2015-06-01 |
MARKET DATA |
No 103 (2634) |
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 |
752,50 |
784,87 |
57 |
1 045,00 |
1 134,02 |
13 |
1 797,50 |
1 918,89 |
70 |
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 |
99,78 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,81 |
101,83 |
101,810 |
101,810 |
101,810 |
101,810 |
101,810 |
50 000 |
52,81 |
1 |
OK0116 |
PL0000107587 |
99,00 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,95 |
102,96 |
102,950 |
102,950 |
102,950 |
102,950 |
102,950 |
80 000 |
82,79 |
2 |
OK0716 |
PL0000107926 |
98,13 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,18 |
104,16 |
104,150 |
104,150 |
104,150 |
104,150 |
104,150 |
70 000 |
74,92 |
2 |
PS0417 |
PL0000107058 |
105,53 |
105,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,22 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,94 |
107,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,83 |
104,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,24 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,71 |
103,61 |
103,670 |
103,670 |
103,650 |
103,650 |
103,665 |
20 000 |
21,29 |
3 |
DS1019 |
PL0000105441 |
113,14 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,63 |
95,49 |
95,600 |
95,600 |
95,440 |
95,490 |
95,535 |
115 000 |
110,05 |
10 |
DS1020 |
PL0000106126 |
113,92 |
113,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,20 |
118,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,74 |
119,60 |
119,650 |
119,650 |
119,650 |
119,650 |
119,650 |
5 000 |
6,18 |
1 |
DS1023 |
PL0000107264 |
108,60 |
108,47 |
108,600 |
108,600 |
108,500 |
108,500 |
108,562 |
65 000 |
72,14 |
7 |
DS0725 |
PL0000108197 |
105,35 |
102,39 |
102,630 |
102,630 |
102,390 |
102,490 |
102,521 |
322 500 |
339,62 |
30 |
WS0428 |
PL0000107611 |
95,28 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,83 |
128,82 |
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 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,95 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,87 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,60 |
99,65 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
25 000 |
25,08 |
1 |
WZ0120 |
PL0000108601 |
99,25 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,95 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,57 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
752 500 |
784,87 |
57 |
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 |
101,80 |
101,85 |
1,57 |
1,45 |
101,83 |
1,50 |
OK0116 |
PL0000107587 |
98,97 |
99,06 |
1,61 |
1,47 |
99,02 |
1,53 |
PS0416 |
PL0000106340 |
102,93 |
103,01 |
1,66 |
1,57 |
102,97 |
1,62 |
OK0716 |
PL0000107926 |
98,11 |
98,22 |
1,68 |
1,58 |
98,17 |
1,63 |
IZ0816 |
PL0000103529 |
103,02 |
103,45 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
104,16 |
104,27 |
1,70 |
1,62 |
104,22 |
1,65 |
WZ0117 |
PL0000106936 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,51 |
105,66 |
1,76 |
1,68 |
105,59 |
1,72 |
OK0717 |
PL0000108502 |
96,18 |
96,37 |
1,83 |
1,74 |
96,28 |
1,78 |
DS1017 |
PL0000104543 |
107,91 |
108,10 |
1,84 |
1,76 |
108,01 |
1,80 |
WZ0118 |
PL0000104717 |
99,82 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,98 |
2,03 |
1,96 |
104,88 |
1,99 |
PS0718 |
PL0000107595 |
101,20 |
101,39 |
