2015-07-21 |
MARKET DATA |
No 138 (2669) |
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 |
1 115,00 |
1 208,32 |
93 |
850,00 |
966,85 |
11 |
1 965,00 |
2 175,16 |
104 |
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 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
101,19 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,21 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,52 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,36 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,78 |
103,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,17 |
105,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,52 |
96,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,48 |
107,43 |
107,430 |
107,430 |
107,430 |
107,430 |
107,430 |
35 000 |
38,96 |
1 |
PS0418 |
PL0000107314 |
104,75 |
104,68 |
104,680 |
104,680 |
104,680 |
104,680 |
104,680 |
20 000 |
21,12 |
1 |
PS0718 |
PL0000107595 |
101,37 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,01 |
103,95 |
103,970 |
103,970 |
103,960 |
103,960 |
103,963 |
137 500 |
147,39 |
6 |
DS1019 |
PL0000105441 |
113,35 |
113,30 |
113,350 |
113,350 |
113,300 |
113,300 |
113,325 |
205 000 |
240,69 |
16 |
PS0420 |
PL0000108510 |
96,35 |
96,10 |
96,330 |
96,330 |
96,100 |
96,190 |
96,251 |
80 000 |
77,29 |
8 |
DS1020 |
PL0000106126 |
114,23 |
114,14 |
114,140 |
114,140 |
114,140 |
114,140 |
114,140 |
25 000 |
29,51 |
1 |
DS1021 |
PL0000106670 |
118,64 |
118,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,25 |
120,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,17 |
108,87 |
108,870 |
109,050 |
108,870 |
109,000 |
108,941 |
40 000 |
44,76 |
3 |
DS0725 |
PL0000108197 |
103,32 |
102,95 |
103,410 |
103,450 |
102,940 |
103,010 |
103,099 |
570 000 |
606,08 |
56 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,55 |
130,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,09 |
141,21 |
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 |
111,50 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,02 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
2 500 |
2,50 |
1 |
WZ0118 |
PL0000104717 |
99,87 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,46 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,09 |
99,15 |
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 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 115 000 |
1 208,32 |
93 |
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 |
101,17 |
101,23 |
1,57 |
1,34 |
101,20 |
1,45 |
OK0116 |
PL0000107587 |
99,19 |
99,24 |
1,61 |
1,51 |
99,22 |
1,55 |
PS0416 |
PL0000106340 |
102,48 |
102,56 |
1,66 |
1,56 |
102,52 |
1,61 |
OK0716 |
PL0000107926 |
98,32 |
98,44 |
1,69 |
1,57 |
98,38 |
1,63 |
IZ0816 |
PL0000103529 |
102,59 |
103,04 |
--- |
--- |
102,82 |
--- |
PS1016 |
PL0000106795 |
103,73 |
103,86 |
1,72 |
1,61 |
103,80 |
1,66 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,14 |
105,28 |
1,75 |
1,67 |
105,21 |
1,71 |
OK0717 |
PL0000108502 |
96,49 |
96,59 |
1,80 |
1,74 |
96,54 |
1,77 |
DS1017 |
PL0000104543 |
107,44 |
107,60 |
1,85 |
1,78 |
107,52 |
1,81 |
WZ0118 |
PL0000104717 |
99,82 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,71 |
104,87 |
1,97 |
1,92 |
104,79 |
1,94 |
PS0718 |
PL0000107595 |
101,31 |
101,50 |
2,04 |
1,98 |
101,41 |
2,01 |
WZ0119 |
PL0000107603 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,94 |
104,16 |
2,21 |
2,15 |
104,05 |
2,18 |
DS1019 |
PL0000105441 |
113,27 |
113,57 |
2,20 |
2,13 |
113,42 |
2,16 |
WZ0120 |
PL0000108601 |
99,04 |
99,17 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,30 |
96,46 |
2,33 |
2,29 |
96,38 |
2,31 |
DS1020 |
PL0000106126 |
114,18 |
114,45 |
2,35 |
2,30 |
114,32 |
2,32 |
WZ0121 |
PL0000106068 |
98,69 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,55 |
118,83 |
2,51 |
2,46 |
118,69 |
2,48 |
WS0922 |
PL0000102646 |
120,03 |
120,46 |
2,64 |
2,58 |
120,25 |
2,61 |
IZ0823 |
PL0000105359 |
111,11 |
114,53 |
--- |
--- |
112,82 |
--- |
DS1023 |
PL0000107264 |
109,09 |
109,45 |
2,75 |
2,70 |
109,27 |
2,73 |
WZ0124 |
PL0000107454 |
97,15 |
97,37 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
103,20 |
103,45 |
2,87 |
2,85 |
103,33 |
2,86 |
WS0429 |
PL0000105391 |
128,82 |
131,17 |
3,13 |
2,96 |
130,00 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,18 |
101,23 |
1,53 |
1,34 |
101,21 |
1,42 |
OK0116 |
PL0000107587 |
99,20 |
99,24 |
1,59 |
1,51 |
99,22 |
1,55 |
PS0416 |
PL0000106340 |
102,49 |
102,56 |
1,65 |
1,56 |
102,53 |
1,60 |
OK0716 |
PL0000107926 |
98,34 |
98,44 |
1,67 |
1,57 |
98,39 |
1,62 |
IZ0816 |
PL0000103529 |
102,60 |
103,03 |
--- |
--- |
102,82 |
--- |
PS1016 |
PL0000106795 |
103,76 |
103,84 |
1,69 |
1,63 |
103,80 |
1,66 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,12 |
105,25 |
1,76 |
1,69 |
105,19 |
1,72 |
OK0717 |
PL0000108502 |
96,46 |
96,53 |
1,81 |
1,77 |
96,50 |
1,79 |
DS1017 |
PL0000104543 |
107,37 |
107,48 |
1,88 |
1,83 |
107,43 |
1,85 |
WZ0118 |
PL0000104717 |
99,84 |
99,91 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,62 |
104,75 |
2,01 |
1,96 |
104,69 |
1,98 |
PS0718 |
PL0000107595 |
101,28 |
101,43 |
2,05 |
2,00 |
101,36 |
2,03 |
WZ0119 |
PL0000107603 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,84 |
103,99 |
2,24 |
2,20 |
103,92 |
2,21 |
DS1019 |
PL0000105441 |
113,21 |
113,37 |
2,21 |
2,17 |
113,29 |
2,19 |
WZ0120 |
PL0000108601 |
99,06 |
99,16 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,05 |
96,16 |
2,39 |
2,36 |
96,11 |
2,37 |
DS1020 |
PL0000106126 |
113,93 |
114,19 |
2,39 |
2,34 |
114,06 |
2,37 |
WZ0121 |
PL0000106068 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,24 |
118,59 |
2,55 |
2,50 |
118,42 |
2,53 |
WS0922 |
PL0000102646 |
119,96 |
120,23 |
2,65 |
2,62 |
120,10 |
2,63 |
IZ0823 |
PL0000105359 |
110,80 |
113,69 |
--- |
--- |
112,25 |
--- |
DS1023 |
PL0000107264 |
108,86 |
109,09 |
2,78 |
2,75 |
108,98 |
2,77 |
WZ0124 |
PL0000107454 |
97,18 |
97,36 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
102,92 |
103,07 |
2,91 |
2,89 |
103,00 |
2,90 |
WS0429 |
PL0000105391 |
129,04 |
130,77 |
3,12 |
2,99 |
129,91 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
140 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
185 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
285 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
TOTAL |
850 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.