2015-06-09 |
MARKET DATA |
No 108 (2639) |
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 |
1 752,50 |
1 822,85 |
101 |
795,00 |
898,22 |
9 |
2 547,50 |
2 721,07 |
110 |
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 |
99,82 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,71 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,02 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,85 |
102,92 |
102,850 |
102,850 |
102,850 |
102,850 |
102,850 |
100 000 |
103,49 |
1 |
OK0716 |
PL0000107926 |
98,18 |
98,19 |
98,180 |
98,180 |
98,180 |
98,180 |
98,180 |
100 000 |
98,18 |
2 |
PS1016 |
PL0000106795 |
104,05 |
104,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,37 |
105,38 |
105,360 |
105,360 |
105,350 |
105,350 |
105,352 |
60 000 |
63,58 |
2 |
OK0717 |
PL0000108502 |
96,10 |
96,10 |
96,080 |
96,080 |
96,070 |
96,080 |
96,079 |
190 000 |
182,55 |
3 |
DS1017 |
PL0000104543 |
107,65 |
107,65 |
107,650 |
107,650 |
107,650 |
107,650 |
107,650 |
95 000 |
105,40 |
9 |
PS0418 |
PL0000107314 |
104,41 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,80 |
100,78 |
100,880 |
100,880 |
100,840 |
100,840 |
100,860 |
20 000 |
20,61 |
2 |
PS0719 |
PL0000108148 |
103,05 |
102,95 |
102,950 |
103,050 |
102,900 |
102,920 |
102,951 |
162 500 |
171,94 |
5 |
DS1019 |
PL0000105441 |
112,35 |
112,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,95 |
94,69 |
94,850 |
94,930 |
94,690 |
94,690 |
94,854 |
290 000 |
275,64 |
22 |
DS1020 |
PL0000106126 |
112,95 |
112,90 |
112,900 |
112,900 |
112,900 |
112,900 |
112,900 |
15 000 |
17,43 |
1 |
DS1021 |
PL0000106670 |
116,95 |
116,72 |
116,730 |
116,730 |
116,720 |
116,720 |
116,722 |
25 000 |
30,08 |
2 |
WS0922 |
PL0000102646 |
118,22 |
118,05 |
118,040 |
118,200 |
118,040 |
118,170 |
118,160 |
80 000 |
97,82 |
8 |
DS1023 |
PL0000107264 |
106,90 |
106,55 |
106,680 |
106,680 |
106,550 |
106,550 |
106,595 |
60 000 |
65,46 |
6 |
DS0725 |
PL0000108197 |
100,99 |
100,54 |
100,700 |
101,010 |
100,540 |
100,540 |
100,769 |
270 000 |
279,79 |
23 |
WS0428 |
PL0000107611 |
93,27 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,97 |
127,09 |
127,090 |
127,400 |
127,000 |
127,000 |
127,300 |
90 000 |
115,23 |
10 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,15 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,80 |
111,61 |
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 |
99,88 |
99,87 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
170 000 |
171,07 |
4 |
WZ0119 |
PL0000107603 |
99,57 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,00 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,55 |
97,52 |
97,520 |
97,520 |
97,520 |
97,520 |
97,520 |
25 000 |
24,57 |
1 |
TOTAL |
1 752 500 |
1 822,85 |
101 |
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 |
101,70 |
101,76 |
1,57 |
1,41 |
101,73 |
1,49 |
OK0116 |
PL0000107587 |
99,01 |
99,10 |
1,61 |
1,46 |
99,06 |
1,52 |
PS0416 |
PL0000106340 |
102,83 |
102,93 |
1,69 |
1,58 |
102,88 |
1,64 |
OK0716 |
PL0000107926 |
98,11 |
98,23 |
1,71 |
1,60 |
98,17 |
1,66 |
IZ0816 |
PL0000103529 |
102,88 |
103,43 |
--- |
--- |
103,16 |
--- |
PS1016 |
PL0000106795 |
104,02 |
104,13 |
1,75 |
1,67 |
104,08 |
1,71 |
WZ0117 |
PL0000106936 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,33 |
105,44 |
1,82 |
1,76 |
105,39 |
1,79 |
OK0717 |
PL0000108502 |
96,08 |
96,20 |
1,90 |
1,84 |
96,14 |
1,87 |
DS1017 |
PL0000104543 |
107,62 |
107,74 |
1,93 |
1,88 |
107,68 |
1,90 |
WZ0118 |
PL0000104717 |
