2015-07-14 |
MARKET DATA |
No 133 (2664) |
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 |
485,00 |
507,65 |
38 |
2 570,00 |
2 592,47 |
9 |
3 055,00 |
3 100,12 |
47 |
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 |
99,97 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,28 |
101,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,18 |
99,20 |
99,180 |
99,180 |
99,180 |
99,180 |
99,180 |
5 000 |
4,96 |
1 |
PS0416 |
PL0000106340 |
102,57 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,28 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,74 |
103,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,12 |
105,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,36 |
96,34 |
96,360 |
96,360 |
96,360 |
96,360 |
96,360 |
25 000 |
24,09 |
1 |
DS1017 |
PL0000104543 |
107,38 |
107,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,55 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,15 |
101,12 |
101,150 |
101,150 |
101,130 |
101,130 |
101,143 |
75 000 |
77,69 |
3 |
PS0719 |
PL0000108148 |
103,60 |
103,54 |
103,600 |
103,600 |
103,600 |
103,600 |
103,600 |
20 000 |
21,35 |
3 |
DS1019 |
PL0000105441 |
112,85 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,73 |
95,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,51 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,55 |
117,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,90 |
118,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,68 |
107,55 |
107,620 |
107,620 |
107,400 |
107,430 |
107,521 |
50 000 |
55,21 |
5 |
DS0725 |
PL0000108197 |
101,80 |
101,30 |
101,800 |
101,800 |
101,300 |
101,450 |
101,460 |
310 000 |
324,35 |
25 |
WS0428 |
PL0000107611 |
94,25 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,98 |
127,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
100,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,65 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,62 |
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 |
99,86 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,45 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,08 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,74 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,23 |
97,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
485 000 |
507,65 |
38 |
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 |
101,27 |
101,33 |
1,52 |
1,32 |
101,30 |
1,42 |
OK0116 |
PL0000107587 |
99,16 |
99,22 |
1,61 |
1,49 |
99,19 |
1,55 |
PS0416 |
PL0000106340 |
102,51 |
102,63 |
1,70 |
1,55 |
102,57 |
1,63 |
OK0716 |
PL0000107926 |
98,23 |
98,37 |
1,75 |
1,61 |
98,30 |
1,68 |
IZ0816 |
PL0000103529 |
102,57 |
103,08 |
--- |
--- |
102,83 |
--- |
PS1016 |
PL0000106795 |
103,73 |
103,86 |
1,76 |
1,66 |
103,80 |
1,71 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,10 |
105,24 |
1,80 |
1,72 |
105,17 |
1,76 |
OK0717 |
PL0000108502 |
96,33 |
96,44 |
1,86 |
1,80 |
96,39 |
1,83 |
DS1017 |
PL0000104543 |
107,36 |
107,54 |
1,91 |
1,83 |
107,45 |
1,87 |
WZ0118 |
PL0000104717 |
99,82 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,53 |
104,70 |
2,05 |
1,99 |
104,62 |
2,02 |
PS0718 |
PL0000107595 |
101,03 |
101,24 |
2,14 |
2,07 |
101,14 |
2,10 |
WZ0119 |
PL0000107603 |
99,42 |
99,55 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
103,49 |
103,72 |
2,33 |
2,27 |
103,61 |
2,30 |
DS1019 |
PL0000105441 |
112,82 |
113,08 |
2,31 |
2,25 |
112,95 |
2,28 |
WZ0120 |
PL0000108601 |
99,05 |
99,17 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
95,69 |
95,87 |
2,46 |
2,42 |
95,78 |
2,44 |
DS1020 |
PL0000106126 |
113,46 |
113,74 |
2,49 |
2,44 |
113,60 |
2,46 |
WZ0121 |
PL0000106068 |
98,71 |
98,97 |
--- |
--- |
98,84 |
--- |
DS1021 |
PL0000106670 |
117,48 |
117,84 |
2,68 |
2,62 |
117,66 |
2,65 |
WS0922 |
PL0000102646 |
118,83 |
119,20 |
2,82 |
2,76 |
119,02 |
2,79 |
IZ0823 |
PL0000105359 |
110,25 |
113,26 |
--- |
--- |
111,76 |
--- |
DS1023 |
PL0000107264 |
107,62 |
108,04 |
2,95 |
2,89 |
107,83 |
2,92 |
WZ0124 |
PL0000107454 |
97,17 |
97,38 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
101,72 |
102,00 |
3,05 |
3,01 |
101,86 |
3,03 |
WS0429 |
PL0000105391 |
126,66 |
129,05 |
3,31 |
3,12 |
127,86 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,27 |
101,32 |
1,52 |
1,35 |
101,30 |
1,42 |
OK0116 |
PL0000107587 |
99,17 |
99,22 |
1,59 |
1,49 |
99,20 |
1,53 |
PS0416 |
PL0000106340 |
102,55 |
102,62 |
1,65 |
1,57 |
102,59 |
1,60 |
OK0716 |
PL0000107926 |
98,26 |
98,37 |
1,72 |
1,61 |
98,32 |
1,66 |
IZ0816 |
PL0000103529 |
102,57 |
103,08 |
--- |
--- |
102,83 |
--- |
PS1016 |
PL0000106795 |
103,73 |
103,85 |
1,76 |
1,67 |
103,79 |
1,71 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,09 |
105,22 |
1,81 |
1,73 |
105,16 |
1,77 |
OK0717 |
PL0000108502 |
96,33 |
96,43 |
1,86 |
1,81 |
96,38 |
1,84 |
DS1017 |
PL0000104543 |
107,34 |
107,50 |
1,92 |
1,85 |
107,42 |
1,88 |
WZ0118 |
PL0000104717 |
99,84 |
99,91 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,47 |
104,64 |
2,07 |
2,01 |
104,56 |
2,04 |
PS0718 |
PL0000107595 |
101,06 |
101,18 |
2,13 |
2,09 |
101,12 |
2,11 |
WZ0119 |
PL0000107603 |
99,43 |
99,55 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
103,48 |
103,68 |
2,33 |
2,28 |
103,58 |
2,31 |
DS1019 |
PL0000105441 |
112,74 |
113,04 |
2,33 |
2,26 |
112,89 |
2,30 |
WZ0120 |
PL0000108601 |
99,03 |
99,13 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
95,61 |
95,77 |
2,48 |
2,45 |
95,69 |
2,46 |
DS1020 |
PL0000106126 |
113,37 |
113,65 |
2,51 |
2,46 |
113,51 |
2,48 |
WZ0121 |
PL0000106068 |
98,71 |
98,93 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
117,35 |
117,72 |
2,70 |
2,64 |
117,54 |
2,67 |
WS0922 |
PL0000102646 |
118,55 |
118,99 |
2,85 |
2,79 |
118,77 |
2,82 |
IZ0823 |
PL0000105359 |
110,25 |
113,56 |
--- |
--- |
111,91 |
--- |
DS1023 |
PL0000107264 |
107,43 |
107,70 |
2,97 |
2,93 |
107,57 |
2,95 |
WZ0124 |
PL0000107454 |
97,16 |
97,31 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
101,40 |
101,58 |
3,08 |
3,06 |
101,49 |
3,07 |
WS0429 |
PL0000105391 |
126,20 |
128,42 |
3,34 |
3,17 |
127,31 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
5 |
WZ0121 |
PL0000106068 |
2/3 |
1 |
1,400 |
1,400 |
1,400 |
120 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
500 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
125 |
TOTAL |
770 |
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 |
1,460 |
1,490 |
1,473 |
1 800 |
TOTAL |
1 800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.