2015-06-25 |
MARKET DATA |
No 120 (2651) |
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 |
1 557,50 |
1 566,57 |
88 |
840,00 |
932,20 |
3 |
2 397,50 |
2 498,77 |
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 |
99,91 |
99,90 |
99,920 |
99,920 |
99,900 |
99,900 |
99,904 |
570 000 |
569,45 |
16 |
DS1015 |
PL0000103602 |
101,53 |
101,52 |
101,530 |
101,530 |
101,510 |
101,510 |
101,526 |
297 500 |
314,68 |
8 |
OK0116 |
PL0000107587 |
99,11 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,73 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,18 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,86 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,06 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,05 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,32 |
107,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,36 |
104,35 |
104,400 |
104,410 |
104,360 |
104,360 |
104,395 |
55 000 |
57,78 |
4 |
PS0718 |
PL0000107595 |
100,75 |
100,75 |
100,750 |
100,780 |
100,750 |
100,780 |
100,770 |
15 000 |
15,46 |
2 |
PS0719 |
PL0000108148 |
103,00 |
102,97 |
102,880 |
103,000 |
102,880 |
103,000 |
102,912 |
25 000 |
26,48 |
5 |
DS1019 |
PL0000105441 |
112,25 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,80 |
94,68 |
94,670 |
94,840 |
94,650 |
94,680 |
94,694 |
380 000 |
360,85 |
30 |
DS1020 |
PL0000106126 |
112,65 |
112,65 |
112,760 |
112,770 |
112,760 |
112,770 |
112,763 |
15 000 |
17,45 |
2 |
DS1021 |
PL0000106670 |
116,69 |
116,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,65 |
117,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,50 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,66 |
100,40 |
100,680 |
100,700 |
100,440 |
100,500 |
100,586 |
125 000 |
129,51 |
15 |
WS0428 |
PL0000107611 |
92,36 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,56 |
127,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
113,00 |
143,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,05 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,55 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,86 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,47 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,15 |
99,14 |
99,140 |
99,160 |
99,140 |
99,160 |
99,146 |
70 000 |
70,00 |
5 |
WZ0121 |
PL0000106068 |
98,85 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,40 |
97,46 |
97,400 |
97,400 |
97,400 |
97,400 |
97,400 |
5 000 |
4,91 |
1 |
TOTAL |
1 557 500 |
1 566,57 |
88 |
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 |
101,51 |
101,57 |
1,45 |
1,28 |
101,54 |
1,37 |
OK0116 |
PL0000107587 |
99,10 |
99,15 |
1,58 |
1,49 |
99,13 |
1,53 |
PS0416 |
PL0000106340 |
102,72 |
102,78 |
1,63 |
1,56 |
102,75 |
1,60 |
OK0716 |
PL0000107926 |
98,13 |
98,27 |
1,77 |
1,64 |
98,20 |
1,71 |
IZ0816 |
PL0000103529 |
102,92 |
103,37 |
--- |
--- |
103,15 |
--- |
PS1016 |
PL0000106795 |
103,78 |
103,95 |
1,82 |
1,70 |
103,87 |
1,76 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,01 |
105,18 |
1,92 |
1,83 |
105,10 |
1,87 |
OK0717 |
PL0000108502 |
95,98 |
96,12 |
2,00 |
1,93 |
96,05 |
1,96 |
DS1017 |
PL0000104543 |
107,25 |
107,43 |
2,02 |
1,94 |
107,34 |
1,98 |
WZ0118 |
