2015-07-17 |
MARKET DATA |
No 136 (2667) |
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 |
1 215,00 |
1 271,24 |
95 |
1 590,00 |
1 700,31 |
16 |
2 805,00 |
2 971,56 |
111 |
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 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,22 |
101,23 |
101,220 |
101,220 |
101,220 |
101,220 |
101,220 |
10 000 |
10,58 |
1 |
OK0116 |
PL0000107587 |
99,21 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,55 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,34 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,80 |
103,85 |
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 |
96,52 |
96,53 |
96,490 |
96,560 |
96,480 |
96,500 |
96,503 |
107 500 |
103,74 |
7 |
DS1017 |
PL0000104543 |
107,54 |
107,51 |
107,530 |
107,540 |
107,530 |
107,540 |
107,538 |
25 000 |
27,85 |
3 |
PS0418 |
PL0000107314 |
104,80 |
104,74 |
104,740 |
104,780 |
104,740 |
104,780 |
104,760 |
20 000 |
21,13 |
2 |
PS0718 |
PL0000107595 |
101,40 |
101,36 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
22 500 |
23,37 |
4 |
PS0719 |
PL0000108148 |
104,05 |
103,93 |
103,990 |
104,050 |
103,990 |
104,030 |
104,006 |
325 000 |
348,47 |
14 |
DS1019 |
PL0000105441 |
113,32 |
113,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,31 |
96,15 |
96,200 |
96,310 |
96,150 |
96,300 |
96,241 |
130 000 |
125,57 |
17 |
DS1020 |
PL0000106126 |
114,20 |
114,09 |
114,030 |
114,030 |
114,030 |
114,030 |
114,030 |
10 000 |
11,79 |
1 |
DS1021 |
PL0000106670 |
118,56 |
118,31 |
118,550 |
118,590 |
118,550 |
118,590 |
118,574 |
50 000 |
61,41 |
5 |
WS0922 |
PL0000102646 |
120,20 |
119,77 |
119,950 |
120,180 |
119,950 |
120,180 |
120,027 |
15 000 |
18,72 |
2 |
DS1023 |
PL0000107264 |
109,02 |
108,71 |
108,850 |
109,000 |
108,850 |
109,000 |
108,900 |
15 000 |
16,78 |
3 |
DS0725 |
PL0000108197 |
103,14 |
102,60 |
102,600 |
103,160 |
102,600 |
103,160 |
102,889 |
245 000 |
259,95 |
29 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,69 |
129,83 |
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 |
102,64 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,98 |
113,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,00 |
100,015 |
100,020 |
100,015 |
100,020 |
100,018 |
80 000 |
80,80 |
5 |
WZ0118 |
PL0000104717 |
99,87 |
99,86 |
99,860 |
99,860 |
99,860 |
99,860 |
99,860 |
150 000 |
151,26 |
1 |
WZ0119 |
PL0000107603 |
99,46 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,08 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,77 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,25 |
97,35 |
97,250 |
97,250 |
97,250 |
97,250 |
97,250 |
10 000 |
9,82 |
1 |
TOTAL |
1 215 000 |
1 271,24 |
95 |
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 |
101,20 |
101,26 |
1,55 |
1,33 |
101,23 |
1,44 |
OK0116 |
PL0000107587 |
99,18 |
99,24 |
1,61 |
1,49 |
99,21 |
1,55 |
PS0416 |
PL0000106340 |
102,50 |
102,61 |
1,66 |
1,52 |
102,56 |
1,58 |
OK0716 |
PL0000107926 |
98,31 |
98,43 |
1,70 |
1,57 |
98,37 |
1,63 |
IZ0816 |
PL0000103529 |
102,58 |
103,04 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
103,76 |
103,87 |
1,71 |
1,62 |
103,82 |
1,66 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,14 |
105,28 |
1,76 |
1,68 |
105,21 |
1,72 |
OK0717 |
PL0000108502 |
96,47 |
96,56 |
1,80 |
1,75 |
96,52 |
1,77 |
DS1017 |
PL0000104543 |
107,44 |
107,57 |
1,86 |
1,80 |
107,51 |
1,83 |
WZ0118 |
PL0000104717 |
99,80 |
99,90 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
104,67 |
104,82 |
1,99 |
1,94 |
104,75 |
1,96 |
PS0718 |
PL0000107595 |
101,25 |
101,43 |
2,07 |
2,00 |
101,34 |
2,03 |
WZ0119 |
PL0000107603 |
99,42 |
99,54 |
--- |
--- |
99,48 |
