2015-06-15 |
MARKET DATA |
No 112 (2643) |
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 |
932,50 |
961,50 |
75 |
1 295,00 |
1 387,58 |
11 |
2 227,50 |
2 349,08 |
86 |
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 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,62 |
101,62 |
101,620 |
101,620 |
101,620 |
101,620 |
101,620 |
42 500 |
44,91 |
1 |
OK0116 |
PL0000107587 |
99,03 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,78 |
102,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,17 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,94 |
103,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,19 |
105,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
95,95 |
95,94 |
95,940 |
95,940 |
95,940 |
95,940 |
95,940 |
15 000 |
14,39 |
2 |
DS1017 |
PL0000104543 |
107,46 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,18 |
104,10 |
104,100 |
104,100 |
104,100 |
104,100 |
104,100 |
10 000 |
10,46 |
1 |
PS0718 |
PL0000107595 |
100,60 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,61 |
102,39 |
102,550 |
102,550 |
102,390 |
102,460 |
102,453 |
95 000 |
100,10 |
5 |
DS1019 |
PL0000105441 |
111,91 |
111,88 |
111,860 |
111,860 |
111,670 |
111,670 |
111,797 |
30 000 |
34,60 |
2 |
PS0420 |
PL0000108510 |
94,50 |
94,21 |
94,500 |
94,500 |
94,200 |
94,240 |
94,284 |
285 000 |
269,33 |
23 |
DS1020 |
PL0000106126 |
112,40 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,15 |
115,95 |
116,070 |
116,070 |
115,960 |
115,960 |
116,005 |
65 000 |
77,81 |
8 |
WS0922 |
PL0000102646 |
117,27 |
117,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,91 |
105,70 |
105,600 |
105,600 |
105,540 |
105,540 |
105,576 |
60 000 |
64,89 |
6 |
DS0725 |
PL0000108197 |
100,00 |
99,55 |
99,820 |
99,820 |
99,490 |
99,500 |
99,706 |
180 000 |
184,71 |
19 |
WS0428 |
PL0000107611 |
91,55 |
94,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,91 |
126,03 |
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 |
103,18 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
111,50 |
111,500 |
111,500 |
111,400 |
111,400 |
111,471 |
35 000 |
45,82 |
3 |
WZ0117 |
PL0000106936 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,83 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,53 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,12 |
99,06 |
99,120 |
99,120 |
99,080 |
99,080 |
99,100 |
75 000 |
74,92 |
3 |
WZ0121 |
PL0000106068 |
98,85 |
98,84 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
20 000 |
19,93 |
1 |
WZ0124 |
PL0000107454 |
97,42 |
97,41 |
97,360 |
97,360 |
97,360 |
97,360 |
97,360 |
20 000 |
19,63 |
1 |
TOTAL |
932 500 |
961,50 |
75 |
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 |
101,60 |
101,68 |
1,63 |
1,42 |
101,64 |
1,52 |
OK0116 |
PL0000107587 |
98,98 |
99,10 |
1,70 |
1,50 |
99,04 |
1,60 |
PS0416 |
PL0000106340 |
102,76 |
102,86 |
1,71 |
1,60 |
102,81 |
1,66 |
OK0716 |
PL0000107926 |
98,07 |
98,21 |
1,78 |
1,65 |
98,14 |
1,71 |
IZ0816 |
PL0000103529 |
102,98 |
103,55 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
103,90 |
104,04 |
1,80 |
1,70 |
103,97 |
1,75 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,16 |
105,30 |
1,89 |
1,81 |
105,23 |
1,85 |
OK0717 |
PL0000108502 |
95,92 |
96,07 |
2,00 |
1,92 |
96,00 |
1,96 |
DS1017 |
PL0000104543 |
107,41 |
107,61 |
1,99 |
1,91 |
107,51 |
1,95 |
WZ0118 |
PL0000104717 |
99,79 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,14 |
