2015-05-18 |
MARKET DATA |
No 93 (2624) |
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 |
507,50 |
538,10 |
48 |
1 635,00 |
1 750,30 |
15 |
2 142,50 |
2 288,40 |
63 |
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 |
99,72 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,98 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,93 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,10 |
103,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,09 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,25 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,60 |
105,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,15 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,03 |
108,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,11 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,48 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,00 |
104,00 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
10 000 |
10,67 |
2 |
DS1019 |
PL0000105441 |
113,65 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,10 |
96,05 |
96,050 |
96,070 |
96,010 |
96,010 |
96,024 |
95 000 |
91,32 |
10 |
DS1020 |
PL0000106126 |
114,60 |
114,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,10 |
119,05 |
118,990 |
119,050 |
118,980 |
119,050 |
118,998 |
45 000 |
55,02 |
3 |
WS0922 |
PL0000102646 |
120,64 |
120,73 |
120,730 |
120,730 |
120,730 |
120,730 |
120,730 |
5 000 |
6,22 |
1 |
DS1023 |
PL0000107264 |
109,68 |
109,59 |
109,590 |
109,640 |
109,590 |
109,640 |
109,619 |
80 000 |
89,51 |
8 |
DS0725 |
PL0000108197 |
103,68 |
103,60 |
103,650 |
103,700 |
103,530 |
103,550 |
103,621 |
200 000 |
212,57 |
21 |
WS0428 |
PL0000107611 |
96,42 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,58 |
131,63 |
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 |
102,86 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,40 |
113,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
50 000 |
50,32 |
1 |
WZ0118 |
PL0000104717 |
99,91 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,60 |
99,58 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
10 000 |
10,02 |
1 |
WZ0120 |
PL0000108601 |
99,33 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,02 |
99,02 |
99,020 |
99,020 |
99,020 |
99,020 |
99,020 |
12 500 |
12,46 |
1 |
WZ0124 |
PL0000107454 |
97,70 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
507 500 |
538,10 |
48 |
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 |
101,97 |
102,05 |
1,58 |
1,40 |
102,01 |
1,49 |
OK0116 |
PL0000107587 |
98,90 |
98,99 |
1,63 |
1,49 |
98,95 |
1,55 |
PS0416 |
PL0000106340 |
103,04 |
103,16 |
1,68 |
1,55 |
103,10 |
1,62 |
OK0716 |
PL0000107926 |
98,03 |
98,20 |
1,70 |
1,55 |
98,12 |
1,62 |
IZ0816 |
PL0000103529 |
102,78 |
103,26 |
--- |
--- |
103,02 |
--- |
PS1016 |
PL0000106795 |
104,20 |
104,38 |
1,75 |
1,62 |
104,29 |
1,68 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,57 |
105,72 |
1,79 |
1,71 |
105,65 |
1,75 |
OK0717 |
PL0000108502 |
96,12 |
96,28 |
1,83 |
1,75 |
96,20 |
1,79 |
DS1017 |
PL0000104543 |
108,01 |
108,21 |
1,85 |
1,77 |
108,11 |
1,81 |
WZ0118 |
PL0000104717 |
99,84 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,08 |
105,25 |
1,95 |
1,89 |
105,17 |
1,92 |
PS0718 |
PL0000107595 |
101,41 |
101,59 |
2,03 |
1,98 |
101,50 |
2,01 |
WZ0119 |
PL0000107603 |
99,56 |
99,75 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