2,10 |
2,04 |
101,30 |
2,07 |
WZ0119 |
PL0000107603 |
99,53 |
99,67 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
103,65 |
103,82 |
2,31 |
2,27 |
103,74 |
2,29 |
DS1019 |
PL0000105441 |
113,10 |
113,38 |
2,32 |
2,26 |
113,24 |
2,29 |
PS0420 |
PL0000108510 |
95,57 |
95,74 |
2,47 |
2,43 |
95,66 |
2,45 |
DS1020 |
PL0000106126 |
113,87 |
114,15 |
2,47 |
2,42 |
114,01 |
2,44 |
WZ0121 |
PL0000106068 |
98,87 |
99,23 |
--- |
--- |
99,05 |
--- |
DS1021 |
PL0000106670 |
118,08 |
118,47 |
2,63 |
2,57 |
118,28 |
2,60 |
WS0922 |
PL0000102646 |
119,64 |
119,97 |
2,74 |
2,70 |
119,81 |
2,72 |
IZ0823 |
PL0000105359 |
112,32 |
113,96 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,87 |
2,85 |
2,80 |
108,66 |
2,82 |
WZ0124 |
PL0000107454 |
97,40 |
97,83 |
--- |
--- |
97,62 |
--- |
DS0725 |
PL0000108197 |
102,60 |
102,89 |
2,95 |
2,91 |
102,75 |
2,93 |
WS0429 |
PL0000105391 |
129,49 |
130,45 |
3,10 |
3,03 |
129,97 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,80 |
101,84 |
1,57 |
1,47 |
101,82 |
1,52 |
OK0116 |
PL0000107587 |
98,98 |
99,03 |
1,60 |
1,52 |
99,01 |
1,55 |
PS0416 |
PL0000106340 |
102,93 |
102,98 |
1,66 |
1,61 |
102,96 |
1,63 |
OK0716 |
PL0000107926 |
98,07 |
98,20 |
1,72 |
1,60 |
98,14 |
1,65 |
IZ0816 |
PL0000103529 |
103,02 |
103,45 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
104,13 |
104,20 |
1,72 |
1,67 |
104,17 |
1,69 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,44 |
105,56 |
1,80 |
1,74 |
105,50 |
1,77 |
OK0717 |
PL0000108502 |
96,17 |
96,30 |
1,84 |
1,77 |
96,24 |
1,80 |
DS1017 |
PL0000104543 |
107,82 |
107,93 |
1,87 |
1,83 |
107,88 |
1,85 |
WZ0118 |
PL0000104717 |
99,84 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,82 |
2,06 |
2,02 |
104,75 |
2,04 |
PS0718 |
PL0000107595 |
101,10 |
101,27 |
2,13 |
2,08 |
101,19 |
2,10 |
WZ0119 |
PL0000107603 |
99,53 |
99,66 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
103,50 |
103,66 |
2,35 |
2,31 |
103,58 |
2,33 |
DS1019 |
PL0000105441 |
112,98 |
113,23 |
2,35 |
2,30 |
113,11 |
2,32 |
PS0420 |
PL0000108510 |
95,41 |
95,59 |
2,51 |
2,46 |
95,50 |
2,48 |
DS1020 |
PL0000106126 |
113,63 |
113,93 |
2,51 |
2,46 |
113,78 |
2,48 |
WZ0121 |
PL0000106068 |
98,92 |
99,19 |
--- |
--- |
99,06 |
--- |
DS1021 |
PL0000106670 |
117,80 |
118,21 |
2,68 |
2,61 |
118,01 |
2,65 |
WS0922 |
PL0000102646 |
119,29 |
119,65 |
2,79 |
2,74 |
119,47 |
2,77 |
IZ0823 |
PL0000105359 |
112,28 |
113,97 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
108,18 |
108,53 |
2,88 |
2,84 |
108,36 |
2,86 |
WZ0124 |
PL0000107454 |
97,51 |
97,77 |
--- |
--- |
97,64 |
--- |
DS0725 |
PL0000108197 |
102,31 |
102,54 |
2,98 |
2,95 |
102,43 |
2,97 |
WS0429 |
PL0000105391 |
129,05 |
129,98 |
3,13 |
3,06 |
129,52 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
20 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,310 |
1,310 |
1,310 |
15 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,310 |
1,310 |
1,310 |
35 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
90 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
245 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
55 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
95 |
TOTAL |
645 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/8 |
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.