2015-06-03 |
MARKET DATA |
No 105 (2636) |
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 |
1 957,50 |
2 071,38 |
141 |
4 065,00 |
4 175,24 |
14 |
6 022,50 |
6 246,62 |
155 |
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 |
99,80 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,75 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,01 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,88 |
102,91 |
102,870 |
102,870 |
102,870 |
102,870 |
102,870 |
325 000 |
336,28 |
4 |
OK0716 |
PL0000107926 |
98,12 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,09 |
104,12 |
104,140 |
104,140 |
104,090 |
104,090 |
104,095 |
27 500 |
29,43 |
2 |
PS0417 |
PL0000107058 |
105,39 |
105,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,15 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,76 |
107,67 |
107,690 |
107,690 |
107,680 |
107,680 |
107,687 |
35 000 |
38,83 |
2 |
PS0418 |
PL0000107314 |
104,60 |
104,48 |
104,550 |
104,550 |
104,380 |
104,480 |
104,442 |
30 000 |
31,47 |
3 |
PS0718 |
PL0000107595 |
101,00 |
100,90 |
101,000 |
101,020 |
100,900 |
100,960 |
100,953 |
145 000 |
149,54 |
11 |
PS0719 |
PL0000108148 |
103,35 |
103,18 |
103,250 |
103,250 |
103,250 |
103,250 |
103,250 |
15 000 |
15,91 |
2 |
DS1019 |
PL0000105441 |
112,73 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,24 |
94,97 |
95,200 |
95,200 |
94,980 |
94,980 |
95,095 |
150 000 |
142,91 |
14 |
DS1020 |
PL0000106126 |
113,44 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,66 |
117,30 |
117,600 |
117,600 |
117,420 |
117,420 |
117,537 |
30 000 |
36,33 |
3 |
WS0922 |
PL0000102646 |
119,07 |
118,75 |
119,010 |
119,010 |
118,710 |
118,710 |
118,917 |
47 500 |
58,42 |
5 |
DS1023 |
PL0000107264 |
107,92 |
107,33 |
107,800 |
107,800 |
107,330 |
107,520 |
107,739 |
595 000 |
655,79 |
44 |
DS0725 |
PL0000108197 |
102,06 |
101,50 |
102,000 |
102,060 |
101,600 |
101,600 |
101,847 |
442 500 |
463,21 |
45 |
WS0428 |
PL0000107611 |
94,49 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,15 |
128,37 |
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 |
112,28 |
113,08 |
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 |
99,87 |
99,88 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
10 000 |
10,06 |
1 |
WZ0119 |
PL0000107603 |
99,52 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,20 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,85 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,55 |
97,54 |
97,550 |
97,550 |
97,540 |
97,540 |
97,548 |
105 000 |
103,21 |
5 |
TOTAL |
1 957 500 |
2 071,38 |
141 |
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 |
101,72 |
101,79 |
1,61 |
1,43 |
101,76 |
1,51 |
OK0116 |
PL0000107587 |
98,98 |
99,05 |
1,63 |
1,52 |
99,02 |
1,57 |
PS0416 |
PL0000106340 |
102,86 |
102,98 |
1,69 |
1,56 |
102,92 |
1,62 |
OK0716 |
PL0000107926 |
98,07 |
98,22 |
1,74 |
1,60 |
98,15 |
1,66 |
IZ0816 |
PL0000103529 |
102,93 |
103,50 |
--- |
--- |
103,22 |
--- |
PS1016 |
PL0000106795 |
104,04 |
104,14 |
1,75 |
1,68 |
104,09 |
1,72 |
WZ0117 |
PL0000106936 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,33 |
105,50 |
1,83 |
1,75 |
105,42 |
1,79 |
OK0717 |
PL0000108502 |
96,11 |
96,26 |
1,88 |
1,80 |
96,19 |
1,84 |
DS1017 |
PL0000104543 |
107,70 |
107,88 |
1,90 |
1,83 |
107,79 |
1,87 |
WZ0118 |
PL0000104717 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,55 |
104,71 |
2,10 |
2,05 |
104,63 |
2,07 |
PS0718 |
PL0000107595 |
100,92 |
101,12 |
2,19 |
2,12 |
101,02 |
2,16 |
WZ0119 |
PL0000107603 |
99,46 |
99,64 |
--- |
--- |
99,55 |
--- |
PS0719 |
PL0000108148 |
103,25 |
103,46 |
2,41 |
2,36 |
103,36 |
2,38 |
DS1019 |
