2015-05-22 |
MARKET DATA |
No 97 (2628) |
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 |
417,50 |
440,13 |
41 |
1 610,00 |
1 732,59 |
14 |
2 027,50 |
2 172,72 |
55 |
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 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,92 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,97 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,05 |
103,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,11 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,23 |
104,26 |
104,260 |
104,260 |
104,260 |
104,260 |
104,260 |
20 000 |
21,41 |
1 |
PS0417 |
PL0000107058 |
105,60 |
105,63 |
105,580 |
105,580 |
105,580 |
105,580 |
105,580 |
2 500 |
2,65 |
1 |
OK0717 |
PL0000108502 |
96,24 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,02 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,11 |
105,10 |
105,100 |
105,100 |
105,100 |
105,100 |
105,100 |
10 000 |
10,54 |
1 |
PS0718 |
PL0000107595 |
101,48 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,08 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,65 |
113,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,15 |
95,99 |
96,120 |
96,150 |
95,970 |
95,970 |
96,018 |
110 000 |
105,76 |
7 |
DS1020 |
PL0000106126 |
114,66 |
114,55 |
114,480 |
114,480 |
114,470 |
114,470 |
114,473 |
30 000 |
35,26 |
2 |
DS1021 |
PL0000106670 |
119,31 |
119,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,07 |
120,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,20 |
109,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,37 |
103,95 |
104,430 |
104,440 |
103,900 |
103,980 |
104,178 |
235 000 |
251,20 |
27 |
WS0428 |
PL0000107611 |
97,31 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
133,02 |
132,11 |
132,410 |
132,410 |
132,410 |
132,410 |
132,410 |
7 500 |
9,97 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,10 |
103,18 |
103,180 |
103,180 |
103,180 |
103,180 |
103,180 |
2 500 |
3,35 |
1 |
IZ0823 |
PL0000105359 |
113,20 |
113,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,91 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,63 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,41 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,03 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,80 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
417 500 |
440,13 |
41 |
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 |
101,90 |
101,98 |
1,57 |
1,39 |
101,94 |
1,48 |
OK0116 |
PL0000107587 |
98,93 |
99,02 |
1,62 |
1,48 |
98,98 |
1,55 |
PS0416 |
PL0000106340 |
103,01 |
103,13 |
1,66 |
1,53 |
103,07 |
1,59 |
OK0716 |
PL0000107926 |
98,06 |
98,19 |
1,69 |
1,58 |
98,13 |
1,63 |
IZ0816 |
PL0000103529 |
102,88 |
103,27 |
--- |
--- |
103,08 |
--- |
PS1016 |
PL0000106795 |
104,20 |
104,32 |
1,71 |
1,63 |
104,26 |
1,67 |
WZ0117 |
PL0000106936 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,55 |
105,74 |
1,77 |
1,68 |
105,65 |
1,72 |
OK0717 |
PL0000108502 |
96,19 |
96,34 |
1,81 |
1,74 |
96,27 |
1,77 |
DS1017 |
PL0000104543 |
108,00 |
108,20 |
1,83 |
1,75 |
108,10 |
1,79 |
WZ0118 |
PL0000104717 |
99,86 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0418 |
PL0000107314 |
105,03 |
105,23 |
1,96 |
1,89 |
105,13 |
1,92 |
PS0718 |
PL0000107595 |
101,42 |
101,64 |
2,03 |
1,96 |
101,53 |
1,99 |
WZ0119 |
PL0000107603 |
99,57 |
99,74 |
--- |
--- |
99,66 |
--- |
PS0719 |
PL0000108148 |
103,98 |
104,24 |
2,24 |
2,17 |
104,11 |
2,20 |
DS1019 |
PL0000105441 |
113,62 |
113,89 |
2,22 |
2,16 |
