2015-07-08 |
MARKET DATA |
No 129 (2660) |
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 |
1 192,50 |
1 209,54 |
72 |
2 560,00 |
2 709,78 |
13 |
3 752,50 |
3 919,32 |
85 |
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 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,36 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,15 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,62 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,25 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,82 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,16 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,35 |
96,33 |
96,330 |
96,330 |
96,330 |
96,330 |
96,330 |
100 000 |
96,33 |
1 |
DS1017 |
PL0000104543 |
107,47 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,57 |
104,49 |
104,490 |
104,690 |
104,490 |
104,690 |
104,627 |
85 000 |
89,60 |
7 |
PS0718 |
PL0000107595 |
101,11 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,64 |
103,48 |
103,490 |
103,490 |
103,490 |
103,490 |
103,490 |
22 500 |
23,99 |
1 |
DS1019 |
PL0000105441 |
112,93 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,74 |
95,38 |
95,400 |
95,740 |
95,400 |
95,710 |
95,520 |
325 000 |
311,45 |
26 |
DS1020 |
PL0000106126 |
113,54 |
113,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,55 |
117,25 |
117,350 |
117,470 |
117,350 |
117,470 |
117,423 |
30 000 |
36,45 |
3 |
WS0922 |
PL0000102646 |
118,88 |
118,57 |
118,570 |
118,680 |
118,570 |
118,680 |
118,625 |
20 000 |
24,64 |
2 |
DS1023 |
PL0000107264 |
107,80 |
107,43 |
107,730 |
107,730 |
107,730 |
107,730 |
107,730 |
25 000 |
27,64 |
1 |
DS0725 |
PL0000108197 |
101,85 |
101,30 |
101,300 |
101,800 |
101,300 |
101,800 |
101,557 |
130 000 |
136,07 |
15 |
WS0428 |
PL0000107611 |
91,05 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,68 |
125,90 |
127,300 |
127,600 |
127,300 |
127,600 |
127,386 |
17 500 |
22,50 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,80 |
102,80 |
102,800 |
102,800 |
102,800 |
102,800 |
102,800 |
10 000 |
13,45 |
1 |
IZ0823 |
PL0000105359 |
110,50 |
114,00 |
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 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,08 |
99,100 |
99,100 |
99,080 |
99,090 |
99,083 |
422 500 |
422,52 |
12 |
WZ0121 |
PL0000106068 |
98,78 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,30 |
97,33 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
5 000 |
4,91 |
1 |
TOTAL |
1 192 500 |
1 209,54 |
72 |
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 |
101,33 |
101,39 |
1,58 |
1,38 |
101,36 |
1,48 |
OK0116 |
PL0000107587 |
99,13 |
99,19 |
1,61 |
1,50 |
99,16 |
1,56 |
PS0416 |
PL0000106340 |
102,57 |
102,68 |
1,70 |
1,56 |
102,63 |
1,62 |
OK0716 |
PL0000107926 |
98,21 |
98,32 |
1,75 |
1,64 |
98,27 |
1,69 |
IZ0816 |
PL0000103529 |
102,70 |
103,11 |
--- |
--- |
102,91 |
--- |
PS1016 |
PL0000106795 |
103,78 |
103,92 |
1,76 |
1,65 |
103,85 |
1,70 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,12 |
105,29 |
1,81 |
1,72 |
105,21 |
1,77 |
OK0717 |
PL0000108502 |
96,31 |
96,42 |
1,86 |
1,80 |
96,37 |
1,83 |
DS1017 |
PL0000104543 |
107,43 |
107,59 |
1,90 |
1,83 |
107,51 |
1,87 |
WZ0118 |
PL0000104717 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,47 |
104,65 |
2,08 |
2,02 |
104,56 |
2,05 |
PS0718 |
PL0000107595 |
100,99 |
101,16 |
2,16 |
2,10 |
101,08 |
2,13 |
WZ0119 |
PL0000107603 |
99,43 |
99,60 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
103,39 |
103,59 |
2,36 |
