2015-05-21 |
MARKET DATA |
No 96 (2627) |
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 |
1 530,00 |
1 616,11 |
126 |
890,00 |
915,74 |
8 |
2 420,00 |
2 531,85 |
134 |
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 |
99,74 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,94 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,96 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,07 |
103,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,10 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,26 |
104,27 |
104,270 |
104,270 |
104,270 |
104,270 |
104,270 |
5 000 |
5,35 |
1 |
PS0417 |
PL0000107058 |
105,60 |
105,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,22 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,05 |
108,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,13 |
105,10 |
105,100 |
105,130 |
105,090 |
105,130 |
105,100 |
60 000 |
63,24 |
4 |
PS0718 |
PL0000107595 |
101,48 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,15 |
104,03 |
104,100 |
104,100 |
104,030 |
104,030 |
104,075 |
120 000 |
128,14 |
8 |
DS1019 |
PL0000105441 |
113,70 |
113,66 |
113,590 |
113,590 |
113,590 |
113,590 |
113,590 |
15 000 |
17,52 |
1 |
PS0420 |
PL0000108510 |
96,15 |
96,00 |
96,020 |
96,190 |
95,940 |
96,110 |
96,025 |
430 000 |
413,44 |
37 |
DS1020 |
PL0000106126 |
114,80 |
114,55 |
114,500 |
114,850 |
114,500 |
114,540 |
114,696 |
70 000 |
82,42 |
6 |
DS1021 |
PL0000106670 |
119,35 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,10 |
120,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,20 |
109,85 |
110,100 |
110,100 |
109,950 |
110,080 |
110,043 |
50 000 |
56,18 |
7 |
DS0725 |
PL0000108197 |
104,40 |
104,00 |
104,100 |
104,500 |
103,950 |
104,120 |
104,098 |
715 000 |
763,66 |
55 |
WS0428 |
PL0000107611 |
97,25 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,50 |
131,90 |
131,900 |
132,300 |
131,900 |
132,300 |
132,069 |
55 000 |
72,90 |
6 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,95 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,55 |
113,70 |
113,400 |
113,400 |
113,400 |
113,400 |
113,400 |
10 000 |
13,26 |
1 |
WZ0117 |
PL0000106936 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,90 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,63 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,10 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,75 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 530 000 |
1 616,11 |
126 |
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 |
101,91 |
101,98 |
1,58 |
1,42 |
101,95 |
1,48 |
OK0116 |
PL0000107587 |
98,93 |
99,03 |
1,62 |
1,46 |
98,98 |
1,54 |
PS0416 |
PL0000106340 |
103,01 |
103,13 |
1,66 |
1,54 |
103,07 |
1,60 |
OK0716 |
PL0000107926 |
98,06 |
98,19 |
1,69 |
1,57 |
98,13 |
1,63 |
IZ0816 |
PL0000103529 |
102,85 |
103,28 |
--- |
--- |
103,07 |
--- |
PS1016 |
PL0000106795 |
104,21 |
104,34 |
1,71 |
1,62 |
104,28 |
1,66 |
WZ0117 |
PL0000106936 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,57 |
105,73 |
1,77 |
1,69 |
105,65 |
1,73 |
OK0717 |
PL0000108502 |
96,17 |
96,29 |
1,82 |
1,76 |
96,23 |
1,79 |
DS1017 |
PL0000104543 |
108,02 |
108,17 |
1,82 |
1,76 |
108,10 |
1,79 |
WZ0118 |
PL0000104717 |
99,86 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,02 |
