2015-06-16 |
MARKET DATA |
No 113 (2644) |
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 |
882,50 |
886,33 |
55 |
540,00 |
566,19 |
11 |
1 422,50 |
1 452,52 |
66 |
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 |
99,85 |
99,86 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
50 000 |
49,93 |
1 |
DS1015 |
PL0000103602 |
101,62 |
101,65 |
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 |
55 000 |
54,47 |
1 |
PS0416 |
PL0000106340 |
102,79 |
102,77 |
102,770 |
102,790 |
102,770 |
102,790 |
102,779 |
117 500 |
121,63 |
3 |
OK0716 |
PL0000107926 |
98,06 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,88 |
103,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,10 |
105,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
95,97 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,35 |
107,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,01 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,40 |
100,30 |
100,400 |
100,410 |
100,400 |
100,410 |
100,408 |
25 000 |
25,66 |
2 |
PS0719 |
PL0000108148 |
102,49 |
102,25 |
102,210 |
102,350 |
102,190 |
102,340 |
102,273 |
50 000 |
52,60 |
4 |
DS1019 |
PL0000105441 |
111,68 |
111,56 |
111,510 |
111,510 |
111,500 |
111,500 |
111,506 |
25 000 |
28,77 |
2 |
PS0420 |
PL0000108510 |
94,25 |
93,99 |
94,050 |
94,250 |
93,890 |
94,250 |
94,019 |
245 000 |
230,89 |
19 |
DS1020 |
PL0000106126 |
112,00 |
111,85 |
111,850 |
111,850 |
111,850 |
111,850 |
111,850 |
10 000 |
11,52 |
2 |
DS1021 |
PL0000106670 |
115,85 |
115,50 |
115,600 |
115,600 |
115,600 |
115,600 |
115,600 |
10 000 |
11,93 |
1 |
WS0922 |
PL0000102646 |
116,85 |
116,54 |
116,710 |
116,710 |
116,710 |
116,710 |
116,710 |
5 000 |
6,05 |
1 |
DS1023 |
PL0000107264 |
105,50 |
105,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,55 |
99,03 |
99,000 |
99,550 |
98,950 |
99,500 |
99,378 |
120 000 |
122,76 |
13 |
WS0428 |
PL0000107611 |
91,03 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,25 |
125,31 |
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 |
103,12 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,85 |
113,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,84 |
99,87 |
99,800 |
99,800 |
99,800 |
99,800 |
99,800 |
50 000 |
50,30 |
1 |
WZ0119 |
PL0000107603 |
99,47 |
99,49 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
25 000 |
25,05 |
2 |
WZ0120 |
PL0000108601 |
99,06 |
99,01 |
99,000 |
99,070 |
99,000 |
99,070 |
99,062 |
90 000 |
89,88 |
2 |
WZ0121 |
PL0000106068 |
98,71 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,27 |
97,26 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
5 000 |
4,90 |
1 |
TOTAL |
882 500 |
886,33 |
55 |
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 |
101,66 |
1,60 |
1,43 |
101,63 |
1,52 |
OK0116 |
PL0000107587 |
99,00 |
99,11 |
1,67 |
1,49 |
99,06 |
1,57 |
PS0416 |
PL0000106340 |
102,74 |
102,85 |
1,73 |
1,60 |
102,80 |
1,66 |
OK0716 |
PL0000107926 |
98,03 |
98,18 |
1,82 |
1,68 |
98,11 |
1,74 |
IZ0816 |
PL0000103529 |
102,90 |
103,58 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
103,82 |
103,99 |
1,85 |
1,73 |
103,91 |
1,79 |
WZ0117 |
PL0000106936 |
99,93 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,01 |
105,20 |
1,96 |
1,86 |
105,11 |
1,91 |
OK0717 |
PL0000108502 |
95,86 |
96,03 |
2,03 |
1,94 |
95,95 |
1,98 |
DS1017 |
PL0000104543 |
107,21 |
107,40 |
2,07 |
1,99 |
107,31 |
2,03 |
WZ0118 |
