2015-07-22 |
MARKET DATA |
No 139 (2670) |
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 |
265,00 |
261,98 |
22 |
860,00 |
967,67 |
11 |
1 125,00 |
1 229,65 |
33 |
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) |
DS1015 |
PL0000103602 |
101,18 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,21 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,50 |
102,53 |
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 |
103,78 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,16 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,51 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,42 |
107,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,69 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,37 |
101,32 |
101,320 |
101,320 |
101,320 |
101,320 |
101,320 |
10 000 |
10,13 |
1 |
PS0719 |
PL0000108148 |
103,90 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,25 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,18 |
96,10 |
96,220 |
96,240 |
96,100 |
96,160 |
96,199 |
170 000 |
164,17 |
10 |
DS1020 |
PL0000106126 |
114,03 |
114,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,45 |
118,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,20 |
120,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,05 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,22 |
103,06 |
103,140 |
103,200 |
103,070 |
103,200 |
103,151 |
85 000 |
87,68 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,35 |
130,44 |
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 |
111,05 |
114,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,86 |
99,89 |
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 |
99,07 |
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 |
97,23 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
265 000 |
261,98 |
22 |
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 |
101,16 |
101,22 |
1,56 |
1,33 |
101,19 |
1,44 |
OK0116 |
PL0000107587 |
99,19 |
99,25 |
1,62 |
1,49 |
99,22 |
1,56 |
PS0416 |
PL0000106340 |
102,47 |
102,58 |
1,66 |
1,52 |
102,53 |
1,58 |
OK0716 |
PL0000107926 |
98,33 |
98,44 |
1,69 |
1,58 |
98,39 |
1,63 |
IZ0816 |
PL0000103529 |
102,59 |
103,04 |
--- |
--- |
102,82 |
--- |
PS1016 |
PL0000106795 |
103,71 |
103,84 |
1,73 |
1,62 |
103,78 |
1,67 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,12 |
105,26 |
1,75 |
1,68 |
105,19 |
1,71 |
OK0717 |
PL0000108502 |
96,49 |
96,58 |
1,80 |
1,75 |
96,54 |
1,77 |
DS1017 |
PL0000104543 |
107,40 |
107,56 |
1,86 |
1,79 |
107,48 |
1,83 |
WZ0118 |
PL0000104717 |
99,82 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,67 |
104,84 |
1,99 |
1,92 |
104,76 |
1,95 |
PS0718 |
PL0000107595 |
101,32 |
101,47 |
2,04 |
1,99 |
101,40 |
2,01 |
WZ0119 |
PL0000107603 |
99,45 |
99,56 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
103,84 |
104,02 |
2,23 |
2,19 |
103,93 |
2,21 |
DS1019 |
PL0000105441 |
113,21 |
113,41 |
2,21 |
2,16 |
113,31 |
2,19 |
WZ0120 |
PL0000108601 |
99,05 |
99,17 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,13 |
96,27 |
2,37 |
2,33 |
96,20 |
2,35 |
DS1020 |
PL0000106126 |
113,98 |
114,25 |
2,38 |
2,33 |
114,12 |
2,36 |
WZ0121 |
PL0000106068 |
98,69 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,41 |
118,67 |
2,53 |
2,49 |
118,54 |
2,51 |
WS0922 |
PL0000102646 |
120,02 |
120,37 |
2,64 |
2,59 |
120,20 |
2,62 |
IZ0823 |
PL0000105359 |
110,86 |
114,28 |
--- |
--- |
112,57 |
--- |
DS1023 |
PL0000107264 |
108,98 |
109,35 |
2,76 |
2,72 |
109,17 |
2,74 |
WZ0124 |
PL0000107454 |
97,15 |
97,37 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
103,10 |
103,32 |
2,89 |
2,86 |
103,21 |
2,87 |
WS0429 |
PL0000105391 |
128,79 |
130,95 |
3,14 |
2,97 |
129,87 |
3,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,17 |
101,21 |
1,52 |
1,37 |
101,19 |
1,44 |
OK0116 |
PL0000107587 |
99,20 |
99,25 |
1,60 |
1,49 |
99,23 |
1,54 |
PS0416 |
PL0000106340 |
102,48 |
102,58 |
1,65 |
1,52 |
102,53 |
1,58 |
OK0716 |
PL0000107926 |
98,32 |
98,42 |
1,70 |
1,60 |
98,37 |
1,65 |
IZ0816 |
PL0000103529 |
102,59 |
103,04 |
--- |
--- |
102,82 |
--- |
PS1016 |
PL0000106795 |
103,72 |
103,84 |
1,72 |
1,62 |
103,78 |
1,67 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,13 |
105,26 |
1,75 |
1,68 |
105,20 |
1,71 |
OK0717 |
PL0000108502 |
96,48 |
96,57 |
1,80 |
1,76 |
96,53 |
1,78 |
DS1017 |
PL0000104543 |
107,39 |
107,50 |
1,87 |
1,82 |
107,45 |
1,84 |
WZ0118 |
PL0000104717 |
99,84 |
99,91 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,64 |
104,77 |
2,00 |
1,95 |
104,71 |
1,97 |
PS0718 |
PL0000107595 |
101,32 |
101,45 |
2,04 |
1,99 |
101,39 |
2,01 |
WZ0119 |
PL0000107603 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,83 |
104,00 |
2,24 |
2,19 |
103,92 |
2,21 |
DS1019 |
PL0000105441 |
113,16 |
113,37 |
2,22 |
2,17 |
113,27 |
2,19 |
WZ0120 |
PL0000108601 |
99,04 |
99,16 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,07 |
96,18 |
2,38 |
2,36 |
96,13 |
2,37 |
DS1020 |
PL0000106126 |
113,94 |
114,21 |
2,39 |
2,34 |
114,08 |
2,36 |
WZ0121 |
PL0000106068 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,33 |
118,65 |
2,54 |
2,49 |
118,49 |
2,51 |
WS0922 |
PL0000102646 |
120,09 |
120,34 |
2,63 |
2,60 |
120,22 |
2,62 |
IZ0823 |
PL0000105359 |
110,86 |
114,28 |
--- |
--- |
112,57 |
--- |
DS1023 |
PL0000107264 |
108,91 |
109,20 |
2,77 |
2,74 |
109,06 |
2,75 |
WZ0124 |
PL0000107454 |
97,16 |
97,34 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
103,12 |
103,30 |
2,88 |
2,86 |
103,21 |
2,87 |
WS0429 |
PL0000105391 |
129,12 |
130,79 |
3,11 |
2,98 |
129,96 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
100 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
400 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,200 |
1,250 |
1,242 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
140 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
TOTAL |
860 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.