2015-07-09 |
MARKET DATA |
No 130 (2661) |
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 |
1 617,50 |
1 623,70 |
125 |
2 190,00 |
2 309,83 |
9 |
3 807,50 |
3 933,53 |
134 |
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 |
99,94 |
99,95 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
2 500 |
2,50 |
1 |
DS1015 |
PL0000103602 |
101,32 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,17 |
99,16 |
99,170 |
99,170 |
99,160 |
99,160 |
99,161 |
150 000 |
148,74 |
4 |
PS0416 |
PL0000106340 |
102,59 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,31 |
98,33 |
98,310 |
98,310 |
98,310 |
98,310 |
98,310 |
25 000 |
24,58 |
1 |
PS1016 |
PL0000106795 |
103,84 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,20 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,42 |
96,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,52 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,70 |
104,68 |
104,700 |
104,700 |
104,680 |
104,680 |
104,697 |
60 000 |
63,30 |
4 |
PS0718 |
PL0000107595 |
101,26 |
101,25 |
101,260 |
101,260 |
101,260 |
101,260 |
101,260 |
32 500 |
33,70 |
1 |
PS0719 |
PL0000108148 |
103,87 |
103,73 |
103,830 |
103,830 |
103,830 |
103,830 |
103,830 |
15 000 |
16,05 |
1 |
DS1019 |
PL0000105441 |
113,22 |
113,09 |
113,080 |
113,080 |
113,080 |
113,080 |
113,080 |
20 000 |
23,40 |
2 |
PS0420 |
PL0000108510 |
96,00 |
95,65 |
95,690 |
96,100 |
95,650 |
95,960 |
95,896 |
710 000 |
683,16 |
57 |
DS1020 |
PL0000106126 |
113,93 |
113,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,12 |
117,66 |
118,120 |
118,120 |
118,120 |
118,120 |
118,120 |
10 000 |
12,22 |
1 |
WS0922 |
PL0000102646 |
119,45 |
118,95 |
119,450 |
119,450 |
119,450 |
119,450 |
119,450 |
10 000 |
12,41 |
1 |
DS1023 |
PL0000107264 |
108,40 |
107,85 |
108,050 |
108,400 |
108,050 |
108,400 |
108,190 |
25 000 |
27,76 |
2 |
DS0725 |
PL0000108197 |
102,42 |
101,82 |
101,900 |
102,600 |
101,900 |
102,410 |
102,193 |
307 500 |
323,91 |
30 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,01 |
128,83 |
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 |
102,75 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
113,00 |
111,200 |
111,200 |
111,100 |
111,100 |
111,167 |
15 000 |
19,66 |
2 |
WZ0117 |
PL0000106936 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,85 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,47 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,07 |
99,070 |
99,100 |
99,070 |
99,100 |
99,081 |
90 000 |
90,02 |
5 |
WZ0121 |
PL0000106068 |
98,75 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,26 |
97,15 |
97,260 |
97,260 |
97,140 |
97,150 |
97,200 |
145 000 |
142,30 |
13 |
TOTAL |
1 617 500 |
1 623,70 |
125 |
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 |
101,30 |
101,36 |
1,55 |
1,35 |
101,33 |
1,45 |
OK0116 |
PL0000107587 |
99,15 |
99,21 |
1,60 |
1,49 |
99,18 |
1,54 |
PS0416 |
PL0000106340 |
102,55 |
102,67 |
1,69 |
1,54 |
102,61 |
1,61 |
OK0716 |
PL0000107926 |
98,21 |
98,36 |
1,76 |
1,61 |
98,29 |
1,68 |
IZ0816 |
PL0000103529 |
102,65 |
103,12 |
--- |
--- |
102,89 |
--- |
PS1016 |
PL0000106795 |
103,77 |
103,92 |
1,75 |
1,63 |
103,85 |
1,69 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,14 |
105,31 |
1,79 |
1,70 |
105,23 |
1,74 |
OK0717 |
PL0000108502 |
96,33 |
96,43 |
1,85 |
1,80 |
96,38 |
1,83 |
DS1017 |
PL0000104543 |
107,42 |
107,61 |
1,89 |
1,81 |
107,52 |
1,85 |
WZ0118 |
PL0000104717 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,52 |
104,72 |
2,06 |
1,99 |
104,62 |
2,02 |
PS0718 |
PL0000107595 |
