2015-07-27 |
MARKET DATA |
No 142 (2673) |
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 |
315,00 |
321,79 |
21 |
1 750,00 |
1 760,84 |
7 |
2 065,00 |
2 082,63 |
28 |
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 |
101,11 |
101,14 |
101,110 |
101,110 |
101,110 |
101,110 |
101,110 |
10 000 |
10,59 |
1 |
OK0116 |
PL0000107587 |
99,24 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,46 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,42 |
98,42 |
98,420 |
98,420 |
98,420 |
98,420 |
98,420 |
125 000 |
123,03 |
4 |
PS1016 |
PL0000106795 |
103,72 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,15 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,57 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,42 |
107,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,72 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,40 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,10 |
104,01 |
104,040 |
104,100 |
104,040 |
104,100 |
104,076 |
50 000 |
52,06 |
3 |
DS1019 |
PL0000105441 |
113,33 |
113,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,28 |
96,23 |
96,270 |
96,270 |
96,200 |
96,200 |
96,235 |
20 000 |
19,32 |
2 |
DS1020 |
PL0000106126 |
114,12 |
114,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,53 |
118,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,20 |
120,19 |
120,200 |
120,200 |
120,200 |
120,200 |
120,200 |
10 000 |
12,51 |
1 |
DS1023 |
PL0000107264 |
109,16 |
109,15 |
109,150 |
109,150 |
109,150 |
109,150 |
109,150 |
10 000 |
11,22 |
1 |
DS0725 |
PL0000108197 |
103,41 |
103,27 |
103,220 |
103,430 |
103,220 |
103,350 |
103,379 |
90 000 |
93,07 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,17 |
130,68 |
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 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,30 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,03 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,89 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,51 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,76 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,28 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
315 000 |
321,79 |
21 |
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) |
(%) |
OK0116 |
PL0000107587 |
99,23 |
99,28 |
1,58 |
1,47 |
99,26 |
1,52 |
PS0416 |
PL0000106340 |
102,43 |
102,51 |
1,66 |
1,55 |
102,47 |
1,60 |
OK0716 |
PL0000107926 |
98,38 |
98,47 |
1,66 |
1,57 |
98,43 |
1,61 |
IZ0816 |
PL0000103529 |
102,55 |
103,06 |
--- |
--- |
102,81 |
--- |
PS1016 |
PL0000106795 |
103,69 |
103,81 |
1,71 |
1,61 |
103,75 |
1,66 |
WZ0117 |
PL0000106936 |
99,99 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
105,10 |
105,23 |
1,74 |
1,67 |
105,17 |
1,70 |
OK0717 |
PL0000108502 |
96,51 |
96,62 |
1,80 |
1,74 |
96,57 |
1,77 |
DS1017 |
PL0000104543 |
107,36 |
107,52 |
1,86 |
1,79 |
107,44 |
1,83 |
WZ0118 |
PL0000104717 |
99,87 |
99,94 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
104,63 |
104,79 |
1,99 |
1,93 |
104,71 |
1,96 |
PS0718 |
PL0000107595 |
101,26 |
101,46 |
2,06 |
1,99 |
101,36 |
2,02 |