104,38 |
2,23 |
2,15 |
104,26 |
2,19 |
PS0718 |
PL0000107595 |
100,56 |
100,74 |
2,31 |
2,25 |
100,65 |
2,28 |
WZ0119 |
PL0000107603 |
99,45 |
99,61 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
102,57 |
102,85 |
2,58 |
2,51 |
102,71 |
2,54 |
DS1019 |
PL0000105441 |
111,87 |
112,19 |
2,58 |
2,51 |
112,03 |
2,54 |
PS0420 |
PL0000108510 |
94,38 |
94,63 |
2,75 |
2,69 |
94,51 |
2,72 |
DS1020 |
PL0000106126 |
112,34 |
112,61 |
2,74 |
2,68 |
112,48 |
2,71 |
WZ0121 |
PL0000106068 |
98,81 |
99,09 |
--- |
--- |
98,95 |
--- |
DS1021 |
PL0000106670 |
116,08 |
116,43 |
2,93 |
2,88 |
116,26 |
2,91 |
WS0922 |
PL0000102646 |
117,22 |
117,61 |
3,07 |
3,01 |
117,42 |
3,04 |
IZ0823 |
PL0000105359 |
111,02 |
112,92 |
--- |
--- |
111,97 |
--- |
DS1023 |
PL0000107264 |
105,86 |
106,32 |
3,19 |
3,12 |
106,09 |
3,16 |
WZ0124 |
PL0000107454 |
97,37 |
97,62 |
--- |
--- |
97,50 |
--- |
DS0725 |
PL0000108197 |
99,82 |
100,17 |
3,27 |
3,23 |
100,00 |
3,25 |
WS0429 |
PL0000105391 |
124,70 |
127,11 |
3,47 |
3,28 |
125,91 |
3,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,61 |
101,68 |
1,60 |
1,42 |
101,65 |
1,50 |
OK0116 |
PL0000107587 |
99,01 |
99,09 |
1,65 |
1,51 |
99,05 |
1,58 |
PS0416 |
PL0000106340 |
102,75 |
102,86 |
1,72 |
1,60 |
102,81 |
1,66 |
OK0716 |
PL0000107926 |
98,07 |
98,18 |
1,78 |
1,67 |
98,13 |
1,72 |
IZ0816 |
PL0000103529 |
103,05 |
103,53 |
--- |
--- |
103,29 |
--- |
PS1016 |
PL0000106795 |
103,90 |
104,02 |
1,80 |
1,72 |
103,96 |
1,76 |
WZ0117 |
PL0000106936 |
99,97 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,14 |
105,26 |
1,90 |
1,83 |
105,20 |
1,87 |
OK0717 |
PL0000108502 |
95,91 |
96,03 |
2,00 |
1,94 |
95,97 |
1,97 |
DS1017 |
PL0000104543 |
107,36 |
107,50 |
2,01 |
1,95 |
107,43 |
1,98 |
WZ0118 |
PL0000104717 |
99,80 |
99,89 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,07 |
104,22 |
2,26 |
2,20 |
104,15 |
2,23 |
PS0718 |
PL0000107595 |
100,44 |
100,57 |
2,35 |
2,30 |
100,51 |
2,32 |
WZ0119 |
PL0000107603 |
99,44 |
99,59 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
102,43 |
102,68 |
2,61 |
2,55 |
102,56 |
2,58 |
DS1019 |
PL0000105441 |
111,69 |
111,96 |
2,62 |
2,56 |
111,83 |
2,59 |
PS0420 |
PL0000108510 |
94,19 |
94,36 |
2,79 |
2,75 |
94,28 |
2,77 |
DS1020 |
PL0000106126 |
112,03 |
112,25 |
2,79 |
2,75 |
112,14 |
2,77 |
WZ0121 |
PL0000106068 |
98,68 |
98,92 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
115,84 |
116,14 |
2,97 |
2,92 |
115,99 |
2,95 |
WS0922 |
PL0000102646 |
116,88 |
117,20 |
3,11 |
3,07 |
117,04 |
3,09 |
IZ0823 |
PL0000105359 |
110,72 |
112,68 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
105,46 |
105,77 |
3,24 |
3,20 |
105,62 |
3,22 |
WZ0124 |
PL0000107454 |
97,26 |
97,46 |
--- |
--- |
97,36 |
--- |
DS0725 |
PL0000108197 |
99,35 |
99,69 |
3,32 |
3,28 |
99,52 |
3,30 |
WS0429 |
PL0000105391 |
123,99 |
126,35 |
3,53 |
3,34 |
125,17 |
3,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
120 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
225 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
45 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,380 |
1,400 |
1,392 |
195 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,300 |
1,300 |
1,300 |
80 |
TOTAL |
795 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
2/9 |
7 |
1,510 |
1,510 |
1,510 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.