2015-07-23 |
MARKET DATA |
No 140 (2671) |
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 |
707,50 |
727,04 |
54 |
705,00 |
787,29 |
8 |
1 412,50 |
1 514,32 |
62 |
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 |
101,13 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,23 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,50 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,38 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,77 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,14 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,54 |
96,53 |
96,540 |
96,540 |
96,530 |
96,530 |
96,533 |
100 000 |
96,53 |
3 |
DS1017 |
PL0000104543 |
107,40 |
107,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,70 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,34 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,00 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,30 |
113,24 |
113,330 |
113,350 |
113,220 |
113,220 |
113,324 |
122 500 |
143,90 |
8 |
PS0420 |
PL0000108510 |
96,19 |
96,01 |
96,120 |
96,200 |
96,010 |
96,010 |
96,160 |
220 000 |
212,39 |
16 |
DS1020 |
PL0000106126 |
114,01 |
114,01 |
113,960 |
113,960 |
113,960 |
113,960 |
113,960 |
10 000 |
11,79 |
1 |
DS1021 |
PL0000106670 |
118,45 |
118,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,00 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,10 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,20 |
102,90 |
103,150 |
103,210 |
102,780 |
102,780 |
103,074 |
240 000 |
247,42 |
25 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,02 |
130,21 |
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 |
112,00 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,03 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
15 000 |
15,00 |
1 |
WZ0118 |
PL0000104717 |
99,87 |
99,90 |
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 |
99,08 |
99,12 |
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 |
97,23 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
707 500 |
727,04 |
54 |
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 |
101,12 |
101,18 |
1,57 |
1,33 |
101,15 |
1,45 |
OK0116 |
PL0000107587 |
99,22 |
99,27 |
1,58 |
1,48 |
99,25 |
1,52 |
PS0416 |
PL0000106340 |
102,44 |
102,55 |
1,67 |
1,52 |
102,50 |
1,59 |
OK0716 |
PL0000107926 |
98,34 |
98,46 |
1,70 |
1,57 |
98,40 |
1,63 |
IZ0816 |
PL0000103529 |
102,59 |
103,04 |
--- |
--- |
102,82 |
--- |
PS1016 |
PL0000106795 |
103,69 |
103,82 |
1,72 |
1,62 |
103,76 |
1,67 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,10 |
105,24 |
1,75 |
1,67 |
105,17 |
1,71 |
OK0717 |
PL0000108502 |
96,49 |
96,61 |
1,81 |
1,74 |
96,55 |
1,77 |
DS1017 |
PL0000104543 |
107,35 |
107,55 |
1,87 |
1,79 |
107,45 |
1,83 |
WZ0118 |
PL0000104717 |
99,83 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,66 |
104,82 |
1,99 |
1,93 |
104,74 |
1,96 |
PS0718 |
PL0000107595 |
101,27 |
101,43 |
2,06 |
2,00 |
101,35 |
2,03 |
WZ0119 |
PL0000107603 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,82 |
104,00 |
2,24 |
2,19 |
103,91 |
2,21 |
DS1019 |
PL0000105441 |
113,20 |
113,36 |
2,21 |
2,17 |
113,28 |
2,19 |
WZ0120 |
PL0000108601 |
99,04 |
99,14 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
96,09 |
96,21 |
2,38 |
2,35 |
96,15 |
2,36 |
DS1020 |
PL0000106126 |
113,96 |
114,19 |
2,38 |
2,34 |
114,08 |
2,36 |
WZ0121 |
PL0000106068 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,35 |
118,63 |
2,53 |
2,49 |
118,49 |
2,51 |
WS0922 |
PL0000102646 |
119,87 |
120,28 |
2,66 |
2,60 |
120,08 |
2,63 |
IZ0823 |
PL0000105359 |
110,86 |
114,27 |
--- |
--- |
112,57 |
--- |
DS1023 |
PL0000107264 |
108,95 |
109,27 |
2,77 |
2,73 |
109,11 |
2,75 |
WZ0124 |
PL0000107454 |
97,17 |
97,37 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
103,08 |
103,27 |
2,89 |
2,87 |
103,18 |
2,88 |
WS0429 |
PL0000105391 |
128,54 |
130,93 |
3,15 |
2,97 |
129,74 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,12 |
101,18 |
1,57 |
1,33 |
101,15 |
1,45 |
OK0116 |
PL0000107587 |
99,21 |
99,26 |
1,60 |
1,50 |
99,24 |
1,54 |
PS0416 |
PL0000106340 |
102,47 |
102,55 |
1,63 |
1,52 |
102,51 |
1,58 |
OK0716 |
PL0000107926 |
98,35 |
98,45 |
1,69 |
1,58 |
98,40 |
1,63 |
IZ0816 |
PL0000103529 |
102,59 |
103,05 |
--- |
--- |
102,82 |
--- |
PS1016 |
PL0000106795 |
103,73 |
103,82 |
1,69 |
1,62 |
103,78 |
1,65 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,10 |
105,22 |
1,75 |
1,68 |
105,16 |
1,72 |
OK0717 |
PL0000108502 |
96,46 |
96,55 |
1,82 |
1,77 |
96,51 |
1,79 |
DS1017 |
PL0000104543 |
107,33 |
107,47 |
1,88 |
1,82 |
107,40 |
1,85 |
WZ0118 |
PL0000104717 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,58 |
104,71 |
2,01 |
1,97 |
104,65 |
1,99 |
PS0718 |
PL0000107595 |
101,22 |
101,38 |
2,07 |
2,02 |
101,30 |
2,05 |
WZ0119 |
PL0000107603 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,71 |
103,89 |
2,27 |
2,22 |
103,80 |
2,24 |
DS1019 |
PL0000105441 |
113,07 |
113,28 |
2,24 |
2,19 |
113,18 |
2,21 |
WZ0120 |
PL0000108601 |
99,05 |
99,14 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
95,98 |
96,11 |
2,40 |
2,37 |
96,05 |
2,39 |
DS1020 |
PL0000106126 |
113,83 |
114,07 |
2,41 |
2,36 |
113,95 |
2,38 |
WZ0121 |
PL0000106068 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,12 |
118,47 |
2,57 |
2,51 |
118,30 |
2,54 |
WS0922 |
PL0000102646 |
119,79 |
120,14 |
2,67 |
2,62 |
119,97 |
2,65 |
IZ0823 |
PL0000105359 |
111,12 |
114,28 |
--- |
--- |
112,70 |
--- |
DS1023 |
PL0000107264 |
108,66 |
108,92 |
2,81 |
2,77 |
108,79 |
2,79 |
WZ0124 |
PL0000107454 |
97,18 |
97,38 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
102,76 |
103,00 |
2,92 |
2,90 |
102,88 |
2,91 |
WS0429 |
PL0000105391 |
128,32 |
130,45 |
3,17 |
3,01 |
129,39 |
3,09 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
50 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
325 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,400 |
1,363 |
160 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,360 |
1,355 |
100 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
60 |
TOTAL |
705 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.