2015-07-15 |
MARKET DATA |
No 134 (2665) |
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 |
662,50 |
696,24 |
63 |
1 250,00 |
1 316,80 |
7 |
1 912,50 |
2 013,05 |
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 |
99,96 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,27 |
101,27 |
101,270 |
101,270 |
101,270 |
101,270 |
101,270 |
5 000 |
5,29 |
1 |
OK0116 |
PL0000107587 |
99,19 |
99,19 |
99,190 |
99,190 |
99,190 |
99,190 |
99,190 |
50 000 |
49,60 |
1 |
PS0416 |
PL0000106340 |
102,52 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,30 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,75 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,14 |
105,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,40 |
96,41 |
96,400 |
96,400 |
96,400 |
96,400 |
96,400 |
10 000 |
9,64 |
1 |
DS1017 |
PL0000104543 |
107,44 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,59 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,16 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,55 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,95 |
112,95 |
112,850 |
112,850 |
112,850 |
112,850 |
112,850 |
5 000 |
5,84 |
1 |
PS0420 |
PL0000108510 |
95,85 |
95,65 |
95,600 |
95,750 |
95,590 |
95,750 |
95,626 |
50 000 |
47,98 |
4 |
DS1020 |
PL0000106126 |
113,64 |
113,53 |
113,430 |
113,430 |
113,430 |
113,430 |
113,430 |
10 000 |
11,72 |
1 |
DS1021 |
PL0000106670 |
117,70 |
117,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,15 |
118,80 |
118,880 |
118,880 |
118,880 |
118,880 |
118,880 |
10 000 |
12,36 |
1 |
DS1023 |
PL0000107264 |
108,10 |
107,55 |
107,400 |
108,100 |
107,400 |
108,100 |
107,672 |
125 000 |
138,22 |
13 |
DS0725 |
PL0000108197 |
102,05 |
101,43 |
101,430 |
102,100 |
101,430 |
102,050 |
101,735 |
362 500 |
380,31 |
38 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,36 |
128,10 |
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 |
102,65 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,60 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,84 |
99,87 |
99,840 |
99,840 |
99,840 |
99,840 |
99,840 |
35 000 |
35,28 |
2 |
WZ0119 |
PL0000107603 |
99,44 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,06 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,74 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,20 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
662 500 |
696,24 |
63 |
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 |
101,24 |
101,29 |
1,59 |
1,41 |
101,27 |
1,48 |
OK0116 |
PL0000107587 |
99,16 |
99,21 |
1,61 |
1,52 |
99,19 |
1,56 |
PS0416 |
PL0000106340 |
102,51 |
102,63 |
1,69 |
1,54 |
102,57 |
1,62 |
OK0716 |
PL0000107926 |
98,28 |
98,35 |
1,71 |
1,64 |
98,32 |
1,67 |
IZ0816 |
PL0000103529 |
102,57 |
103,09 |
--- |
--- |
102,83 |
--- |
PS1016 |
PL0000106795 |
103,73 |
103,86 |
1,75 |
1,65 |
103,80 |
1,70 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,10 |
105,24 |
1,80 |
1,72 |
105,17 |
1,76 |
OK0717 |
PL0000108502 |
96,34 |
96,45 |
1,86 |
1,80 |
96,40 |
1,83 |
DS1017 |
PL0000104543 |
107,36 |
107,50 |
1,90 |
1,84 |
107,43 |
1,87 |
WZ0118 |
PL0000104717 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,49 |
104,68 |
2,06 |
1,99 |
104,59 |
2,03 |
PS0718 |
PL0000107595 |
101,02 |
101,24 |
2,15 |
