2015-05-28 |
MARKET DATA |
No 101 (2632) |
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 |
980,00 |
1 040,43 |
72 |
9 105,00 |
9 439,48 |
43 |
10 085,00 |
10 479,90 |
115 |
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 |
99,77 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,85 |
101,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,97 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
103,00 |
103,00 |
103,000 |
103,000 |
103,000 |
103,000 |
103,000 |
185 000 |
191,48 |
4 |
OK0716 |
PL0000107926 |
98,13 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,19 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,55 |
105,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,20 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,96 |
107,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,88 |
104,82 |
104,850 |
104,860 |
104,850 |
104,860 |
104,858 |
30 000 |
31,57 |
2 |
PS0718 |
PL0000107595 |
101,29 |
101,20 |
101,200 |
101,260 |
101,200 |
101,260 |
101,220 |
15 000 |
15,50 |
2 |
PS0719 |
PL0000108148 |
103,74 |
103,60 |
103,600 |
103,600 |
103,600 |
103,600 |
103,600 |
30 000 |
31,91 |
4 |
DS1019 |
PL0000105441 |
113,20 |
113,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,72 |
95,56 |
95,530 |
95,720 |
95,530 |
95,580 |
95,630 |
90 000 |
86,20 |
10 |
DS1020 |
PL0000106126 |
114,02 |
113,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,30 |
118,10 |
118,100 |
118,550 |
118,100 |
118,550 |
118,192 |
110 000 |
133,81 |
8 |
WS0922 |
PL0000102646 |
119,86 |
119,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,80 |
108,74 |
108,650 |
108,800 |
108,650 |
108,800 |
108,750 |
15 000 |
16,67 |
2 |
DS0725 |
PL0000108197 |
103,00 |
102,60 |
102,600 |
103,060 |
102,590 |
102,750 |
102,830 |
505 000 |
533,28 |
40 |
WS0428 |
PL0000107611 |
95,49 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,10 |
130,13 |
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 |
112,75 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,83 |
99,94 |
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 |
99,24 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,00 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,62 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
980 000 |
1 040,43 |
72 |
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 |
101,83 |
101,90 |
1,56 |
1,39 |
101,87 |
1,46 |
OK0116 |
PL0000107587 |
98,93 |
99,03 |
1,66 |
1,51 |
98,98 |
1,58 |
PS0416 |
PL0000106340 |
102,98 |
103,08 |
1,63 |
1,52 |
103,03 |
1,57 |
OK0716 |
PL0000107926 |
98,08 |
98,23 |
1,70 |
1,56 |
98,16 |
1,63 |
IZ0816 |
PL0000103529 |
103,00 |
103,42 |
--- |
--- |
103,21 |
--- |
PS1016 |
PL0000106795 |
104,13 |
104,25 |
1,73 |
1,64 |
104,19 |
1,69 |
WZ0117 |
PL0000106936 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,47 |
105,65 |
1,79 |
1,70 |
105,56 |
1,74 |
OK0717 |
PL0000108502 |
96,13 |
96,33 |
1,85 |
1,75 |
96,23 |
1,80 |
DS1017 |
PL0000104543 |
107,84 |
108,03 |
1,87 |
1,79 |
107,94 |
1,83 |
WZ0118 |
PL0000104717 |
99,80 |
99,96 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,93 |
2,05 |
1,98 |
104,84 |
2,01 |
PS0718 |
PL0000107595 |
101,11 |
101,34 |
2,13 |
2,05 |
101,23 |
2,09 |
WZ0119 |
PL0000107603 |
99,50 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,52 |
103,74 |
2,35 |
2,29 |
103,63 |
2,32 |
DS1019 |
PL0000105441 |
113,00 |
113,27 |
2,35 |
2,29 |
113,14 |
2,32 |
PS0420 |
PL0000108510 |
95,49 |
95,68 |
2,49 |
2,44 |
95,59 |
2,46 |
DS1020 |
PL0000106126 |
113,80 |
114,07 |
2,48 |
2,43 |
113,94 |
2,46 |
WZ0121 |
PL0000106068 |
98,95 |
99,23 |
--- |
--- |
99,09 |
--- |
DS1021 |
PL0000106670 |
117,95 |
118,38 |
2,66 |
2,59 |
118,17 |
2,62 |
WS0922 |
PL0000102646 |
119,59 |
119,99 |
2,75 |
2,70 |
119,79 |
2,72 |
IZ0823 |
