2015-06-11 |
MARKET DATA |
No 110 (2641) |
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 |
1 732,50 |
1 756,58 |
85 |
4 255,00 |
4 459,37 |
22 |
5 987,50 |
6 215,95 |
107 |
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 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,68 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,03 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,83 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,19 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,03 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,32 |
105,34 |
105,320 |
105,320 |
105,320 |
105,320 |
105,320 |
67 500 |
71,54 |
1 |
OK0717 |
PL0000108502 |
96,07 |
96,05 |
96,060 |
96,060 |
96,060 |
96,060 |
96,060 |
25 000 |
24,02 |
1 |
DS1017 |
PL0000104543 |
107,66 |
107,62 |
107,670 |
107,670 |
107,670 |
107,670 |
107,670 |
25 000 |
27,76 |
1 |
PS0418 |
PL0000107314 |
104,47 |
104,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,85 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,08 |
102,83 |
103,020 |
103,020 |
103,010 |
103,010 |
103,015 |
60 000 |
63,55 |
2 |
DS1019 |
PL0000105441 |
112,44 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,00 |
94,58 |
94,860 |
95,000 |
94,860 |
94,990 |
94,935 |
135 000 |
128,44 |
13 |
DS1020 |
PL0000106126 |
113,01 |
112,68 |
112,850 |
112,870 |
112,850 |
112,870 |
112,863 |
50 000 |
58,11 |
4 |
DS1021 |
PL0000106670 |
116,94 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,14 |
117,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,95 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,97 |
100,20 |
100,200 |
101,110 |
100,100 |
100,970 |
100,716 |
255 000 |
264,21 |
27 |
WS0428 |
PL0000107611 |
92,86 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,70 |
126,63 |
127,140 |
127,140 |
127,140 |
127,140 |
127,140 |
10 000 |
12,79 |
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 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,75 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
99,99 |
100,000 |
100,020 |
100,000 |
100,010 |
100,011 |
470 000 |
473,73 |
8 |
WZ0118 |
PL0000104717 |
99,86 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,53 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,15 |
96,22 |
99,200 |
99,230 |
99,100 |
99,100 |
99,171 |
495 000 |
494,77 |
22 |
WZ0121 |
PL0000106068 |
98,90 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,57 |
97,51 |
97,510 |
97,570 |
97,510 |
97,570 |
97,555 |
140 000 |
137,67 |
5 |
TOTAL |
1 732 500 |
1 756,58 |
85 |
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 |
101,66 |
101,73 |
1,54 |
1,35 |
101,70 |
1,43 |
OK0116 |
PL0000107587 |
99,01 |
99,10 |
1,63 |
1,48 |
99,06 |
1,55 |
PS0416 |
PL0000106340 |
102,78 |
102,88 |
1,71 |
1,60 |
102,83 |
1,65 |
OK0716 |
PL0000107926 |
98,08 |
98,18 |
1,76 |
1,66 |
98,13 |
1,71 |
IZ0816 |
PL0000103529 |
102,93 |
103,47 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
103,96 |
104,08 |
1,77 |
1,68 |
104,02 |
1,73 |
WZ0117 |
PL0000106936 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
105,23 |
105,37 |
1,86 |
1,78 |
105,30 |
1,82 |
OK0717 |
PL0000108502 |
95,99 |
96,12 |
1,96 |
1,89 |
96,06 |
1,92 |
DS1017 |
PL0000104543 |
107,46 |
107,64 |
1,98 |
1,90 |
107,55 |
1,94 |
WZ0118 |
PL0000104717 |
99,78 |
99,92 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,15 |
104,42 |
2,23 |
2,14 |
104,29 |
2,18 |
PS0718 |
PL0000107595 |
100,52 |
100,74 |
2,32 |
2,25 |
100,63 |
2,28 |
WZ0119 |
PL0000107603 |
99,50 |
99,64 |
--- |
--- |
99,57 |
--- |
PS0719 |
