2015-06-02 |
MARKET DATA |
No 104 (2635) |
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 |
1 035,00 |
1 087,45 |
91 |
4 095,00 |
4 272,02 |
26 |
5 130,00 |
5 359,47 |
117 |
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 |
99,79 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,79 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,00 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,93 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,09 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,12 |
104,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,45 |
105,52 |
105,450 |
105,450 |
105,450 |
105,450 |
105,450 |
10 000 |
10,60 |
1 |
OK0717 |
PL0000108502 |
96,18 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,83 |
107,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,70 |
104,70 |
104,700 |
104,700 |
104,690 |
104,690 |
104,692 |
25 000 |
26,28 |
2 |
PS0718 |
PL0000107595 |
101,12 |
101,15 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
70 000 |
72,32 |
5 |
PS0719 |
PL0000108148 |
103,50 |
103,50 |
103,450 |
103,500 |
103,450 |
103,480 |
103,485 |
60 000 |
63,77 |
7 |
DS1019 |
PL0000105441 |
112,90 |
112,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,41 |
95,37 |
95,400 |
95,430 |
95,380 |
95,410 |
95,398 |
60 000 |
57,34 |
6 |
DS1020 |
PL0000106126 |
113,65 |
113,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,90 |
118,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,35 |
119,34 |
119,300 |
119,350 |
119,170 |
119,350 |
119,313 |
35 000 |
43,17 |
4 |
DS1023 |
PL0000107264 |
108,20 |
102,30 |
108,250 |
108,250 |
108,200 |
108,200 |
108,210 |
25 000 |
27,66 |
3 |
DS0725 |
PL0000108197 |
102,33 |
102,20 |
102,200 |
102,350 |
102,160 |
102,300 |
102,238 |
697 500 |
732,67 |
61 |
WS0428 |
PL0000107611 |
94,69 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,07 |
128,41 |
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 |
103,100 |
103,100 |
103,100 |
103,100 |
103,100 |
2 500 |
3,35 |
1 |
IZ0823 |
PL0000105359 |
112,35 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,85 |
99,89 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
50 000 |
50,29 |
1 |
WZ0119 |
PL0000107603 |
99,54 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,90 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,55 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 035 000 |
1 087,45 |
91 |
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 |
101,78 |
101,83 |
1,55 |
1,43 |
101,81 |
1,48 |
OK0116 |
PL0000107587 |
98,98 |
99,04 |
1,61 |
1,52 |
99,01 |
1,56 |
PS0416 |
PL0000106340 |
102,89 |
102,97 |
1,69 |
1,60 |
102,93 |
1,64 |
OK0716 |
PL0000107926 |
98,07 |
98,19 |
1,72 |
1,62 |
98,13 |
1,67 |
IZ0816 |
PL0000103529 |
103,00 |
103,41 |
--- |
--- |
103,21 |
--- |
PS1016 |
PL0000106795 |
104,08 |
104,19 |
1,74 |
1,66 |
104,14 |
1,70 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,41 |
105,54 |
1,80 |
1,74 |
105,48 |
1,77 |
OK0717 |
PL0000108502 |
96,13 |
96,26 |
1,86 |
1,80 |
96,20 |
1,83 |
DS1017 |
PL0000104543 |
107,79 |
107,92 |
1,88 |
1,82 |
107,86 |
1,85 |
WZ0118 |
PL0000104717 |
99,83 |
99,95 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,59 |
104,79 |
2,09 |
2,02 |
104,69 |
2,06 |
PS0718 |
PL0000107595 |
100,99 |
101,20 |
2,17 |
2,10 |
101,10 |
2,13 |
WZ0119 |
PL0000107603 |
99,50 |
99,65 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
103,36 |
103,56 |
2,38 |
2,33 |
103,46 |
2,36 |
DS1019 |
PL0000105441 |
112,79 |
113,08 |
2,39 |
2,33 |
112,94 |
2,36 |
PS0420 |
PL0000108510 |
95,27 |
95,45 |
2,54 |
2,50 |
95,36 |
2,52 |
DS1020 |
PL0000106126 |
113,47 |
