2015-06-22 |
MARKET DATA |
No 117 (2648) |
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 |
215,00 |
221,74 |
17 |
2 395,00 |
2 471,88 |
13 |
2 610,00 |
2 693,62 |
30 |
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 |
99,87 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,56 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,08 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,74 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,12 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,87 |
103,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,11 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,10 |
96,05 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
25 000 |
24,01 |
1 |
DS1017 |
PL0000104543 |
107,39 |
107,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,31 |
104,25 |
104,250 |
104,250 |
104,250 |
104,250 |
104,250 |
10 000 |
10,49 |
1 |
PS0718 |
PL0000107595 |
100,74 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,94 |
102,85 |
102,850 |
102,870 |
102,850 |
102,870 |
102,858 |
40 000 |
42,33 |
2 |
DS1019 |
PL0000105441 |
112,18 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,74 |
94,66 |
94,580 |
94,580 |
94,580 |
94,580 |
94,580 |
10 000 |
9,48 |
1 |
DS1020 |
PL0000106126 |
112,57 |
112,55 |
112,610 |
112,610 |
112,610 |
112,610 |
112,610 |
10 000 |
11,61 |
1 |
DS1021 |
PL0000106670 |
116,54 |
116,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,60 |
117,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,40 |
106,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,45 |
100,08 |
100,100 |
100,400 |
100,100 |
100,400 |
100,209 |
120 000 |
123,82 |
11 |
WS0428 |
PL0000107611 |
92,12 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,68 |
127,44 |
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 |
103,20 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,80 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,85 |
99,87 |
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 |
99,16 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,81 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,40 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
215 000 |
221,74 |
17 |
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 |
1,53 |
1,33 |
101,59 |
1,41 |
OK0116 |
PL0000107587 |
99,07 |
99,13 |
1,60 |
1,49 |
99,10 |
1,55 |
PS0416 |
PL0000106340 |
102,71 |
102,82 |
1,70 |
1,57 |
102,77 |
1,63 |
OK0716 |
PL0000107926 |
98,10 |
98,27 |
1,78 |
1,62 |
98,19 |
1,69 |
IZ0816 |
PL0000103529 |
103,06 |
103,61 |
--- |
--- |
103,34 |
--- |
PS1016 |
PL0000106795 |
103,85 |
104,03 |
1,80 |
1,67 |
103,94 |
1,73 |
WZ0117 |
PL0000106936 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,08 |
105,27 |
1,90 |
1,80 |
105,18 |
1,85 |
OK0717 |
PL0000108502 |
95,99 |
96,13 |
1,98 |
1,91 |
96,06 |
1,94 |
DS1017 |
PL0000104543 |
107,35 |
107,48 |
1,99 |
1,94 |
107,42 |
1,96 |
WZ0118 |
PL0000104717 |
99,82 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,24 |
104,41 |
2,19 |
2,13 |
104,33 |
2,16 |
PS0718 |
PL0000107595 |
100,61 |
100,82 |
2,29 |
2,22 |
100,72 |
2,25 |
WZ0119 |
PL0000107603 |
99,40 |
99,60 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,76 |
102,92 |
2,53 |
2,49 |
102,84 |
2,51 |
DS1019 |
PL0000105441 |
112,01 |
112,31 |
2,54 |
2,47 |
112,16 |
2,50 |
WZ0120 |
PL0000108601 |