2,07 |
101,13 |
2,11 |
WZ0119 |
PL0000107603 |
99,42 |
99,54 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
103,46 |
103,69 |
2,34 |
2,28 |
103,58 |
2,31 |
DS1019 |
PL0000105441 |
112,74 |
113,03 |
2,33 |
2,26 |
112,89 |
2,29 |
WZ0120 |
PL0000108601 |
99,02 |
99,13 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
95,59 |
95,81 |
2,49 |
2,44 |
95,70 |
2,46 |
DS1020 |
PL0000106126 |
113,40 |
113,65 |
2,50 |
2,45 |
113,53 |
2,48 |
WZ0121 |
PL0000106068 |
98,70 |
98,95 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
117,34 |
117,70 |
2,70 |
2,65 |
117,52 |
2,67 |
WS0922 |
PL0000102646 |
118,53 |
118,94 |
2,86 |
2,80 |
118,74 |
2,83 |
IZ0823 |
PL0000105359 |
110,11 |
113,56 |
--- |
--- |
111,84 |
--- |
DS1023 |
PL0000107264 |
107,41 |
107,76 |
2,97 |
2,93 |
107,59 |
2,95 |
WZ0124 |
PL0000107454 |
97,15 |
97,30 |
--- |
--- |
97,23 |
--- |
DS0725 |
PL0000108197 |
101,36 |
101,67 |
3,09 |
3,05 |
101,52 |
3,07 |
WS0429 |
PL0000105391 |
126,13 |
128,50 |
3,35 |
3,16 |
127,32 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,24 |
101,29 |
1,59 |
1,41 |
101,27 |
1,48 |
OK0116 |
PL0000107587 |
99,16 |
99,21 |
1,61 |
1,52 |
99,19 |
1,56 |
PS0416 |
PL0000106340 |
102,51 |
102,63 |
1,69 |
1,54 |
102,57 |
1,62 |
OK0716 |
PL0000107926 |
98,28 |
98,39 |
1,71 |
1,60 |
98,34 |
1,65 |
IZ0816 |
PL0000103529 |
102,57 |
103,06 |
--- |
--- |
102,82 |
--- |
PS1016 |
PL0000106795 |
103,74 |
103,87 |
1,75 |
1,65 |
103,81 |
1,69 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,12 |
105,25 |
1,78 |
1,71 |
105,19 |
1,75 |
OK0717 |
PL0000108502 |
96,37 |
96,45 |
1,84 |
1,80 |
96,41 |
1,82 |
DS1017 |
PL0000104543 |
107,40 |
107,53 |
1,89 |
1,83 |
107,47 |
1,86 |
WZ0118 |
PL0000104717 |
99,82 |
99,89 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,56 |
104,71 |
2,04 |
1,98 |
104,64 |
2,01 |
PS0718 |
PL0000107595 |
101,13 |
101,31 |
2,11 |
2,05 |
101,22 |
2,08 |
WZ0119 |
PL0000107603 |
99,42 |
99,54 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
103,65 |
103,81 |
2,29 |
2,25 |
103,73 |
2,27 |
DS1019 |
PL0000105441 |
112,89 |
113,18 |
2,29 |
2,23 |
113,04 |
2,26 |
WZ0120 |
PL0000108601 |
99,02 |
99,12 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
95,78 |
95,96 |
2,44 |
2,40 |
95,87 |
2,42 |
DS1020 |
PL0000106126 |
113,59 |
113,87 |
2,47 |
2,41 |
113,73 |
2,44 |
WZ0121 |
PL0000106068 |
98,72 |
98,96 |
--- |
--- |
98,84 |
--- |
DS1021 |
PL0000106670 |
117,65 |
118,01 |
2,65 |
2,60 |
117,83 |
2,63 |
WS0922 |
PL0000102646 |
118,97 |
119,36 |
2,80 |
2,74 |
119,17 |
2,77 |
IZ0823 |
PL0000105359 |
110,29 |
113,71 |
--- |
--- |
112,00 |
--- |
DS1023 |
PL0000107264 |
107,86 |
108,18 |
2,91 |
2,87 |
108,02 |
2,89 |
WZ0124 |
PL0000107454 |
97,16 |
97,29 |
--- |
--- |
97,23 |
--- |
DS0725 |
PL0000108197 |
101,89 |
102,16 |
3,03 |
2,99 |
102,03 |
3,01 |
WS0429 |
PL0000105391 |
127,02 |
129,23 |
3,28 |
3,11 |
128,13 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
300 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
100 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
200 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
TOTAL |
750 |
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 |
1,500 |
1,500 |
1,500 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.