2015-07-01 |
MARKET DATA |
No 124 (2655) |
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 |
607,50 |
632,66 |
59 |
1 385,00 |
1 525,93 |
10 |
1 992,50 |
2 158,59 |
69 |
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 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,42 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,10 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,66 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,14 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,80 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,00 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,10 |
96,10 |
96,120 |
96,120 |
96,100 |
96,100 |
96,112 |
65 000 |
62,47 |
2 |
DS1017 |
PL0000104543 |
107,27 |
107,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,29 |
104,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,85 |
100,68 |
100,800 |
100,850 |
100,730 |
100,730 |
100,788 |
30 000 |
30,94 |
4 |
PS0719 |
PL0000108148 |
103,01 |
102,97 |
103,000 |
103,000 |
102,890 |
102,890 |
102,952 |
42 500 |
45,05 |
3 |
DS1019 |
PL0000105441 |
112,25 |
112,24 |
112,360 |
112,370 |
112,250 |
112,250 |
112,324 |
80 000 |
92,88 |
7 |
PS0420 |
PL0000108510 |
94,78 |
94,57 |
94,740 |
94,780 |
94,690 |
94,780 |
94,730 |
100 000 |
95,01 |
10 |
DS1020 |
PL0000106126 |
112,54 |
112,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,20 |
116,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,41 |
117,15 |
117,280 |
117,410 |
117,280 |
117,410 |
117,345 |
20 000 |
24,36 |
2 |
DS1023 |
PL0000107264 |
106,10 |
105,85 |
105,900 |
106,100 |
105,890 |
105,990 |
106,033 |
75 000 |
81,59 |
10 |
DS0725 |
PL0000108197 |
99,90 |
99,60 |
99,800 |
99,900 |
99,690 |
99,690 |
99,837 |
185 000 |
190,35 |
20 |
WS0428 |
PL0000107611 |
89,40 |
97,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,99 |
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 |
110,40 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,85 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,41 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,12 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
10 000 |
10,00 |
1 |
WZ0121 |
PL0000106068 |
98,61 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,13 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
607 500 |
632,66 |
59 |
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 |
101,41 |
101,47 |
1,60 |
1,42 |
101,44 |
1,51 |
OK0116 |
PL0000107587 |
99,08 |
99,16 |
1,65 |
1,51 |
99,12 |
1,58 |
PS0416 |
PL0000106340 |
102,61 |
102,71 |
1,72 |
1,60 |
102,66 |
1,66 |
OK0716 |
PL0000107926 |
98,11 |
98,28 |
1,81 |
1,65 |
98,20 |
1,72 |
IZ0816 |
PL0000103529 |
102,68 |
103,09 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
103,70 |
103,90 |
1,86 |
1,71 |
103,80 |
1,78 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,93 |
105,12 |
1,95 |
1,84 |
105,03 |
1,89 |
OK0717 |
PL0000108502 |
96,03 |
96,14 |
1,98 |
1,93 |
96,09 |
1,95 |
DS1017 |
PL0000104543 |
107,18 |
107,38 |
2,03 |
1,95 |
107,28 |
1,99 |
WZ0118 |
PL0000104717 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,11 |
104,31 |
2,22 |
2,15 |
104,21 |
2,19 |
PS0718 |
PL0000107595 |
100,59 |
100,82 |
2,30 |
2,22 |
100,71 |
2,25 |
WZ0119 |
PL0000107603 |
99,39 |
99,59 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
102,78 |
103,01 |
2,52 |
2,46 |
102,90 |
2,49 |
DS1019 |
PL0000105441 |
111,98 |
112,26 |
2,53 |
2,46 |
112,12 |
2,50 |
WZ0120 |
PL0000108601 |
99,03 |
99,15 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
94,48 |
94,66 |
2,74 |
2,69 |
94,57 |
2,72 |
DS1020 |
PL0000106126 |
112,25 |
112,54 |
2,74 |
2,68 |
112,40 |
2,71 |
WZ0121 |
PL0000106068 |
98,58 |
98,92 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
115,91 |
116,23 |
2,95 |
2,89 |
116,07 |
2,92 |
WS0922 |
PL0000102646 |
116,77 |
117,21 |
3,12 |
3,05 |
116,99 |
3,09 |
IZ0823 |
PL0000105359 |
106,71 |
116,52 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
105,52 |
105,96 |
3,23 |
3,17 |
105,74 |
3,20 |
WZ0124 |
PL0000107454 |
97,03 |
97,38 |
--- |
--- |
97,21 |
--- |
DS0725 |
PL0000108197 |
99,44 |
99,76 |
3,31 |
3,28 |
99,60 |
3,29 |
WS0429 |
PL0000105391 |
123,17 |
125,78 |
3,59 |
3,38 |
124,48 |
3,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,41 |
101,46 |
1,60 |
1,45 |
101,44 |
1,51 |
OK0116 |
PL0000107587 |
99,09 |
99,15 |
1,63 |
1,52 |
99,12 |
1,58 |
PS0416 |
PL0000106340 |
102,64 |
102,73 |
1,69 |
1,58 |
102,69 |
1,63 |
OK0716 |
PL0000107926 |
98,12 |
98,28 |
1,80 |
1,65 |
98,20 |
1,72 |
IZ0816 |
PL0000103529 |
102,68 |
103,09 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
103,73 |
103,90 |
1,84 |
1,71 |
103,82 |
1,77 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,96 |
105,13 |
1,93 |
1,84 |
105,05 |
1,88 |
OK0717 |
PL0000108502 |
96,07 |
96,17 |
1,96 |
1,91 |
96,12 |
1,94 |
DS1017 |
PL0000104543 |
107,22 |
107,36 |
2,02 |
1,96 |
107,29 |
1,99 |
WZ0118 |
PL0000104717 |
99,80 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,18 |
104,35 |
2,20 |
2,14 |
104,27 |
2,16 |
PS0718 |
PL0000107595 |
100,65 |
100,77 |
2,28 |
2,23 |
100,71 |
2,25 |
WZ0119 |
PL0000107603 |
99,39 |
99,59 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
102,89 |
103,07 |
2,49 |
2,44 |
102,98 |
2,47 |
DS1019 |
PL0000105441 |
112,10 |
112,28 |
2,50 |
2,46 |
112,19 |
2,48 |
WZ0120 |
PL0000108601 |
99,04 |
99,15 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
94,60 |
94,78 |
2,71 |
2,67 |
94,69 |
2,69 |
DS1020 |
PL0000106126 |
112,38 |
112,63 |
2,71 |
2,66 |
112,51 |
2,69 |
WZ0121 |
PL0000106068 |
98,58 |
98,92 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
116,03 |
116,38 |
2,93 |
2,87 |
116,21 |
2,90 |
WS0922 |
PL0000102646 |
116,96 |
117,41 |
3,09 |
3,03 |
117,19 |
3,06 |
IZ0823 |
PL0000105359 |
109,50 |
113,46 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
105,82 |
106,14 |
3,19 |
3,14 |
105,98 |
3,17 |
WZ0124 |
PL0000107454 |
97,07 |
97,38 |
--- |
--- |
97,23 |
--- |
DS0725 |
PL0000108197 |
99,60 |
99,91 |
3,29 |
3,26 |
99,76 |
3,28 |
WS0429 |
PL0000105391 |
120,77 |
130,65 |
3,79 |
3,00 |
125,71 |
3,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
100 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,400 |
1,420 |
1,416 |
600 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
55 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
110 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
130 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
230 |
PS0718 |
PL0000107595 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
130 |
TOTAL |
1 385 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.