2015-06-29 |
MARKET DATA |
No 122 (2653) |
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 |
515,00 |
523,31 |
34 |
0,00 |
0,00 |
0 |
515,00 |
523,31 |
34 |
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 |
99,89 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,45 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,10 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,69 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,15 |
98,18 |
98,150 |
98,150 |
98,150 |
98,150 |
98,150 |
10 000 |
9,82 |
1 |
PS1016 |
PL0000106795 |
103,76 |
103,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,94 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
95,99 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,18 |
107,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,03 |
104,05 |
104,060 |
104,060 |
104,060 |
104,060 |
104,060 |
5 000 |
5,24 |
1 |
PS0718 |
PL0000107595 |
100,47 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,67 |
102,55 |
102,620 |
102,620 |
102,590 |
102,590 |
102,604 |
25 000 |
26,41 |
3 |
DS1019 |
PL0000105441 |
111,80 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,28 |
94,31 |
94,230 |
94,310 |
94,230 |
94,310 |
94,243 |
60 000 |
56,71 |
3 |
DS1020 |
PL0000106126 |
112,13 |
112,05 |
112,130 |
112,130 |
112,130 |
112,130 |
112,130 |
10 000 |
11,57 |
1 |
DS1021 |
PL0000106670 |
115,80 |
115,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
116,65 |
116,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,40 |
105,20 |
105,320 |
105,400 |
105,200 |
105,390 |
105,337 |
65 000 |
70,24 |
7 |
DS0725 |
PL0000108197 |
99,33 |
99,10 |
99,100 |
99,350 |
99,100 |
99,150 |
99,195 |
160 000 |
163,57 |
13 |
WS0428 |
PL0000107611 |
90,67 |
94,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,02 |
125,00 |
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 |
102,80 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,02 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
30 000 |
30,26 |
1 |
WZ0118 |
PL0000104717 |
99,82 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,42 |
99,53 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
100 000 |
100,47 |
1 |
WZ0120 |
PL0000108601 |
99,08 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,69 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,20 |
97,30 |
97,200 |
97,200 |
97,170 |
97,170 |
97,173 |
50 000 |
49,02 |
3 |
TOTAL |
515 000 |
523,31 |
34 |
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 |
101,40 |
101,54 |
1,71 |
1,29 |
101,47 |
1,50 |
OK0116 |
PL0000107587 |
99,03 |
99,15 |
1,72 |
1,51 |
99,09 |
1,62 |
PS0416 |
PL0000106340 |
102,59 |
102,76 |
1,77 |
1,56 |
102,68 |
1,66 |
OK0716 |
PL0000107926 |
98,08 |
98,26 |
1,83 |
1,66 |
98,17 |
1,74 |
IZ0816 |
PL0000103529 |
102,67 |
103,15 |
--- |
--- |
102,91 |
--- |
PS1016 |
PL0000106795 |
103,65 |
103,85 |
1,91 |
1,76 |
103,75 |
1,83 |
WZ0117 |
PL0000106936 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,84 |
105,05 |
2,00 |
1,89 |
104,95 |
1,94 |
OK0717 |
PL0000108502 |
95,83 |
96,04 |
2,08 |
1,97 |
95,94 |
2,02 |
DS1017 |
PL0000104543 |
107,06 |
107,27 |
2,09 |
2,00 |
107,17 |