113,73 |
2,54 |
2,49 |
113,60 |
2,51 |
WZ0121 |
PL0000106068 |
98,86 |
99,18 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
117,63 |
118,04 |
2,70 |
2,64 |
117,84 |
2,67 |
WS0922 |
PL0000102646 |
119,10 |
119,53 |
2,81 |
2,76 |
119,32 |
2,78 |
IZ0823 |
PL0000105359 |
111,83 |
113,79 |
--- |
--- |
112,81 |
--- |
DS1023 |
PL0000107264 |
107,99 |
108,34 |
2,91 |
2,86 |
108,17 |
2,89 |
WZ0124 |
PL0000107454 |
97,46 |
97,77 |
--- |
--- |
97,62 |
--- |
DS0725 |
PL0000108197 |
102,05 |
102,34 |
3,01 |
2,98 |
102,20 |
2,99 |
WS0429 |
PL0000105391 |
128,67 |
129,73 |
3,16 |
3,08 |
129,20 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,78 |
101,83 |
1,55 |
1,43 |
101,81 |
1,48 |
OK0116 |
PL0000107587 |
98,98 |
99,04 |
1,61 |
1,52 |
99,01 |
1,56 |
PS0416 |
PL0000106340 |
102,91 |
102,98 |
1,67 |
1,59 |
102,95 |
1,62 |
OK0716 |
PL0000107926 |
98,07 |
98,19 |
1,72 |
1,62 |
98,13 |
1,67 |
IZ0816 |
PL0000103529 |
102,97 |
103,42 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
104,10 |
104,19 |
1,73 |
1,66 |
104,15 |
1,69 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,40 |
105,55 |
1,81 |
1,73 |
105,48 |
1,77 |
OK0717 |
PL0000108502 |
96,15 |
96,26 |
1,85 |
1,80 |
96,21 |
1,82 |
DS1017 |
PL0000104543 |
107,77 |
107,89 |
1,89 |
1,84 |
107,83 |
1,86 |
WZ0118 |
PL0000104717 |
99,83 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,62 |
104,77 |
2,08 |
2,03 |
104,70 |
2,05 |
PS0718 |
PL0000107595 |
101,08 |
101,19 |
2,14 |
2,10 |
101,14 |
2,12 |
WZ0119 |
PL0000107603 |
99,49 |
99,65 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
103,45 |
103,56 |
2,36 |
2,33 |
103,51 |
2,35 |
DS1019 |
PL0000105441 |
112,81 |
113,03 |
2,39 |
2,34 |
112,92 |
2,36 |
PS0420 |
PL0000108510 |
95,33 |
95,45 |
2,52 |
2,50 |
95,39 |
2,51 |
DS1020 |
PL0000106126 |
113,48 |
113,75 |
2,54 |
2,49 |
113,62 |
2,51 |
WZ0121 |
PL0000106068 |
98,86 |
99,18 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
117,84 |
118,12 |
2,67 |
2,63 |
117,98 |
2,65 |
WS0922 |
PL0000102646 |
119,27 |
119,51 |
2,79 |
2,76 |
119,39 |
2,77 |
IZ0823 |
PL0000105359 |
112,12 |
113,76 |
--- |
--- |
112,94 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,32 |
2,89 |
2,87 |
108,23 |
2,88 |
WZ0124 |
PL0000107454 |
97,49 |
97,73 |
--- |
--- |
97,61 |
--- |
DS0725 |
PL0000108197 |
102,20 |
102,40 |
2,99 |
2,97 |
102,30 |
2,98 |
WS0429 |
PL0000105391 |
128,77 |
129,77 |
3,16 |
3,08 |
129,27 |
3,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
5 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
15 |
DS1021 |
PL0000106670 |
1/3 |
2 |
1,330 |
1,330 |
1,330 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
280 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
180 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
210 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
25 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
35 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
140 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,350 |
1,370 |
1,365 |
300 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
160 |
OK0715 |
PL0000107405 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
65 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,360 |
1,380 |
1,364 |
255 |
TOTAL |
1 745 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/3 |
2 |
1,400 |
1,400 |
1,400 |
500 |
GCZ |
G.C. Poland |
1/6 |
5 |
1,380 |
1,380 |
1,380 |
600 |
GCZ |
G.C. Poland |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
850 |
GCZ |
G.C. Poland |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
400 |
TOTAL |
2 350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.