2015-06-08 |
MARKET DATA |
No 107 (2638) |
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 |
287,50 |
289,32 |
27 |
2 010,00 |
2 237,10 |
20 |
2 297,50 |
2 526,43 |
47 |
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 |
99,83 |
99,83 |
99,830 |
99,830 |
99,830 |
99,830 |
99,830 |
50 000 |
49,92 |
1 |
DS1015 |
PL0000103602 |
101,73 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,01 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,85 |
102,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,10 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,05 |
104,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,37 |
105,37 |
105,380 |
105,380 |
105,380 |
105,380 |
105,380 |
25 000 |
26,49 |
1 |
OK0717 |
PL0000108502 |
96,10 |
96,15 |
96,100 |
96,100 |
96,100 |
96,100 |
96,100 |
10 000 |
9,61 |
1 |
DS1017 |
PL0000104543 |
107,68 |
107,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,44 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,84 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,07 |
103,04 |
103,030 |
103,030 |
103,030 |
103,030 |
103,030 |
10 000 |
10,59 |
1 |
DS1019 |
PL0000105441 |
112,41 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,94 |
94,80 |
94,920 |
94,920 |
94,800 |
94,800 |
94,845 |
85 000 |
80,78 |
8 |
DS1020 |
PL0000106126 |
113,00 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,92 |
116,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,25 |
118,20 |
117,990 |
117,990 |
117,990 |
117,990 |
117,990 |
2 500 |
3,05 |
1 |
DS1023 |
PL0000107264 |
106,90 |
106,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,05 |
100,78 |
100,800 |
101,080 |
100,780 |
100,780 |
100,853 |
105 000 |
108,89 |
14 |
WS0428 |
PL0000107611 |
93,18 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,87 |
127,22 |
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 |
103,00 |
103,35 |
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 |
99,98 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,51 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,00 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,62 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
287 500 |
289,32 |
27 |
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 |
101,77 |
1,55 |
1,42 |
101,75 |
1,47 |
OK0116 |
PL0000107587 |
98,99 |
99,10 |
1,63 |
1,45 |
99,05 |
1,53 |
PS0416 |
PL0000106340 |
102,83 |
102,94 |
1,70 |
1,58 |
102,89 |
1,64 |
OK0716 |
PL0000107926 |
98,08 |
98,23 |
1,74 |
1,60 |
98,16 |
1,66 |
IZ0816 |
PL0000103529 |
102,88 |
103,47 |
--- |
--- |
103,18 |
--- |
PS1016 |
PL0000106795 |
104,02 |
104,14 |
1,76 |
1,67 |
104,08 |
1,71 |
WZ0117 |
PL0000106936 |
99,94 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,33 |
105,41 |
1,83 |
1,78 |
105,37 |
1,81 |
OK0717 |
PL0000108502 |
96,07 |
96,20 |
1,90 |
1,84 |
96,14 |
1,87 |
DS1017 |
PL0000104543 |
107,62 |
107,72 |
1,93 |
1,89 |
107,67 |
1,91 |
WZ0118 |
PL0000104717 |
99,82 |
99,94 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,39 |
104,55 |
2,16 |
2,10 |
104,47 |
2,13 |
PS0718 |
PL0000107595 |
100,76 |
100,98 |
2,24 |
2,17 |
100,87 |
2,21 |
WZ0119 |
PL0000107603 |
99,48 |
99,63 |
--- |
--- |
99,56 |
--- |
PS0719 |
PL0000108148 |
102,98 |
103,19 |
2,48 |
2,42 |
103,09 |
2,45 |
DS1019 |
PL0000105441 |
112,33 |
112,52 |
2,49 |
2,44 |
112,43 |
2,46 |
PS0420 |
PL0000108510 |
94,85 |
95,07 |
2,64 |
2,59 |
