2015-06-30 |
MARKET DATA |
No 123 (2654) |
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 |
582,50 |
652,88 |
47 |
450,00 |
470,47 |
6 |
1 032,50 |
1 123,36 |
53 |
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 |
99,90 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,44 |
101,43 |
101,430 |
101,430 |
101,430 |
101,430 |
101,430 |
30 000 |
31,72 |
1 |
OK0116 |
PL0000107587 |
99,11 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,66 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,14 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,78 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,00 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,06 |
96,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,21 |
107,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,14 |
104,05 |
104,050 |
104,050 |
104,050 |
104,050 |
104,050 |
5 000 |
5,24 |
1 |
PS0718 |
PL0000107595 |
100,61 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,88 |
102,65 |
102,870 |
102,870 |
102,870 |
102,870 |
102,870 |
5 000 |
5,30 |
1 |
DS1019 |
PL0000105441 |
112,01 |
111,90 |
112,000 |
112,100 |
112,000 |
112,100 |
112,030 |
165 000 |
191,07 |
12 |
PS0420 |
PL0000108510 |
94,57 |
94,24 |
94,400 |
94,570 |
94,400 |
94,570 |
94,430 |
55 000 |
52,09 |
6 |
DS1020 |
PL0000106126 |
112,26 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
115,95 |
115,72 |
115,700 |
115,950 |
115,700 |
115,920 |
115,813 |
190 000 |
227,53 |
12 |
WS0922 |
PL0000102646 |
116,90 |
116,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,70 |
105,37 |
105,880 |
105,880 |
105,880 |
105,880 |
105,880 |
5 000 |
5,43 |
1 |
DS0725 |
PL0000108197 |
99,45 |
99,05 |
99,150 |
99,610 |
99,100 |
99,600 |
99,386 |
110 000 |
112,67 |
10 |
WS0428 |
PL0000107611 |
89,03 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,37 |
124,50 |
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 |
102,90 |
103,00 |
102,850 |
102,860 |
102,850 |
102,860 |
102,858 |
12 500 |
16,81 |
2 |
IZ0823 |
PL0000105359 |
110,40 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,85 |
99,880 |
99,880 |
99,880 |
99,880 |
99,880 |
5 000 |
5,04 |
1 |
WZ0119 |
PL0000107603 |
99,41 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,64 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,30 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
582 500 |
652,88 |
47 |
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 |
101,50 |
1,67 |
1,37 |
101,45 |
1,52 |
OK0116 |
PL0000107587 |
99,09 |
99,17 |
1,62 |
1,48 |
99,13 |
1,55 |
PS0416 |
PL0000106340 |
102,62 |
102,75 |
1,72 |
1,56 |
102,69 |
1,64 |
OK0716 |
PL0000107926 |
98,09 |
98,25 |
1,83 |
1,67 |
98,17 |
1,75 |
IZ0816 |
PL0000103529 |
102,71 |
103,10 |
--- |
--- |
102,91 |
--- |
PS1016 |
PL0000106795 |
103,69 |
103,87 |
1,87 |
1,74 |
103,78 |
1,80 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,90 |
105,09 |
1,97 |
1,86 |
105,00 |
1,91 |
OK0717 |
PL0000108502 |
95,98 |
96,08 |
2,01 |
1,95 |
96,03 |
1,98 |
DS1017 |
PL0000104543 |
107,12 |
107,25 |
2,06 |
2,01 |
107,19 |
2,03 |
WZ0118 |
PL0000104717 |
99,75 |
99,91 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
103,90 |
104,10 |
2,30 |
2,23 |
104,00 |
2,26 |
PS0718 |
PL0000107595 |
100,34 |
