2015-07-07 |
MARKET DATA |
No 128 (2659) |
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 |
977,50 |
1 019,92 |
97 |
2 595,00 |
2 621,16 |
8 |
3 572,50 |
3 641,08 |
105 |
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 |
99,93 |
99,94 |
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 |
99,14 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,60 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,25 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,81 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,11 |
105,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,30 |
96,23 |
96,300 |
96,300 |
96,300 |
96,300 |
96,300 |
10 000 |
9,63 |
1 |
DS1017 |
PL0000104543 |
107,43 |
107,38 |
107,430 |
107,430 |
107,430 |
107,430 |
107,430 |
20 000 |
22,23 |
1 |
PS0418 |
PL0000107314 |
104,52 |
104,34 |
104,410 |
104,410 |
104,410 |
104,410 |
104,410 |
5 000 |
5,26 |
1 |
PS0718 |
PL0000107595 |
101,02 |
100,82 |
100,880 |
100,950 |
100,880 |
100,950 |
100,903 |
30 000 |
30,99 |
2 |
PS0719 |
PL0000108148 |
103,39 |
103,10 |
103,380 |
103,380 |
103,360 |
103,360 |
103,373 |
15 000 |
15,97 |
2 |
DS1019 |
PL0000105441 |
112,65 |
112,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,31 |
94,92 |
95,100 |
95,380 |
95,090 |
95,380 |
95,265 |
200 000 |
191,14 |
20 |
DS1020 |
PL0000106126 |
113,13 |
112,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,20 |
116,76 |
117,050 |
117,050 |
117,050 |
117,050 |
117,050 |
10 000 |
12,11 |
1 |
WS0922 |
PL0000102646 |
118,45 |
117,86 |
118,200 |
118,450 |
118,200 |
118,450 |
118,325 |
20 000 |
24,58 |
2 |
DS1023 |
PL0000107264 |
107,30 |
106,64 |
107,000 |
107,330 |
107,000 |
107,150 |
107,220 |
80 000 |
88,03 |
8 |
DS0725 |
PL0000108197 |
101,31 |
100,50 |
100,500 |
101,310 |
100,500 |
101,140 |
101,058 |
512 500 |
533,85 |
52 |
WS0428 |
PL0000107611 |
93,00 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,42 |
126,74 |
127,420 |
127,420 |
127,180 |
127,180 |
127,298 |
40 000 |
51,39 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,89 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
116,52 |
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 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,49 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,14 |
99,13 |
99,140 |
99,140 |
99,140 |
99,140 |
99,140 |
20 000 |
20,01 |
2 |
WZ0121 |
PL0000106068 |
98,85 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,32 |
97,35 |
97,320 |
97,320 |
97,320 |
97,320 |
97,320 |
15 000 |
14,74 |
1 |
TOTAL |
977 500 |
1 019,92 |
97 |
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 |
1,59 |
1,39 |
101,37 |
1,49 |
OK0116 |
PL0000107587 |
99,12 |
99,19 |
1,62 |
1,49 |
99,16 |
1,55 |
PS0416 |
PL0000106340 |
102,56 |
102,69 |
1,72 |
1,56 |
102,63 |
1,63 |
OK0716 |
PL0000107926 |
98,17 |
98,31 |
1,78 |
1,64 |
98,24 |
1,71 |
IZ0816 |
PL0000103529 |
102,79 |
103,20 |
--- |
--- |
103,00 |
--- |
PS1016 |
PL0000106795 |
103,71 |
103,87 |
1,82 |
1,69 |
103,79 |
1,76 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,99 |
105,16 |
1,89 |
1,80 |
105,08 |
1,84 |
OK0717 |
PL0000108502 |
96,11 |
96,25 |
1,96 |
1,89 |
96,18 |
1,92 |
DS1017 |
PL0000104543 |
107,22 |
107,40 |
1,99 |
1,92 |
107,31 |
1,96 |
WZ0118 |
PL0000104717 |
99,83 |
99,90 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,19 |
104,38 |
2,18 |
2,12 |
