2015-05-27 |
MARKET DATA |
No 100 (2631) |
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 |
677,50 |
714,84 |
68 |
1 590,00 |
1 681,22 |
11 |
2 267,50 |
2 396,07 |
79 |
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 |
101,88 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,98 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,02 |
103,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,07 |
98,17 |
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 |
105,46 |
105,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,18 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,85 |
107,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,78 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,15 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,61 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,07 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,58 |
95,45 |
95,600 |
95,600 |
95,400 |
95,500 |
95,494 |
207 500 |
198,44 |
22 |
DS1020 |
PL0000106126 |
113,90 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,18 |
118,10 |
118,040 |
118,150 |
118,000 |
118,010 |
118,041 |
55 000 |
66,79 |
6 |
WS0922 |
PL0000102646 |
119,80 |
119,70 |
119,750 |
119,750 |
119,750 |
119,750 |
119,750 |
10 000 |
12,37 |
1 |
DS1023 |
PL0000107264 |
108,75 |
108,65 |
108,750 |
108,750 |
108,750 |
108,750 |
108,750 |
10 000 |
11,11 |
1 |
DS0725 |
PL0000108197 |
102,75 |
102,54 |
102,700 |
102,820 |
102,540 |
102,650 |
102,665 |
265 000 |
279,33 |
29 |
WS0428 |
PL0000107611 |
95,51 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,24 |
126,25 |
130,130 |
130,130 |
129,990 |
129,990 |
130,046 |
55 000 |
71,82 |
6 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,06 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,40 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,53 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,27 |
99,290 |
99,290 |
99,290 |
99,290 |
99,290 |
75 000 |
74,98 |
3 |
WZ0121 |
PL0000106068 |
98,92 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,55 |
97,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
677 500 |
714,84 |
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 |
101,86 |
101,96 |
1,57 |
1,34 |
101,91 |
1,46 |
OK0116 |
PL0000107587 |
98,94 |
99,03 |
1,63 |
1,49 |
98,99 |
1,55 |
PS0416 |
PL0000106340 |
102,97 |
103,10 |
1,67 |
1,53 |
103,04 |
1,59 |
OK0716 |
PL0000107926 |
98,03 |
98,21 |
1,73 |
1,57 |
98,12 |
1,65 |
IZ0816 |
PL0000103529 |
102,97 |
103,44 |
--- |
--- |
103,21 |
--- |
PS1016 |
PL0000106795 |
104,11 |
104,22 |
1,76 |
1,68 |
104,17 |
1,72 |
WZ0117 |
PL0000106936 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,43 |
105,60 |
1,82 |
1,74 |
105,52 |
1,78 |
OK0717 |
PL0000108502 |
96,11 |
96,25 |
1,85 |
1,79 |
96,18 |
1,82 |
DS1017 |
PL0000104543 |
107,80 |
107,96 |
1,90 |
1,83 |
107,88 |
1,87 |
WZ0118 |
PL0000104717 |
99,83 |
99,95 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,71 |
104,91 |
2,06 |
1,99 |
104,81 |
2,03 |
PS0718 |
PL0000107595 |
101,07 |
101,30 |
2,14 |
2,07 |
101,19 |
2,10 |
WZ0119 |
PL0000107603 |
99,50 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,48 |
103,70 |
2,36 |
2,30 |
103,59 |
2,33 |
DS1019 |
PL0000105441 |
