2015-06-18 |
MARKET DATA |
No 115 (2646) |
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 |
485,00 |
508,14 |
50 |
965,00 |
1 036,24 |
17 |
1 450,00 |
1 544,37 |
67 |
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 |
99,86 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,58 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,07 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,76 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,10 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,89 |
103,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,09 |
105,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,00 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,37 |
107,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,23 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,60 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,74 |
102,66 |
102,790 |
102,810 |
102,790 |
102,810 |
102,806 |
75 000 |
79,32 |
4 |
DS1019 |
PL0000105441 |
111,98 |
111,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,53 |
94,35 |
94,350 |
94,530 |
94,350 |
94,350 |
94,431 |
130 000 |
123,07 |
15 |
DS1020 |
PL0000106126 |
112,41 |
112,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,31 |
116,00 |
116,200 |
116,240 |
116,200 |
116,240 |
116,222 |
50 000 |
60,00 |
5 |
WS0922 |
PL0000102646 |
117,49 |
117,30 |
117,610 |
117,610 |
117,110 |
117,250 |
117,270 |
20 000 |
24,31 |
3 |
DS1023 |
PL0000107264 |
106,20 |
105,85 |
106,150 |
106,150 |
106,100 |
106,120 |
106,129 |
45 000 |
48,94 |
5 |
DS0725 |
PL0000108197 |
100,20 |
99,83 |
99,800 |
100,160 |
99,770 |
99,770 |
99,894 |
155 000 |
159,42 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,92 |
126,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
128,00 |
148,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,15 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,20 |
111,20 |
111,200 |
111,200 |
111,200 |
111,200 |
111,200 |
10 000 |
13,07 |
1 |
WZ0117 |
PL0000106936 |
100,01 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,85 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,43 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,12 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,80 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,35 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
485 000 |
508,14 |
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 |
101,56 |
101,63 |
1,57 |
1,37 |
101,60 |
1,46 |
OK0116 |
PL0000107587 |
99,04 |
99,11 |
1,63 |
1,51 |
99,08 |
1,57 |
PS0416 |
PL0000106340 |
102,71 |
102,81 |
1,72 |
1,60 |
102,76 |
1,66 |
OK0716 |
PL0000107926 |
98,06 |
98,20 |
1,81 |
1,68 |
98,13 |
1,74 |
IZ0816 |
PL0000103529 |
103,05 |
103,59 |
--- |
--- |
103,32 |
--- |
PS1016 |
PL0000106795 |
103,82 |
103,99 |
1,83 |
1,71 |
103,91 |
1,77 |
WZ0117 |
PL0000106936 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,04 |
105,22 |
1,93 |
1,84 |
105,13 |
1,88 |
OK0717 |
PL0000108502 |
95,97 |
96,11 |
1,98 |
1,91 |
96,04 |
1,95 |
DS1017 |
PL0000104543 |
107,33 |
107,51 |
2,01 |
1,93 |
107,42 |
1,97 |
WZ0118 |
PL0000104717 |
99,80 |
99,92 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,09 |
104,27 |
2,24 |
2,18 |
104,18 |
2,21 |
PS0718 |
PL0000107595 |
100,46 |
100,67 |
2,34 |
2,27 |
100,57 |
2,30 |
WZ0119 |