99,09 |
99,21 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
94,55 |
94,76 |
2,71 |
2,67 |
94,66 |
2,69 |
DS1020 |
PL0000106126 |
112,41 |
112,70 |
2,71 |
2,66 |
112,56 |
2,69 |
WZ0121 |
PL0000106068 |
98,74 |
99,05 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
116,29 |
116,63 |
2,89 |
2,84 |
116,46 |
2,87 |
WS0922 |
PL0000102646 |
117,24 |
117,66 |
3,06 |
3,00 |
117,45 |
3,03 |
IZ0823 |
PL0000105359 |
109,80 |
114,26 |
--- |
--- |
112,03 |
--- |
DS1023 |
PL0000107264 |
106,00 |
106,43 |
3,17 |
3,11 |
106,22 |
3,14 |
WZ0124 |
PL0000107454 |
97,30 |
97,56 |
--- |
--- |
97,43 |
--- |
DS0725 |
PL0000108197 |
100,03 |
100,35 |
3,24 |
3,21 |
100,19 |
3,22 |
WS0429 |
PL0000105391 |
124,70 |
127,85 |
3,47 |
3,22 |
126,28 |
3,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,55 |
101,60 |
1,53 |
1,38 |
101,58 |
1,44 |
OK0116 |
PL0000107587 |
99,07 |
99,12 |
1,60 |
1,51 |
99,10 |
1,55 |
PS0416 |
PL0000106340 |
102,72 |
102,78 |
1,69 |
1,62 |
102,75 |
1,65 |
OK0716 |
PL0000107926 |
98,10 |
98,27 |
1,78 |
1,62 |
98,19 |
1,69 |
IZ0816 |
PL0000103529 |
103,02 |
103,50 |
--- |
--- |
103,26 |
--- |
PS1016 |
PL0000106795 |
103,85 |
104,04 |
1,80 |
1,66 |
103,95 |
1,73 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,09 |
105,28 |
1,90 |
1,80 |
105,19 |
1,84 |
OK0717 |
PL0000108502 |
96,02 |
96,14 |
1,96 |
1,90 |
96,08 |
1,93 |
DS1017 |
PL0000104543 |
107,37 |
107,52 |
1,98 |
1,92 |
107,45 |
1,95 |
WZ0118 |
PL0000104717 |
99,81 |
99,89 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,29 |
104,47 |
2,17 |
2,11 |
104,38 |
2,14 |
PS0718 |
PL0000107595 |
100,68 |
100,88 |
2,27 |
2,20 |
100,78 |
2,23 |
WZ0119 |
PL0000107603 |
99,41 |
99,61 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
102,89 |
103,07 |
2,49 |
2,45 |
102,98 |
2,47 |
DS1019 |
PL0000105441 |
112,16 |
112,40 |
2,50 |
2,45 |
112,28 |
2,47 |
WZ0120 |
PL0000108601 |
99,12 |
99,23 |
--- |
--- |
99,18 |
--- |
PS0420 |
PL0000108510 |
94,70 |
94,86 |
2,68 |
2,64 |
94,78 |
2,66 |
DS1020 |
PL0000106126 |
112,55 |
112,84 |
2,69 |
2,63 |
112,70 |
2,66 |
WZ0121 |
PL0000106068 |
98,78 |
99,08 |
--- |
--- |
98,93 |
--- |
DS1021 |
PL0000106670 |
116,50 |
116,82 |
2,86 |
2,81 |
116,66 |
2,83 |
WS0922 |
PL0000102646 |
117,56 |
117,94 |
3,01 |
2,96 |
117,75 |
2,99 |
IZ0823 |
PL0000105359 |
110,41 |
113,45 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
106,33 |
106,72 |
3,12 |
3,07 |
106,53 |
3,10 |
WZ0124 |
PL0000107454 |
97,35 |
97,57 |
--- |
--- |
97,46 |
--- |
DS0725 |
PL0000108197 |
100,39 |
100,67 |
3,20 |
3,17 |
100,53 |
3,18 |
WS0429 |
PL0000105391 |
124,89 |
128,10 |
3,45 |
3,20 |
126,50 |
3,33 |
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 |
1,420 |
1,420 |
1,420 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
45 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
225 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
45 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
140 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
105 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
195 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,380 |
1,380 |
1,380 |
180 |
TOTAL |
995 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
1 000 |
GCZ |
G.C. Poland |
2/9 |
7 |
1,550 |
1,550 |
1,550 |
400 |
TOTAL |
1 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.