2015-06-23 |
MARKET DATA |
No 118 (2649) |
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 |
325,00 |
335,76 |
30 |
395,00 |
413,46 |
8 |
720,00 |
749,22 |
38 |
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 |
99,88 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,55 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,09 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,75 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,16 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,89 |
103,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,17 |
105,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,10 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,47 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,47 |
104,41 |
104,450 |
104,450 |
104,450 |
104,450 |
104,450 |
30 000 |
31,52 |
1 |
PS0718 |
PL0000107595 |
100,86 |
100,80 |
100,800 |
100,800 |
100,800 |
100,800 |
100,800 |
5 000 |
5,15 |
1 |
PS0719 |
PL0000108148 |
103,18 |
103,08 |
103,150 |
103,150 |
102,970 |
102,970 |
103,054 |
35 000 |
37,11 |
4 |
DS1019 |
PL0000105441 |
112,39 |
112,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,00 |
94,78 |
95,000 |
95,020 |
94,800 |
94,800 |
94,922 |
65 000 |
61,86 |
6 |
DS1020 |
PL0000106126 |
112,90 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,88 |
116,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,94 |
117,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,80 |
106,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,94 |
100,55 |
100,850 |
101,010 |
100,850 |
100,870 |
100,927 |
170 000 |
176,65 |
16 |
WS0428 |
PL0000107611 |
92,77 |
96,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,86 |
127,30 |
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 |
103,14 |
103,12 |
103,120 |
103,120 |
103,120 |
103,120 |
103,120 |
10 000 |
13,46 |
1 |
IZ0823 |
PL0000105359 |
110,81 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,86 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,16 |
99,16 |
99,160 |
99,160 |
99,160 |
99,160 |
99,160 |
10 000 |
10,00 |
1 |
WZ0121 |
PL0000106068 |
98,87 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,40 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
325 000 |
335,76 |
30 |
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 |
101,53 |
101,59 |
1,55 |
1,37 |
101,56 |
1,46 |
OK0116 |
PL0000107587 |
99,07 |
99,13 |
1,61 |
1,50 |
99,10 |
1,55 |
PS0416 |
PL0000106340 |
102,70 |
102,81 |
1,70 |
1,57 |
102,76 |
1,63 |
OK0716 |
PL0000107926 |
98,11 |
98,28 |
1,77 |
1,61 |
98,20 |
1,69 |
IZ0816 |
PL0000103529 |
102,91 |
103,56 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
103,84 |
104,02 |
1,80 |
1,67 |
103,93 |
1,73 |
WZ0117 |
PL0000106936 |
99,96 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,09 |
105,22 |
1,89 |
1,82 |
105,16 |
1,86 |
OK0717 |
PL0000108502 |
96,03 |
96,17 |
1,96 |
1,89 |
96,10 |
1,93 |
DS1017 |
PL0000104543 |
107,38 |
107,52 |
1,98 |
1,92 |
107,45 |
1,95 |
WZ0118 |
PL0000104717 |
99,81 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,21 |
104,46 |
2,20 |
2,11 |
104,34 |
2,15 |
PS0718 |
PL0000107595 |
100,67 |
100,92 |
2,27 |
2,19 |
100,80 |
2,23 |
