48 |
2,36 |
DS1019 |
PL0000105441 |
112,81 |
113,10 |
2,40 |
2,33 |
112,96 |
2,37 |
PS0420 |
PL0000108510 |
95,27 |
95,43 |
2,53 |
2,50 |
95,35 |
2,52 |
DS1020 |
PL0000106126 |
113,58 |
113,85 |
2,53 |
2,48 |
113,72 |
2,50 |
WZ0121 |
PL0000106068 |
98,89 |
99,14 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
117,85 |
118,21 |
2,68 |
2,62 |
118,03 |
2,65 |
WS0922 |
PL0000102646 |
119,39 |
119,80 |
2,78 |
2,73 |
119,60 |
2,75 |
IZ0823 |
PL0000105359 |
112,44 |
113,95 |
--- |
--- |
113,20 |
--- |
DS1023 |
PL0000107264 |
108,27 |
108,69 |
2,88 |
2,82 |
108,48 |
2,85 |
WZ0124 |
PL0000107454 |
97,47 |
97,77 |
--- |
--- |
97,62 |
--- |
DS0725 |
PL0000108197 |
102,37 |
102,65 |
2,97 |
2,94 |
102,51 |
2,96 |
WS0429 |
PL0000105391 |
129,66 |
130,60 |
3,09 |
3,02 |
130,13 |
3,06 |
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 |
1,300 |
1,300 |
1,300 |
20 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
25 |
DS1015 |
PL0000103602 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
100 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,340 |
1,340 |
1,340 |
100 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
170 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,340 |
1,340 |
1,340 |
5 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
250 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
15 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
140 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
20 |
TOTAL |
905 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.