113,76 |
2,19 |
PS0420 |
PL0000108510 |
96,05 |
96,23 |
2,36 |
2,32 |
96,14 |
2,34 |
DS1020 |
PL0000106126 |
114,56 |
114,86 |
2,35 |
2,30 |
114,71 |
2,32 |
WZ0121 |
PL0000106068 |
99,00 |
99,24 |
--- |
--- |
99,12 |
--- |
DS1021 |
PL0000106670 |
119,19 |
119,56 |
2,47 |
2,42 |
119,38 |
2,44 |
WS0922 |
PL0000102646 |
120,94 |
121,36 |
2,57 |
2,52 |
121,15 |
2,55 |
IZ0823 |
PL0000105359 |
113,09 |
113,87 |
--- |
--- |
113,48 |
--- |
DS1023 |
PL0000107264 |
109,95 |
110,35 |
2,66 |
2,61 |
110,15 |
2,64 |
WZ0124 |
PL0000107454 |
97,68 |
97,93 |
--- |
--- |
97,81 |
--- |
DS0725 |
PL0000108197 |
104,16 |
104,46 |
2,77 |
2,74 |
104,31 |
2,75 |
WS0429 |
PL0000105391 |
132,20 |
133,05 |
2,90 |
2,84 |
132,63 |
2,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,90 |
101,97 |
1,57 |
1,41 |
101,94 |
1,48 |
OK0116 |
PL0000107587 |
98,94 |
99,01 |
1,61 |
1,50 |
98,98 |
1,55 |
PS0416 |
PL0000106340 |
103,02 |
103,11 |
1,64 |
1,55 |
103,07 |
1,59 |
OK0716 |
PL0000107926 |
98,08 |
98,19 |
1,67 |
1,58 |
98,14 |
1,62 |
IZ0816 |
PL0000103529 |
102,90 |
103,34 |
--- |
--- |
103,12 |
--- |
PS1016 |
PL0000106795 |
104,20 |
104,28 |
1,71 |
1,66 |
104,24 |
1,69 |
WZ0117 |
PL0000106936 |
99,99 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,56 |
105,67 |
1,77 |
1,71 |
105,62 |
1,74 |
OK0717 |
PL0000108502 |
96,21 |
96,32 |
1,80 |
1,75 |
96,27 |
1,77 |
DS1017 |
PL0000104543 |
107,97 |
108,09 |
1,84 |
1,79 |
108,03 |
1,82 |
WZ0118 |
PL0000104717 |
99,87 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0418 |
PL0000107314 |
105,05 |
105,16 |
1,95 |
1,91 |
105,11 |
1,93 |
PS0718 |
PL0000107595 |
101,33 |
101,54 |
2,06 |
1,99 |
101,44 |
2,02 |
WZ0119 |
PL0000107603 |
99,59 |
99,74 |
--- |
--- |
99,67 |
--- |
PS0719 |
PL0000108148 |
103,96 |
104,13 |
2,24 |
2,20 |
104,05 |
2,22 |
DS1019 |
PL0000105441 |
113,45 |
113,73 |
2,26 |
2,20 |
113,59 |
2,23 |
PS0420 |
PL0000108510 |
95,92 |
96,08 |
2,39 |
2,35 |
96,00 |
2,37 |
DS1020 |
PL0000106126 |
114,41 |
114,61 |
2,38 |
2,34 |
114,51 |
2,36 |
WZ0121 |
PL0000106068 |
98,99 |
99,22 |
--- |
--- |
99,11 |
--- |
DS1021 |
PL0000106670 |
118,96 |
119,24 |
2,51 |
2,47 |
119,10 |
2,49 |
WS0922 |
PL0000102646 |
120,65 |
121,09 |
2,61 |
2,55 |
120,87 |
2,58 |
IZ0823 |
PL0000105359 |
112,97 |
113,79 |
--- |
--- |
113,38 |
--- |
DS1023 |
PL0000107264 |
109,64 |
110,02 |
2,70 |
2,65 |
109,83 |
2,68 |
WZ0124 |
PL0000107454 |
97,74 |
97,93 |
--- |
--- |
97,84 |
--- |
DS0725 |
PL0000108197 |
103,87 |
104,13 |
2,80 |
2,78 |
104,00 |
2,79 |
WS0429 |
PL0000105391 |
131,93 |
133,04 |
2,92 |
2,84 |
132,49 |
2,88 |
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 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
10 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
15 |
OK0715 |
PL0000107405 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
45 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
5 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
5 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
300 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
200 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
90 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
80 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
90 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
50 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
120 |
TOTAL |
1 010 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,450 |
1,450 |
1,450 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.