PL0000105441 |
112,63 |
112,94 |
2,42 |
2,35 |
112,79 |
2,39 |
PS0420 |
PL0000108510 |
95,12 |
95,26 |
2,57 |
2,54 |
95,19 |
2,56 |
DS1020 |
PL0000106126 |
113,32 |
113,62 |
2,56 |
2,51 |
113,47 |
2,53 |
WZ0121 |
PL0000106068 |
98,81 |
99,18 |
--- |
--- |
99,00 |
--- |
DS1021 |
PL0000106670 |
117,51 |
117,88 |
2,72 |
2,66 |
117,70 |
2,69 |
WS0922 |
PL0000102646 |
118,90 |
119,31 |
2,84 |
2,78 |
119,11 |
2,81 |
IZ0823 |
PL0000105359 |
111,79 |
113,68 |
--- |
--- |
112,74 |
--- |
DS1023 |
PL0000107264 |
107,69 |
108,02 |
2,95 |
2,90 |
107,86 |
2,92 |
WZ0124 |
PL0000107454 |
97,50 |
97,67 |
--- |
--- |
97,59 |
--- |
DS0725 |
PL0000108197 |
101,78 |
102,06 |
3,04 |
3,01 |
101,92 |
3,02 |
WS0429 |
PL0000105391 |
128,26 |
129,14 |
3,19 |
3,13 |
128,70 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,72 |
101,79 |
1,61 |
1,43 |
101,76 |
1,51 |
OK0116 |
PL0000107587 |
98,99 |
99,06 |
1,62 |
1,50 |
99,03 |
1,55 |
PS0416 |
PL0000106340 |
102,85 |
102,95 |
1,70 |
1,59 |
102,90 |
1,65 |
OK0716 |
PL0000107926 |
98,03 |
98,18 |
1,77 |
1,64 |
98,11 |
1,70 |
IZ0816 |
PL0000103529 |
102,97 |
103,49 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
104,02 |
104,15 |
1,77 |
1,67 |
104,09 |
1,72 |
WZ0117 |
PL0000106936 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,33 |
105,43 |
1,83 |
1,78 |
105,38 |
1,81 |
OK0717 |
PL0000108502 |
96,07 |
96,21 |
1,90 |
1,83 |
96,14 |
1,86 |
DS1017 |
PL0000104543 |
107,63 |
107,74 |
1,93 |
1,89 |
107,69 |
1,91 |
WZ0118 |
PL0000104717 |
99,83 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,35 |
104,59 |
2,17 |
2,09 |
104,47 |
2,13 |
PS0718 |
PL0000107595 |
100,78 |
101,04 |
2,24 |
2,15 |
100,91 |
2,19 |
WZ0119 |
PL0000107603 |
99,46 |
99,68 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
103,09 |
103,26 |
2,45 |
2,41 |
103,18 |
2,43 |
DS1019 |
PL0000105441 |
112,41 |
112,66 |
2,47 |
2,41 |
112,54 |
2,44 |
PS0420 |
PL0000108510 |
94,94 |
95,08 |
2,61 |
2,58 |
95,01 |
2,60 |
DS1020 |
PL0000106126 |
113,00 |
113,29 |
2,62 |
2,57 |
113,15 |
2,59 |
WZ0121 |
PL0000106068 |
98,72 |
99,13 |
--- |
--- |
98,93 |
--- |
DS1021 |
PL0000106670 |
117,27 |
117,54 |
2,76 |
2,71 |
117,41 |
2,73 |
WS0922 |
PL0000102646 |
118,58 |
118,93 |
2,88 |
2,84 |
118,76 |
2,86 |
IZ0823 |
PL0000105359 |
111,43 |
113,39 |
--- |
--- |
112,41 |
--- |
DS1023 |
PL0000107264 |
107,35 |
107,66 |
2,99 |
2,95 |
107,51 |
2,97 |
WZ0124 |
PL0000107454 |
97,46 |
97,64 |
--- |
--- |
97,55 |
--- |
DS0725 |
PL0000108197 |
101,44 |
101,75 |
3,08 |
3,04 |
101,60 |
3,06 |
WS0429 |
PL0000105391 |
127,61 |
128,65 |
3,24 |
3,16 |
128,13 |
3,20 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
0/2 |
2 |
1,400 |
1,400 |
1,400 |
180 |
WZ0121 |
PL0000106068 |
2/5 |
3 |
1,330 |
1,330 |
1,330 |
200 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
400 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,330 |
1,330 |
1,330 |
80 |
OK0116 |
PL0000107587 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
50 |
PS0718 |
PL0000107595 |
2/9 |
7 |
1,340 |
1,340 |
1,340 |
190 |
PS0420 |
PL0000108510 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
300 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
1,330 |
1,330 |
1,330 |
30 |
WZ0119 |
PL0000107603 |
2/9 |
7 |
1,330 |
1,330 |
1,330 |
10 |
PS0718 |
PL0000107595 |
5/12 |
7 |
1,360 |
1,360 |
1,360 |
125 |
TOTAL |
1 565 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/2 |
2 |
1,380 |
1,380 |
1,380 |
1 000 |
GCZ |
G.C. Poland |
2/6 |
4 |
1,400 |
1,400 |
1,400 |
700 |
GCZ |
G.C. Poland |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
800 |
TOTAL |
2 500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.