2,04 |
WZ0118 |
PL0000104717 |
99,73 |
99,92 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
103,86 |
104,15 |
2,31 |
2,21 |
104,01 |
2,26 |
PS0718 |
PL0000107595 |
100,28 |
100,59 |
2,40 |
2,30 |
100,44 |
2,35 |
WZ0119 |
PL0000107603 |
99,27 |
99,72 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
102,36 |
102,67 |
2,63 |
2,55 |
102,52 |
2,59 |
DS1019 |
PL0000105441 |
111,61 |
111,88 |
2,62 |
2,55 |
111,75 |
2,58 |
WZ0120 |
PL0000108601 |
98,76 |
99,20 |
--- |
--- |
98,98 |
--- |
PS0420 |
PL0000108510 |
94,10 |
94,38 |
2,82 |
2,76 |
94,24 |
2,79 |
DS1020 |
PL0000106126 |
111,85 |
112,14 |
2,81 |
2,76 |
112,00 |
2,78 |
WZ0121 |
PL0000106068 |
98,51 |
98,98 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
115,39 |
115,78 |
3,03 |
2,97 |
115,59 |
3,00 |
WS0922 |
PL0000102646 |
116,26 |
116,67 |
3,19 |
3,13 |
116,47 |
3,16 |
IZ0823 |
PL0000105359 |
107,74 |
113,11 |
--- |
--- |
110,43 |
--- |
DS1023 |
PL0000107264 |
104,99 |
105,44 |
3,30 |
3,24 |
105,22 |
3,27 |
WZ0124 |
PL0000107454 |
97,06 |
97,58 |
--- |
--- |
97,32 |
--- |
DS0725 |
PL0000108197 |
98,86 |
99,18 |
3,38 |
3,34 |
99,02 |
3,36 |
WS0429 |
PL0000105391 |
118,66 |
129,88 |
3,96 |
3,06 |
124,27 |
3,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,43 |
101,50 |
1,62 |
1,41 |
101,47 |
1,50 |
OK0116 |
PL0000107587 |
99,08 |
99,15 |
1,63 |
1,51 |
99,12 |
1,56 |
PS0416 |
PL0000106340 |
102,65 |
102,71 |
1,70 |
1,62 |
102,68 |
1,66 |
OK0716 |
PL0000107926 |
98,11 |
98,20 |
1,80 |
1,71 |
98,16 |
1,75 |
IZ0816 |
PL0000103529 |
102,67 |
103,14 |
--- |
--- |
102,91 |
--- |
PS1016 |
PL0000106795 |
103,73 |
103,89 |
1,85 |
1,73 |
103,81 |
1,79 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,92 |
105,09 |
1,96 |
1,87 |
105,01 |
1,91 |
OK0717 |
PL0000108502 |
95,97 |
96,10 |
2,01 |
1,94 |
96,04 |
1,97 |
DS1017 |
PL0000104543 |
107,16 |
107,25 |
2,05 |
2,01 |
107,21 |
2,03 |
WZ0118 |
PL0000104717 |
99,79 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,00 |
104,11 |
2,26 |
2,22 |
104,06 |
2,24 |
PS0718 |
PL0000107595 |
100,44 |
100,58 |
2,35 |
2,30 |
100,51 |
2,32 |
WZ0119 |
PL0000107603 |
99,39 |
99,56 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
102,63 |
102,81 |
2,56 |
2,51 |
102,72 |
2,54 |
DS1019 |
PL0000105441 |
111,78 |
112,06 |
2,58 |
2,51 |
111,92 |
2,54 |
WZ0120 |
PL0000108601 |
99,03 |
99,16 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
94,24 |
94,47 |
2,79 |
2,74 |
94,36 |
2,76 |
DS1020 |
PL0000106126 |
111,97 |
112,23 |
2,79 |
2,74 |
112,10 |
2,77 |
WZ0121 |
PL0000106068 |
98,58 |
98,92 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
115,68 |
116,01 |
2,98 |
2,93 |
115,85 |
2,96 |
WS0922 |
PL0000102646 |
116,49 |
116,76 |
3,16 |
3,12 |
116,63 |
3,14 |
IZ0823 |
PL0000105359 |
108,96 |
113,32 |
--- |
--- |
111,14 |
--- |
DS1023 |
PL0000107264 |
105,31 |
105,52 |
3,26 |
3,23 |
105,42 |
3,24 |
WZ0124 |
PL0000107454 |
97,12 |
97,35 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
99,09 |
99,32 |
3,35 |
3,33 |
99,21 |
3,34 |
WS0429 |
PL0000105391 |
123,45 |
125,68 |
3,57 |
3,39 |
124,57 |
3,48 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.