--- |
PS0719 |
PL0000108148 |
103,79 |
104,00 |
2,25 |
2,20 |
103,90 |
2,22 |
DS1019 |
PL0000105441 |
113,12 |
113,41 |
2,23 |
2,17 |
113,27 |
2,20 |
WZ0120 |
PL0000108601 |
99,03 |
99,16 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,07 |
96,24 |
2,38 |
2,34 |
96,16 |
2,36 |
DS1020 |
PL0000106126 |
113,96 |
114,20 |
2,39 |
2,35 |
114,08 |
2,37 |
WZ0121 |
PL0000106068 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,05 |
118,41 |
2,59 |
2,53 |
118,23 |
2,56 |
WS0922 |
PL0000102646 |
119,61 |
119,94 |
2,70 |
2,66 |
119,78 |
2,68 |
IZ0823 |
PL0000105359 |
110,72 |
114,28 |
--- |
--- |
112,50 |
--- |
DS1023 |
PL0000107264 |
108,60 |
108,87 |
2,82 |
2,78 |
108,74 |
2,80 |
WZ0124 |
PL0000107454 |
97,21 |
97,38 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
102,55 |
102,81 |
2,95 |
2,92 |
102,68 |
2,93 |
WS0429 |
PL0000105391 |
127,87 |
130,36 |
3,21 |
3,02 |
129,12 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,20 |
101,25 |
1,55 |
1,37 |
101,23 |
1,44 |
OK0116 |
PL0000107587 |
99,19 |
99,24 |
1,59 |
1,49 |
99,22 |
1,53 |
PS0416 |
PL0000106340 |
102,53 |
102,62 |
1,62 |
1,51 |
102,58 |
1,56 |
OK0716 |
PL0000107926 |
98,30 |
98,43 |
1,71 |
1,57 |
98,37 |
1,63 |
IZ0816 |
PL0000103529 |
102,57 |
103,05 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
103,76 |
103,88 |
1,71 |
1,61 |
103,82 |
1,66 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,16 |
105,30 |
1,74 |
1,67 |
105,23 |
1,71 |
OK0717 |
PL0000108502 |
96,48 |
96,58 |
1,80 |
1,74 |
96,53 |
1,77 |
DS1017 |
PL0000104543 |
107,46 |
107,58 |
1,85 |
1,80 |
107,52 |
1,82 |
WZ0118 |
PL0000104717 |
99,84 |
99,91 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,70 |
104,82 |
1,98 |
1,94 |
104,76 |
1,96 |
PS0718 |
PL0000107595 |
101,35 |
101,44 |
2,03 |
2,00 |
101,40 |
2,01 |
WZ0119 |
PL0000107603 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,96 |
104,07 |
2,21 |
2,18 |
104,02 |
2,19 |
DS1019 |
PL0000105441 |
113,28 |
113,49 |
2,20 |
2,15 |
113,39 |
2,17 |
WZ0120 |
PL0000108601 |
99,05 |
99,16 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,24 |
96,41 |
2,34 |
2,30 |
96,33 |
2,32 |
DS1020 |
PL0000106126 |
114,17 |
114,40 |
2,35 |
2,31 |
114,29 |
2,33 |
WZ0121 |
PL0000106068 |
98,69 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,47 |
118,73 |
2,52 |
2,48 |
118,60 |
2,50 |
WS0922 |
PL0000102646 |
120,05 |
120,33 |
2,64 |
2,60 |
120,19 |
2,62 |
IZ0823 |
PL0000105359 |
111,10 |
114,51 |
--- |
--- |
112,81 |
--- |
DS1023 |
PL0000107264 |
108,87 |
109,13 |
2,78 |
2,75 |
109,00 |
2,76 |
WZ0124 |
PL0000107454 |
97,22 |
97,38 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
102,98 |
103,17 |
2,90 |
2,88 |
103,08 |
2,89 |
WS0429 |
PL0000105391 |
128,76 |
130,87 |
3,14 |
2,98 |
129,82 |
3,06 |
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 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
70 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
120 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
100 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,380 |
1,400 |
1,385 |
390 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
40 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
150 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
50 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,370 |
1,390 |
1,382 |
360 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
130 |
OK0716 |
PL0000107926 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
50 |
DS1019 |
PL0000105441 |
4/11 |
7 |
1,250 |
1,250 |
1,250 |
90 |
PS1016 |
PL0000106795 |
4/11 |
7 |
1,400 |
1,400 |
1,400 |
40 |
TOTAL |
1 590 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.