2015-07-30 |
MARKET DATA |
No 145 (2676) |
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 |
1 680,00 |
1 706,69 |
78 |
1 170,00 |
1 224,13 |
8 |
2 850,00 |
2 930,81 |
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 |
101,06 |
101,05 |
101,050 |
101,050 |
101,050 |
101,050 |
101,050 |
50 000 |
52,95 |
1 |
OK0116 |
PL0000107587 |
99,25 |
99,25 |
99,250 |
99,250 |
99,250 |
99,250 |
99,250 |
505 000 |
501,21 |
6 |
PS0416 |
PL0000106340 |
102,42 |
102,43 |
102,400 |
102,400 |
102,400 |
102,400 |
102,400 |
125 000 |
129,71 |
2 |
OK0716 |
PL0000107926 |
98,41 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,68 |
103,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,06 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,54 |
96,56 |
96,510 |
96,510 |
96,510 |
96,510 |
96,510 |
40 000 |
38,60 |
2 |
DS1017 |
PL0000104543 |
107,33 |
107,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,60 |
104,62 |
104,620 |
104,660 |
104,620 |
104,650 |
104,635 |
75 000 |
79,25 |
5 |
PS0718 |
PL0000107595 |
101,33 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,95 |
103,81 |
103,950 |
104,000 |
103,840 |
103,840 |
103,945 |
120 000 |
124,83 |
3 |
DS1019 |
PL0000105441 |
113,17 |
113,00 |
113,030 |
113,030 |
112,940 |
112,940 |
113,005 |
60 000 |
70,35 |
5 |
PS0420 |
PL0000108510 |
96,11 |
95,86 |
96,110 |
96,110 |
95,890 |
95,930 |
95,993 |
405 000 |
390,43 |
30 |
DS1020 |
PL0000106126 |
113,80 |
113,65 |
113,750 |
113,750 |
113,750 |
113,750 |
113,750 |
20 000 |
23,56 |
2 |
DS1021 |
PL0000106670 |
118,16 |
118,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,72 |
119,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,80 |
108,50 |
108,750 |
108,750 |
108,500 |
108,600 |
108,579 |
100 000 |
111,67 |
6 |
DS0725 |
PL0000108197 |
103,08 |
102,60 |
102,660 |
102,820 |
102,530 |
102,820 |
102,713 |
155 000 |
159,33 |
15 |
WS0428 |
PL0000107611 |
95,02 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,91 |
129,91 |
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 |
102,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
114,00 |
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 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,57 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,12 |
99,14 |
99,150 |
99,150 |
99,150 |
99,150 |
99,150 |
25 000 |
24,80 |
1 |
WZ0121 |
PL0000106068 |
98,82 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,28 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 680 000 |
1 706,69 |
78 |
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 |
99,24 |
99,29 |
1,60 |
1,50 |
99,27 |
1,54 |
PS0416 |
PL0000106340 |
102,40 |
102,47 |
1,64 |
1,54 |
102,44 |
1,58 |
OK0716 |
PL0000107926 |
98,40 |
98,49 |
1,67 |
1,57 |
98,45 |
1,61 |
IZ0816 |
PL0000103529 |
102,53 |
102,97 |
--- |
--- |
102,75 |
--- |
PS1016 |
PL0000106795 |
103,66 |
103,77 |
1,70 |
1,61 |
103,72 |
1,65 |
WZ0117 |
PL0000106936 |
100,02 |
100,07 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
105,04 |
105,19 |
1,75 |
1,67 |
105,12 |
1,71 |
OK0717 |
PL0000108502 |
96,52 |
96,63 |
1,81 |
1,75 |
96,58 |
1,77 |
DS1017 |
PL0000104543 |
107,30 |
107,45 |
1,87 |
1,80 |
107,38 |
1,83 |
WZ0118 |
PL0000104717 |
99,91 |
99,97 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
104,58 |
104,73 |
2,00 |
1,95 |
104,66 |