2,31 |
103,49 |
2,33 |
DS1019 |
PL0000105441 |
112,65 |
112,92 |
2,36 |
2,30 |
112,79 |
2,33 |
WZ0120 |
PL0000108601 |
99,07 |
99,20 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
95,34 |
95,49 |
2,54 |
2,51 |
95,42 |
2,52 |
DS1020 |
PL0000106126 |
113,18 |
113,47 |
2,55 |
2,50 |
113,33 |
2,52 |
WZ0121 |
PL0000106068 |
98,75 |
99,09 |
--- |
--- |
98,92 |
--- |
DS1021 |
PL0000106670 |
117,13 |
117,41 |
2,74 |
2,70 |
117,27 |
2,72 |
WS0922 |
PL0000102646 |
118,49 |
118,76 |
2,87 |
2,83 |
118,63 |
2,85 |
IZ0823 |
PL0000105359 |
107,78 |
117,64 |
--- |
--- |
112,71 |
--- |
DS1023 |
PL0000107264 |
107,24 |
107,67 |
3,00 |
2,94 |
107,46 |
2,97 |
WZ0124 |
PL0000107454 |
97,22 |
97,45 |
--- |
--- |
97,34 |
--- |
DS0725 |
PL0000108197 |
101,28 |
101,70 |
3,10 |
3,05 |
101,49 |
3,07 |
WS0429 |
PL0000105391 |
126,89 |
127,90 |
3,29 |
3,21 |
127,40 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,34 |
101,39 |
1,55 |
1,38 |
101,37 |
1,45 |
OK0116 |
PL0000107587 |
99,13 |
99,18 |
1,61 |
1,52 |
99,16 |
1,56 |
PS0416 |
PL0000106340 |
102,60 |
102,69 |
1,66 |
1,55 |
102,65 |
1,60 |
OK0716 |
PL0000107926 |
98,22 |
98,31 |
1,74 |
1,65 |
98,27 |
1,69 |
IZ0816 |
PL0000103529 |
102,65 |
103,06 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
103,80 |
103,94 |
1,74 |
1,64 |
103,87 |
1,69 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,15 |
105,32 |
1,80 |
1,71 |
105,24 |
1,75 |
OK0717 |
PL0000108502 |
96,31 |
96,42 |
1,86 |
1,80 |
96,37 |
1,83 |
DS1017 |
PL0000104543 |
107,44 |
107,59 |
1,90 |
1,83 |
107,52 |
1,86 |
WZ0118 |
PL0000104717 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,54 |
104,72 |
2,06 |
1,99 |
104,63 |
2,02 |
PS0718 |
PL0000107595 |
101,08 |
101,28 |
2,13 |
2,06 |
101,18 |
2,09 |
WZ0119 |
PL0000107603 |
99,44 |
99,55 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,59 |
103,79 |
2,31 |
2,26 |
103,69 |
2,28 |
DS1019 |
PL0000105441 |
112,90 |
113,17 |
2,30 |
2,24 |
113,04 |
2,27 |
WZ0120 |
PL0000108601 |
99,03 |
99,12 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
95,66 |
95,81 |
2,47 |
2,43 |
95,74 |
2,45 |
DS1020 |
PL0000106126 |
113,50 |
113,76 |
2,49 |
2,44 |
113,63 |
2,47 |
WZ0121 |
PL0000106068 |
98,71 |
98,94 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
117,50 |
117,81 |
2,69 |
2,64 |
117,66 |
2,66 |
WS0922 |
PL0000102646 |
118,82 |
119,23 |
2,82 |
2,77 |
119,03 |
2,79 |
IZ0823 |
PL0000105359 |
110,21 |
114,32 |
--- |
--- |
112,27 |
--- |
DS1023 |
PL0000107264 |
107,66 |
108,08 |
2,94 |
2,89 |
107,87 |
2,91 |
WZ0124 |
PL0000107454 |
97,19 |
97,42 |
--- |
--- |
97,31 |
--- |
DS0725 |
PL0000108197 |
101,78 |
102,10 |
3,04 |
3,00 |
101,94 |
3,02 |
WS0429 |
PL0000105391 |
127,42 |
128,47 |
3,25 |
3,17 |
127,95 |
3,21 |
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 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,420 |
1,450 |
1,422 |
375 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,100 |
1,350 |
1,308 |
60 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,350 |
1,450 |
1,443 |
215 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
80 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
60 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
200 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,320 |
1,320 |
1,320 |
120 |
TOTAL |
1 160 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
600 |
GCZ |
G.C. Poland |
1/8 |
7 |
1,520 |
1,520 |
1,520 |
800 |
TOTAL |
1 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.