112,93 |
113,22 |
2,37 |
2,31 |
113,08 |
2,34 |
PS0420 |
PL0000108510 |
95,41 |
95,60 |
2,50 |
2,46 |
95,51 |
2,48 |
DS1020 |
PL0000106126 |
113,76 |
114,06 |
2,49 |
2,44 |
113,91 |
2,47 |
WZ0121 |
PL0000106068 |
98,89 |
99,15 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
118,07 |
118,47 |
2,64 |
2,58 |
118,27 |
2,61 |
WS0922 |
PL0000102646 |
119,62 |
120,05 |
2,75 |
2,69 |
119,84 |
2,72 |
IZ0823 |
PL0000105359 |
112,07 |
113,95 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
108,60 |
108,91 |
2,83 |
2,79 |
108,76 |
2,81 |
WZ0124 |
PL0000107454 |
97,45 |
97,75 |
--- |
--- |
97,60 |
--- |
DS0725 |
PL0000108197 |
102,62 |
102,90 |
2,94 |
2,91 |
102,76 |
2,93 |
WS0429 |
PL0000105391 |
130,04 |
130,63 |
3,06 |
3,02 |
130,34 |
3,04 |
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 |
1,57 |
1,34 |
101,91 |
1,46 |
OK0116 |
PL0000107587 |
98,95 |
99,03 |
1,61 |
1,49 |
98,99 |
1,55 |
PS0416 |
PL0000106340 |
103,00 |
103,08 |
1,64 |
1,55 |
103,04 |
1,59 |
OK0716 |
PL0000107926 |
98,05 |
98,21 |
1,71 |
1,57 |
98,13 |
1,64 |
IZ0816 |
PL0000103529 |
102,96 |
103,38 |
--- |
--- |
103,17 |
--- |
PS1016 |
PL0000106795 |
104,12 |
104,23 |
1,75 |
1,68 |
104,18 |
1,71 |
WZ0117 |
PL0000106936 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,43 |
105,62 |
1,82 |
1,72 |
105,53 |
1,77 |
OK0717 |
PL0000108502 |
96,15 |
96,25 |
1,84 |
1,79 |
96,20 |
1,81 |
DS1017 |
PL0000104543 |
107,80 |
107,99 |
1,90 |
1,82 |
107,90 |
1,86 |
WZ0118 |
PL0000104717 |
99,84 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,71 |
104,88 |
2,06 |
2,00 |
104,80 |
2,03 |
PS0718 |
PL0000107595 |
101,07 |
101,30 |
2,14 |
2,07 |
101,19 |
2,10 |
WZ0119 |
PL0000107603 |
99,50 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,51 |
103,70 |
2,35 |
2,30 |
103,61 |
2,33 |
DS1019 |
PL0000105441 |
112,96 |
113,26 |
2,36 |
2,30 |
113,11 |
2,33 |
PS0420 |
PL0000108510 |
95,42 |
95,58 |
2,50 |
2,46 |
95,50 |
2,48 |
DS1020 |
PL0000106126 |
113,75 |
114,05 |
2,49 |
2,44 |
113,90 |
2,47 |
WZ0121 |
PL0000106068 |
98,87 |
99,18 |
--- |
--- |
99,03 |
--- |
DS1021 |
PL0000106670 |
117,91 |
118,32 |
2,67 |
2,60 |
118,12 |
2,63 |
WS0922 |
PL0000102646 |
119,50 |
119,89 |
2,77 |
2,71 |
119,70 |
2,74 |
IZ0823 |
PL0000105359 |
112,31 |
113,97 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
108,49 |
108,90 |
2,85 |
2,79 |
108,70 |
2,82 |
WZ0124 |
PL0000107454 |
97,49 |
97,83 |
--- |
--- |
97,66 |
--- |
DS0725 |
PL0000108197 |
102,51 |
102,76 |
2,96 |
2,93 |
102,64 |
2,94 |
WS0429 |
PL0000105391 |
129,40 |
130,27 |
3,11 |
3,04 |
129,84 |
3,08 |
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 |
1/2 |
1 |
1,340 |
1,340 |
1,340 |
100 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,340 |
1,340 |
1,340 |
250 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
75 |
DS1017 |
PL0000104543 |
1/9 |
8 |
1,350 |
1,350 |
1,350 |
300 |
DS1021 |
PL0000106670 |
1/9 |
8 |
1,340 |
1,340 |
1,340 |
65 |
PS1016 |
PL0000106795 |
1/9 |
8 |
1,340 |
1,340 |
1,340 |
100 |
WZ0121 |
PL0000106068 |
1/9 |
8 |
1,340 |
1,340 |
1,340 |
200 |
TOTAL |
1 090 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/9 |
8 |
1,460 |
1,460 |
1,460 |
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.