103,96 |
104,21 |
2,24 |
2,18 |
104,09 |
2,21 |
DS1019 |
PL0000105441 |
113,58 |
113,88 |
2,24 |
2,18 |
113,73 |
2,21 |
PS0420 |
PL0000108510 |
96,03 |
96,19 |
2,36 |
2,32 |
96,11 |
2,34 |
DS1020 |
PL0000106126 |
114,55 |
114,83 |
2,36 |
2,31 |
114,69 |
2,33 |
WZ0121 |
PL0000106068 |
98,87 |
99,24 |
--- |
--- |
99,06 |
--- |
DS1021 |
PL0000106670 |
119,02 |
119,23 |
2,51 |
2,47 |
119,13 |
2,49 |
WS0922 |
PL0000102646 |
120,58 |
120,88 |
2,63 |
2,59 |
120,73 |
2,61 |
IZ0823 |
PL0000105359 |
113,15 |
113,90 |
--- |
--- |
113,53 |
--- |
DS1023 |
PL0000107264 |
109,44 |
109,84 |
2,73 |
2,68 |
109,64 |
2,70 |
WZ0124 |
PL0000107454 |
97,63 |
97,93 |
--- |
--- |
97,78 |
--- |
DS0725 |
PL0000108197 |
103,55 |
103,83 |
2,84 |
2,81 |
103,69 |
2,82 |
WS0429 |
PL0000105391 |
130,85 |
131,97 |
3,00 |
2,92 |
131,41 |
2,96 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,97 |
102,05 |
1,58 |
1,40 |
102,01 |
1,49 |
OK0116 |
PL0000107587 |
98,91 |
98,99 |
1,61 |
1,49 |
98,95 |
1,55 |
PS0416 |
PL0000106340 |
103,08 |
103,17 |
1,64 |
1,54 |
103,13 |
1,58 |
OK0716 |
PL0000107926 |
98,07 |
98,20 |
1,66 |
1,55 |
98,14 |
1,60 |
IZ0816 |
PL0000103529 |
102,81 |
103,24 |
--- |
--- |
103,03 |
--- |
PS1016 |
PL0000106795 |
104,22 |
104,37 |
1,73 |
1,63 |
104,30 |
1,68 |
WZ0117 |
PL0000106936 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,56 |
105,72 |
1,79 |
1,71 |
105,64 |
1,75 |
OK0717 |
PL0000108502 |
96,11 |
96,25 |
1,83 |
1,77 |
96,18 |
1,80 |
DS1017 |
PL0000104543 |
107,97 |
108,09 |
1,86 |
1,81 |
108,03 |
1,84 |
WZ0118 |
PL0000104717 |
99,88 |
99,97 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
105,02 |
105,13 |
1,97 |
1,93 |
105,08 |
1,95 |
PS0718 |
PL0000107595 |
101,35 |
101,49 |
2,05 |
2,01 |
101,42 |
2,03 |
WZ0119 |
PL0000107603 |
99,54 |
99,64 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,90 |
104,07 |
2,26 |
2,22 |
103,99 |
2,24 |
DS1019 |
PL0000105441 |
113,44 |
113,74 |
2,27 |
2,21 |
113,59 |
2,24 |
PS0420 |
PL0000108510 |
95,90 |
96,08 |
2,39 |
2,35 |
95,99 |
2,37 |
DS1020 |
PL0000106126 |
114,38 |
114,69 |
2,39 |
2,33 |
114,54 |
2,36 |
WZ0121 |
PL0000106068 |
98,91 |
99,09 |
--- |
--- |
99,00 |
--- |
DS1021 |
PL0000106670 |
118,83 |
119,19 |
2,54 |
2,48 |
119,01 |
2,51 |
WS0922 |
PL0000102646 |
120,40 |
120,83 |
2,65 |
2,59 |
120,62 |
2,62 |
IZ0823 |
PL0000105359 |
113,24 |
113,91 |
--- |
--- |
113,58 |
--- |
DS1023 |
PL0000107264 |
109,43 |
109,70 |
2,73 |
2,70 |
109,57 |
2,71 |
WZ0124 |
PL0000107454 |
97,61 |
97,86 |
--- |
--- |
97,74 |
--- |
DS0725 |
PL0000108197 |
103,47 |
103,74 |
2,85 |
2,82 |
103,61 |
2,83 |
WS0429 |
PL0000105391 |
130,95 |
131,85 |
3,00 |
2,93 |
131,40 |
2,96 |
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 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
240 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
280 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
95 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,300 |
1,320 |
1,309 |
90 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
55 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
15 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
15 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
245 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
80 |
TOTAL |
1 135 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.