2015-06-12 |
MARKET DATA |
No 111 (2642) |
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 |
1 437,50 |
1 456,19 |
50 |
1 185,00 |
1 206,37 |
9 |
2 622,50 |
2 662,56 |
59 |
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 |
99,84 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,66 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,04 |
99,05 |
99,040 |
99,040 |
99,030 |
99,030 |
99,034 |
90 000 |
89,13 |
3 |
PS0416 |
PL0000106340 |
102,81 |
102,80 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
50 000 |
51,76 |
1 |
OK0716 |
PL0000107926 |
98,13 |
98,12 |
98,120 |
98,120 |
98,120 |
98,120 |
98,120 |
27 500 |
26,98 |
1 |
PS1016 |
PL0000106795 |
104,01 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,28 |
105,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,04 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,61 |
100,60 |
107,650 |
107,650 |
107,480 |
107,480 |
107,514 |
12 500 |
13,86 |
2 |
PS0418 |
PL0000107314 |
104,48 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,86 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,09 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,44 |
112,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,99 |
94,70 |
94,620 |
94,620 |
94,620 |
94,620 |
94,620 |
20 000 |
18,97 |
1 |
DS1020 |
PL0000106126 |
113,03 |
112,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,97 |
116,65 |
116,920 |
116,920 |
116,910 |
116,910 |
116,915 |
20 000 |
24,12 |
2 |
WS0922 |
PL0000102646 |
118,14 |
117,90 |
117,980 |
117,980 |
117,900 |
117,900 |
117,940 |
10 000 |
12,21 |
2 |
DS1023 |
PL0000107264 |
106,86 |
106,43 |
106,430 |
106,430 |
106,420 |
106,420 |
106,427 |
15 000 |
16,35 |
2 |
DS0725 |
PL0000108197 |
100,98 |
100,51 |
100,660 |
100,750 |
100,400 |
100,400 |
100,633 |
140 000 |
144,95 |
16 |
WS0428 |
PL0000107611 |
92,78 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,49 |
127,54 |
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 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,55 |
112,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,00 |
100,010 |
100,010 |
99,990 |
100,000 |
99,999 |
672 500 |
677,79 |
8 |
WZ0118 |
PL0000104717 |
99,86 |
99,86 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
40 000 |
40,26 |
1 |
WZ0119 |
PL0000107603 |
99,55 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,15 |
99,15 |
99,150 |
99,170 |
99,150 |
99,150 |
99,159 |
340 000 |
339,82 |
11 |
WZ0121 |
PL0000106068 |
98,95 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,43 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 437 500 |
1 456,19 |
50 |
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 |
101,64 |
101,71 |
1,56 |
1,37 |
101,68 |
1,45 |
OK0116 |
PL0000107587 |
99,03 |
99,11 |
1,61 |
1,47 |
99,07 |
1,54 |
PS0416 |
PL0000106340 |
102,77 |
102,87 |
1,71 |
1,60 |
102,82 |
1,66 |
OK0716 |
PL0000107926 |
98,11 |
98,20 |
1,73 |
1,65 |
98,16 |
1,69 |
IZ0816 |
PL0000103529 |
102,96 |
103,49 |
--- |
--- |
103,23 |
--- |
PS1016 |
PL0000106795 |
103,99 |
104,10 |
1,74 |
1,66 |
104,05 |
1,70 |
WZ0117 |
PL0000106936 |
99,99 |
100,07 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,25 |
105,38 |
1,84 |
1,78 |
105,32 |
1,81 |
OK0717 |
PL0000108502 |
96,02 |
96,14 |
1,94 |
1,88 |
96,08 |
1,91 |
DS1017 |
PL0000104543 |
107,55 |
107,72 |
1,94 |
1,87 |
107,64 |
1,90 |
WZ0118 |
PL0000104717 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,39 |
104,57 |
