2015-06-19 |
MARKET DATA |
No 116 (2647) |
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 |
792,50 |
834,35 |
76 |
985,00 |
1 028,17 |
15 |
1 777,50 |
1 862,51 |
91 |
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 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,56 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,08 |
99,08 |
99,080 |
99,080 |
99,080 |
99,080 |
99,080 |
50 000 |
49,54 |
1 |
PS0416 |
PL0000106340 |
102,75 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,12 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,91 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,07 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,00 |
96,03 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
25 000 |
24,00 |
1 |
DS1017 |
PL0000104543 |
107,30 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,17 |
104,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,55 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,65 |
102,58 |
102,600 |
102,600 |
102,580 |
102,580 |
102,587 |
30 000 |
31,67 |
5 |
DS1019 |
PL0000105441 |
111,86 |
111,88 |
112,040 |
112,040 |
112,040 |
112,040 |
112,040 |
15 000 |
17,35 |
1 |
PS0420 |
PL0000108510 |
94,55 |
94,29 |
94,360 |
94,600 |
94,280 |
94,600 |
94,421 |
180 000 |
170,39 |
17 |
DS1020 |
PL0000106126 |
112,23 |
112,20 |
112,210 |
112,290 |
112,210 |
112,290 |
112,268 |
40 000 |
46,29 |
4 |
DS1021 |
PL0000106670 |
116,10 |
116,02 |
116,160 |
116,190 |
115,960 |
115,960 |
116,136 |
90 000 |
107,94 |
8 |
WS0922 |
PL0000102646 |
117,15 |
117,02 |
117,340 |
117,350 |
117,340 |
117,350 |
117,343 |
32 500 |
39,53 |
2 |
DS1023 |
PL0000107264 |
105,95 |
105,69 |
105,950 |
105,950 |
105,630 |
105,750 |
105,745 |
155 000 |
168,00 |
18 |
DS0725 |
PL0000108197 |
99,87 |
99,55 |
99,850 |
100,000 |
99,550 |
100,000 |
99,845 |
165 000 |
169,64 |
18 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,29 |
126,55 |
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 |
103,12 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,75 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,82 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,43 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,13 |
99,15 |
99,120 |
99,120 |
99,120 |
99,120 |
99,120 |
10 000 |
9,99 |
1 |
WZ0121 |
PL0000106068 |
98,74 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,38 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
792 500 |
834,35 |
76 |
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 |
101,55 |
101,62 |
1,56 |
1,36 |
101,59 |
1,45 |
OK0116 |
PL0000107587 |
99,05 |
99,13 |
1,63 |
1,49 |
99,09 |
1,56 |
PS0416 |
PL0000106340 |
102,71 |
102,82 |
1,71 |
1,58 |
102,77 |
1,64 |
OK0716 |
PL0000107926 |
98,06 |
98,23 |
1,81 |
1,65 |
98,15 |
1,73 |
IZ0816 |
PL0000103529 |
102,99 |
103,55 |
--- |
--- |
103,27 |
--- |
PS1016 |
PL0000106795 |
103,81 |
103,97 |
1,83 |
1,72 |
103,89 |
1,78 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,99 |
105,17 |
1,95 |
1,86 |
105,08 |
1,91 |
OK0717 |
PL0000108502 |
95,91 |
96,11 |
2,02 |
1,92 |
96,01 |
1,97 |
DS1017 |
PL0000104543 |
107,22 |
107,42 |
2,05 |
1,97 |
107,32 |
2,01 |
WZ0118 |
PL0000104717 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,04 |
104,28 |
2,26 |
2,17 |
104,16 |
2,22 |
PS0718 |
PL0000107595 |
100,44 |
100,68 |
2,35 |
2,27 |
100,56 |
2,31 |
WZ0119 |
PL0000107603 |
