2015-06-10 |
MARKET DATA |
No 109 (2640) |
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 |
1 180,00 |
1 235,84 |
101 |
155,00 |
161,37 |
4 |
1 335,00 |
1 397,21 |
105 |
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 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,71 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,04 |
99,04 |
99,040 |
99,040 |
99,040 |
99,040 |
99,040 |
70 000 |
69,33 |
2 |
PS0416 |
PL0000106340 |
102,85 |
102,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,10 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,03 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,35 |
105,30 |
105,300 |
105,300 |
105,300 |
105,300 |
105,300 |
25 000 |
26,48 |
1 |
OK0717 |
PL0000108502 |
96,07 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,64 |
107,61 |
107,640 |
107,640 |
107,640 |
107,640 |
107,640 |
30 000 |
33,28 |
2 |
PS0418 |
PL0000107314 |
104,32 |
104,31 |
104,310 |
104,360 |
104,310 |
104,360 |
104,335 |
20 000 |
20,97 |
2 |
PS0718 |
PL0000107595 |
100,72 |
100,68 |
100,750 |
100,760 |
100,750 |
100,760 |
100,752 |
27 500 |
28,31 |
2 |
PS0719 |
PL0000108148 |
102,93 |
102,87 |
102,890 |
102,930 |
102,890 |
102,900 |
102,912 |
85 000 |
89,91 |
6 |
DS1019 |
PL0000105441 |
112,21 |
112,22 |
112,300 |
112,300 |
112,250 |
112,250 |
112,288 |
75 000 |
86,82 |
7 |
PS0420 |
PL0000108510 |
94,70 |
94,62 |
94,660 |
94,670 |
94,620 |
94,660 |
94,648 |
65 000 |
61,65 |
6 |
DS1020 |
PL0000106126 |
112,70 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,60 |
116,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,86 |
117,65 |
117,860 |
117,860 |
117,860 |
117,860 |
117,860 |
10 000 |
12,20 |
1 |
DS1023 |
PL0000107264 |
106,60 |
106,35 |
106,550 |
106,550 |
106,350 |
106,450 |
106,480 |
165 000 |
179,85 |
15 |
DS0725 |
PL0000108197 |
100,55 |
100,37 |
100,500 |
100,550 |
100,320 |
100,500 |
100,474 |
582 500 |
601,96 |
56 |
WS0428 |
PL0000107611 |
92,18 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,00 |
126,85 |
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 |
103,15 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,55 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,86 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,55 |
99,54 |
99,540 |
99,540 |
99,540 |
99,540 |
99,540 |
25 000 |
25,08 |
1 |
WZ0120 |
PL0000108601 |
99,15 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,92 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,54 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 180 000 |
1 235,84 |
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 |
101,69 |
101,76 |
1,56 |
1,38 |
101,73 |
1,46 |
OK0116 |
PL0000107587 |
99,01 |
99,09 |
1,61 |
1,48 |
99,05 |
1,55 |
PS0416 |
PL0000106340 |
102,81 |
102,91 |
1,71 |
1,59 |
102,86 |
1,65 |
OK0716 |
PL0000107926 |
98,08 |
98,17 |
1,75 |
1,66 |
98,13 |
1,70 |
IZ0816 |
PL0000103529 |
102,89 |
103,44 |
--- |
--- |
103,17 |
--- |
PS1016 |
PL0000106795 |
103,99 |
104,09 |
1,77 |
1,69 |
104,04 |
1,73 |
WZ0117 |
PL0000106936 |
99,94 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,28 |
105,39 |
1,84 |
1,79 |
105,34 |
1,81 |
OK0717 |
PL0000108502 |
96,01 |
96,13 |
1,94 |
1,88 |
96,07 |
1,91 |
DS1017 |
PL0000104543 |
107,57 |
107,69 |
