2015-07-02 |
MARKET DATA |
No 125 (2656) |
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 |
392,50 |
394,10 |
43 |
2 075,00 |
2 151,21 |
10 |
2 467,50 |
2 545,31 |
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 |
99,91 |
99,93 |
99,910 |
99,910 |
99,910 |
99,910 |
99,910 |
10 000 |
9,99 |
1 |
DS1015 |
PL0000103602 |
101,40 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,12 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,63 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,17 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,73 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,98 |
105,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,11 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,26 |
107,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,26 |
104,28 |
104,280 |
104,280 |
104,280 |
104,280 |
104,280 |
5 000 |
5,25 |
1 |
PS0718 |
PL0000107595 |
100,72 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,03 |
102,99 |
103,030 |
103,030 |
103,020 |
103,030 |
103,028 |
30 000 |
31,83 |
6 |
DS1019 |
PL0000105441 |
112,22 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,84 |
94,68 |
94,680 |
94,800 |
94,680 |
94,780 |
94,719 |
180 000 |
171,03 |
16 |
DS1020 |
PL0000106126 |
112,60 |
112,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,37 |
116,24 |
116,440 |
116,440 |
116,440 |
116,440 |
116,440 |
10 000 |
12,04 |
1 |
WS0922 |
PL0000102646 |
117,40 |
117,20 |
117,350 |
117,350 |
117,350 |
117,350 |
117,350 |
5 000 |
6,09 |
1 |
DS1023 |
PL0000107264 |
106,21 |
106,00 |
106,030 |
106,150 |
106,030 |
106,150 |
106,070 |
15 000 |
16,33 |
2 |
DS0725 |
PL0000108197 |
100,15 |
99,71 |
99,710 |
100,100 |
99,710 |
100,100 |
99,853 |
137 500 |
141,53 |
15 |
WS0428 |
PL0000107611 |
89,25 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,72 |
126,68 |
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 |
102,85 |
102,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,02 |
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 |
99,83 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,41 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,61 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,25 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
392 500 |
394,10 |
43 |
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 |
101,38 |
101,44 |
1,58 |
1,39 |
101,41 |
1,49 |
OK0116 |
PL0000107587 |
99,10 |
99,17 |
1,64 |
1,51 |
99,14 |
1,56 |
PS0416 |
PL0000106340 |
102,59 |
102,70 |
1,71 |
1,58 |
102,65 |
1,64 |
OK0716 |
PL0000107926 |
98,13 |
98,29 |
1,81 |
1,65 |
98,21 |
1,73 |
IZ0816 |
PL0000103529 |
102,67 |
103,11 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
103,70 |
103,84 |
1,84 |
1,74 |
103,77 |
1,79 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,10 |
1,93 |
1,84 |
105,02 |
1,89 |
OK0717 |
PL0000108502 |
96,03 |
96,18 |
1,99 |
1,91 |
96,11 |
1,95 |
DS1017 |
PL0000104543 |
107,20 |
107,36 |
2,01 |
1,95 |
107,28 |
1,98 |
WZ0118 |
PL0000104717 |
99,79 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,14 |
104,34 |
2,21 |
2,13 |
104,24 |
2,17 |
PS0718 |
PL0000107595 |
100,63 |
100,79 |
2,28 |
2,23 |
100,71 |
2,25 |
WZ0119 |
PL0000107603 |
99,39 |
99,59 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
102,85 |
103,05 |
2,50 |
2,45 |
102,95 |