99,40 |
99,60 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,47 |
102,73 |
2,60 |
2,54 |
102,60 |
2,57 |
DS1019 |
PL0000105441 |
111,68 |
112,01 |
2,61 |
2,54 |
111,85 |
2,57 |
PS0420 |
PL0000108510 |
94,26 |
94,45 |
2,78 |
2,74 |
94,36 |
2,76 |
DS1020 |
PL0000106126 |
112,00 |
112,32 |
2,79 |
2,73 |
112,16 |
2,76 |
WZ0121 |
PL0000106068 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
115,82 |
116,19 |
2,97 |
2,91 |
116,01 |
2,94 |
WS0922 |
PL0000102646 |
116,85 |
117,24 |
3,11 |
3,06 |
117,05 |
3,08 |
IZ0823 |
PL0000105359 |
109,77 |
114,85 |
--- |
--- |
112,31 |
--- |
DS1023 |
PL0000107264 |
105,59 |
106,02 |
3,22 |
3,16 |
105,81 |
3,19 |
WZ0124 |
PL0000107454 |
97,22 |
97,53 |
--- |
--- |
97,38 |
--- |
DS0725 |
PL0000108197 |
99,52 |
99,95 |
3,30 |
3,25 |
99,74 |
3,28 |
WS0429 |
PL0000105391 |
120,18 |
130,29 |
3,84 |
3,03 |
125,24 |
3,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,55 |
101,62 |
1,56 |
1,36 |
101,59 |
1,45 |
OK0116 |
PL0000107587 |
99,06 |
99,11 |
1,61 |
1,52 |
99,09 |
1,56 |
PS0416 |
PL0000106340 |
102,73 |
102,81 |
1,69 |
1,59 |
102,77 |
1,64 |
OK0716 |
PL0000107926 |
98,07 |
98,23 |
1,80 |
1,65 |
98,15 |
1,73 |
IZ0816 |
PL0000103529 |
103,03 |
103,54 |
--- |
--- |
103,29 |
--- |
PS1016 |
PL0000106795 |
103,88 |
103,99 |
1,78 |
1,70 |
103,94 |
1,74 |
WZ0117 |
PL0000106936 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,04 |
105,22 |
1,93 |
1,83 |
105,13 |
1,88 |
OK0717 |
PL0000108502 |
95,97 |
96,06 |
1,99 |
1,94 |
96,02 |
1,96 |
DS1017 |
PL0000104543 |
107,28 |
107,43 |
2,03 |
1,96 |
107,36 |
1,99 |
WZ0118 |
PL0000104717 |
99,78 |
99,94 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,15 |
104,29 |
2,22 |
2,17 |
104,22 |
2,20 |
PS0718 |
PL0000107595 |
100,52 |
100,71 |
2,32 |
2,26 |
100,62 |
2,29 |
WZ0119 |
PL0000107603 |
99,40 |
99,60 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,62 |
102,83 |
2,56 |
2,51 |
102,73 |
2,54 |
DS1019 |
PL0000105441 |
111,84 |
112,12 |
2,58 |
2,51 |
111,98 |
2,54 |
PS0420 |
PL0000108510 |
94,40 |
94,57 |
2,75 |
2,71 |
94,49 |
2,73 |
DS1020 |
PL0000106126 |
112,20 |
112,47 |
2,76 |
2,70 |
112,34 |
2,73 |
WZ0121 |
PL0000106068 |
98,71 |
99,02 |
--- |
--- |
98,87 |
--- |
DS1021 |
PL0000106670 |
116,02 |
116,38 |
2,94 |
2,88 |
116,20 |
2,91 |
WS0922 |
PL0000102646 |
117,05 |
117,39 |
3,08 |
3,04 |
117,22 |
3,06 |
IZ0823 |
PL0000105359 |
110,19 |
112,64 |
--- |
--- |
111,42 |
--- |
DS1023 |
PL0000107264 |
105,79 |
106,13 |
3,19 |
3,15 |
105,96 |
3,17 |
WZ0124 |
PL0000107454 |
97,32 |
97,51 |
--- |
--- |
97,42 |
--- |
DS0725 |
PL0000108197 |
99,70 |
99,97 |
3,28 |
3,25 |
99,84 |
3,27 |
WS0429 |
PL0000105391 |
123,93 |
127,31 |
3,53 |
3,26 |
125,62 |
3,39 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,410 |
1,410 |
1,410 |
10 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
100 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,410 |
1,410 |
1,410 |
50 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
25 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
30 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
70 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
70 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
100 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,410 |
1,430 |
1,417 |
480 |
TOTAL |
985 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.