100,53 |
2,38 |
2,32 |
100,44 |
2,35 |
WZ0119 |
PL0000107603 |
99,35 |
99,55 |
--- |
--- |
99,45 |
--- |
PS0719 |
PL0000108148 |
102,43 |
102,68 |
2,61 |
2,54 |
102,56 |
2,58 |
DS1019 |
PL0000105441 |
111,63 |
111,92 |
2,61 |
2,54 |
111,78 |
2,57 |
WZ0120 |
PL0000108601 |
98,97 |
99,15 |
--- |
--- |
99,06 |
--- |
PS0420 |
PL0000108510 |
94,13 |
94,33 |
2,82 |
2,77 |
94,23 |
2,79 |
DS1020 |
PL0000106126 |
111,85 |
112,14 |
2,81 |
2,76 |
112,00 |
2,78 |
WZ0121 |
PL0000106068 |
98,56 |
98,90 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
115,53 |
115,80 |
3,01 |
2,96 |
115,67 |
2,98 |
WS0922 |
PL0000102646 |
116,34 |
116,69 |
3,18 |
3,13 |
116,52 |
3,15 |
IZ0823 |
PL0000105359 |
107,78 |
115,87 |
--- |
--- |
111,83 |
--- |
DS1023 |
PL0000107264 |
105,03 |
105,44 |
3,29 |
3,24 |
105,24 |
3,27 |
WZ0124 |
PL0000107454 |
97,04 |
97,37 |
--- |
--- |
97,21 |
--- |
DS0725 |
PL0000108197 |
98,79 |
99,12 |
3,39 |
3,35 |
98,96 |
3,37 |
WS0429 |
PL0000105391 |
122,68 |
124,72 |
3,63 |
3,46 |
123,70 |
3,55 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,42 |
101,47 |
1,61 |
1,46 |
101,45 |
1,52 |
OK0116 |
PL0000107587 |
99,09 |
99,15 |
1,62 |
1,52 |
99,12 |
1,57 |
PS0416 |
PL0000106340 |
102,62 |
102,69 |
1,72 |
1,64 |
102,66 |
1,67 |
OK0716 |
PL0000107926 |
98,09 |
98,27 |
1,83 |
1,65 |
98,18 |
1,74 |
IZ0816 |
PL0000103529 |
102,72 |
103,09 |
--- |
--- |
102,91 |
--- |
PS1016 |
PL0000106795 |
103,74 |
103,86 |
1,83 |
1,75 |
103,80 |
1,79 |
WZ0117 |
PL0000106936 |
99,96 |
100,02 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,98 |
105,13 |
1,92 |
1,84 |
105,06 |
1,88 |
OK0717 |
PL0000108502 |
96,04 |
96,13 |
1,98 |
1,93 |
96,09 |
1,95 |
DS1017 |
PL0000104543 |
107,17 |
107,32 |
2,04 |
1,98 |
107,25 |
2,01 |
WZ0118 |
PL0000104717 |
99,75 |
99,87 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
104,09 |
104,23 |
2,23 |
2,18 |
104,16 |
2,20 |
PS0718 |
PL0000107595 |
100,56 |
100,73 |
2,31 |
2,25 |
100,65 |
2,28 |
WZ0119 |
PL0000107603 |
99,38 |
99,53 |
--- |
--- |
99,46 |
--- |
PS0719 |
PL0000108148 |
102,81 |
102,94 |
2,51 |
2,48 |
102,88 |
2,49 |
DS1019 |
PL0000105441 |
111,95 |
112,25 |
2,54 |
2,47 |
112,10 |
2,50 |
WZ0120 |
PL0000108601 |
99,04 |
99,17 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
94,47 |
94,61 |
2,74 |
2,71 |
94,54 |
2,72 |
DS1020 |
PL0000106126 |
112,20 |
112,50 |
2,75 |
2,69 |
112,35 |
2,72 |
WZ0121 |
PL0000106068 |
98,58 |
98,87 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
115,88 |
116,21 |
2,95 |
2,90 |
116,05 |
2,92 |
WS0922 |
PL0000102646 |
116,72 |
117,06 |
3,12 |
3,08 |
116,89 |
3,10 |
IZ0823 |
PL0000105359 |
110,15 |
113,69 |
--- |
--- |
111,92 |
--- |
DS1023 |
PL0000107264 |
105,50 |
105,81 |
3,23 |
3,19 |
105,66 |
3,21 |
WZ0124 |
PL0000107454 |
97,06 |
97,20 |
--- |
--- |
97,13 |
--- |
DS0725 |
PL0000108197 |
99,35 |
99,65 |
3,32 |
3,29 |
99,50 |
3,31 |
WS0429 |
PL0000105391 |
124,36 |
125,99 |
3,49 |
3,36 |
125,18 |
3,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
85 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
100 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
35 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
200 |
TOTAL |
450 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.