2015-07-16 |
MARKET DATA |
No 135 (2666) |
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 |
635,00 |
664,92 |
49 |
1 215,00 |
1 301,38 |
12 |
1 850,00 |
1 966,30 |
61 |
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 |
101,22 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,19 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,57 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,34 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,79 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,16 |
105,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,46 |
96,44 |
96,440 |
96,440 |
96,420 |
96,420 |
96,426 |
160 000 |
154,28 |
4 |
DS1017 |
PL0000104543 |
107,44 |
107,42 |
107,420 |
107,420 |
107,420 |
107,420 |
107,420 |
15 000 |
16,69 |
1 |
PS0418 |
PL0000107314 |
104,66 |
104,60 |
104,700 |
104,700 |
104,700 |
104,700 |
104,700 |
10 000 |
10,56 |
2 |
PS0718 |
PL0000107595 |
101,25 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,84 |
103,75 |
103,750 |
103,800 |
103,750 |
103,800 |
103,760 |
50 000 |
53,48 |
5 |
DS1019 |
PL0000105441 |
113,11 |
113,14 |
113,050 |
113,050 |
113,050 |
113,050 |
113,050 |
5 000 |
5,85 |
1 |
PS0420 |
PL0000108510 |
96,05 |
95,93 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
5 000 |
4,82 |
1 |
DS1020 |
PL0000106126 |
113,84 |
113,83 |
113,950 |
113,950 |
113,950 |
113,950 |
113,950 |
10 000 |
11,78 |
1 |
DS1021 |
PL0000106670 |
117,98 |
117,98 |
117,980 |
117,980 |
117,980 |
117,980 |
117,980 |
10 000 |
12,22 |
1 |
WS0922 |
PL0000102646 |
119,53 |
119,35 |
119,400 |
119,530 |
119,400 |
119,530 |
119,474 |
45 000 |
55,89 |
3 |
DS1023 |
PL0000107264 |
108,33 |
108,25 |
108,310 |
108,330 |
108,310 |
108,330 |
108,323 |
15 000 |
16,69 |
2 |
DS0725 |
PL0000108197 |
102,45 |
102,17 |
102,300 |
102,500 |
102,170 |
102,210 |
102,358 |
230 000 |
242,79 |
24 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,99 |
129,18 |
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 |
102,66 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,76 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
30 000 |
30,29 |
2 |
WZ0118 |
PL0000104717 |
99,84 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,47 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,09 |
99,11 |
99,080 |
99,080 |
99,080 |
99,080 |
99,080 |
25 000 |
25,01 |
1 |
WZ0121 |
PL0000106068 |
98,80 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,24 |
97,32 |
97,230 |
97,230 |
97,230 |
97,230 |
97,230 |
25 000 |
24,55 |
1 |
TOTAL |
635 000 |
664,92 |
49 |
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 |
101,21 |
101,26 |
1,56 |
1,38 |
101,24 |
1,45 |
OK0116 |
PL0000107587 |
99,17 |
99,23 |
1,62 |
1,50 |
99,20 |
1,56 |
PS0416 |
PL0000106340 |
102,50 |
102,62 |
1,67 |
1,52 |
102,56 |
1,59 |
OK0716 |
PL0000107926 |
98,32 |
98,42 |
1,68 |
1,58 |
98,37 |
1,63 |
IZ0816 |
PL0000103529 |
102,56 |
103,08 |
--- |
--- |
102,82 |
--- |
PS1016 |
PL0000106795 |
103,75 |
103,88 |
1,72 |
1,62 |
103,82 |
1,66 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,14 |
105,28 |
1,76 |
1,68 |
105,21 |
1,72 |
OK0717 |
PL0000108502 |
96,43 |
96,54 |
1,82 |
1,76 |
96,49 |
1,79 |
DS1017 |
PL0000104543 |
107,41 |
107,59 |
1,87 |
1,79 |
107,50 |
1,83 |
WZ0118 |
PL0000104717 |
99,81 |
99,91 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,62 |
104,81 |
2,01 |
1,94 |
104,72 |
1,98 |
PS0718 |
PL0000107595 |
101,18 |
101,37 |
2,09 |