1,94 |
1,89 |
107,63 |
1,92 |
WZ0118 |
PL0000104717 |
99,80 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,28 |
104,42 |
2,19 |
2,14 |
104,35 |
2,17 |
PS0718 |
PL0000107595 |
100,62 |
100,82 |
2,29 |
2,22 |
100,72 |
2,26 |
WZ0119 |
PL0000107603 |
99,51 |
99,70 |
--- |
--- |
99,61 |
--- |
PS0719 |
PL0000108148 |
102,72 |
102,95 |
2,54 |
2,48 |
102,84 |
2,51 |
DS1019 |
PL0000105441 |
112,05 |
112,32 |
2,55 |
2,48 |
112,19 |
2,51 |
PS0420 |
PL0000108510 |
94,57 |
94,75 |
2,70 |
2,66 |
94,66 |
2,68 |
DS1020 |
PL0000106126 |
112,58 |
112,87 |
2,70 |
2,64 |
112,73 |
2,67 |
WZ0121 |
PL0000106068 |
98,86 |
99,04 |
--- |
--- |
98,95 |
--- |
DS1021 |
PL0000106670 |
116,48 |
116,79 |
2,88 |
2,83 |
116,64 |
2,85 |
WS0922 |
PL0000102646 |
117,58 |
117,99 |
3,02 |
2,96 |
117,79 |
2,99 |
IZ0823 |
PL0000105359 |
111,04 |
113,01 |
--- |
--- |
112,03 |
--- |
DS1023 |
PL0000107264 |
106,30 |
106,70 |
3,13 |
3,08 |
106,50 |
3,10 |
WZ0124 |
PL0000107454 |
97,44 |
97,73 |
--- |
--- |
97,59 |
--- |
DS0725 |
PL0000108197 |
100,28 |
100,58 |
3,21 |
3,18 |
100,43 |
3,20 |
WS0429 |
PL0000105391 |
125,13 |
129,44 |
3,44 |
3,10 |
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 |
101,68 |
101,74 |
1,59 |
1,43 |
101,71 |
1,51 |
OK0116 |
PL0000107587 |
99,00 |
99,07 |
1,63 |
1,51 |
99,04 |
1,56 |
PS0416 |
PL0000106340 |
102,82 |
102,89 |
1,70 |
1,62 |
102,86 |
1,65 |
OK0716 |
PL0000107926 |
98,08 |
98,16 |
1,75 |
1,67 |
98,12 |
1,71 |
IZ0816 |
PL0000103529 |
103,01 |
103,45 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
104,00 |
104,11 |
1,76 |
1,68 |
104,06 |
1,72 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,31 |
105,39 |
1,83 |
1,79 |
105,35 |
1,81 |
OK0717 |
PL0000108502 |
96,02 |
96,10 |
1,93 |
1,89 |
96,06 |
1,91 |
DS1017 |
PL0000104543 |
107,60 |
107,70 |
1,93 |
1,89 |
107,65 |
1,91 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,28 |
104,40 |
2,19 |
2,15 |
104,34 |
2,17 |
PS0718 |
PL0000107595 |
100,69 |
100,84 |
2,27 |
2,22 |
100,77 |
2,24 |
WZ0119 |
PL0000107603 |
99,48 |
99,69 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
102,87 |
103,02 |
2,50 |
2,47 |
102,95 |
2,48 |
DS1019 |
PL0000105441 |
112,17 |
112,45 |
2,52 |
2,45 |
112,31 |
2,49 |
PS0420 |
PL0000108510 |
94,65 |
94,83 |
2,68 |
2,64 |
94,74 |
2,66 |
DS1020 |
PL0000106126 |
112,67 |
112,90 |
2,68 |
2,64 |
112,79 |
2,66 |
WZ0121 |
PL0000106068 |
98,86 |
99,04 |
--- |
--- |
98,95 |
--- |
DS1021 |
PL0000106670 |
116,54 |
116,85 |
2,87 |
2,82 |
116,70 |
2,84 |
WS0922 |
PL0000102646 |
117,77 |
118,13 |
2,99 |
2,94 |
117,95 |
2,97 |
IZ0823 |
PL0000105359 |
111,30 |
113,09 |
--- |
--- |
112,20 |
--- |
DS1023 |
PL0000107264 |
106,46 |
106,76 |
3,11 |
3,07 |
106,61 |
3,09 |
WZ0124 |
PL0000107454 |
97,49 |
97,69 |
--- |
--- |
97,59 |
--- |
DS0725 |
PL0000108197 |
100,47 |
100,70 |
3,19 |
3,16 |
100,59 |
3,18 |
WS0429 |
PL0000105391 |
125,69 |
127,63 |
3,39 |
3,24 |
126,66 |
3,32 |
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 |
1/8 |
7 |
1,310 |
1,310 |
1,310 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
105 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
30 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
10 |
TOTAL |
155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.