PL0000104717 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0418 |
PL0000107314 |
103,77 |
104,03 |
2,36 |
2,27 |
103,90 |
2,32 |
PS0718 |
PL0000107595 |
100,16 |
100,36 |
2,44 |
2,37 |
100,26 |
2,41 |
WZ0119 |
PL0000107603 |
99,38 |
99,54 |
--- |
--- |
99,46 |
--- |
PS0719 |
PL0000108148 |
102,07 |
102,30 |
2,71 |
2,65 |
102,19 |
2,68 |
DS1019 |
PL0000105441 |
111,34 |
111,60 |
2,70 |
2,64 |
111,47 |
2,67 |
PS0420 |
PL0000108510 |
93,90 |
94,08 |
2,86 |
2,82 |
93,99 |
2,84 |
DS1020 |
PL0000106126 |
111,63 |
111,95 |
2,87 |
2,81 |
111,79 |
2,84 |
WZ0121 |
PL0000106068 |
98,59 |
98,82 |
--- |
--- |
98,71 |
--- |
DS1021 |
PL0000106670 |
115,25 |
115,64 |
3,07 |
3,00 |
115,45 |
3,03 |
WS0922 |
PL0000102646 |
116,23 |
116,67 |
3,21 |
3,14 |
116,45 |
3,17 |
IZ0823 |
PL0000105359 |
109,97 |
113,71 |
--- |
--- |
111,84 |
--- |
DS1023 |
PL0000107264 |
104,90 |
105,33 |
3,31 |
3,26 |
105,12 |
3,28 |
WZ0124 |
PL0000107454 |
97,14 |
97,37 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
98,77 |
99,22 |
3,39 |
3,34 |
99,00 |
3,36 |
WS0429 |
PL0000105391 |
123,10 |
125,66 |
3,60 |
3,39 |
124,38 |
3,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,61 |
101,66 |
1,57 |
1,43 |
101,64 |
1,49 |
OK0116 |
PL0000107587 |
99,01 |
99,10 |
1,66 |
1,50 |
99,06 |
1,57 |
PS0416 |
PL0000106340 |
102,76 |
102,81 |
1,70 |
1,64 |
102,79 |
1,67 |
OK0716 |
PL0000107926 |
98,02 |
98,15 |
1,83 |
1,71 |
98,09 |
1,76 |
IZ0816 |
PL0000103529 |
103,01 |
103,52 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
103,86 |
103,99 |
1,83 |
1,73 |
103,93 |
1,77 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,02 |
105,18 |
1,96 |
1,87 |
105,10 |
1,92 |
OK0717 |
PL0000108502 |
95,93 |
96,05 |
1,99 |
1,93 |
95,99 |
1,96 |
DS1017 |
PL0000104543 |
107,30 |
107,45 |
2,03 |
1,97 |
107,38 |
2,00 |
WZ0118 |
PL0000104717 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
103,98 |
104,13 |
2,29 |
2,24 |
104,06 |
2,26 |
PS0718 |
PL0000107595 |
100,37 |
100,52 |
2,37 |
2,32 |
100,45 |
2,34 |
WZ0119 |
PL0000107603 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0719 |
PL0000108148 |
102,38 |
102,58 |
2,63 |
2,58 |
102,48 |
2,60 |
DS1019 |
PL0000105441 |
111,59 |
111,89 |
2,64 |
2,57 |
111,74 |
2,61 |
PS0420 |
PL0000108510 |
94,10 |
94,31 |
2,81 |
2,77 |
94,21 |
2,79 |
DS1020 |
PL0000106126 |
111,91 |
112,14 |
2,82 |
2,77 |
112,03 |
2,79 |
WZ0121 |
PL0000106068 |
98,64 |
98,89 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
115,74 |
116,06 |
2,99 |
2,94 |
115,90 |
2,96 |
WS0922 |
PL0000102646 |
116,78 |
117,12 |
3,13 |
3,08 |
116,95 |
3,10 |
IZ0823 |
PL0000105359 |
110,53 |
114,10 |
--- |
--- |
112,32 |
--- |
DS1023 |
PL0000107264 |
105,28 |
105,58 |
3,26 |
3,22 |
105,43 |
3,24 |
WZ0124 |
PL0000107454 |
97,18 |
97,39 |
--- |
--- |
97,29 |
--- |
DS0725 |
PL0000108197 |
99,31 |
99,68 |
3,33 |
3,28 |
99,50 |
3,31 |
WS0429 |
PL0000105391 |
123,92 |
126,39 |
3,53 |
3,34 |
125,16 |
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) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,400 |
1,450 |
1,438 |
100 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
30 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
70 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
10 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
180 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
TOTAL |
540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.