2015-06-24 |
MARKET DATA |
No 119 (2650) |
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 |
297,50 |
308,24 |
20 |
1 165,00 |
1 204,90 |
6 |
1 462,50 |
1 513,14 |
26 |
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 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,56 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,10 |
99,11 |
99,110 |
99,110 |
99,110 |
99,110 |
99,110 |
2 500 |
2,48 |
1 |
PS0416 |
PL0000106340 |
102,74 |
102,74 |
102,730 |
102,730 |
102,730 |
102,730 |
102,730 |
40 000 |
41,43 |
1 |
OK0716 |
PL0000107926 |
98,16 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,86 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,12 |
105,15 |
105,120 |
105,120 |
105,120 |
105,120 |
105,120 |
50 000 |
52,96 |
1 |
OK0717 |
PL0000108502 |
96,05 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,40 |
107,40 |
107,400 |
107,400 |
107,400 |
107,400 |
107,400 |
25 000 |
27,73 |
1 |
PS0418 |
PL0000107314 |
104,37 |
104,33 |
104,370 |
104,370 |
104,370 |
104,370 |
104,370 |
55 000 |
57,75 |
4 |
PS0718 |
PL0000107595 |
100,76 |
100,75 |
100,710 |
100,790 |
100,710 |
100,790 |
100,743 |
35 000 |
36,07 |
4 |
PS0719 |
PL0000108148 |
102,98 |
102,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,24 |
112,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,78 |
94,69 |
94,780 |
94,780 |
94,700 |
94,720 |
94,729 |
45 000 |
42,74 |
3 |
DS1020 |
PL0000106126 |
112,65 |
112,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,73 |
116,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,89 |
117,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,70 |
106,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,59 |
100,55 |
100,500 |
100,500 |
100,500 |
100,500 |
100,500 |
10 000 |
10,35 |
1 |
WS0428 |
PL0000107611 |
92,37 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,73 |
128,06 |
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 |
103,06 |
103,15 |
103,050 |
103,050 |
103,050 |
103,050 |
103,050 |
5 000 |
6,73 |
1 |
IZ0823 |
PL0000105359 |
110,60 |
113,15 |
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 |
99,85 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,43 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,17 |
99,18 |
99,170 |
99,170 |
99,170 |
99,170 |
99,170 |
30 000 |
30,00 |
3 |
WZ0121 |
PL0000106068 |
98,80 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,35 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
297 500 |
308,24 |
20 |
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 |
101,54 |
101,59 |
1,48 |
1,34 |
101,57 |
1,39 |
OK0116 |
PL0000107587 |
99,08 |
99,12 |
1,60 |
1,53 |
99,10 |
1,56 |
PS0416 |
PL0000106340 |
102,72 |
102,79 |
1,67 |
1,58 |
102,76 |
1,62 |
OK0716 |
PL0000107926 |
98,14 |
98,26 |
1,75 |
1,64 |
98,20 |
1,69 |
IZ0816 |
PL0000103529 |
102,96 |
103,45 |
--- |
--- |
103,21 |
--- |
PS1016 |
PL0000106795 |
103,84 |
104,01 |
1,79 |
1,67 |
103,93 |
1,73 |
WZ0117 |
PL0000106936 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,10 |
105,25 |
1,88 |
1,80 |
105,18 |
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 |
99,92 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,26 |
104,46 |
2,18 |
2,11 |
104,36 |
2,14 |
PS0718 |
PL0000107595 |
100,70 |
100,88 |
2,26 |
2,20 |
100,79 |
2,23 |
