2015-07-20 |
MARKET DATA |
No 137 (2668) |
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 |
280,00 |
293,69 |
24 |
990,00 |
1 093,16 |
11 |
1 270,00 |
1 386,84 |
35 |
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 |
101,21 |
101,21 |
101,210 |
101,210 |
101,210 |
101,210 |
101,210 |
30 000 |
31,76 |
1 |
OK0116 |
PL0000107587 |
99,20 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,53 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,33 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,77 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,17 |
105,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,51 |
96,53 |
96,490 |
96,490 |
96,490 |
96,490 |
96,490 |
25 000 |
24,12 |
1 |
DS1017 |
PL0000104543 |
107,51 |
107,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,74 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,35 |
101,38 |
101,380 |
101,380 |
101,340 |
101,340 |
101,371 |
70 000 |
72,70 |
4 |
PS0719 |
PL0000108148 |
104,02 |
104,01 |
104,010 |
104,020 |
104,010 |
104,020 |
104,017 |
35 000 |
37,53 |
3 |
DS1019 |
PL0000105441 |
113,40 |
113,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,36 |
96,30 |
96,350 |
96,370 |
96,350 |
96,370 |
96,360 |
10 000 |
9,67 |
2 |
DS1020 |
PL0000106126 |
114,24 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,66 |
118,61 |
118,640 |
118,640 |
118,640 |
118,640 |
118,640 |
5 000 |
6,14 |
1 |
WS0922 |
PL0000102646 |
120,25 |
120,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
119,90 |
109,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,26 |
101,40 |
103,120 |
103,330 |
103,030 |
103,200 |
103,218 |
105 000 |
111,76 |
12 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,44 |
130,59 |
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 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,30 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,86 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,47 |
99,54 |
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 |
98,72 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,21 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
280 000 |
293,69 |
24 |
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 |
101,18 |
101,24 |
1,58 |
1,36 |
101,21 |
1,47 |
OK0116 |
PL0000107587 |
99,18 |
99,23 |
1,62 |
1,52 |
99,21 |
1,56 |
PS0416 |
PL0000106340 |
102,49 |
102,60 |
1,66 |
1,52 |
102,55 |
1,58 |
OK0716 |
PL0000107926 |
98,32 |
98,44 |
1,69 |
1,57 |
98,38 |
1,63 |
IZ0816 |
PL0000103529 |
102,57 |
103,01 |
--- |
--- |
102,79 |
--- |
PS1016 |
PL0000106795 |
103,74 |
103,87 |
1,71 |
1,61 |
103,81 |
1,66 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,15 |
105,29 |
1,75 |
1,67 |
105,22 |
1,71 |
OK0717 |
PL0000108502 |
96,47 |
96,59 |
1,80 |
1,74 |
96,53 |
1,77 |
DS1017 |
PL0000104543 |
107,44 |
107,63 |
1,85 |
1,77 |
107,54 |
1,81 |
WZ0118 |
PL0000104717 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,88 |
1,98 |
1,91 |
104,79 |
1,95 |
PS0718 |
PL0000107595 |
101,28 |
101,47 |
2,05 |
1,99 |
101,38 |
2,02 |
WZ0119 |
PL0000107603 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,93 |
104,12 |
2,21 |
2,16 |
104,03 |
2,19 |
DS1019 |
PL0000105441 |
113,24 |
113,54 |
2,21 |
2,14 |
113,39 |
2,17 |
WZ0120 |
PL0000108601 |
99,04 |
99,17 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,23 |
96,41 |
2,34 |
2,30 |
96,32 |
2,32 |
DS1020 |
PL0000106126 |
114,11 |
114,39 |
2,36 |
2,31 |
114,25 |
2,33 |
WZ0121 |
PL0000106068 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,46 |
118,74 |
2,52 |
2,48 |
118,60 |
2,50 |
WS0922 |
PL0000102646 |
120,00 |
120,35 |
2,65 |
2,60 |
120,18 |
2,62 |
IZ0823 |
PL0000105359 |
111,08 |
114,67 |
--- |
--- |
112,88 |
--- |
DS1023 |
PL0000107264 |
108,93 |
109,36 |
2,77 |
2,72 |
109,15 |
2,74 |
WZ0124 |
PL0000107454 |
97,18 |
97,41 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
102,99 |
103,26 |
2,90 |
2,87 |
103,13 |
2,88 |
WS0429 |
PL0000105391 |
128,63 |
131,00 |
3,15 |
2,97 |
129,82 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,18 |
101,24 |
1,58 |
1,36 |
101,21 |
1,47 |
OK0116 |
PL0000107587 |
99,18 |
99,23 |
1,62 |
1,52 |
99,21 |
1,56 |
PS0416 |
PL0000106340 |
102,51 |
102,60 |
1,64 |
1,52 |
102,56 |
1,57 |
OK0716 |
PL0000107926 |
98,31 |
98,44 |
1,70 |
1,57 |
98,38 |
1,63 |
IZ0816 |
PL0000103529 |
102,59 |
103,01 |
--- |
--- |
102,80 |
--- |
PS1016 |
PL0000106795 |
103,74 |
103,87 |
1,71 |
1,61 |
103,81 |
1,66 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,15 |
105,28 |
1,75 |
1,67 |
105,22 |
1,71 |
OK0717 |
PL0000108502 |
96,47 |
96,55 |
1,80 |
1,76 |
96,51 |
1,78 |
DS1017 |
PL0000104543 |
107,43 |
107,56 |
1,86 |
1,80 |
107,50 |
1,83 |
WZ0118 |
PL0000104717 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,81 |
1,98 |
1,94 |
104,75 |
1,96 |
PS0718 |
PL0000107595 |
101,31 |
101,44 |
2,04 |
2,00 |
101,38 |
2,02 |
WZ0119 |
PL0000107603 |
99,45 |
99,56 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
103,95 |
104,13 |
2,21 |
2,16 |
104,04 |
2,18 |
DS1019 |
PL0000105441 |
113,32 |
113,53 |
2,19 |
2,14 |
113,43 |
2,16 |
WZ0120 |
PL0000108601 |
99,05 |
99,17 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,31 |
96,42 |
2,32 |
2,30 |
96,37 |
2,31 |
DS1020 |
PL0000106126 |
114,17 |
114,42 |
2,35 |
2,30 |
114,30 |
2,33 |
WZ0121 |
PL0000106068 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,52 |
118,78 |
2,51 |
2,47 |
118,65 |
2,49 |
WS0922 |
PL0000102646 |
120,19 |
120,41 |
2,62 |
2,59 |
120,30 |
2,61 |
IZ0823 |
PL0000105359 |
111,10 |
114,53 |
--- |
--- |
112,82 |
--- |
DS1023 |
PL0000107264 |
109,01 |
109,31 |
2,76 |
2,72 |
109,16 |
2,74 |
WZ0124 |
PL0000107454 |
97,16 |
97,37 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
103,19 |
103,36 |
2,88 |
2,86 |
103,28 |
2,87 |
WS0429 |
PL0000105391 |
128,80 |
130,93 |
3,14 |
2,97 |
129,87 |
3,05 |
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 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
45 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
45 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
40 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
115 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
260 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
55 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
305 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
75 |
TOTAL |
990 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.