2015-07-29 |
MARKET DATA |
No 144 (2675) |
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 |
530,00 |
556,06 |
35 |
765,00 |
800,78 |
7 |
1 295,00 |
1 356,84 |
42 |
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 |
101,08 |
101,10 |
101,080 |
101,080 |
101,080 |
101,080 |
101,080 |
5 000 |
5,29 |
1 |
OK0116 |
PL0000107587 |
99,24 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,44 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,40 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,70 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,13 |
105,19 |
105,130 |
105,130 |
105,130 |
105,130 |
105,130 |
50 000 |
53,19 |
1 |
OK0717 |
PL0000108502 |
96,57 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,43 |
107,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,75 |
104,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,45 |
101,41 |
101,330 |
101,330 |
101,330 |
101,330 |
101,330 |
25 000 |
25,34 |
2 |
PS0719 |
PL0000108148 |
104,06 |
103,95 |
104,020 |
104,050 |
104,020 |
104,040 |
104,043 |
215 000 |
223,81 |
14 |
DS1019 |
PL0000105441 |
113,33 |
113,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,24 |
96,00 |
96,140 |
96,140 |
96,000 |
96,000 |
96,070 |
20 000 |
19,29 |
2 |
DS1020 |
PL0000106126 |
114,09 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,68 |
118,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,24 |
119,85 |
119,880 |
119,880 |
119,850 |
119,850 |
119,860 |
40 000 |
49,90 |
3 |
DS1023 |
PL0000107264 |
109,11 |
108,67 |
108,950 |
108,950 |
108,950 |
108,950 |
108,950 |
10 000 |
11,20 |
1 |
DS0725 |
PL0000108197 |
103,30 |
102,99 |
103,300 |
103,300 |
102,880 |
102,880 |
103,156 |
95 000 |
98,05 |
9 |
WS0428 |
PL0000107611 |
95,17 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,04 |
130,46 |
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 |
102,95 |
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 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,93 |
99,93 |
99,930 |
99,930 |
99,930 |
99,930 |
99,930 |
70 000 |
69,97 |
2 |
WZ0119 |
PL0000107603 |
99,57 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,14 |
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 |
97,27 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
530 000 |
556,06 |
35 |
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 |
1,60 |
1,49 |
99,26 |
1,53 |
PS0416 |
PL0000106340 |
102,41 |
102,48 |
1,66 |
1,57 |
102,45 |
1,61 |
OK0716 |
PL0000107926 |
98,39 |
98,46 |
1,66 |
1,59 |
98,43 |
1,62 |
IZ0816 |
PL0000103529 |
102,55 |
103,02 |
--- |
--- |
102,79 |
--- |
PS1016 |
PL0000106795 |
103,69 |
103,81 |
1,70 |
1,60 |
103,75 |
1,65 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,12 |
105,25 |
1,72 |
1,65 |
105,19 |
1,68 |
OK0717 |
PL0000108502 |
96,54 |
96,65 |
1,79 |
1,73 |
96,60 |
1,76 |
DS1017 |
PL0000104543 |
107,38 |
107,52 |
1,84 |
1,78 |
107,45 |
1,81 |
WZ0118 |
PL0000104717 |
99,90 |
99,97 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
104,66 |
104,82 |
1,98 |
1,92 |
104,74 |
1,95 |
PS0718 |
PL0000107595 |
101,34 |
101,50 |
2,03 |
1,98 |
101,42 |
2,00 |
WZ0119 |
PL0000107603 |
99,55 |