WZ0119 |
PL0000107603 |
99,41 |
99,59 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,94 |
103,15 |
2,48 |
2,43 |
103,05 |
2,45 |
DS1019 |
PL0000105441 |
112,21 |
112,47 |
2,49 |
2,43 |
112,34 |
2,46 |
WZ0120 |
PL0000108601 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
94,74 |
94,92 |
2,67 |
2,63 |
94,83 |
2,65 |
DS1020 |
PL0000106126 |
112,60 |
112,88 |
2,68 |
2,62 |
112,74 |
2,65 |
WZ0121 |
PL0000106068 |
98,78 |
99,07 |
--- |
--- |
98,93 |
--- |
DS1021 |
PL0000106670 |
116,59 |
116,96 |
2,84 |
2,79 |
116,78 |
2,81 |
WS0922 |
PL0000102646 |
117,66 |
118,04 |
3,00 |
2,94 |
117,85 |
2,97 |
IZ0823 |
PL0000105359 |
110,40 |
113,45 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
106,47 |
106,87 |
3,10 |
3,05 |
106,67 |
3,08 |
WZ0124 |
PL0000107454 |
97,29 |
97,57 |
--- |
--- |
97,43 |
--- |
DS0725 |
PL0000108197 |
100,53 |
100,85 |
3,18 |
3,15 |
100,69 |
3,17 |
WS0429 |
PL0000105391 |
125,36 |
128,56 |
3,41 |
3,16 |
126,96 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,55 |
101,59 |
1,45 |
1,34 |
101,57 |
1,39 |
OK0116 |
PL0000107587 |
99,08 |
99,12 |
1,60 |
1,53 |
99,10 |
1,56 |
PS0416 |
PL0000106340 |
102,72 |
102,78 |
1,67 |
1,60 |
102,75 |
1,63 |
OK0716 |
PL0000107926 |
98,12 |
98,26 |
1,77 |
1,64 |
98,19 |
1,70 |
IZ0816 |
PL0000103529 |
102,93 |
103,31 |
--- |
--- |
103,12 |
--- |
PS1016 |
PL0000106795 |
103,81 |
103,98 |
1,82 |
1,69 |
103,90 |
1,75 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,08 |
105,23 |
1,89 |
1,81 |
105,16 |
1,85 |
OK0717 |
PL0000108502 |
96,00 |
96,13 |
1,98 |
1,91 |
96,07 |
1,94 |
DS1017 |
PL0000104543 |
107,29 |
107,45 |
2,01 |
1,94 |
107,37 |
1,98 |
WZ0118 |
PL0000104717 |
99,82 |
99,89 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,26 |
104,44 |
2,18 |
2,11 |
104,35 |
2,15 |
PS0718 |
PL0000107595 |
100,68 |
100,84 |
2,27 |
2,21 |
100,76 |
2,24 |
WZ0119 |
PL0000107603 |
99,38 |
99,59 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
102,93 |
103,11 |
2,48 |
2,44 |
103,02 |
2,46 |
DS1019 |
PL0000105441 |
112,14 |
112,38 |
2,50 |
2,45 |
112,26 |
2,47 |
WZ0120 |
PL0000108601 |
99,10 |
99,21 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
94,71 |
94,83 |
2,68 |
2,65 |
94,77 |
2,66 |
DS1020 |
PL0000106126 |
112,55 |
112,84 |
2,69 |
2,63 |
112,70 |
2,66 |
WZ0121 |
PL0000106068 |
98,78 |
99,07 |
--- |
--- |
98,93 |
--- |
DS1021 |
PL0000106670 |
116,56 |
116,84 |
2,85 |
2,80 |
116,70 |
2,83 |
WS0922 |
PL0000102646 |
117,59 |
117,93 |
3,01 |
2,96 |
117,76 |
2,98 |
IZ0823 |
PL0000105359 |
110,36 |
113,39 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
106,39 |
106,76 |
3,11 |
3,06 |
106,58 |
3,09 |
WZ0124 |
PL0000107454 |
97,30 |
97,53 |
--- |
--- |
97,42 |
--- |
DS0725 |
PL0000108197 |
100,40 |
100,69 |
3,20 |
3,17 |
100,55 |
3,18 |
WS0429 |
PL0000105391 |
124,96 |
128,29 |
3,45 |
3,19 |
126,63 |
3,31 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
80 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,100 |
1,100 |
1,100 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
35 |
PS0718 |
PL0000107595 |
2/9 |
7 |
1,380 |
1,380 |
1,380 |
90 |
TOTAL |
265 |
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 |
1,500 |
1,500 |
1,500 |
900 |
TOTAL |
900 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.