104,29 |
2,15 |
PS0718 |
PL0000107595 |
100,67 |
100,86 |
2,27 |
2,20 |
100,77 |
2,23 |
WZ0119 |
PL0000107603 |
99,44 |
99,59 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
102,96 |
103,14 |
2,47 |
2,42 |
103,05 |
2,45 |
DS1019 |
PL0000105441 |
112,17 |
112,46 |
2,47 |
2,41 |
112,32 |
2,44 |
WZ0120 |
PL0000108601 |
99,07 |
99,19 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
94,79 |
94,99 |
2,67 |
2,62 |
94,89 |
2,65 |
DS1020 |
PL0000106126 |
112,53 |
112,82 |
2,67 |
2,62 |
112,68 |
2,65 |
WZ0121 |
PL0000106068 |
98,64 |
98,96 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
116,45 |
116,82 |
2,85 |
2,79 |
116,64 |
2,82 |
WS0922 |
PL0000102646 |
117,57 |
117,97 |
3,00 |
2,94 |
117,77 |
2,97 |
IZ0823 |
PL0000105359 |
106,75 |
116,90 |
--- |
--- |
111,83 |
--- |
DS1023 |
PL0000107264 |
106,30 |
106,74 |
3,12 |
3,06 |
106,52 |
3,09 |
WZ0124 |
PL0000107454 |
97,16 |
97,38 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
100,29 |
100,58 |
3,21 |
3,18 |
100,44 |
3,20 |
WS0429 |
PL0000105391 |
120,95 |
131,52 |
3,77 |
2,93 |
126,24 |
3,34 |
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 |
1,59 |
1,39 |
101,37 |
1,49 |
OK0116 |
PL0000107587 |
99,12 |
99,17 |
1,62 |
1,53 |
99,15 |
1,57 |
PS0416 |
PL0000106340 |
102,58 |
102,69 |
1,69 |
1,56 |
102,64 |
1,62 |
OK0716 |
PL0000107926 |
98,18 |
98,28 |
1,77 |
1,67 |
98,23 |
1,72 |
IZ0816 |
PL0000103529 |
102,69 |
103,12 |
--- |
--- |
102,91 |
--- |
PS1016 |
PL0000106795 |
103,76 |
103,87 |
1,78 |
1,69 |
103,82 |
1,73 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,06 |
105,23 |
1,85 |
1,76 |
105,15 |
1,80 |
OK0717 |
PL0000108502 |
96,24 |
96,35 |
1,89 |
1,83 |
96,30 |
1,86 |
DS1017 |
PL0000104543 |
107,38 |
107,48 |
1,93 |
1,88 |
107,43 |
1,90 |
WZ0118 |
PL0000104717 |
99,83 |
99,90 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,39 |
104,53 |
2,11 |
2,06 |
104,46 |
2,09 |
PS0718 |
PL0000107595 |
100,89 |
101,02 |
2,19 |
2,15 |
100,96 |
2,17 |
WZ0119 |
PL0000107603 |
99,46 |
99,60 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
103,23 |
103,42 |
2,40 |
2,35 |
103,33 |
2,37 |
DS1019 |
PL0000105441 |
112,46 |
112,70 |
2,41 |
2,35 |
112,58 |
2,38 |
WZ0120 |
PL0000108601 |
99,07 |
99,16 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
95,16 |
95,33 |
2,58 |
2,54 |
95,25 |
2,56 |
DS1020 |
PL0000106126 |
112,95 |
113,24 |
2,60 |
2,54 |
113,10 |
2,57 |
WZ0121 |
PL0000106068 |
98,79 |
99,03 |
--- |
--- |
98,91 |
--- |
DS1021 |
PL0000106670 |
116,87 |
117,19 |
2,79 |
2,74 |
117,03 |
2,76 |
WS0922 |
PL0000102646 |
118,07 |
118,52 |
2,93 |
2,87 |
118,30 |
2,90 |
IZ0823 |
PL0000105359 |
108,73 |
117,29 |
--- |
--- |
113,01 |
--- |
DS1023 |
PL0000107264 |
106,99 |
107,39 |
3,03 |
2,98 |
107,19 |
3,00 |
WZ0124 |
PL0000107454 |
97,24 |
97,45 |
--- |
--- |
97,35 |
--- |
DS0725 |
PL0000108197 |
101,00 |
101,22 |
3,13 |
3,10 |
101,11 |
3,12 |
WS0429 |
PL0000105391 |
124,91 |
129,46 |
3,45 |
3,09 |
127,19 |
3,27 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
280 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
155 |
TOTAL |
495 |
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 |
1,530 |
1,530 |
1,530 |
300 |
GCZ |
G.C. Poland |
0/2 |
2 |
1,540 |
1,540 |
1,540 |
1 200 |
GCZ |
G.C. Poland |
2/9 |
7 |
1,530 |
1,530 |
1,530 |
600 |
TOTAL |
2 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.