99,84 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,34 |
104,54 |
2,17 |
2,10 |
104,44 |
2,14 |
PS0718 |
PL0000107595 |
100,77 |
100,92 |
2,24 |
2,19 |
100,85 |
2,21 |
WZ0119 |
PL0000107603 |
99,52 |
99,65 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
102,92 |
103,07 |
2,49 |
2,45 |
103,00 |
2,47 |
DS1019 |
PL0000105441 |
112,25 |
112,49 |
2,50 |
2,45 |
112,37 |
2,47 |
PS0420 |
PL0000108510 |
94,78 |
94,94 |
2,65 |
2,62 |
94,86 |
2,63 |
DS1020 |
PL0000106126 |
112,83 |
113,13 |
2,65 |
2,59 |
112,98 |
2,62 |
WZ0121 |
PL0000106068 |
98,95 |
99,14 |
--- |
--- |
99,05 |
--- |
DS1021 |
PL0000106670 |
116,76 |
117,17 |
2,83 |
2,77 |
116,97 |
2,80 |
WS0922 |
PL0000102646 |
117,98 |
118,38 |
2,96 |
2,91 |
118,18 |
2,94 |
IZ0823 |
PL0000105359 |
111,53 |
114,07 |
--- |
--- |
112,80 |
--- |
DS1023 |
PL0000107264 |
106,76 |
107,12 |
3,07 |
3,02 |
106,94 |
3,04 |
WZ0124 |
PL0000107454 |
97,50 |
97,72 |
--- |
--- |
97,61 |
--- |
DS0725 |
PL0000108197 |
100,76 |
101,01 |
3,16 |
3,13 |
100,89 |
3,14 |
WS0429 |
PL0000105391 |
126,65 |
127,56 |
3,32 |
3,25 |
127,11 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,70 |
101,76 |
1,57 |
1,41 |
101,73 |
1,49 |
OK0116 |
PL0000107587 |
99,00 |
99,06 |
1,62 |
1,52 |
99,03 |
1,57 |
PS0416 |
PL0000106340 |
102,84 |
102,93 |
1,68 |
1,58 |
102,89 |
1,63 |
OK0716 |
PL0000107926 |
98,08 |
98,21 |
1,74 |
1,62 |
98,15 |
1,68 |
IZ0816 |
PL0000103529 |
103,00 |
103,43 |
--- |
--- |
103,22 |
--- |
PS1016 |
PL0000106795 |
104,03 |
104,10 |
1,74 |
1,69 |
104,07 |
1,71 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,29 |
105,40 |
1,84 |
1,79 |
105,35 |
1,81 |
OK0717 |
PL0000108502 |
96,01 |
96,15 |
1,94 |
1,87 |
96,08 |
1,90 |
DS1017 |
PL0000104543 |
107,60 |
107,71 |
1,93 |
1,89 |
107,66 |
1,91 |
WZ0118 |
PL0000104717 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,27 |
104,43 |
2,20 |
2,14 |
104,35 |
2,17 |
PS0718 |
PL0000107595 |
100,67 |
100,82 |
2,27 |
2,22 |
100,75 |
2,25 |
WZ0119 |
PL0000107603 |
99,49 |
99,65 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
102,84 |
103,02 |
2,51 |
2,47 |
102,93 |
2,49 |
DS1019 |
PL0000105441 |
112,14 |
112,42 |
2,53 |
2,46 |
112,28 |
2,49 |
PS0420 |
PL0000108510 |
94,73 |
94,88 |
2,66 |
2,63 |
94,81 |
2,65 |
DS1020 |
PL0000106126 |
112,68 |
112,94 |
2,68 |
2,63 |
112,81 |
2,65 |
WZ0121 |
PL0000106068 |
98,91 |
99,13 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
116,64 |
116,87 |
2,85 |
2,82 |
116,76 |
2,83 |
WS0922 |
PL0000102646 |
117,88 |
118,11 |
2,98 |
2,95 |
118,00 |
2,96 |
IZ0823 |
PL0000105359 |
111,35 |
113,10 |
--- |
--- |
112,23 |
--- |
DS1023 |
PL0000107264 |
106,41 |
106,77 |
3,11 |
3,07 |
106,59 |
3,09 |
WZ0124 |
PL0000107454 |
97,47 |
97,70 |
--- |
--- |
97,59 |
--- |
DS0725 |
PL0000108197 |
100,49 |
100,79 |
3,19 |
3,15 |
100,64 |
3,17 |
WS0429 |
PL0000105391 |
126,49 |
127,58 |
3,33 |
3,25 |
127,04 |
3,29 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
1/2 |
1 |
1,310 |
1,310 |
1,310 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,310 |
1,310 |
1,310 |
105 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,290 |
1,290 |
1,290 |
240 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,290 |
1,290 |
1,290 |
75 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,290 |
1,290 |
1,290 |
295 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,290 |
1,290 |
1,290 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,290 |
1,290 |
1,290 |
50 |
TOTAL |
795 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.