2015-07-06 |
MARKET DATA |
No 127 (2658) |
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 |
457,50 |
477,47 |
52 |
610,00 |
656,03 |
6 |
1 067,50 |
1 133,50 |
58 |
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 |
101,35 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,13 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,61 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,16 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,77 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,01 |
105,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,11 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,25 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,21 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,70 |
100,65 |
100,720 |
100,720 |
100,720 |
100,720 |
100,720 |
12 500 |
12,89 |
3 |
PS0719 |
PL0000108148 |
102,95 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,21 |
112,21 |
112,230 |
112,240 |
112,230 |
112,240 |
112,237 |
50 000 |
58,05 |
4 |
PS0420 |
PL0000108510 |
94,77 |
94,68 |
94,770 |
94,770 |
94,740 |
94,740 |
94,755 |
20 000 |
19,01 |
2 |
DS1020 |
PL0000106126 |
112,46 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,50 |
116,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,50 |
117,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
106,40 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,35 |
100,09 |
100,200 |
100,350 |
100,090 |
100,300 |
100,241 |
375 000 |
387,53 |
43 |
WS0428 |
PL0000107611 |
89,76 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,82 |
126,95 |
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 |
113,90 |
114,50 |
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 |
99,84 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,47 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,66 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,25 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
457 500 |
477,47 |
52 |
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 |
101,34 |
101,40 |
1,63 |
1,43 |
101,37 |
1,53 |
OK0116 |
PL0000107587 |
99,10 |
99,18 |
1,65 |
1,51 |
99,14 |
1,58 |
PS0416 |
PL0000106340 |
102,56 |
102,68 |
1,73 |
1,58 |
102,62 |
1,66 |
OK0716 |
PL0000107926 |
98,12 |
98,28 |
1,83 |
1,67 |
98,20 |
1,75 |
IZ0816 |
PL0000103529 |
102,66 |
103,09 |
--- |
--- |
102,88 |
--- |
PS1016 |
PL0000106795 |
103,70 |
103,85 |
1,83 |
1,72 |
103,78 |
1,77 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,95 |
105,11 |
1,92 |
1,83 |
105,03 |
1,87 |
OK0717 |
PL0000108502 |
96,05 |
96,17 |
1,99 |
1,92 |
96,11 |
1,95 |
DS1017 |
PL0000104543 |
107,18 |
107,38 |
2,01 |
1,93 |
107,28 |
1,97 |
WZ0118 |
PL0000104717 |
99,79 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,12 |
104,28 |
2,21 |
2,15 |
104,20 |
2,18 |
PS0718 |
PL0000107595 |
100,59 |
100,80 |
2,29 |
2,22 |
100,70 |
2,26 |
WZ0119 |
PL0000107603 |
99,43 |
99,59 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
102,79 |
102,99 |
2,51 |
2,46 |
102,89 |
2,49 |
DS1019 |
PL0000105441 |
112,05 |
112,28 |
2,50 |
2,45 |
112,17 |
2,48 |
WZ0120 |
PL0000108601 |
99,02 |
99,20 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
94,63 |
94,80 |
2,71 |
2,67 |
94,72 |
2,68 |
DS1020 |
PL0000106126 |
112,30 |
112,58 |
2,72 |
2,67 |
112,44 |
2,69 |
WZ0121 |
PL0000106068 |
98,61 |
98,95 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
116,22 |
116,57 |
2,89 |
2,83 |
116,40 |
2,86 |
WS0922 |
PL0000102646 |
117,36 |
117,73 |
3,03 |
2,98 |
117,55 |
3,00 |
IZ0823 |
PL0000105359 |
105,97 |
116,49 |
--- |
--- |
111,23 |
--- |
DS1023 |
PL0000107264 |
106,00 |
106,42 |
3,16 |
3,11 |
106,21 |
3,13 |
WZ0124 |
PL0000107454 |
97,13 |
97,36 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
100,08 |
100,23 |
3,24 |
3,22 |
100,16 |
3,23 |
WS0429 |
PL0000105391 |
120,79 |
131,06 |
3,78 |
2,97 |
125,93 |
3,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,34 |
101,40 |
1,63 |
1,43 |
101,37 |
1,53 |
OK0116 |
PL0000107587 |
99,12 |
99,18 |
1,62 |
1,51 |
99,15 |
1,56 |
PS0416 |
PL0000106340 |
102,59 |
102,69 |
1,69 |
1,57 |
102,64 |
1,63 |
OK0716 |
PL0000107926 |
98,14 |
98,30 |
1,81 |
1,65 |
98,22 |
1,73 |
IZ0816 |
PL0000103529 |
102,69 |
103,09 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
103,74 |
103,86 |
1,80 |
1,71 |
103,80 |
1,75 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,97 |
105,14 |
1,91 |
1,81 |
105,06 |
1,86 |
OK0717 |
PL0000108502 |
96,08 |
96,22 |
1,97 |
1,90 |
96,15 |
1,93 |
DS1017 |
PL0000104543 |
107,22 |
107,33 |
2,00 |
1,95 |
107,28 |
1,97 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,13 |
104,28 |
2,21 |
2,15 |
104,21 |
2,18 |
PS0718 |
PL0000107595 |
100,62 |
100,77 |
2,28 |
2,23 |
100,70 |
2,26 |
WZ0119 |
PL0000107603 |
99,45 |
99,59 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
102,87 |
103,03 |
2,49 |
2,45 |
102,95 |
2,47 |
DS1019 |
PL0000105441 |
112,18 |
112,39 |
2,47 |
2,42 |
112,29 |
2,45 |
WZ0120 |
PL0000108601 |
99,07 |
99,19 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
94,71 |
94,87 |
2,69 |
2,65 |
94,79 |
2,67 |
DS1020 |
PL0000106126 |
112,41 |
112,71 |
2,70 |
2,64 |
112,56 |
2,67 |
WZ0121 |
PL0000106068 |
98,61 |
98,95 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
116,32 |
116,60 |
2,87 |
2,83 |
116,46 |
2,85 |
WS0922 |
PL0000102646 |
117,37 |
117,81 |
3,03 |
2,97 |
117,59 |
3,00 |
IZ0823 |
PL0000105359 |
108,09 |
115,35 |
--- |
--- |
111,72 |
--- |
DS1023 |
PL0000107264 |
106,28 |
106,54 |
3,13 |
3,09 |
106,41 |
3,11 |
WZ0124 |
PL0000107454 |
97,19 |
97,36 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
100,18 |
100,38 |
3,23 |
3,20 |
100,28 |
3,21 |
WS0429 |
PL0000105391 |
123,88 |
128,17 |
3,53 |
3,19 |
126,03 |
3,36 |
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 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
50 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
280 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
120 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
40 |
PS0718 |
PL0000107595 |
2/9 |
7 |
1,350 |
1,350 |
1,350 |
120 |
TOTAL |
610 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.