2015-07-28 |
MARKET DATA |
No 143 (2674) |
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 |
460,00 |
469,82 |
32 |
2 280,00 |
2 270,97 |
7 |
2 740,00 |
2 740,79 |
39 |
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 |
101,10 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,25 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,46 |
102,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,40 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,74 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,15 |
105,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,57 |
96,60 |
96,600 |
96,600 |
96,600 |
96,600 |
96,600 |
5 000 |
4,83 |
1 |
DS1017 |
PL0000104543 |
107,42 |
107,50 |
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 |
101,42 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,01 |
103,96 |
104,050 |
104,050 |
103,960 |
103,960 |
104,030 |
110 000 |
114,48 |
4 |
DS1019 |
PL0000105441 |
113,28 |
113,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,22 |
96,18 |
96,190 |
96,220 |
96,180 |
96,220 |
96,197 |
35 000 |
33,81 |
5 |
DS1020 |
PL0000106126 |
114,04 |
114,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,42 |
118,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,20 |
120,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,10 |
109,05 |
109,100 |
109,100 |
109,100 |
109,100 |
109,100 |
20 000 |
22,43 |
2 |
DS0725 |
PL0000108197 |
103,28 |
103,13 |
103,100 |
103,280 |
103,100 |
103,280 |
103,210 |
155 000 |
160,04 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,05 |
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 |
114,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,92 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,58 |
99,56 |
99,570 |
99,580 |
99,570 |
99,580 |
99,575 |
125 000 |
124,50 |
2 |
WZ0120 |
PL0000108601 |
99,12 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,83 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,30 |
97,37 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
10 000 |
9,73 |
1 |
TOTAL |
460 000 |
469,82 |
32 |
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 |
1,59 |
1,48 |
99,26 |
1,52 |
PS0416 |
PL0000106340 |
102,42 |
102,48 |
1,66 |
1,58 |
102,45 |
1,62 |
OK0716 |
PL0000107926 |
98,39 |
98,47 |
1,66 |
1,58 |
98,43 |
1,62 |
IZ0816 |
PL0000103529 |
102,55 |
103,03 |
--- |
--- |
102,79 |
--- |
PS1016 |
PL0000106795 |
103,72 |
103,82 |
1,68 |
1,60 |
103,77 |
1,64 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,13 |
105,25 |
1,72 |
1,65 |
105,19 |
1,69 |
OK0717 |
PL0000108502 |
96,55 |
96,64 |
1,78 |
1,73 |
96,60 |
1,75 |
DS1017 |
PL0000104543 |
107,40 |
107,52 |
1,84 |
1,79 |
107,46 |
1,81 |
WZ0118 |
PL0000104717 |
99,86 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,80 |
1,97 |
1,93 |
104,74 |
1,95 |
PS0718 |
PL0000107595 |
101,35 |
101,47 |
2,03 |
1,99 |
101,41 |
2,01 |
WZ0119 |
PL0000107603 |
99,48 |
99,59 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
103,95 |
104,08 |
2,20 |
2,17 |
104,02 |
2,18 |
DS1019 |
PL0000105441 |
113,21 |
113,42 |
2,20 |
2,15 |
113,32 |
2,17 |
WZ0120 |
PL0000108601 |
99,08 |
99,19 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
96,16 |
96,26 |
2,36 |
2,34 |
96,21 |
2,35 |
DS1020 |
PL0000106126 |
114,01 |
114,22 |
2,37 |
2,33 |
114,12 |
2,35 |
WZ0121 |
PL0000106068 |
98,74 |
98,97 |
--- |
--- |
98,86 |
--- |
DS1021 |
PL0000106670 |
118,36 |
118,70 |
2,53 |
2,47 |
118,53 |
2,50 |
WS0922 |
PL0000102646 |
119,97 |
120,30 |
2,64 |
2,60 |
120,14 |
2,62 |
IZ0823 |
PL0000105359 |
111,10 |
114,51 |
--- |
--- |
112,81 |
--- |
DS1023 |
PL0000107264 |
108,92 |
109,28 |
2,77 |
2,72 |
109,10 |
2,75 |
WZ0124 |
PL0000107454 |
97,18 |
97,39 |
--- |
--- |
97,29 |
--- |
DS0725 |
PL0000108197 |
103,06 |
103,25 |
2,89 |
2,87 |
103,16 |
2,88 |
WS0429 |
PL0000105391 |
128,60 |
130,97 |
3,15 |
2,97 |
129,79 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,24 |
99,28 |
1,57 |
1,48 |
99,26 |
1,52 |
PS0416 |
PL0000106340 |
102,44 |
102,49 |
1,63 |
1,57 |
102,47 |
1,59 |
OK0716 |
PL0000107926 |
98,39 |
98,45 |
1,66 |
1,60 |
98,42 |
1,63 |
IZ0816 |
PL0000103529 |
102,53 |
102,91 |
--- |
--- |
102,72 |
--- |
PS1016 |
PL0000106795 |
103,69 |
103,81 |
1,70 |
1,61 |
103,75 |
1,66 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,13 |
105,24 |
1,72 |
1,66 |
105,19 |
1,69 |
OK0717 |
PL0000108502 |
96,54 |
96,63 |
1,79 |
1,74 |
96,59 |
1,76 |
DS1017 |
PL0000104543 |
107,38 |
107,53 |
1,85 |
1,78 |
107,46 |
1,81 |
WZ0118 |
PL0000104717 |
99,90 |
99,96 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
104,66 |
104,80 |
1,98 |
1,93 |
104,73 |
1,95 |
PS0718 |
PL0000107595 |
101,39 |
101,50 |
2,01 |
1,98 |
101,45 |
1,99 |
WZ0119 |
PL0000107603 |
99,55 |
99,65 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
103,98 |
104,09 |
2,19 |
2,17 |
104,04 |
2,18 |
DS1019 |
PL0000105441 |
113,26 |
113,45 |
2,19 |
2,14 |
113,36 |
2,16 |
WZ0120 |
PL0000108601 |
99,10 |
99,20 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
96,19 |
96,31 |
2,36 |
2,33 |
96,25 |
2,34 |
DS1020 |
PL0000106126 |
114,02 |
114,30 |
2,37 |
2,31 |
114,16 |
2,34 |
WZ0121 |
PL0000106068 |
98,80 |
98,99 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
118,39 |
118,74 |
2,52 |
2,47 |
118,57 |
2,49 |
WS0922 |
PL0000102646 |
120,13 |
120,36 |
2,62 |
2,59 |
120,25 |
2,61 |
IZ0823 |
PL0000105359 |
111,08 |
114,52 |
--- |
--- |
112,80 |
--- |
DS1023 |
PL0000107264 |
109,00 |
109,25 |
2,76 |
2,73 |
109,13 |
2,74 |
WZ0124 |
PL0000107454 |
97,25 |
97,42 |
--- |
--- |
97,34 |
--- |
DS0725 |
PL0000108197 |
103,18 |
103,35 |
2,88 |
2,86 |
103,27 |
2,87 |
WS0429 |
PL0000105391 |
128,80 |
131,22 |
3,13 |
2,95 |
130,01 |
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) |
(%) |
(%) |
(%) |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,150 |
1,250 |
1,161 |
545 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,100 |
1,100 |
1,100 |
50 |
PS1016 |
PL0000106795 |
1/8 |
7 |
0,900 |
0,900 |
0,900 |
85 |
TOTAL |
680 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,050 |
1,050 |
1,050 |
1 000 |
GCZ |
G.C. Poland |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
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.