WZ0119 |
PL0000107603 |
99,43 |
99,62 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
102,81 |
103,10 |
2,51 |
2,44 |
102,96 |
2,48 |
DS1019 |
PL0000105441 |
112,11 |
112,41 |
2,51 |
2,44 |
112,26 |
2,48 |
WZ0120 |
PL0000108601 |
99,12 |
99,24 |
--- |
--- |
99,18 |
--- |
PS0420 |
PL0000108510 |
94,69 |
94,92 |
2,68 |
2,63 |
94,81 |
2,66 |
DS1020 |
PL0000106126 |
112,54 |
112,84 |
2,69 |
2,63 |
112,69 |
2,66 |
WZ0121 |
PL0000106068 |
98,77 |
99,03 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
116,59 |
116,89 |
2,84 |
2,80 |
116,74 |
2,82 |
WS0922 |
PL0000102646 |
117,50 |
117,94 |
3,02 |
2,96 |
117,72 |
2,99 |
IZ0823 |
PL0000105359 |
110,13 |
115,27 |
--- |
--- |
112,70 |
--- |
DS1023 |
PL0000107264 |
106,33 |
106,78 |
3,12 |
3,06 |
106,56 |
3,09 |
WZ0124 |
PL0000107454 |
97,31 |
97,69 |
--- |
--- |
97,50 |
--- |
DS0725 |
PL0000108197 |
100,41 |
100,78 |
3,20 |
3,16 |
100,60 |
3,18 |
WS0429 |
PL0000105391 |
121,42 |
131,98 |
3,73 |
2,91 |
126,70 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,54 |
101,59 |
1,52 |
1,37 |
101,57 |
1,43 |
OK0116 |
PL0000107587 |
99,08 |
99,13 |
1,59 |
1,50 |
99,11 |
1,54 |
PS0416 |
PL0000106340 |
102,72 |
102,78 |
1,68 |
1,61 |
102,75 |
1,64 |
OK0716 |
PL0000107926 |
98,12 |
98,27 |
1,76 |
1,62 |
98,20 |
1,69 |
IZ0816 |
PL0000103529 |
102,97 |
103,51 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
103,84 |
104,03 |
1,80 |
1,66 |
103,94 |
1,73 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,10 |
105,27 |
1,89 |
1,80 |
105,19 |
1,84 |
OK0717 |
PL0000108502 |
96,03 |
96,16 |
1,96 |
1,90 |
96,10 |
1,93 |
DS1017 |
PL0000104543 |
107,35 |
107,53 |
1,99 |
1,91 |
107,44 |
1,95 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,26 |
104,46 |
2,18 |
2,11 |
104,36 |
2,14 |
PS0718 |
PL0000107595 |
100,70 |
100,85 |
2,26 |
2,21 |
100,78 |
2,23 |
WZ0119 |
PL0000107603 |
99,43 |
99,57 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,96 |
103,13 |
2,48 |
2,43 |
103,05 |
2,45 |
DS1019 |
PL0000105441 |
112,17 |
112,38 |
2,50 |
2,45 |
112,28 |
2,47 |
WZ0120 |
PL0000108601 |
99,13 |
99,23 |
--- |
--- |
99,18 |
--- |
PS0420 |
PL0000108510 |
94,73 |
94,87 |
2,67 |
2,64 |
94,80 |
2,66 |
DS1020 |
PL0000106126 |
112,62 |
112,88 |
2,67 |
2,62 |
112,75 |
2,65 |
WZ0121 |
PL0000106068 |
98,78 |
99,03 |
--- |
--- |
98,91 |
--- |
DS1021 |
PL0000106670 |
116,60 |
116,88 |
2,84 |
2,80 |
116,74 |
2,82 |
WS0922 |
PL0000102646 |
117,69 |
118,04 |
2,99 |
2,94 |
117,87 |
2,97 |
IZ0823 |
PL0000105359 |
110,42 |
113,44 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
106,53 |
106,89 |
3,09 |
3,05 |
106,71 |
3,07 |
WZ0124 |
PL0000107454 |
97,31 |
97,54 |
--- |
--- |
97,43 |
--- |
DS0725 |
PL0000108197 |
100,52 |
100,87 |
3,19 |
3,14 |
100,70 |
3,16 |
WS0429 |
PL0000105391 |
125,50 |
127,71 |
3,40 |
3,23 |
126,61 |
3,32 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0420 |
PL0000108510 |
1/7 |
6 |
1,450 |
1,450 |
1,450 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
110 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
TOTAL |
195 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
200 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.