2015-07-24 |
MARKET DATA |
No 141 (2672) |
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 |
962,50 |
1 002,38 |
81 |
250,00 |
292,74 |
5 |
1 212,50 |
1 295,12 |
86 |
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 |
101,12 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,23 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,49 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,41 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,75 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,13 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,56 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,42 |
107,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,69 |
104,73 |
104,730 |
104,730 |
104,730 |
104,730 |
104,730 |
5 000 |
5,28 |
1 |
PS0718 |
PL0000107595 |
101,38 |
101,38 |
101,380 |
101,380 |
101,380 |
101,380 |
101,380 |
15 000 |
15,21 |
1 |
PS0719 |
PL0000108148 |
104,02 |
103,88 |
103,940 |
104,060 |
103,940 |
104,060 |
103,961 |
222 500 |
231,37 |
8 |
DS1019 |
PL0000105441 |
113,32 |
113,27 |
113,260 |
113,350 |
113,260 |
113,350 |
113,279 |
75 000 |
88,08 |
5 |
PS0420 |
PL0000108510 |
96,26 |
96,11 |
96,150 |
96,260 |
96,150 |
96,240 |
96,194 |
200 000 |
193,16 |
17 |
DS1020 |
PL0000106126 |
114,15 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,55 |
118,46 |
118,650 |
118,650 |
118,540 |
118,540 |
118,590 |
35 000 |
43,03 |
3 |
WS0922 |
PL0000102646 |
120,15 |
120,08 |
120,200 |
120,200 |
120,200 |
120,200 |
120,200 |
5 000 |
6,25 |
1 |
DS1023 |
PL0000107264 |
109,20 |
109,03 |
109,300 |
109,300 |
109,180 |
109,180 |
109,240 |
20 000 |
22,45 |
2 |
DS0725 |
PL0000108197 |
103,35 |
103,09 |
103,150 |
103,370 |
103,090 |
103,300 |
103,232 |
385 000 |
397,55 |
43 |
WS0428 |
PL0000107611 |
92,92 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,27 |
130,58 |
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 |
102,61 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,75 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,04 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,88 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,51 |
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 |
98,76 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,24 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
962 500 |
1 002,38 |
81 |
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 |
101,11 |
101,15 |
1,56 |
1,40 |
101,13 |
1,48 |
OK0116 |
PL0000107587 |
99,22 |
99,27 |
1,59 |
1,49 |
99,25 |
1,53 |
PS0416 |
PL0000106340 |
102,44 |
102,52 |
1,66 |
1,55 |
102,48 |
1,60 |
OK0716 |
PL0000107926 |
98,35 |
98,46 |
1,69 |
1,58 |
98,41 |
1,63 |
IZ0816 |
PL0000103529 |
102,54 |
103,07 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
103,72 |
103,81 |
1,69 |
1,62 |
103,77 |
1,65 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
105,11 |
105,23 |
1,74 |
1,67 |
105,17 |
1,71 |
OK0717 |
PL0000108502 |
96,50 |
96,60 |
1,80 |
1,75 |
96,55 |
1,78 |
DS1017 |
PL0000104543 |
107,37 |
107,48 |
1,86 |
1,81 |
107,43 |
1,83 |
WZ0118 |
PL0000104717 |
99,83 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0418 |
PL0000107314 |
104,61 |
104,79 |
2,00 |
1,94 |
104,70 |
1,97 |
PS0718 |
PL0000107595 |
101,27 |
101,40 |
2,06 |
2,01 |
101,34 |
2,03 |
WZ0119 |
PL0000107603 |
