2015-06-05 |
MARKET DATA |
No 106 (2637) |
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 |
512,50 |
522,39 |
36 |
355,00 |
367,90 |
7 |
867,50 |
890,29 |
43 |
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 |
99,81 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,74 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,02 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,87 |
102,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,15 |
98,13 |
98,100 |
98,130 |
98,090 |
98,130 |
98,100 |
145 000 |
142,25 |
5 |
PS1016 |
PL0000106795 |
104,02 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,35 |
105,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,10 |
96,08 |
96,100 |
96,100 |
96,020 |
96,020 |
96,049 |
140 000 |
134,47 |
4 |
DS1017 |
PL0000104543 |
107,66 |
107,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,39 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,74 |
100,70 |
100,750 |
100,750 |
100,750 |
100,750 |
100,750 |
5 000 |
5,15 |
1 |
PS0719 |
PL0000108148 |
103,00 |
102,80 |
103,000 |
103,010 |
102,800 |
102,900 |
102,949 |
45 000 |
47,61 |
6 |
DS1019 |
PL0000105441 |
112,34 |
112,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,85 |
94,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,96 |
112,75 |
112,810 |
112,810 |
112,810 |
112,810 |
112,810 |
10 000 |
11,61 |
1 |
DS1021 |
PL0000106670 |
117,02 |
116,68 |
116,680 |
116,680 |
116,680 |
116,680 |
116,680 |
5 000 |
6,01 |
1 |
WS0922 |
PL0000102646 |
118,41 |
117,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,23 |
106,67 |
107,230 |
107,230 |
106,350 |
106,690 |
106,574 |
82 500 |
89,98 |
10 |
DS0725 |
PL0000108197 |
101,28 |
100,50 |
100,900 |
100,900 |
100,300 |
100,860 |
100,767 |
70 000 |
72,53 |
7 |
WS0428 |
PL0000107611 |
93,69 |
95,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,07 |
126,70 |
127,350 |
127,350 |
127,350 |
127,350 |
127,350 |
10 000 |
12,81 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,05 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,80 |
113,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,85 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,49 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,19 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,82 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,35 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
512 500 |
522,39 |
36 |
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 |
101,78 |
1,58 |
1,43 |
101,75 |
1,50 |
OK0116 |
PL0000107587 |
98,99 |
99,07 |
1,62 |
1,49 |
99,03 |
1,56 |
PS0416 |
PL0000106340 |
102,83 |
102,96 |
1,71 |
1,57 |
102,90 |
1,64 |
OK0716 |
PL0000107926 |
98,06 |
98,21 |
1,75 |
1,61 |
98,14 |
1,68 |
IZ0816 |
PL0000103529 |
102,89 |
103,54 |
--- |
--- |
103,22 |
--- |
PS1016 |
PL0000106795 |
104,00 |
104,12 |
1,78 |
1,69 |
104,06 |
1,73 |
WZ0117 |
PL0000106936 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
105,31 |
105,46 |
1,84 |
1,76 |
105,39 |
1,80 |
OK0717 |
PL0000108502 |
96,04 |
96,21 |
1,92 |
1,83 |
96,13 |
1,87 |
DS1017 |
PL0000104543 |
107,60 |
107,76 |
1,94 |
1,88 |
107,68 |
1,91 |
WZ0118 |
PL0000104717 |
99,79 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,34 |
104,54 |
2,17 |
2,10 |
104,44 |
2,14 |
PS0718 |