105,20 |
1,96 |
1,90 |
105,11 |
1,93 |
PS0718 |
PL0000107595 |
101,37 |
101,57 |
2,05 |
1,98 |
101,47 |
2,01 |
WZ0119 |
PL0000107603 |
99,58 |
99,73 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
103,96 |
104,14 |
2,24 |
2,20 |
104,05 |
2,22 |
DS1019 |
PL0000105441 |
113,51 |
113,78 |
2,25 |
2,19 |
113,65 |
2,22 |
PS0420 |
PL0000108510 |
95,99 |
96,12 |
2,37 |
2,34 |
96,06 |
2,36 |
DS1020 |
PL0000106126 |
114,55 |
114,78 |
2,35 |
2,31 |
114,67 |
2,33 |
WZ0121 |
PL0000106068 |
99,02 |
99,24 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
119,07 |
119,43 |
2,49 |
2,44 |
119,25 |
2,47 |
WS0922 |
PL0000102646 |
120,82 |
121,22 |
2,59 |
2,54 |
121,02 |
2,56 |
IZ0823 |
PL0000105359 |
113,26 |
113,88 |
--- |
--- |
113,57 |
--- |
DS1023 |
PL0000107264 |
109,81 |
110,22 |
2,68 |
2,63 |
110,02 |
2,65 |
WZ0124 |
PL0000107454 |
97,69 |
97,93 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
103,94 |
104,27 |
2,80 |
2,76 |
104,11 |
2,78 |
WS0429 |
PL0000105391 |
131,66 |
132,48 |
2,94 |
2,88 |
132,07 |
2,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,92 |
101,98 |
1,55 |
1,42 |
101,95 |
1,48 |
OK0116 |
PL0000107587 |
98,94 |
99,02 |
1,60 |
1,48 |
98,98 |
1,54 |
PS0416 |
PL0000106340 |
103,05 |
103,13 |
1,62 |
1,54 |
103,09 |
1,58 |
OK0716 |
PL0000107926 |
98,08 |
98,19 |
1,67 |
1,57 |
98,14 |
1,62 |
IZ0816 |
PL0000103529 |
102,88 |
103,20 |
--- |
--- |
103,04 |
--- |
PS1016 |
PL0000106795 |
104,24 |
104,30 |
1,69 |
1,65 |
104,27 |
1,67 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,58 |
105,68 |
1,76 |
1,71 |
105,63 |
1,74 |
OK0717 |
PL0000108502 |
96,19 |
96,29 |
1,81 |
1,76 |
96,24 |
1,78 |
DS1017 |
PL0000104543 |
108,00 |
108,11 |
1,83 |
1,79 |
108,06 |
1,81 |
WZ0118 |
PL0000104717 |
99,87 |
99,94 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
105,01 |
105,17 |
1,96 |
1,91 |
105,09 |
1,94 |
PS0718 |
PL0000107595 |
101,39 |
101,55 |
2,04 |
1,99 |
101,47 |
2,01 |
WZ0119 |
PL0000107603 |
99,60 |
99,72 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,16 |
2,22 |
2,19 |
104,10 |
2,21 |
DS1019 |
PL0000105441 |
113,60 |
113,82 |
2,23 |
2,18 |
113,71 |
2,20 |
PS0420 |
PL0000108510 |
96,01 |
96,18 |
2,37 |
2,33 |
96,10 |
2,35 |
DS1020 |
PL0000106126 |
114,61 |
114,75 |
2,34 |
2,32 |
114,68 |
2,33 |
WZ0121 |
PL0000106068 |
99,02 |
99,23 |
--- |
--- |
99,13 |
--- |
DS1021 |
PL0000106670 |
119,19 |
119,50 |
2,47 |
2,43 |
119,35 |
2,45 |
WS0922 |
PL0000102646 |
120,91 |
121,24 |
2,58 |
2,53 |
121,08 |
2,56 |
IZ0823 |
PL0000105359 |
113,31 |
113,92 |
--- |
--- |
113,62 |
--- |
DS1023 |
PL0000107264 |
109,98 |
110,26 |
2,66 |
2,62 |
110,12 |
2,64 |
WZ0124 |
PL0000107454 |
97,71 |
97,89 |
--- |
--- |
97,80 |
--- |
DS0725 |
PL0000108197 |
104,17 |
104,36 |
2,77 |
2,75 |
104,27 |
2,76 |
WS0429 |
PL0000105391 |
131,31 |
133,82 |
2,97 |
2,78 |
132,57 |
2,87 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,330 |
1,330 |
1,330 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
20 |
PS1016 |
PL0000106795 |
1/4 |
3 |
1,330 |
1,330 |
1,330 |
210 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
160 |
TOTAL |
490 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
4/11 |
7 |
1,420 |
1,420 |
1,420 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.