99,44 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
103,76 |
103,95 |
2,25 |
2,20 |
103,86 |
2,23 |
DS1019 |
PL0000105441 |
113,08 |
113,36 |
2,23 |
2,17 |
113,22 |
2,20 |
WZ0120 |
PL0000108601 |
99,05 |
99,18 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,06 |
96,18 |
2,39 |
2,36 |
96,12 |
2,37 |
DS1020 |
PL0000106126 |
113,84 |
114,12 |
2,40 |
2,35 |
113,98 |
2,38 |
WZ0121 |
PL0000106068 |
98,69 |
98,95 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,19 |
118,53 |
2,56 |
2,50 |
118,36 |
2,53 |
WS0922 |
PL0000102646 |
119,82 |
120,19 |
2,67 |
2,62 |
120,01 |
2,64 |
IZ0823 |
PL0000105359 |
111,10 |
114,53 |
--- |
--- |
112,82 |
--- |
DS1023 |
PL0000107264 |
108,79 |
109,21 |
2,79 |
2,73 |
109,00 |
2,76 |
WZ0124 |
PL0000107454 |
97,18 |
97,38 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
103,01 |
103,21 |
2,90 |
2,87 |
103,11 |
2,88 |
WS0429 |
PL0000105391 |
128,55 |
130,87 |
3,15 |
2,98 |
129,71 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1015 |
PL0000103602 |
101,11 |
101,15 |
1,56 |
1,40 |
101,13 |
1,48 |
OK0116 |
PL0000107587 |
99,22 |
99,27 |
1,59 |
1,49 |
99,25 |
1,53 |
PS0416 |
PL0000106340 |
102,47 |
102,52 |
1,62 |
1,55 |
102,50 |
1,58 |
OK0716 |
PL0000107926 |
98,39 |
98,45 |
1,65 |
1,59 |
98,42 |
1,62 |
IZ0816 |
PL0000103529 |
102,55 |
103,06 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
103,74 |
103,82 |
1,68 |
1,61 |
103,78 |
1,65 |
WZ0117 |
PL0000106936 |
100,00 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,11 |
105,23 |
1,74 |
1,67 |
105,17 |
1,71 |
OK0717 |
PL0000108502 |
96,51 |
96,61 |
1,80 |
1,74 |
96,56 |
1,77 |
DS1017 |
PL0000104543 |
107,38 |
107,51 |
1,86 |
1,80 |
107,45 |
1,82 |
WZ0118 |
PL0000104717 |
99,86 |
99,93 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,64 |
104,76 |
1,99 |
1,95 |
104,70 |
1,97 |
PS0718 |
PL0000107595 |
101,34 |
101,46 |
2,03 |
1,99 |
101,40 |
2,01 |
WZ0119 |
PL0000107603 |
99,49 |
99,59 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
103,92 |
104,08 |
2,21 |
2,17 |
104,00 |
2,19 |
DS1019 |
PL0000105441 |
113,25 |
113,44 |
2,19 |
2,15 |
113,35 |
2,17 |
WZ0120 |
PL0000108601 |
99,07 |
99,19 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
96,18 |
96,29 |
2,36 |
2,33 |
96,24 |
2,34 |
DS1020 |
PL0000106126 |
114,04 |
114,30 |
2,37 |
2,32 |
114,17 |
2,34 |
WZ0121 |
PL0000106068 |
98,74 |
98,94 |
--- |
--- |
98,84 |
--- |
DS1021 |
PL0000106670 |
118,41 |
118,75 |
2,52 |
2,47 |
118,58 |
2,49 |
WS0922 |
PL0000102646 |
120,08 |
120,37 |
2,63 |
2,59 |
120,23 |
2,61 |
IZ0823 |
PL0000105359 |
111,51 |
114,03 |
--- |
--- |
112,77 |
--- |
DS1023 |
PL0000107264 |
109,01 |
109,25 |
2,76 |
2,73 |
109,13 |
2,74 |
WZ0124 |
PL0000107454 |
97,21 |
97,40 |
--- |
--- |
97,31 |
--- |
DS0725 |
PL0000108197 |
103,22 |
103,41 |
2,87 |
2,85 |
103,32 |
2,86 |
WS0429 |
PL0000105391 |
129,00 |
131,09 |
3,12 |
2,96 |
130,05 |
3,04 |
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 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
5 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
10 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
140 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
45 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
50 |
TOTAL |
250 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.