2,02 |
101,28 |
2,06 |
WZ0119 |
PL0000107603 |
99,42 |
99,54 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
103,73 |
103,93 |
2,27 |
2,21 |
103,83 |
2,24 |
DS1019 |
PL0000105441 |
113,04 |
113,31 |
2,25 |
2,19 |
113,18 |
2,22 |
WZ0120 |
PL0000108601 |
99,03 |
99,15 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
95,98 |
96,17 |
2,40 |
2,36 |
96,08 |
2,38 |
DS1020 |
PL0000106126 |
113,78 |
114,07 |
2,43 |
2,37 |
113,93 |
2,40 |
WZ0121 |
PL0000106068 |
98,75 |
98,93 |
--- |
--- |
98,84 |
--- |
DS1021 |
PL0000106670 |
117,86 |
118,15 |
2,62 |
2,57 |
118,01 |
2,59 |
WS0922 |
PL0000102646 |
119,26 |
119,68 |
2,75 |
2,69 |
119,47 |
2,72 |
IZ0823 |
PL0000105359 |
111,29 |
113,65 |
--- |
--- |
112,47 |
--- |
DS1023 |
PL0000107264 |
108,25 |
108,62 |
2,86 |
2,81 |
108,44 |
2,84 |
WZ0124 |
PL0000107454 |
97,19 |
97,37 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
102,35 |
102,55 |
2,97 |
2,95 |
102,45 |
2,96 |
WS0429 |
PL0000105391 |
127,66 |
130,02 |
3,23 |
3,04 |
128,84 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,21 |
101,26 |
1,56 |
1,38 |
101,24 |
1,45 |
OK0116 |
PL0000107587 |
99,18 |
99,22 |
1,60 |
1,52 |
99,20 |
1,56 |
PS0416 |
PL0000106340 |
102,54 |
102,62 |
1,62 |
1,52 |
102,58 |
1,57 |
OK0716 |
PL0000107926 |
98,31 |
98,42 |
1,69 |
1,58 |
98,37 |
1,63 |
IZ0816 |
PL0000103529 |
102,57 |
103,05 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
103,77 |
103,87 |
1,70 |
1,63 |
103,82 |
1,66 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,14 |
105,27 |
1,76 |
1,69 |
105,21 |
1,72 |
OK0717 |
PL0000108502 |
96,41 |
96,48 |
1,83 |
1,79 |
96,45 |
1,81 |
DS1017 |
PL0000104543 |
107,38 |
107,53 |
1,89 |
1,82 |
107,46 |
1,85 |
WZ0118 |
PL0000104717 |
99,81 |
99,89 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,59 |
104,71 |
2,02 |
1,98 |
104,65 |
2,00 |
PS0718 |
PL0000107595 |
101,20 |
101,36 |
2,08 |
2,03 |
101,28 |
2,06 |
WZ0119 |
PL0000107603 |
99,43 |
99,55 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
103,76 |
103,88 |
2,26 |
2,23 |
103,82 |
2,24 |
DS1019 |
PL0000105441 |
112,98 |
113,27 |
2,27 |
2,20 |
113,13 |
2,23 |
WZ0120 |
PL0000108601 |
99,05 |
99,16 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
95,93 |
96,04 |
2,41 |
2,39 |
95,99 |
2,40 |
DS1020 |
PL0000106126 |
113,78 |
114,02 |
2,43 |
2,38 |
113,90 |
2,40 |
WZ0121 |
PL0000106068 |
98,69 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
117,84 |
118,20 |
2,62 |
2,56 |
118,02 |
2,59 |
WS0922 |
PL0000102646 |
119,40 |
119,68 |
2,73 |
2,69 |
119,54 |
2,71 |
IZ0823 |
PL0000105359 |
110,86 |
114,22 |
--- |
--- |
112,54 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,50 |
2,87 |
2,83 |
108,33 |
2,85 |
WZ0124 |
PL0000107454 |
97,20 |
97,35 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
102,22 |
102,47 |
2,99 |
2,96 |
102,35 |
2,97 |
WS0429 |
PL0000105391 |
127,59 |
129,77 |
3,23 |
3,06 |
128,68 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
70 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
30 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,400 |
1,420 |
1,412 |
120 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,370 |
1,400 |
1,390 |
120 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
75 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
80 |
TOTAL |
715 |
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 |
1,510 |
1,510 |
1,510 |
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.