2015-07-13 |
MARKET DATA |
No 132 (2663) |
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 |
352,50 |
360,73 |
35 |
2 590,00 |
2 707,13 |
8 |
2 942,50 |
3 067,86 |
43 |
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 |
99,95 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,30 |
101,33 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
5 000 |
5,29 |
1 |
OK0116 |
PL0000107587 |
99,16 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,58 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,24 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,75 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,12 |
105,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,37 |
96,36 |
96,360 |
96,360 |
96,360 |
96,360 |
96,360 |
25 000 |
24,09 |
1 |
DS1017 |
PL0000104543 |
107,40 |
107,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,60 |
104,56 |
104,590 |
104,590 |
104,590 |
104,590 |
104,590 |
5 000 |
5,27 |
1 |
PS0718 |
PL0000107595 |
101,09 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,60 |
103,52 |
103,520 |
103,520 |
103,520 |
103,520 |
103,520 |
40 000 |
42,67 |
3 |
DS1019 |
PL0000105441 |
112,91 |
112,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,80 |
95,67 |
95,850 |
95,850 |
95,690 |
95,710 |
95,756 |
80 000 |
76,87 |
9 |
DS1020 |
PL0000106126 |
113,60 |
113,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,65 |
117,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,90 |
118,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,78 |
107,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,92 |
101,56 |
101,920 |
101,920 |
101,480 |
101,700 |
101,654 |
187 500 |
196,53 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,06 |
128,19 |
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 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,60 |
112,80 |
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 |
99,47 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,13 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
10 000 |
10,00 |
1 |
WZ0121 |
PL0000106068 |
98,75 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,23 |
97,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
352 500 |
360,73 |
35 |
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 |
101,34 |
1,50 |
1,33 |
101,32 |
1,40 |
OK0116 |
PL0000107587 |
99,15 |
99,21 |
1,62 |
1,50 |
99,18 |
1,56 |
PS0416 |
PL0000106340 |
102,51 |
102,63 |
1,71 |
1,56 |
102,57 |
1,64 |
OK0716 |
PL0000107926 |
98,21 |
98,36 |
1,77 |
1,62 |
98,29 |
1,69 |
IZ0816 |
PL0000103529 |
102,59 |
103,08 |
--- |
--- |
102,84 |
--- |
PS1016 |
PL0000106795 |
103,72 |
103,87 |
1,77 |
1,66 |
103,80 |
1,71 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,08 |
105,25 |
1,82 |
1,72 |
105,17 |
1,77 |
OK0717 |
PL0000108502 |
96,32 |
96,44 |
1,86 |
1,80 |
96,38 |
1,83 |
DS1017 |
PL0000104543 |
107,37 |
107,56 |
1,91 |
1,83 |
107,47 |
1,87 |
WZ0118 |
PL0000104717 |
99,82 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,49 |
104,68 |
2,07 |
2,00 |
104,59 |
2,03 |
PS0718 |
PL0000107595 |
101,03 |
101,21 |
2,14 |
2,08 |
101,12 |
2,11 |
WZ0119 |
PL0000107603 |
99,43 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,48 |
103,67 |
2,33 |
2,28 |
103,58 |
2,31 |
DS1019 |
PL0000105441 |
112,81 |
113,07 |
2,32 |
2,26 |
112,94 |
2,29 |
WZ0120 |
PL0000108601 |
99,04 |
99,17 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
95,64 |
95,83 |
2,48 |
2,43 |
95,74 |
2,45 |
DS1020 |
PL0000106126 |
113,44 |
113,67 |
2,50 |
2,45 |
113,56 |
2,47 |
WZ0121 |
PL0000106068 |
98,72 |
98,99 |
--- |
--- |
98,86 |
--- |
DS1021 |
PL0000106670 |
117,48 |
117,81 |
2,68 |
2,63 |
117,65 |
2,66 |
WS0922 |
PL0000102646 |
118,70 |
119,10 |
2,83 |
2,78 |
118,90 |
2,81 |
IZ0823 |
PL0000105359 |
109,57 |
113,05 |
--- |
--- |
111,31 |
--- |
DS1023 |
PL0000107264 |
107,64 |
108,03 |
2,94 |
2,89 |
107,84 |
2,92 |
WZ0124 |
PL0000107454 |
97,17 |
97,37 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
101,67 |
102,01 |
3,05 |
3,01 |
101,84 |
3,03 |
WS0429 |
PL0000105391 |
126,67 |
128,98 |
3,30 |
3,13 |
127,83 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,28 |
101,34 |
1,53 |
1,33 |
101,31 |
1,43 |
OK0116 |
PL0000107587 |
99,15 |
99,21 |
1,62 |
1,50 |
99,18 |
1,56 |
PS0416 |
PL0000106340 |
102,55 |
102,64 |
1,66 |
1,55 |
102,60 |
1,60 |
OK0716 |
PL0000107926 |
98,22 |
98,36 |
1,76 |
1,62 |
98,29 |
1,69 |
IZ0816 |
PL0000103529 |
102,62 |
103,09 |
--- |
--- |
102,86 |
--- |
PS1016 |
PL0000106795 |
103,72 |
103,85 |
1,77 |
1,67 |
103,79 |
1,72 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,09 |
105,19 |
1,81 |
1,75 |
105,14 |
1,78 |
OK0717 |
PL0000108502 |
96,31 |
96,39 |
1,87 |
1,83 |
96,35 |
1,85 |
DS1017 |
PL0000104543 |
107,34 |
107,47 |
1,92 |
1,87 |
107,41 |
1,89 |
WZ0118 |
PL0000104717 |
99,83 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,49 |
104,65 |
2,07 |
2,01 |
104,57 |
2,04 |
PS0718 |
PL0000107595 |
101,03 |
101,20 |
2,14 |
2,08 |
101,12 |
2,11 |
WZ0119 |
PL0000107603 |
99,42 |
99,55 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
103,52 |
103,64 |
2,32 |
2,29 |
103,58 |
2,31 |
DS1019 |
PL0000105441 |
112,79 |
113,01 |
2,32 |
2,27 |
112,90 |
2,30 |
WZ0120 |
PL0000108601 |
99,05 |
99,15 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
95,63 |
95,78 |
2,48 |
2,44 |
95,71 |
2,46 |
DS1020 |
PL0000106126 |
113,42 |
113,68 |
2,50 |
2,45 |
113,55 |
2,48 |
WZ0121 |
PL0000106068 |
98,69 |
98,93 |
--- |
--- |
98,81 |
--- |
DS1021 |
PL0000106670 |
117,37 |
117,72 |
2,70 |
2,64 |
117,55 |
2,67 |
WS0922 |
PL0000102646 |
118,63 |
118,98 |
2,84 |
2,80 |
118,81 |
2,82 |
IZ0823 |
PL0000105359 |
110,14 |
113,06 |
--- |
--- |
111,60 |
--- |
DS1023 |
PL0000107264 |
107,46 |
107,86 |
2,97 |
2,91 |
107,66 |
2,94 |
WZ0124 |
PL0000107454 |
97,16 |
97,32 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
101,50 |
101,75 |
3,07 |
3,04 |
101,63 |
3,06 |
WS0429 |
PL0000105391 |
126,44 |
128,68 |
3,32 |
3,15 |
127,56 |
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 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
200 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
80 |
WZ0121 |
PL0000106068 |
2/3 |
1 |
1,400 |
1,400 |
1,400 |
120 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
120 |
PS0718 |
PL0000107595 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
70 |
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 |
1,480 |
1,480 |
1,480 |
2 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.