2015-07-10 |
MARKET DATA |
No 131 (2662) |
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 |
677,50 |
690,51 |
59 |
1 665,00 |
1 724,49 |
11 |
2 342,50 |
2 414,99 |
70 |
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 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,31 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,16 |
99,16 |
99,160 |
99,160 |
99,160 |
99,160 |
99,160 |
12 500 |
12,40 |
1 |
PS0416 |
PL0000106340 |
102,59 |
102,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,25 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,80 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,18 |
105,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,40 |
96,37 |
96,390 |
96,390 |
96,370 |
96,370 |
96,380 |
50 000 |
48,19 |
2 |
DS1017 |
PL0000104543 |
107,49 |
107,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,62 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,16 |
101,16 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
10 000 |
10,36 |
1 |
PS0719 |
PL0000108148 |
103,71 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,03 |
112,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,89 |
95,70 |
95,950 |
95,990 |
95,750 |
95,790 |
95,875 |
142 500 |
137,09 |
12 |
DS1020 |
PL0000106126 |
113,74 |
113,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,83 |
117,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,21 |
118,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,04 |
107,79 |
108,100 |
108,100 |
107,820 |
107,820 |
107,988 |
12 500 |
13,86 |
3 |
DS0725 |
PL0000108197 |
102,09 |
101,70 |
101,730 |
101,990 |
101,680 |
101,800 |
101,812 |
395 000 |
414,61 |
37 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,70 |
128,30 |
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 |
102,70 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,40 |
113,00 |
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 |
99,89 |
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 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,68 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,26 |
97,29 |
97,250 |
97,260 |
97,250 |
97,260 |
97,255 |
55 000 |
54,01 |
3 |
TOTAL |
677 500 |
690,51 |
59 |
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 |
101,29 |
101,35 |
1,55 |
1,34 |
101,32 |
1,44 |
OK0116 |
PL0000107587 |
99,15 |
99,20 |
1,61 |
1,51 |
99,18 |
1,55 |
PS0416 |
PL0000106340 |
102,55 |
102,67 |
1,68 |
1,53 |
102,61 |
1,60 |
OK0716 |
PL0000107926 |
98,22 |
98,38 |
1,75 |
1,59 |
98,30 |
1,67 |
IZ0816 |
PL0000103529 |
102,63 |
103,09 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
103,78 |
103,92 |
1,73 |
1,63 |
103,85 |
1,68 |
WZ0117 |
PL0000106936 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,15 |
105,32 |
1,78 |
1,69 |
105,24 |
1,73 |
OK0717 |
PL0000108502 |
96,37 |
96,46 |
1,84 |
1,79 |
96,42 |
1,81 |
DS1017 |
PL0000104543 |
107,45 |
107,62 |
1,88 |
1,81 |
107,54 |
1,84 |
WZ0118 |
PL0000104717 |
99,82 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,55 |
104,74 |
2,05 |
1,98 |
104,65 |
2,01 |
PS0718 |
PL0000107595 |
101,12 |
101,31 |
2,11 |
2,05 |
101,22 |
2,08 |
WZ0119 |
PL0000107603 |
99,44 |
99,54 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
103,65 |
103,85 |
2,29 |
2,24 |
103,75 |
2,26 |
DS1019 |
PL0000105441 |
112,96 |
113,23 |
2,28 |
2,22 |
113,10 |
2,25 |
WZ0120 |
PL0000108601 |
99,04 |
99,17 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
95,79 |
95,96 |
2,44 |
2,40 |
95,88 |
2,42 |
DS1020 |
PL0000106126 |
113,63 |
113,89 |
2,46 |
2,41 |
113,76 |
2,44 |
WZ0121 |
PL0000106068 |
98,65 |
98,94 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
117,67 |
118,01 |
2,65 |
2,60 |
117,84 |
2,63 |
WS0922 |
PL0000102646 |
118,97 |
119,36 |
2,80 |
2,74 |
119,17 |
2,77 |
IZ0823 |
PL0000105359 |
109,80 |
113,25 |
--- |
--- |
111,53 |
--- |
DS1023 |
PL0000107264 |
107,87 |
108,28 |
2,91 |
2,86 |
108,08 |
2,89 |
WZ0124 |
PL0000107454 |
97,15 |
97,34 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
101,91 |
102,26 |
3,02 |
2,98 |
102,09 |
3,00 |
WS0429 |
PL0000105391 |
126,77 |
129,43 |
3,30 |
3,09 |
128,10 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,30 |
101,35 |
1,51 |
1,34 |
101,33 |
1,41 |
OK0116 |
PL0000107587 |
99,14 |
99,18 |
1,63 |
1,55 |
99,16 |
1,59 |
PS0416 |
PL0000106340 |
102,56 |
102,65 |
1,66 |
1,55 |
102,61 |
1,60 |
OK0716 |
PL0000107926 |
98,23 |
98,36 |
1,74 |
1,61 |
98,30 |
1,67 |
IZ0816 |
PL0000103529 |
102,61 |
103,08 |
--- |
--- |
102,85 |
--- |
PS1016 |
PL0000106795 |
103,73 |
103,88 |
1,77 |
1,66 |
103,81 |
1,71 |
WZ0117 |
PL0000106936 |
99,98 |
100,03 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,09 |
105,27 |
1,81 |
1,71 |
105,18 |
1,76 |
OK0717 |
PL0000108502 |
96,31 |
96,40 |
1,87 |
1,82 |
96,36 |
1,84 |
DS1017 |
PL0000104543 |
107,37 |
107,52 |
1,91 |
1,85 |
107,45 |
1,88 |
WZ0118 |
PL0000104717 |
99,83 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,48 |
104,63 |
2,07 |
2,02 |
104,56 |
2,04 |
PS0718 |
PL0000107595 |
101,03 |
101,19 |
2,14 |
2,09 |
101,11 |
2,12 |
WZ0119 |
PL0000107603 |
99,44 |
99,54 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
103,49 |
103,66 |
2,33 |
2,29 |
103,58 |
2,31 |
DS1019 |
PL0000105441 |
112,81 |
112,98 |
2,32 |
2,28 |
112,90 |
2,30 |
WZ0120 |
PL0000108601 |
99,06 |
99,14 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
95,57 |
95,78 |
2,49 |
2,44 |
95,68 |
2,47 |
DS1020 |
PL0000106126 |
113,39 |
113,67 |
2,51 |
2,45 |
113,53 |
2,48 |
WZ0121 |
PL0000106068 |
98,65 |
98,94 |
--- |
--- |
98,80 |
--- |
DS1021 |
PL0000106670 |
117,38 |
117,74 |
2,70 |
2,64 |
117,56 |
2,67 |
WS0922 |
PL0000102646 |
118,62 |
119,04 |
2,85 |
2,79 |
118,83 |
2,82 |
IZ0823 |
PL0000105359 |
109,79 |
113,25 |
--- |
--- |
111,52 |
--- |
DS1023 |
PL0000107264 |
107,51 |
107,89 |
2,96 |
2,91 |
107,70 |
2,94 |
WZ0124 |
PL0000107454 |
97,17 |
97,33 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
101,48 |
101,83 |
3,07 |
3,03 |
101,66 |
3,05 |
WS0429 |
PL0000105391 |
126,52 |
128,63 |
3,32 |
3,15 |
127,58 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
30 |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
30 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,380 |
1,450 |
1,442 |
165 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
180 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
90 |
DS1019 |
PL0000105441 |
4/11 |
7 |
1,390 |
1,390 |
1,390 |
150 |
TOTAL |
665 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
500 |
GCZ |
G.C. Poland |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
500 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.