1,97 |
PS0718 |
PL0000107595 |
101,27 |
101,46 |
2,05 |
1,99 |
101,37 |
2,02 |
WZ0119 |
PL0000107603 |
99,55 |
99,65 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
103,89 |
104,03 |
2,22 |
2,18 |
103,96 |
2,20 |
DS1019 |
PL0000105441 |
113,12 |
113,30 |
2,21 |
2,17 |
113,21 |
2,19 |
WZ0120 |
PL0000108601 |
99,10 |
99,20 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
96,03 |
96,14 |
2,40 |
2,37 |
96,09 |
2,38 |
DS1020 |
PL0000106126 |
113,75 |
114,02 |
2,41 |
2,36 |
113,89 |
2,39 |
WZ0121 |
PL0000106068 |
98,80 |
99,02 |
--- |
--- |
98,91 |
--- |
DS1021 |
PL0000106670 |
118,07 |
118,33 |
2,57 |
2,53 |
118,20 |
2,55 |
WS0922 |
PL0000102646 |
119,62 |
119,96 |
2,69 |
2,64 |
119,79 |
2,67 |
IZ0823 |
PL0000105359 |
111,18 |
114,54 |
--- |
--- |
112,86 |
--- |
DS1023 |
PL0000107264 |
108,66 |
108,97 |
2,80 |
2,76 |
108,82 |
2,78 |
WZ0124 |
PL0000107454 |
97,25 |
97,40 |
--- |
--- |
97,33 |
--- |
DS0725 |
PL0000108197 |
102,85 |
103,10 |
2,91 |
2,89 |
102,98 |
2,90 |
WS0429 |
PL0000105391 |
128,33 |
130,76 |
3,17 |
2,98 |
129,55 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,22 |
99,28 |
1,64 |
1,52 |
99,25 |
1,58 |
PS0416 |
PL0000106340 |
102,37 |
102,45 |
1,68 |
1,57 |
102,41 |
1,62 |
OK0716 |
PL0000107926 |
98,37 |
98,46 |
1,70 |
1,60 |
98,42 |
1,65 |
IZ0816 |
PL0000103529 |
102,48 |
102,93 |
--- |
--- |
102,71 |
--- |
PS1016 |
PL0000106795 |
103,58 |
103,77 |
1,77 |
1,61 |
103,68 |
1,69 |
WZ0117 |
PL0000106936 |
100,02 |
100,08 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
105,02 |
105,12 |
1,77 |
1,71 |
105,07 |
1,74 |
OK0717 |
PL0000108502 |
96,44 |
96,63 |
1,85 |
1,75 |
96,54 |
1,80 |
DS1017 |
PL0000104543 |
107,29 |
107,42 |
1,87 |
1,81 |
107,36 |
1,84 |
WZ0118 |
PL0000104717 |
99,88 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
104,48 |
104,68 |
2,04 |
1,97 |
104,58 |
2,00 |
PS0718 |
PL0000107595 |
101,25 |
101,35 |
2,06 |
2,03 |
101,30 |
2,04 |
WZ0119 |
PL0000107603 |
99,55 |
99,66 |
--- |
--- |
99,61 |
--- |
PS0719 |
PL0000108148 |
103,73 |
103,93 |
2,26 |
2,20 |
103,83 |
2,23 |
DS1019 |
PL0000105441 |
112,92 |
113,12 |
2,26 |
2,21 |
113,02 |
2,23 |
WZ0120 |
PL0000108601 |
99,07 |
99,17 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
95,87 |
96,05 |
2,43 |
2,39 |
95,96 |
2,41 |
DS1020 |
PL0000106126 |
113,48 |
113,77 |
2,46 |
2,41 |
113,63 |
2,44 |
WZ0121 |
PL0000106068 |
98,78 |
98,99 |
--- |
--- |
98,89 |
--- |
DS1021 |
PL0000106670 |
117,87 |
118,31 |
2,60 |
2,53 |
118,09 |
2,57 |
WS0922 |
PL0000102646 |
119,51 |
119,71 |
2,70 |
2,68 |
119,61 |
2,69 |
IZ0823 |
PL0000105359 |
111,14 |
114,25 |
--- |
--- |
112,70 |
--- |
DS1023 |
PL0000107264 |
108,38 |
108,71 |
2,84 |
2,80 |
108,55 |
2,82 |
WZ0124 |
PL0000107454 |
97,23 |
97,40 |
--- |
--- |
97,32 |
--- |
DS0725 |
PL0000108197 |
102,62 |
102,96 |
2,94 |
2,90 |
102,79 |
2,92 |
WS0429 |
PL0000105391 |
128,02 |
130,48 |
3,19 |
3,00 |
129,25 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
10 |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
240 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
110 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
100 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
20 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
80 |
TOTAL |
570 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.