PL0000107603 |
99,39 |
99,59 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
102,60 |
102,78 |
2,57 |
2,52 |
102,69 |
2,55 |
DS1019 |
PL0000105441 |
111,79 |
112,08 |
2,59 |
2,52 |
111,94 |
2,55 |
PS0420 |
PL0000108510 |
94,31 |
94,50 |
2,77 |
2,72 |
94,41 |
2,75 |
DS1020 |
PL0000106126 |
112,13 |
112,43 |
2,77 |
2,71 |
112,28 |
2,74 |
WZ0121 |
PL0000106068 |
98,71 |
98,95 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
115,94 |
116,25 |
2,95 |
2,90 |
116,10 |
2,93 |
WS0922 |
PL0000102646 |
116,97 |
117,40 |
3,10 |
3,04 |
117,19 |
3,07 |
IZ0823 |
PL0000105359 |
110,97 |
113,47 |
--- |
--- |
112,22 |
--- |
DS1023 |
PL0000107264 |
105,64 |
106,08 |
3,21 |
3,16 |
105,86 |
3,18 |
WZ0124 |
PL0000107454 |
97,21 |
97,42 |
--- |
--- |
97,32 |
--- |
DS0725 |
PL0000108197 |
99,69 |
100,01 |
3,28 |
3,25 |
99,85 |
3,26 |
WS0429 |
PL0000105391 |
124,16 |
127,14 |
3,51 |
3,28 |
125,65 |
3,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,56 |
101,63 |
1,57 |
1,37 |
101,60 |
1,46 |
OK0116 |
PL0000107587 |
99,05 |
99,10 |
1,62 |
1,53 |
99,08 |
1,57 |
PS0416 |
PL0000106340 |
102,74 |
102,80 |
1,68 |
1,62 |
102,77 |
1,65 |
OK0716 |
PL0000107926 |
98,05 |
98,22 |
1,82 |
1,66 |
98,14 |
1,73 |
IZ0816 |
PL0000103529 |
103,05 |
103,57 |
--- |
--- |
103,31 |
--- |
PS1016 |
PL0000106795 |
103,86 |
103,97 |
1,80 |
1,72 |
103,92 |
1,76 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,02 |
105,20 |
1,94 |
1,85 |
105,11 |
1,89 |
OK0717 |
PL0000108502 |
95,97 |
96,09 |
1,98 |
1,92 |
96,03 |
1,95 |
DS1017 |
PL0000104543 |
107,29 |
107,40 |
2,02 |
1,98 |
107,35 |
2,00 |
WZ0118 |
PL0000104717 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,10 |
104,28 |
2,24 |
2,18 |
104,19 |
2,21 |
PS0718 |
PL0000107595 |
100,49 |
100,63 |
2,33 |
2,28 |
100,56 |
2,31 |
WZ0119 |
PL0000107603 |
99,40 |
99,60 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,57 |
102,74 |
2,58 |
2,53 |
102,66 |
2,55 |
DS1019 |
PL0000105441 |
111,81 |
112,09 |
2,58 |
2,52 |
111,95 |
2,55 |
PS0420 |
PL0000108510 |
94,33 |
94,50 |
2,76 |
2,72 |
94,42 |
2,74 |
DS1020 |
PL0000106126 |
112,11 |
112,34 |
2,77 |
2,73 |
112,23 |
2,75 |
WZ0121 |
PL0000106068 |
98,73 |
98,94 |
--- |
--- |
98,84 |
--- |
DS1021 |
PL0000106670 |
115,97 |
116,34 |
2,95 |
2,89 |
116,16 |
2,92 |
WS0922 |
PL0000102646 |
117,05 |
117,43 |
3,09 |
3,03 |
117,24 |
3,06 |
IZ0823 |
PL0000105359 |
110,49 |
112,93 |
--- |
--- |
111,71 |
--- |
DS1023 |
PL0000107264 |
105,77 |
106,12 |
3,20 |
3,15 |
105,95 |
3,17 |
WZ0124 |
PL0000107454 |
97,30 |
97,52 |
--- |
--- |
97,41 |
--- |
DS0725 |
PL0000108197 |
99,83 |
100,08 |
3,27 |
3,24 |
99,96 |
3,25 |
WS0429 |
PL0000105391 |
124,12 |
127,55 |
3,52 |
3,24 |
125,84 |
3,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
210 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
70 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
60 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
10 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
120 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
5 |
PS1016 |
PL0000106795 |
4/11 |
7 |
1,340 |
1,350 |
1,343 |
300 |
OK0116 |
PL0000107587 |
1/15 |
14 |
1,530 |
1,530 |
1,530 |
100 |
PS0416 |
PL0000106340 |
4/18 |
14 |
1,510 |
1,530 |
1,524 |
70 |
TOTAL |
965 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.