101,06 |
101,27 |
2,13 |
2,06 |
101,17 |
2,10 |
WZ0119 |
PL0000107603 |
99,42 |
99,55 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
103,53 |
103,77 |
2,32 |
2,26 |
103,65 |
2,29 |
DS1019 |
PL0000105441 |
112,84 |
113,12 |
2,31 |
2,25 |
112,98 |
2,28 |
WZ0120 |
PL0000108601 |
99,01 |
99,10 |
--- |
--- |
99,06 |
--- |
PS0420 |
PL0000108510 |
95,59 |
95,74 |
2,49 |
2,45 |
95,67 |
2,47 |
DS1020 |
PL0000106126 |
113,42 |
113,70 |
2,50 |
2,45 |
113,56 |
2,48 |
WZ0121 |
PL0000106068 |
98,64 |
98,93 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
117,37 |
117,72 |
2,70 |
2,65 |
117,55 |
2,67 |
WS0922 |
PL0000102646 |
118,70 |
119,12 |
2,84 |
2,78 |
118,91 |
2,81 |
IZ0823 |
PL0000105359 |
109,67 |
117,73 |
--- |
--- |
113,70 |
--- |
DS1023 |
PL0000107264 |
107,69 |
107,92 |
2,94 |
2,91 |
107,81 |
2,92 |
WZ0124 |
PL0000107454 |
97,17 |
97,34 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
101,59 |
101,91 |
3,06 |
3,02 |
101,75 |
3,04 |
WS0429 |
PL0000105391 |
122,54 |
133,15 |
3,64 |
2,81 |
127,85 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,30 |
101,36 |
1,55 |
1,35 |
101,33 |
1,45 |
OK0116 |
PL0000107587 |
99,14 |
99,19 |
1,62 |
1,52 |
99,17 |
1,56 |
PS0416 |
PL0000106340 |
102,57 |
102,67 |
1,66 |
1,54 |
102,62 |
1,60 |
OK0716 |
PL0000107926 |
98,28 |
98,36 |
1,69 |
1,61 |
98,32 |
1,65 |
IZ0816 |
PL0000103529 |
102,64 |
103,05 |
--- |
--- |
102,85 |
--- |
PS1016 |
PL0000106795 |
103,81 |
103,92 |
1,72 |
1,63 |
103,87 |
1,67 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,16 |
105,34 |
1,78 |
1,68 |
105,25 |
1,73 |
OK0717 |
PL0000108502 |
96,38 |
96,48 |
1,83 |
1,78 |
96,43 |
1,80 |
DS1017 |
PL0000104543 |
107,48 |
107,63 |
1,87 |
1,80 |
107,56 |
1,83 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,66 |
104,75 |
2,01 |
1,98 |
104,71 |
1,99 |
PS0718 |
PL0000107595 |
101,20 |
101,33 |
2,09 |
2,04 |
101,27 |
2,06 |
WZ0119 |
PL0000107603 |
99,41 |
99,54 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
103,76 |
103,93 |
2,26 |
2,22 |
103,85 |
2,24 |
DS1019 |
PL0000105441 |
113,11 |
113,35 |
2,25 |
2,20 |
113,23 |
2,22 |
WZ0120 |
PL0000108601 |
99,05 |
99,15 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
95,93 |
96,09 |
2,41 |
2,37 |
96,01 |
2,39 |
DS1020 |
PL0000106126 |
113,79 |
114,07 |
2,43 |
2,38 |
113,93 |
2,41 |
WZ0121 |
PL0000106068 |
98,71 |
98,91 |
--- |
--- |
98,81 |
--- |
DS1021 |
PL0000106670 |
117,86 |
118,20 |
2,63 |
2,57 |
118,03 |
2,60 |
WS0922 |
PL0000102646 |
119,24 |
119,64 |
2,76 |
2,71 |
119,44 |
2,73 |
IZ0823 |
PL0000105359 |
110,55 |
113,76 |
--- |
--- |
112,16 |
--- |
DS1023 |
PL0000107264 |
108,20 |
108,57 |
2,87 |
2,82 |
108,39 |
2,85 |
WZ0124 |
PL0000107454 |
97,12 |
97,33 |
--- |
--- |
97,23 |
--- |
DS0725 |
PL0000108197 |
102,33 |
102,60 |
2,98 |
2,94 |
102,47 |
2,96 |
WS0429 |
PL0000105391 |
127,58 |
129,88 |
3,23 |
3,06 |
128,73 |
3,15 |
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 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
40 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
160 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
90 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
10 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
120 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
1,350 |
1,350 |
1,350 |
120 |
TOTAL |
590 |
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 |
1,490 |
1,490 |
1,490 |
1 000 |
GCZ |
G.C. Poland |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
600 |
TOTAL |
1 600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.