94,96 |
2,61 |
DS1020 |
PL0000106126 |
112,91 |
113,18 |
2,64 |
2,59 |
113,05 |
2,61 |
WZ0121 |
PL0000106068 |
98,82 |
99,08 |
--- |
--- |
98,95 |
--- |
DS1021 |
PL0000106670 |
116,83 |
117,13 |
2,82 |
2,78 |
116,98 |
2,80 |
WS0922 |
PL0000102646 |
118,13 |
118,53 |
2,94 |
2,89 |
118,33 |
2,92 |
IZ0823 |
PL0000105359 |
111,59 |
114,02 |
--- |
--- |
112,81 |
--- |
DS1023 |
PL0000107264 |
106,75 |
107,17 |
3,07 |
3,01 |
106,96 |
3,04 |
WZ0124 |
PL0000107454 |
97,44 |
97,69 |
--- |
--- |
97,57 |
--- |
DS0725 |
PL0000108197 |
100,91 |
101,18 |
3,14 |
3,11 |
101,05 |
3,12 |
WS0429 |
PL0000105391 |
126,77 |
127,80 |
3,31 |
3,23 |
127,29 |
3,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,72 |
101,76 |
1,55 |
1,45 |
101,74 |
1,50 |
OK0116 |
PL0000107587 |
99,00 |
99,08 |
1,61 |
1,48 |
99,04 |
1,55 |
PS0416 |
PL0000106340 |
102,83 |
102,94 |
1,70 |
1,58 |
102,89 |
1,64 |
OK0716 |
PL0000107926 |
98,08 |
98,23 |
1,74 |
1,60 |
98,16 |
1,66 |
IZ0816 |
PL0000103529 |
102,88 |
103,47 |
--- |
--- |
103,18 |
--- |
PS1016 |
PL0000106795 |
104,03 |
104,11 |
1,75 |
1,69 |
104,07 |
1,72 |
WZ0117 |
PL0000106936 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,30 |
105,46 |
1,84 |
1,76 |
105,38 |
1,80 |
OK0717 |
PL0000108502 |
96,03 |
96,18 |
1,92 |
1,85 |
96,11 |
1,88 |
DS1017 |
PL0000104543 |
107,60 |
107,73 |
1,94 |
1,88 |
107,67 |
1,91 |
WZ0118 |
PL0000104717 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,49 |
2,18 |
2,12 |
104,41 |
2,15 |
PS0718 |
PL0000107595 |
100,68 |
100,89 |
2,27 |
2,20 |
100,79 |
2,23 |
WZ0119 |
PL0000107603 |
99,49 |
99,65 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
102,91 |
103,08 |
2,50 |
2,45 |
103,00 |
2,47 |
DS1019 |
PL0000105441 |
112,22 |
112,44 |
2,51 |
2,46 |
112,33 |
2,49 |
PS0420 |
PL0000108510 |
94,74 |
94,94 |
2,66 |
2,62 |
94,84 |
2,64 |
DS1020 |
PL0000106126 |
112,79 |
113,06 |
2,66 |
2,61 |
112,93 |
2,63 |
WZ0121 |
PL0000106068 |
98,92 |
99,15 |
--- |
--- |
99,04 |
--- |
DS1021 |
PL0000106670 |
116,67 |
117,05 |
2,85 |
2,79 |
116,86 |
2,82 |
WS0922 |
PL0000102646 |
117,98 |
118,36 |
2,97 |
2,91 |
118,17 |
2,94 |
IZ0823 |
PL0000105359 |
111,53 |
114,08 |
--- |
--- |
112,81 |
--- |
DS1023 |
PL0000107264 |
106,65 |
107,00 |
3,08 |
3,04 |
106,83 |
3,06 |
WZ0124 |
PL0000107454 |
97,52 |
97,73 |
--- |
--- |
97,63 |
--- |
DS0725 |
PL0000108197 |
100,69 |
101,01 |
3,17 |
3,13 |
100,85 |
3,15 |
WS0429 |
PL0000105391 |
126,62 |
127,53 |
3,32 |
3,25 |
127,08 |
3,28 |
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 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
15 |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
20 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
165 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,300 |
1,350 |
1,326 |
245 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
45 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
310 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
30 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
55 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
100 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,330 |
1,350 |
1,343 |
60 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
300 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
400 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
195 |
TOTAL |
2 010 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.