PL0000108148 |
102,61 |
102,91 |
2,57 |
2,49 |
102,76 |
2,53 |
DS1019 |
PL0000105441 |
111,98 |
112,25 |
2,56 |
2,50 |
112,12 |
2,52 |
PS0420 |
PL0000108510 |
94,44 |
94,63 |
2,73 |
2,69 |
94,54 |
2,71 |
DS1020 |
PL0000106126 |
112,26 |
112,91 |
2,75 |
2,63 |
112,59 |
2,69 |
WZ0121 |
PL0000106068 |
98,86 |
99,09 |
--- |
--- |
98,98 |
--- |
DS1021 |
PL0000106670 |
116,17 |
116,63 |
2,92 |
2,85 |
116,40 |
2,89 |
WS0922 |
PL0000102646 |
117,33 |
117,80 |
3,05 |
2,99 |
117,57 |
3,02 |
IZ0823 |
PL0000105359 |
110,74 |
113,00 |
--- |
--- |
111,87 |
--- |
DS1023 |
PL0000107264 |
105,98 |
106,47 |
3,17 |
3,11 |
106,23 |
3,14 |
WZ0124 |
PL0000107454 |
97,44 |
97,68 |
--- |
--- |
97,56 |
--- |
DS0725 |
PL0000108197 |
100,00 |
100,32 |
3,25 |
3,21 |
100,16 |
3,23 |
WS0429 |
PL0000105391 |
124,02 |
127,26 |
3,53 |
3,27 |
125,64 |
3,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,66 |
101,73 |
1,54 |
1,35 |
101,70 |
1,43 |
OK0116 |
PL0000107587 |
99,02 |
99,08 |
1,62 |
1,52 |
99,05 |
1,57 |
PS0416 |
PL0000106340 |
102,81 |
102,87 |
1,68 |
1,61 |
102,84 |
1,64 |
OK0716 |
PL0000107926 |
98,10 |
98,19 |
1,74 |
1,66 |
98,15 |
1,69 |
IZ0816 |
PL0000103529 |
102,96 |
103,48 |
--- |
--- |
103,22 |
--- |
PS1016 |
PL0000106795 |
104,01 |
104,11 |
1,73 |
1,66 |
104,06 |
1,70 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,28 |
105,36 |
1,83 |
1,79 |
105,32 |
1,81 |
OK0717 |
PL0000108502 |
96,04 |
96,14 |
1,93 |
1,88 |
96,09 |
1,91 |
DS1017 |
PL0000104543 |
107,56 |
107,72 |
1,94 |
1,87 |
107,64 |
1,90 |
WZ0118 |
PL0000104717 |
99,83 |
99,95 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,38 |
104,57 |
2,15 |
2,08 |
104,48 |
2,12 |
PS0718 |
PL0000107595 |
100,79 |
101,00 |
2,23 |
2,16 |
100,90 |
2,19 |
WZ0119 |
PL0000107603 |
99,51 |
99,65 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
102,99 |
103,20 |
2,47 |
2,42 |
103,10 |
2,45 |
DS1019 |
PL0000105441 |
112,37 |
112,61 |
2,47 |
2,41 |
112,49 |
2,44 |
PS0420 |
PL0000108510 |
94,88 |
95,05 |
2,63 |
2,59 |
94,97 |
2,61 |
DS1020 |
PL0000106126 |
112,90 |
113,19 |
2,63 |
2,58 |
113,05 |
2,60 |
WZ0121 |
PL0000106068 |
98,80 |
99,05 |
--- |
--- |
98,93 |
--- |
DS1021 |
PL0000106670 |
116,83 |
117,16 |
2,82 |
2,77 |
117,00 |
2,79 |
WS0922 |
PL0000102646 |
118,05 |
118,42 |
2,95 |
2,90 |
118,24 |
2,92 |
IZ0823 |
PL0000105359 |
111,43 |
113,35 |
--- |
--- |
112,39 |
--- |
DS1023 |
PL0000107264 |
106,79 |
107,17 |
3,06 |
3,01 |
106,98 |
3,04 |
WZ0124 |
PL0000107454 |
97,41 |
97,60 |
--- |
--- |
97,51 |
--- |
DS0725 |
PL0000108197 |
100,81 |
101,14 |
3,15 |
3,11 |
100,98 |
3,13 |
WS0429 |
PL0000105391 |
126,33 |
127,64 |
3,34 |
3,24 |
126,99 |
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) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
690 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
205 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
120 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
75 |
OK0715 |
PL0000107405 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
65 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
65 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
330 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
400 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
70 |
PS1016 |
PL0000106795 |
4/11 |
7 |
1,370 |
1,370 |
1,370 |
535 |
PS0718 |
PL0000107595 |
4/11 |
7 |
1,400 |
1,400 |
1,400 |
120 |
TOTAL |
2 755 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,350 |
1,390 |
1,363 |
1 500 |
TOTAL |
1 500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.