PL0000107595 |
100,72 |
100,94 |
2,26 |
2,18 |
100,83 |
2,22 |
WZ0119 |
PL0000107603 |
99,46 |
99,63 |
--- |
--- |
99,55 |
--- |
PS0719 |
PL0000108148 |
102,92 |
103,16 |
2,49 |
2,43 |
103,04 |
2,46 |
DS1019 |
PL0000105441 |
112,28 |
112,58 |
2,50 |
2,43 |
112,43 |
2,46 |
PS0420 |
PL0000108510 |
94,80 |
95,00 |
2,65 |
2,60 |
94,90 |
2,62 |
DS1020 |
PL0000106126 |
112,87 |
113,15 |
2,65 |
2,59 |
113,01 |
2,62 |
WZ0121 |
PL0000106068 |
98,76 |
99,04 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
116,90 |
117,30 |
2,81 |
2,75 |
117,10 |
2,78 |
WS0922 |
PL0000102646 |
118,26 |
118,67 |
2,93 |
2,87 |
118,47 |
2,90 |
IZ0823 |
PL0000105359 |
110,85 |
115,16 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
107,03 |
107,45 |
3,03 |
2,98 |
107,24 |
3,01 |
WZ0124 |
PL0000107454 |
97,32 |
97,61 |
--- |
--- |
97,47 |
--- |
DS0725 |
PL0000108197 |
101,07 |
101,48 |
3,12 |
3,07 |
101,28 |
3,10 |
WS0429 |
PL0000105391 |
127,24 |
128,14 |
3,27 |
3,20 |
127,69 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,73 |
101,78 |
1,55 |
1,43 |
101,76 |
1,48 |
OK0116 |
PL0000107587 |
99,00 |
99,09 |
1,61 |
1,46 |
99,05 |
1,53 |
PS0416 |
PL0000106340 |
102,85 |
102,95 |
1,69 |
1,58 |
102,90 |
1,64 |
OK0716 |
PL0000107926 |
98,03 |
98,19 |
1,78 |
1,63 |
98,11 |
1,70 |
IZ0816 |
PL0000103529 |
102,87 |
103,47 |
--- |
--- |
103,17 |
--- |
PS1016 |
PL0000106795 |
103,99 |
104,08 |
1,78 |
1,72 |
104,04 |
1,75 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,26 |
105,42 |
1,87 |
1,78 |
105,34 |
1,83 |
OK0717 |
PL0000108502 |
95,98 |
96,16 |
1,95 |
1,86 |
96,07 |
1,90 |
DS1017 |
PL0000104543 |
107,52 |
107,65 |
1,97 |
1,92 |
107,59 |
1,95 |
WZ0118 |
PL0000104717 |
99,81 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,27 |
104,44 |
2,20 |
2,14 |
104,36 |
2,17 |
PS0718 |
PL0000107595 |
100,63 |
100,82 |
2,29 |
2,22 |
100,73 |
2,25 |
WZ0119 |
PL0000107603 |
99,45 |
99,63 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
102,83 |
102,98 |
2,52 |
2,48 |
102,91 |
2,50 |
DS1019 |
PL0000105441 |
112,16 |
112,46 |
2,53 |
2,46 |
112,31 |
2,49 |
PS0420 |
PL0000108510 |
94,65 |
94,85 |
2,68 |
2,64 |
94,75 |
2,66 |
DS1020 |
PL0000106126 |
112,69 |
112,94 |
2,68 |
2,63 |
112,82 |
2,65 |
WZ0121 |
PL0000106068 |
98,77 |
99,03 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
116,56 |
116,91 |
2,87 |
2,81 |
116,74 |
2,84 |
WS0922 |
PL0000102646 |
117,77 |
118,20 |
3,00 |
2,94 |
117,99 |
2,96 |
IZ0823 |
PL0000105359 |
110,71 |
115,16 |
--- |
--- |
112,94 |
--- |
DS1023 |
PL0000107264 |
106,39 |
106,81 |
3,12 |
3,06 |
106,60 |
3,09 |
WZ0124 |
PL0000107454 |
97,29 |
97,60 |
--- |
--- |
97,45 |
--- |
DS0725 |
PL0000108197 |
100,46 |
100,78 |
3,19 |
3,16 |
100,62 |
3,17 |
WS0429 |
PL0000105391 |
126,18 |
127,29 |
3,36 |
3,27 |
126,74 |
3,31 |
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 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
15 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
20 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,330 |
1,330 |
1,330 |
60 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
50 |
OK0116 |
PL0000107587 |
3/10 |
7 |
1,400 |
1,420 |
1,417 |
115 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
95 |
TOTAL |
355 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.