WZ0119 |
PL0000107603 |
99,49 |
99,59 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
103,85 |
104,05 |
2,23 |
2,18 |
103,95 |
2,20 |
DS1019 |
PL0000105441 |
113,22 |
113,40 |
2,20 |
2,16 |
113,31 |
2,18 |
WZ0120 |
PL0000108601 |
99,05 |
99,20 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
96,09 |
96,27 |
2,38 |
2,34 |
96,18 |
2,36 |
DS1020 |
PL0000106126 |
113,93 |
114,21 |
2,39 |
2,33 |
114,07 |
2,36 |
WZ0121 |
PL0000106068 |
98,73 |
98,97 |
--- |
--- |
98,85 |
--- |
DS1021 |
PL0000106670 |
118,26 |
118,65 |
2,54 |
2,48 |
118,46 |
2,51 |
WS0922 |
PL0000102646 |
119,86 |
120,23 |
2,66 |
2,61 |
120,05 |
2,63 |
IZ0823 |
PL0000105359 |
111,09 |
114,54 |
--- |
--- |
112,82 |
--- |
DS1023 |
PL0000107264 |
108,87 |
109,23 |
2,78 |
2,73 |
109,05 |
2,75 |
WZ0124 |
PL0000107454 |
97,18 |
97,40 |
--- |
--- |
97,29 |
--- |
DS0725 |
PL0000108197 |
103,05 |
103,34 |
2,89 |
2,86 |
103,20 |
2,87 |
WS0429 |
PL0000105391 |
128,73 |
130,93 |
3,14 |
2,97 |
129,83 |
3,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,23 |
99,26 |
1,58 |
1,52 |
99,25 |
1,54 |
PS0416 |
PL0000106340 |
102,44 |
102,51 |
1,64 |
1,55 |
102,48 |
1,59 |
OK0716 |
PL0000107926 |
98,38 |
98,44 |
1,66 |
1,60 |
98,41 |
1,63 |
IZ0816 |
PL0000103529 |
102,53 |
102,92 |
--- |
--- |
102,73 |
--- |
PS1016 |
PL0000106795 |
103,71 |
103,82 |
1,69 |
1,61 |
103,77 |
1,65 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,13 |
105,26 |
1,73 |
1,65 |
105,20 |
1,69 |
OK0717 |
PL0000108502 |
96,54 |
96,66 |
1,78 |
1,72 |
96,60 |
1,75 |
DS1017 |
PL0000104543 |
107,40 |
107,55 |
1,84 |
1,78 |
107,48 |
1,81 |
WZ0118 |
PL0000104717 |
99,86 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,70 |
104,80 |
1,97 |
1,93 |
104,75 |
1,95 |
PS0718 |
PL0000107595 |
101,38 |
101,54 |
2,02 |
1,96 |
101,46 |
1,99 |
WZ0119 |
PL0000107603 |
99,48 |
99,58 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
103,96 |
104,17 |
2,20 |
2,15 |
104,07 |
2,17 |
DS1019 |
PL0000105441 |
113,30 |
113,52 |
2,18 |
2,13 |
113,41 |
2,15 |
WZ0120 |
PL0000108601 |
99,07 |
99,18 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
96,24 |
96,39 |
2,34 |
2,31 |
96,32 |
2,33 |
DS1020 |
PL0000106126 |
114,10 |
114,37 |
2,35 |
2,30 |
114,24 |
2,33 |
WZ0121 |
PL0000106068 |
98,74 |
98,98 |
--- |
--- |
98,86 |
--- |
DS1021 |
PL0000106670 |
118,50 |
118,85 |
2,51 |
2,45 |
118,68 |
2,48 |
WS0922 |
PL0000102646 |
120,14 |
120,49 |
2,62 |
2,57 |
120,32 |
2,60 |
IZ0823 |
PL0000105359 |
111,11 |
113,38 |
--- |
--- |
112,25 |
--- |
DS1023 |
PL0000107264 |
109,12 |
109,44 |
2,74 |
2,70 |
109,28 |
2,72 |
WZ0124 |
PL0000107454 |
97,24 |
97,39 |
--- |
--- |
97,32 |
--- |
DS0725 |
PL0000108197 |
103,30 |
103,48 |
2,86 |
2,84 |
103,39 |
2,85 |
WS0429 |
PL0000105391 |
128,89 |
131,27 |
3,13 |
2,95 |
130,08 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
50 |
DS1019 |
PL0000105441 |
2/3 |
1 |
1,100 |
1,100 |
1,100 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
40 |
TOTAL |
150 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
1 600 |
TOTAL |
1 600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.