2015-07-03 |
MARKET DATA |
No 126 (2657) |
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 |
520,00 |
538,51 |
27 |
770,00 |
797,47 |
9 |
1 290,00 |
1 335,98 |
36 |
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 |
99,92 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,37 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,13 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,64 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,19 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,80 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,12 |
105,09 |
105,100 |
105,120 |
105,100 |
105,120 |
105,117 |
300 000 |
318,19 |
7 |
OK0717 |
PL0000108502 |
96,23 |
96,19 |
96,230 |
96,250 |
96,230 |
96,250 |
96,236 |
35 000 |
33,68 |
2 |
DS1017 |
PL0000104543 |
107,44 |
107,37 |
107,440 |
107,440 |
107,440 |
107,440 |
107,440 |
5 000 |
5,56 |
1 |
PS0418 |
PL0000107314 |
104,34 |
104,34 |
104,340 |
104,340 |
104,340 |
104,340 |
104,340 |
20 000 |
21,02 |
1 |
PS0718 |
PL0000107595 |
100,83 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,10 |
103,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,35 |
112,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
94,93 |
94,92 |
94,910 |
94,910 |
94,900 |
94,900 |
94,903 |
30 000 |
28,56 |
2 |
DS1020 |
PL0000106126 |
112,75 |
112,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,70 |
116,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,80 |
117,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,57 |
106,54 |
106,600 |
106,600 |
106,600 |
106,600 |
106,600 |
10 000 |
10,94 |
1 |
DS0725 |
PL0000108197 |
100,56 |
100,30 |
100,520 |
100,560 |
100,520 |
100,550 |
100,546 |
40 000 |
41,45 |
5 |
WS0428 |
PL0000107611 |
90,16 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,27 |
127,83 |
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 |
111,00 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,86 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,14 |
99,14 |
99,140 |
99,140 |
99,140 |
99,140 |
99,140 |
30 000 |
30,01 |
3 |
WZ0121 |
PL0000106068 |
98,71 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,30 |
97,28 |
97,300 |
97,300 |
97,270 |
97,270 |
97,276 |
50 000 |
49,09 |
5 |
TOTAL |
520 000 |
538,51 |
27 |
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 |
101,36 |
101,42 |
1,60 |
1,41 |
101,39 |
1,51 |
OK0116 |
PL0000107587 |
99,11 |
99,18 |
1,63 |
1,50 |
99,15 |
1,55 |
PS0416 |
PL0000106340 |
102,58 |
102,70 |
1,72 |
1,57 |
102,64 |
1,64 |
OK0716 |
PL0000107926 |
98,14 |
98,28 |
1,80 |
1,66 |
98,21 |
1,73 |
IZ0816 |
PL0000103529 |
102,69 |
103,08 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
103,71 |
103,83 |
1,83 |
1,74 |
103,77 |
1,78 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,96 |
105,12 |
1,91 |
1,83 |
105,04 |
1,87 |
OK0717 |
PL0000108502 |
96,08 |
96,22 |
1,97 |
1,90 |
96,15 |
1,93 |
DS1017 |
PL0000104543 |
107,22 |
107,40 |
2,00 |
1,92 |
107,31 |
1,96 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,22 |
104,42 |
2,18 |
2,10 |
104,32 |
2,14 |
PS0718 |
PL0000107595 |
100,71 |
100,92 |
2,25 |
2,18 |
100,82 |
2,22 |
WZ0119 |
PL0000107603 |
99,40 |
99,59 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,02 |