2,15 |
2,08 |
104,48 |
2,11 |
PS0718 |
PL0000107595 |
100,78 |
101,01 |
2,23 |
2,16 |
100,90 |
2,19 |
WZ0119 |
PL0000107603 |
99,51 |
99,65 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
102,96 |
103,21 |
2,48 |
2,42 |
103,09 |
2,45 |
DS1019 |
PL0000105441 |
112,30 |
112,55 |
2,48 |
2,43 |
112,43 |
2,45 |
PS0420 |
PL0000108510 |
94,84 |
95,02 |
2,64 |
2,60 |
94,93 |
2,62 |
DS1020 |
PL0000106126 |
112,85 |
113,10 |
2,64 |
2,59 |
112,98 |
2,62 |
WZ0121 |
PL0000106068 |
98,87 |
99,10 |
--- |
--- |
98,99 |
--- |
DS1021 |
PL0000106670 |
116,67 |
117,02 |
2,84 |
2,79 |
116,85 |
2,81 |
WS0922 |
PL0000102646 |
117,94 |
118,31 |
2,97 |
2,91 |
118,13 |
2,94 |
IZ0823 |
PL0000105359 |
111,04 |
113,38 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
106,63 |
107,01 |
3,08 |
3,03 |
106,82 |
3,06 |
WZ0124 |
PL0000107454 |
97,39 |
97,65 |
--- |
--- |
97,52 |
--- |
DS0725 |
PL0000108197 |
100,83 |
101,07 |
3,15 |
3,12 |
100,95 |
3,14 |
WS0429 |
PL0000105391 |
126,04 |
128,51 |
3,36 |
3,17 |
127,28 |
3,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,64 |
101,69 |
1,56 |
1,42 |
101,67 |
1,48 |
OK0116 |
PL0000107587 |
99,03 |
99,07 |
1,61 |
1,54 |
99,05 |
1,57 |
PS0416 |
PL0000106340 |
102,79 |
102,87 |
1,69 |
1,60 |
102,83 |
1,64 |
OK0716 |
PL0000107926 |
98,09 |
98,20 |
1,75 |
1,65 |
98,15 |
1,70 |
IZ0816 |
PL0000103529 |
103,01 |
103,49 |
--- |
--- |
103,25 |
--- |
PS1016 |
PL0000106795 |
103,96 |
104,08 |
1,76 |
1,68 |
104,02 |
1,72 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,22 |
105,35 |
1,86 |
1,79 |
105,29 |
1,82 |
OK0717 |
PL0000108502 |
96,01 |
96,11 |
1,95 |
1,90 |
96,06 |
1,92 |
DS1017 |
PL0000104543 |
107,49 |
107,63 |
1,96 |
1,90 |
107,56 |
1,93 |
WZ0118 |
PL0000104717 |
99,81 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,27 |
104,44 |
2,19 |
2,13 |
104,36 |
2,16 |
PS0718 |
PL0000107595 |
100,68 |
100,84 |
2,27 |
2,21 |
100,76 |
2,24 |
WZ0119 |
PL0000107603 |
99,50 |
99,65 |
--- |
--- |
99,58 |
--- |
PS0719 |
PL0000108148 |
102,85 |
103,02 |
2,51 |
2,46 |
102,94 |
2,49 |
DS1019 |
PL0000105441 |
112,12 |
112,41 |
2,52 |
2,46 |
112,27 |
2,49 |
PS0420 |
PL0000108510 |
94,64 |
94,81 |
2,69 |
2,65 |
94,73 |
2,67 |
DS1020 |
PL0000106126 |
112,62 |
112,84 |
2,68 |
2,64 |
112,73 |
2,66 |
WZ0121 |
PL0000106068 |
98,88 |
99,08 |
--- |
--- |
98,98 |
--- |
DS1021 |
PL0000106670 |
116,44 |
116,80 |
2,88 |
2,82 |
116,62 |
2,85 |
WS0922 |
PL0000102646 |
117,81 |
118,03 |
2,98 |
2,95 |
117,92 |
2,97 |
IZ0823 |
PL0000105359 |
111,30 |
113,31 |
--- |
--- |
112,31 |
--- |
DS1023 |
PL0000107264 |
106,36 |
106,78 |
3,12 |
3,06 |
106,57 |
3,09 |
WZ0124 |
PL0000107454 |
97,38 |
97,60 |
--- |
--- |
97,49 |
--- |
DS0725 |
PL0000108197 |
100,38 |
100,66 |
3,20 |
3,17 |
100,52 |
3,19 |
WS0429 |
PL0000105391 |
125,53 |
127,98 |
3,40 |
3,21 |
126,76 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
65 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
20 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,330 |
1,330 |
1,330 |
20 |
OK0116 |
PL0000107587 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
100 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
120 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
150 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,350 |
1,420 |
1,382 |
110 |
TOTAL |
585 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,410 |
1,410 |
1,410 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.