2015-05-29 |
MARKET DATA |
No 102 (2633) |
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 |
960,00 |
1 031,88 |
76 |
475,00 |
492,81 |
8 |
1 435,00 |
1 524,69 |
84 |
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 |
99,78 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,82 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,99 |
99,00 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
25 000 |
24,75 |
1 |
PS0416 |
PL0000106340 |
102,97 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,12 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,18 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,53 |
105,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,25 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,94 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,84 |
104,84 |
104,840 |
104,840 |
104,840 |
104,840 |
104,840 |
10 000 |
10,52 |
1 |
PS0718 |
PL0000107595 |
101,23 |
101,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,85 |
103,70 |
103,700 |
103,850 |
103,700 |
103,790 |
103,718 |
165 000 |
175,72 |
9 |
DS1019 |
PL0000105441 |
113,16 |
113,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,68 |
95,62 |
95,670 |
95,750 |
95,660 |
95,750 |
95,683 |
50 000 |
47,92 |
6 |
DS1020 |
PL0000106126 |
113,94 |
114,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,30 |
118,26 |
118,250 |
118,250 |
118,220 |
118,220 |
118,229 |
70 000 |
85,19 |
7 |
WS0922 |
PL0000102646 |
119,93 |
119,80 |
119,890 |
119,930 |
119,890 |
119,930 |
119,912 |
55 000 |
68,14 |
6 |
DS1023 |
PL0000107264 |
108,78 |
108,70 |
108,700 |
108,700 |
108,680 |
108,700 |
108,698 |
40 000 |
44,44 |
5 |
DS0725 |
PL0000108197 |
102,90 |
102,70 |
102,850 |
102,860 |
102,700 |
102,830 |
102,765 |
545 000 |
575,21 |
41 |
WS0428 |
PL0000107611 |
95,90 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,00 |
130,20 |
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 |
103,10 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,95 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,89 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,59 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,31 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,05 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,62 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
960 000 |
1 031,88 |
76 |
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 |
101,80 |
101,89 |
1,60 |
1,38 |
101,85 |
1,48 |
OK0116 |
PL0000107587 |
98,95 |
99,04 |
1,64 |
1,50 |
99,00 |
1,56 |
PS0416 |
PL0000106340 |
102,93 |
103,06 |
1,67 |
1,53 |
103,00 |
1,60 |
OK0716 |
PL0000107926 |
98,09 |
98,22 |
1,69 |
1,58 |
98,16 |
1,63 |
IZ0816 |
PL0000103529 |
103,01 |
103,41 |
--- |
--- |
103,21 |
--- |
PS1016 |
PL0000106795 |
104,15 |
104,26 |
1,71 |
1,63 |
104,21 |
1,67 |
WZ0117 |
PL0000106936 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,49 |
105,64 |
1,78 |
1,70 |
105,57 |
1,73 |
OK0717 |
PL0000108502 |
96,21 |
96,35 |
1,82 |
1,75 |
96,28 |
1,78 |
DS1017 |
PL0000104543 |
107,89 |
108,08 |
1,85 |
1,77 |
107,99 |
1,81 |
WZ0118 |
PL0000104717 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,95 |
2,04 |
1,97 |
104,86 |
2,00 |
PS0718 |
PL0000107595 |
101,15 |
101,36 |
2,12 |
2,05 |
101,26 |
2,08 |
WZ0119 |
PL0000107603 |