PL0000104717 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,22 |
104,41 |
2,19 |
2,12 |
104,32 |
2,15 |
PS0718 |
PL0000107595 |
100,62 |
100,83 |
2,29 |
2,21 |
100,73 |
2,25 |
WZ0119 |
PL0000107603 |
99,42 |
99,57 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,85 |
103,00 |
2,50 |
2,46 |
102,93 |
2,48 |
DS1019 |
PL0000105441 |
112,05 |
112,35 |
2,52 |
2,45 |
112,20 |
2,48 |
WZ0120 |
PL0000108601 |
99,10 |
99,21 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
94,62 |
94,75 |
2,70 |
2,67 |
94,69 |
2,69 |
DS1020 |
PL0000106126 |
112,42 |
112,70 |
2,71 |
2,65 |
112,56 |
2,68 |
WZ0121 |
PL0000106068 |
98,77 |
99,07 |
--- |
--- |
98,92 |
--- |
DS1021 |
PL0000106670 |
116,37 |
116,76 |
2,88 |
2,81 |
116,57 |
2,84 |
WS0922 |
PL0000102646 |
117,38 |
117,80 |
3,03 |
2,97 |
117,59 |
3,00 |
IZ0823 |
PL0000105359 |
110,33 |
113,42 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
106,20 |
106,59 |
3,14 |
3,09 |
106,40 |
3,11 |
WZ0124 |
PL0000107454 |
97,25 |
97,54 |
--- |
--- |
97,40 |
--- |
DS0725 |
PL0000108197 |
100,25 |
100,47 |
3,22 |
3,19 |
100,36 |
3,20 |
WS0429 |
PL0000105391 |
124,79 |
128,02 |
3,46 |
3,20 |
126,41 |
3,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,49 |
101,53 |
1,51 |
1,40 |
101,51 |
1,45 |
OK0116 |
PL0000107587 |
99,10 |
99,15 |
1,58 |
1,49 |
99,13 |
1,53 |
PS0416 |
PL0000106340 |
102,71 |
102,76 |
1,65 |
1,59 |
102,74 |
1,61 |
OK0716 |
PL0000107926 |
98,16 |
98,27 |
1,74 |
1,64 |
98,22 |
1,69 |
IZ0816 |
PL0000103529 |
102,91 |
103,43 |
--- |
--- |
103,17 |
--- |
PS1016 |
PL0000106795 |
103,81 |
103,92 |
1,80 |
1,72 |
103,87 |
1,76 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,01 |
105,20 |
1,92 |
1,82 |
105,11 |
1,87 |
OK0717 |
PL0000108502 |
96,01 |
96,14 |
1,98 |
1,92 |
96,08 |
1,95 |
DS1017 |
PL0000104543 |
107,26 |
107,44 |
2,01 |
1,94 |
107,35 |
1,97 |
WZ0118 |
PL0000104717 |
99,80 |
99,89 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,28 |
104,43 |
2,17 |
2,11 |
104,36 |
2,14 |
PS0718 |
PL0000107595 |
100,67 |
100,84 |
2,27 |
2,21 |
100,76 |
2,24 |
WZ0119 |
PL0000107603 |
99,42 |
99,59 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
102,90 |
103,13 |
2,49 |
2,43 |
103,02 |
2,46 |
DS1019 |
PL0000105441 |
112,14 |
112,42 |
2,50 |
2,43 |
112,28 |
2,47 |
WZ0120 |
PL0000108601 |
99,10 |
99,19 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
94,69 |
94,80 |
2,69 |
2,66 |
94,75 |
2,67 |
DS1020 |
PL0000106126 |
112,55 |
112,83 |
2,68 |
2,63 |
112,69 |
2,66 |
WZ0121 |
PL0000106068 |
98,78 |
99,03 |
--- |
--- |
98,91 |
--- |
DS1021 |
PL0000106670 |
116,57 |
116,89 |
2,84 |
2,79 |
116,73 |
2,82 |
WS0922 |
PL0000102646 |
117,60 |
117,98 |
3,00 |
2,95 |
117,79 |
2,98 |
IZ0823 |
PL0000105359 |
110,36 |
113,40 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
106,36 |
106,77 |
3,12 |
3,06 |
106,57 |
3,09 |
WZ0124 |
PL0000107454 |
97,23 |
97,49 |
--- |
--- |
97,36 |
--- |
DS0725 |
PL0000108197 |
100,40 |
100,67 |
3,20 |
3,17 |
100,54 |
3,18 |
WS0429 |
PL0000105391 |
124,94 |
128,20 |
3,45 |
3,19 |
126,57 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
820 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
20 |
TOTAL |
840 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.