103,21 |
2,46 |
2,41 |
103,12 |
2,43 |
DS1019 |
PL0000105441 |
112,21 |
112,49 |
2,47 |
2,40 |
112,35 |
2,44 |
WZ0120 |
PL0000108601 |
99,05 |
99,18 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
94,79 |
94,97 |
2,67 |
2,63 |
94,88 |
2,65 |
DS1020 |
PL0000106126 |
112,59 |
112,87 |
2,67 |
2,61 |
112,73 |
2,64 |
WZ0121 |
PL0000106068 |
98,62 |
98,92 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
116,39 |
116,77 |
2,86 |
2,80 |
116,58 |
2,83 |
WS0922 |
PL0000102646 |
117,46 |
117,84 |
3,02 |
2,96 |
117,65 |
2,99 |
IZ0823 |
PL0000105359 |
109,66 |
114,31 |
--- |
--- |
111,99 |
--- |
DS1023 |
PL0000107264 |
106,20 |
106,63 |
3,14 |
3,08 |
106,42 |
3,11 |
WZ0124 |
PL0000107454 |
97,23 |
97,41 |
--- |
--- |
97,32 |
--- |
DS0725 |
PL0000108197 |
100,16 |
100,50 |
3,23 |
3,19 |
100,33 |
3,21 |
WS0429 |
PL0000105391 |
123,45 |
128,93 |
3,56 |
3,13 |
126,19 |
3,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,36 |
101,43 |
1,60 |
1,38 |
101,40 |
1,48 |
OK0116 |
PL0000107587 |
99,11 |
99,16 |
1,63 |
1,53 |
99,14 |
1,57 |
PS0416 |
PL0000106340 |
102,62 |
102,69 |
1,67 |
1,58 |
102,66 |
1,62 |
OK0716 |
PL0000107926 |
98,16 |
98,29 |
1,78 |
1,65 |
98,23 |
1,71 |
IZ0816 |
PL0000103529 |
102,68 |
103,10 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
103,78 |
103,90 |
1,78 |
1,69 |
103,84 |
1,73 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,04 |
105,16 |
1,87 |
1,81 |
105,10 |
1,84 |
OK0717 |
PL0000108502 |
96,14 |
96,27 |
1,94 |
1,87 |
96,21 |
1,90 |
DS1017 |
PL0000104543 |
107,31 |
107,44 |
1,96 |
1,91 |
107,38 |
1,93 |
WZ0118 |
PL0000104717 |
99,84 |
99,91 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,26 |
104,41 |
2,16 |
2,11 |
104,34 |
2,13 |
PS0718 |
PL0000107595 |
100,73 |
100,89 |
2,25 |
2,19 |
100,81 |
2,22 |
WZ0119 |
PL0000107603 |
99,47 |
99,61 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
103,05 |
103,25 |
2,45 |
2,40 |
103,15 |
2,42 |
DS1019 |
PL0000105441 |
112,32 |
112,54 |
2,44 |
2,39 |
112,43 |
2,42 |
WZ0120 |
PL0000108601 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
94,86 |
95,03 |
2,65 |
2,61 |
94,95 |
2,63 |
DS1020 |
PL0000106126 |
112,65 |
112,95 |
2,65 |
2,60 |
112,80 |
2,63 |
WZ0121 |
PL0000106068 |
98,68 |
98,97 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
116,60 |
116,82 |
2,83 |
2,80 |
116,71 |
2,81 |
WS0922 |
PL0000102646 |
117,67 |
118,11 |
2,99 |
2,92 |
117,89 |
2,96 |
IZ0823 |
PL0000105359 |
109,71 |
114,27 |
--- |
--- |
111,99 |
--- |
DS1023 |
PL0000107264 |
106,45 |
106,71 |
3,10 |
3,07 |
106,58 |
3,09 |
WZ0124 |
PL0000107454 |
97,22 |
97,34 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
100,44 |
100,68 |
3,20 |
3,17 |
100,56 |
3,18 |
WS0429 |
PL0000105391 |
124,01 |
128,93 |
3,52 |
3,13 |
126,47 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/7 |
7 |
1,400 |
1,400 |
1,400 |
30 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
180 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,350 |
1,400 |
1,380 |
100 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
320 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
50 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
90 |
TOTAL |
770 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.