99,65 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,13 |
2,19 |
2,16 |
104,07 |
2,17 |
DS1019 |
PL0000105441 |
113,29 |
113,50 |
2,18 |
2,13 |
113,40 |
2,15 |
WZ0120 |
PL0000108601 |
99,10 |
99,20 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
96,22 |
96,34 |
2,35 |
2,32 |
96,28 |
2,34 |
DS1020 |
PL0000106126 |
114,04 |
114,24 |
2,36 |
2,32 |
114,14 |
2,34 |
WZ0121 |
PL0000106068 |
98,81 |
99,03 |
--- |
--- |
98,92 |
--- |
DS1021 |
PL0000106670 |
118,42 |
118,78 |
2,52 |
2,46 |
118,60 |
2,49 |
WS0922 |
PL0000102646 |
120,01 |
120,37 |
2,64 |
2,59 |
120,19 |
2,61 |
IZ0823 |
PL0000105359 |
111,10 |
114,53 |
--- |
--- |
112,82 |
--- |
DS1023 |
PL0000107264 |
109,01 |
109,32 |
2,76 |
2,72 |
109,17 |
2,74 |
WZ0124 |
PL0000107454 |
97,25 |
97,40 |
--- |
--- |
97,33 |
--- |
DS0725 |
PL0000108197 |
103,20 |
103,39 |
2,87 |
2,85 |
103,30 |
2,86 |
WS0429 |
PL0000105391 |
128,74 |
131,23 |
3,14 |
2,95 |
129,99 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,23 |
99,27 |
1,60 |
1,51 |
99,25 |
1,55 |
PS0416 |
PL0000106340 |
102,42 |
102,47 |
1,65 |
1,58 |
102,45 |
1,61 |
OK0716 |
PL0000107926 |
98,39 |
98,45 |
1,66 |
1,60 |
98,42 |
1,63 |
IZ0816 |
PL0000103529 |
102,55 |
103,02 |
--- |
--- |
102,79 |
--- |
PS1016 |
PL0000106795 |
103,69 |
103,79 |
1,70 |
1,62 |
103,74 |
1,66 |
WZ0117 |
PL0000106936 |
100,01 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
105,08 |
105,20 |
1,75 |
1,68 |
105,14 |
1,71 |
OK0717 |
PL0000108502 |
96,50 |
96,61 |
1,81 |
1,75 |
96,56 |
1,78 |
DS1017 |
PL0000104543 |
107,32 |
107,45 |
1,87 |
1,81 |
107,39 |
1,84 |
WZ0118 |
PL0000104717 |
99,91 |
99,96 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,71 |
2,00 |
1,96 |
104,66 |
1,98 |
PS0718 |
PL0000107595 |
101,30 |
101,44 |
2,04 |
2,00 |
101,37 |
2,02 |
WZ0119 |
PL0000107603 |
99,55 |
99,66 |
--- |
--- |
99,61 |
--- |
PS0719 |
PL0000108148 |
103,84 |
104,01 |
2,23 |
2,19 |
103,93 |
2,21 |
DS1019 |
PL0000105441 |
113,09 |
113,31 |
2,22 |
2,17 |
113,20 |
2,20 |
WZ0120 |
PL0000108601 |
99,11 |
99,20 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
96,04 |
96,14 |
2,39 |
2,37 |
96,09 |
2,38 |
DS1020 |
PL0000106126 |
113,79 |
114,07 |
2,41 |
2,36 |
113,93 |
2,38 |
WZ0121 |
PL0000106068 |
98,78 |
98,99 |
--- |
--- |
98,89 |
--- |
DS1021 |
PL0000106670 |
118,11 |
118,44 |
2,57 |
2,51 |
118,28 |
2,54 |
WS0922 |
PL0000102646 |
119,75 |
120,02 |
2,67 |
2,64 |
119,89 |
2,65 |
IZ0823 |
PL0000105359 |
111,09 |
114,53 |
--- |
--- |
112,81 |
--- |
DS1023 |
PL0000107264 |
108,59 |
108,82 |
2,81 |
2,78 |
108,71 |
2,80 |
WZ0124 |
PL0000107454 |
97,25 |
97,40 |
--- |
--- |
97,33 |
--- |
DS0725 |
PL0000108197 |
102,89 |
103,10 |
2,91 |
2,89 |
103,00 |
2,90 |
WS0429 |
PL0000105391 |
128,32 |
130,80 |
3,17 |
2,98 |
129,56 |
3,07 |
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 |
1,300 |
1,300 |
1,300 |
60 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
70 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,350 |
1,400 |
1,392 |
240 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
300 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
95 |
TOTAL |
765 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.