99,51 |
99,68 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
103,60 |
103,78 |
2,33 |
2,28 |
103,69 |
2,30 |
DS1019 |
PL0000105441 |
113,03 |
113,30 |
2,34 |
2,28 |
113,17 |
2,31 |
PS0420 |
PL0000108510 |
95,50 |
95,70 |
2,48 |
2,44 |
95,60 |
2,46 |
DS1020 |
PL0000106126 |
113,80 |
114,10 |
2,48 |
2,43 |
113,95 |
2,45 |
WZ0121 |
PL0000106068 |
98,83 |
99,24 |
--- |
--- |
99,04 |
--- |
DS1021 |
PL0000106670 |
118,03 |
118,45 |
2,64 |
2,58 |
118,24 |
2,61 |
WS0922 |
PL0000102646 |
119,56 |
119,94 |
2,75 |
2,70 |
119,75 |
2,73 |
IZ0823 |
PL0000105359 |
112,31 |
113,95 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
108,47 |
108,87 |
2,85 |
2,80 |
108,67 |
2,82 |
WZ0124 |
PL0000107454 |
97,46 |
97,83 |
--- |
--- |
97,65 |
--- |
DS0725 |
PL0000108197 |
102,60 |
102,89 |
2,95 |
2,91 |
102,75 |
2,93 |
WS0429 |
PL0000105391 |
129,50 |
130,47 |
3,10 |
3,03 |
129,99 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,81 |
101,88 |
1,57 |
1,41 |
101,85 |
1,48 |
OK0116 |
PL0000107587 |
98,98 |
99,03 |
1,59 |
1,51 |
99,01 |
1,54 |
PS0416 |
PL0000106340 |
102,95 |
103,00 |
1,65 |
1,60 |
102,98 |
1,62 |
OK0716 |
PL0000107926 |
98,09 |
98,21 |
1,69 |
1,59 |
98,15 |
1,64 |
IZ0816 |
PL0000103529 |
103,01 |
103,41 |
--- |
--- |
103,21 |
--- |
PS1016 |
PL0000106795 |
104,15 |
104,24 |
1,71 |
1,65 |
104,20 |
1,67 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,50 |
105,58 |
1,77 |
1,73 |
105,54 |
1,75 |
OK0717 |
PL0000108502 |
96,20 |
96,32 |
1,82 |
1,76 |
96,26 |
1,79 |
DS1017 |
PL0000104543 |
107,90 |
108,03 |
1,84 |
1,79 |
107,97 |
1,82 |
WZ0118 |
PL0000104717 |
99,83 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,93 |
2,03 |
1,98 |
104,86 |
2,00 |
PS0718 |
PL0000107595 |
101,19 |
101,37 |
2,10 |
2,04 |
101,28 |
2,07 |
WZ0119 |
PL0000107603 |
99,51 |
99,66 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,67 |
103,84 |
2,31 |
2,27 |
103,76 |
2,29 |
DS1019 |
PL0000105441 |
113,09 |
113,37 |
2,33 |
2,27 |
113,23 |
2,30 |
PS0420 |
PL0000108510 |
95,58 |
95,70 |
2,47 |
2,44 |
95,64 |
2,45 |
DS1020 |
PL0000106126 |
113,87 |
114,16 |
2,47 |
2,41 |
114,02 |
2,44 |
WZ0121 |
PL0000106068 |
98,90 |
99,23 |
--- |
--- |
99,07 |
--- |
DS1021 |
PL0000106670 |
118,04 |
118,41 |
2,64 |
2,59 |
118,23 |
2,61 |
WS0922 |
PL0000102646 |
119,59 |
119,95 |
2,75 |
2,70 |
119,77 |
2,73 |
IZ0823 |
PL0000105359 |
112,43 |
113,97 |
--- |
--- |
113,20 |
--- |
DS1023 |
PL0000107264 |
108,60 |
108,81 |
2,83 |
2,80 |
108,71 |
2,82 |
WZ0124 |
PL0000107454 |
97,51 |
97,77 |
--- |
--- |
97,64 |
--- |
DS0725 |
PL0000108197 |
102,66 |
102,88 |
2,94 |
2,91 |
102,77 |
2,93 |
WS0429 |
PL0000105391 |
129,51 |
130,56 |
3,10 |
3,02 |
130,04 |
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) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
30 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,330 |
1,330 |
1,330 |
20 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,330 |
1,330 |
1,330 |
10 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
40 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
90 |
OK0116 |
PL0000107587 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
140 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
145 |
TOTAL |
475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.