PL0000105359 |
112,31 |
113,96 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,97 |
2,84 |
2,78 |
108,76 |
2,81 |
WZ0124 |
PL0000107454 |
97,37 |
97,92 |
--- |
--- |
97,65 |
--- |
DS0725 |
PL0000108197 |
102,62 |
102,89 |
2,94 |
2,91 |
102,76 |
2,93 |
WS0429 |
PL0000105391 |
129,60 |
130,56 |
3,09 |
3,02 |
130,08 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,83 |
101,90 |
1,56 |
1,39 |
101,87 |
1,46 |
OK0116 |
PL0000107587 |
98,95 |
99,02 |
1,63 |
1,52 |
98,99 |
1,57 |
PS0416 |
PL0000106340 |
102,96 |
103,03 |
1,65 |
1,57 |
103,00 |
1,61 |
OK0716 |
PL0000107926 |
98,08 |
98,22 |
1,70 |
1,57 |
98,15 |
1,64 |
IZ0816 |
PL0000103529 |
103,01 |
103,41 |
--- |
--- |
103,21 |
--- |
PS1016 |
PL0000106795 |
104,15 |
104,26 |
1,71 |
1,64 |
104,21 |
1,67 |
WZ0117 |
PL0000106936 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,49 |
105,69 |
1,78 |
1,68 |
105,59 |
1,73 |
OK0717 |
PL0000108502 |
96,17 |
96,35 |
1,83 |
1,74 |
96,26 |
1,79 |
DS1017 |
PL0000104543 |
107,92 |
108,04 |
1,84 |
1,79 |
107,98 |
1,81 |
WZ0118 |
PL0000104717 |
99,80 |
99,96 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,93 |
2,03 |
1,98 |
104,86 |
2,00 |
PS0718 |
PL0000107595 |
101,14 |
101,30 |
2,12 |
2,07 |
101,22 |
2,09 |
WZ0119 |
PL0000107603 |
99,50 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,59 |
103,75 |
2,33 |
2,29 |
103,67 |
2,31 |
DS1019 |
PL0000105441 |
113,01 |
113,28 |
2,35 |
2,29 |
113,15 |
2,32 |
PS0420 |
PL0000108510 |
95,48 |
95,67 |
2,49 |
2,45 |
95,58 |
2,47 |
DS1020 |
PL0000106126 |
113,77 |
114,04 |
2,49 |
2,44 |
113,91 |
2,46 |
WZ0121 |
PL0000106068 |
98,95 |
99,29 |
--- |
--- |
99,12 |
--- |
DS1021 |
PL0000106670 |
118,03 |
118,35 |
2,64 |
2,60 |
118,19 |
2,62 |
WS0922 |
PL0000102646 |
119,54 |
119,93 |
2,76 |
2,70 |
119,74 |
2,73 |
IZ0823 |
PL0000105359 |
112,43 |
114,02 |
--- |
--- |
113,23 |
--- |
DS1023 |
PL0000107264 |
108,58 |
108,92 |
2,83 |
2,79 |
108,75 |
2,81 |
WZ0124 |
PL0000107454 |
97,55 |
97,94 |
--- |
--- |
97,75 |
--- |
DS0725 |
PL0000108197 |
102,59 |
102,85 |
2,95 |
2,92 |
102,72 |
2,93 |
WS0429 |
PL0000105391 |
129,50 |
130,43 |
3,10 |
3,03 |
129,97 |
3,07 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
60 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
400 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
400 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
400 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
400 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
400 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
400 |
DS1015 |
PL0000103602 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
30 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,330 |
1,330 |
1,330 |
70 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,330 |
1,330 |
1,330 |
70 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,330 |
1,400 |
1,365 |
320 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
400 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
40 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
160 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
160 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
120 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
25 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
60 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
150 |
DS1019 |
PL0000105441 |
4/11 |
7 |
1,350 |
1,370 |
1,352 |
190 |
PS1016 |
PL0000106795 |
4/11 |
7 |
1,320 |
1,370 |
1,323 |
310 |
TOTAL |
4 605 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
1,470 |
1,480 |
1,473 |
2 700 |
GCZ |
G.C. Poland |
1/8 |
7 |
1,450 |
1,480 |
1,465 |
800 |
GCZ |
G.C. Poland |
4/11 |
7 |
1,480 |
1,480 |
1,480 |
1 000 |
TOTAL |
4 500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.