2,47 |
DS1019 |
PL0000105441 |
112,04 |
112,30 |
2,51 |
2,45 |
112,17 |
2,48 |
WZ0120 |
PL0000108601 |
99,05 |
99,15 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
94,63 |
94,78 |
2,70 |
2,67 |
94,71 |
2,69 |
DS1020 |
PL0000106126 |
112,36 |
112,62 |
2,71 |
2,66 |
112,49 |
2,69 |
WZ0121 |
PL0000106068 |
98,58 |
98,92 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
115,99 |
116,34 |
2,93 |
2,87 |
116,17 |
2,90 |
WS0922 |
PL0000102646 |
117,08 |
117,41 |
3,07 |
3,02 |
117,25 |
3,05 |
IZ0823 |
PL0000105359 |
107,75 |
116,79 |
--- |
--- |
112,27 |
--- |
DS1023 |
PL0000107264 |
105,80 |
106,19 |
3,19 |
3,14 |
106,00 |
3,16 |
WZ0124 |
PL0000107454 |
97,02 |
97,41 |
--- |
--- |
97,22 |
--- |
DS0725 |
PL0000108197 |
99,65 |
99,93 |
3,29 |
3,26 |
99,79 |
3,27 |
WS0429 |
PL0000105391 |
124,08 |
126,88 |
3,51 |
3,29 |
125,48 |
3,40 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,39 |
101,43 |
1,55 |
1,42 |
101,41 |
1,49 |
OK0116 |
PL0000107587 |
99,11 |
99,15 |
1,62 |
1,55 |
99,13 |
1,58 |
PS0416 |
PL0000106340 |
102,61 |
102,71 |
1,69 |
1,57 |
102,66 |
1,63 |
OK0716 |
PL0000107926 |
98,15 |
98,27 |
1,79 |
1,67 |
98,21 |
1,73 |
IZ0816 |
PL0000103529 |
102,72 |
103,10 |
--- |
--- |
102,91 |
--- |
PS1016 |
PL0000106795 |
103,71 |
103,83 |
1,83 |
1,74 |
103,77 |
1,79 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,96 |
105,11 |
1,92 |
1,84 |
105,04 |
1,88 |
OK0717 |
PL0000108502 |
96,09 |
96,21 |
1,96 |
1,90 |
96,15 |
1,93 |
DS1017 |
PL0000104543 |
107,22 |
107,36 |
2,00 |
1,95 |
107,29 |
1,98 |
WZ0118 |
PL0000104717 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,23 |
104,32 |
2,17 |
2,14 |
104,28 |
2,16 |
PS0718 |
PL0000107595 |
100,68 |
100,85 |
2,26 |
2,21 |
100,77 |
2,23 |
WZ0119 |
PL0000107603 |
99,39 |
99,59 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
102,99 |
103,10 |
2,46 |
2,43 |
103,05 |
2,45 |
DS1019 |
PL0000105441 |
112,18 |
112,41 |
2,48 |
2,42 |
112,30 |
2,45 |
WZ0120 |
PL0000108601 |
99,05 |
99,16 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
94,77 |
94,93 |
2,67 |
2,63 |
94,85 |
2,65 |
DS1020 |
PL0000106126 |
112,51 |
112,76 |
2,68 |
2,63 |
112,64 |
2,66 |
WZ0121 |
PL0000106068 |
98,58 |
98,92 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
116,34 |
116,72 |
2,87 |
2,81 |
116,53 |
2,84 |
WS0922 |
PL0000102646 |
117,36 |
117,76 |
3,03 |
2,97 |
117,56 |
3,00 |
IZ0823 |
PL0000105359 |
109,72 |
113,54 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
106,14 |
106,45 |
3,14 |
3,10 |
106,30 |
3,12 |
WZ0124 |
PL0000107454 |
97,09 |
97,41 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
100,04 |
100,29 |
3,24 |
3,21 |
100,17 |
3,23 |
WS0429 |
PL0000105391 |
124,25 |
127,13 |
3,50 |
3,27 |
125,69 |
3,39 |
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 |
1,350 |
1,350 |
1,350 |
90 |
OK0116 |
PL0000107587 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
105 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
120 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,330 |
1,400 |
1,379 |
170 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
PS1016 |
PL0000106795 |
4/11 |
7 |
1,400 |
1,400 |
1,400 |
440 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
1,400 |
1,400 |
1,400 |
80 |
TOTAL |
1 075 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.