2015-07-31 |
MARKET DATA |
No 146 (2677) |
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 |
730,00 |
794,69 |
69 |
1 195,00 |
1 234,40 |
8 |
1 925,00 |
2 029,09 |
77 |
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 |
101,02 |
101,06 |
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 |
102,40 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,41 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,66 |
103,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,05 |
105,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,55 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,32 |
107,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,65 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,35 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,85 |
103,72 |
103,850 |
103,900 |
103,750 |
103,900 |
103,800 |
40 000 |
41,56 |
4 |
DS1019 |
PL0000105441 |
113,03 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,98 |
95,65 |
95,770 |
95,970 |
95,730 |
95,970 |
95,767 |
70 000 |
67,33 |
7 |
DS1020 |
PL0000106126 |
113,60 |
113,32 |
113,350 |
113,470 |
113,350 |
113,470 |
113,422 |
25 000 |
29,37 |
2 |
DS1021 |
PL0000106670 |
118,01 |
117,57 |
117,600 |
117,600 |
117,550 |
117,600 |
117,570 |
110 000 |
134,23 |
11 |
WS0922 |
PL0000102646 |
119,60 |
119,26 |
119,290 |
119,290 |
119,240 |
119,240 |
119,261 |
45 000 |
55,90 |
4 |
DS1023 |
PL0000107264 |
108,60 |
108,31 |
108,200 |
108,510 |
108,200 |
108,510 |
108,300 |
135 000 |
150,39 |
11 |
DS0725 |
PL0000108197 |
102,85 |
102,40 |
102,700 |
102,700 |
102,310 |
102,670 |
102,513 |
295 000 |
302,67 |
29 |
WS0428 |
PL0000107611 |
94,77 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,01 |
129,43 |
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 |
102,55 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,20 |
113,04 |
112,200 |
112,200 |
112,200 |
112,200 |
112,200 |
10 000 |
13,24 |
1 |
WZ0117 |
PL0000106936 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,92 |
99,94 |
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 |
99,13 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,86 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,28 |
97,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
730 000 |
794,69 |
69 |
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 |
1,61 |
1,50 |
99,27 |
1,55 |
PS0416 |
PL0000106340 |
102,37 |
102,44 |
1,66 |
1,57 |
102,41 |
1,61 |
OK0716 |
PL0000107926 |
98,38 |
98,48 |
1,69 |
1,59 |
98,43 |
1,64 |
IZ0816 |
PL0000103529 |
102,46 |
102,89 |
--- |
--- |
102,68 |
--- |
PS1016 |
PL0000106795 |
103,63 |
103,76 |
1,72 |
1,62 |
103,70 |
1,66 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,01 |
105,18 |
1,77 |
1,67 |
105,10 |
1,72 |
OK0717 |
PL0000108502 |
96,53 |
96,64 |
1,80 |
1,75 |
96,59 |
1,77 |
DS1017 |
PL0000104543 |
107,29 |
107,43 |
1,87 |
1,81 |
107,36 |
1,84 |
WZ0118 |
PL0000104717 |
99,91 |
99,98 |
--- |
--- |
99,95 |
--- |
PS0418 |
PL0000107314 |
104,57 |
104,75 |
2,00 |
1,94 |
104,66 |
1,97 |
PS0718 |
PL0000107595 |
101,23 |
101,43 |
2,07 |
2,00 |
101,33 |
2,03 |
WZ0119 |
PL0000107603 |
99,55 |
99,65 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
103,77 |
103,97 |
2,25 |
2,19 |
103,87 |
2,22 |
DS1019 |
PL0000105441 |
112,96 |
113,20 |
2,25 |
2,19 |
113,08 |
2,22 |
WZ0120 |
PL0000108601 |
99,09 |
99,21 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
95,87 |
96,05 |
2,43 |
2,39 |
95,96 |
2,41 |
DS1020 |
PL0000106126 |
113,53 |
113,83 |
2,45 |
2,40 |
113,68 |
2,43 |
WZ0121 |
PL0000106068 |
98,79 |
99,01 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
117,92 |
118,34 |
2,59 |
2,52 |
118,13 |
2,56 |
WS0922 |
PL0000102646 |
119,49 |
119,93 |
2,71 |
2,65 |
119,71 |
2,68 |
IZ0823 |
PL0000105359 |
111,12 |
114,45 |
--- |
--- |
112,79 |
--- |
DS1023 |
PL0000107264 |
108,52 |
108,91 |
2,82 |
2,77 |
108,72 |
2,80 |
WZ0124 |
PL0000107454 |
97,23 |
97,42 |
--- |
--- |
97,33 |
--- |
DS0725 |
PL0000108197 |
102,73 |
103,05 |
2,93 |
2,89 |
102,89 |
2,91 |
WS0429 |
PL0000105391 |
128,09 |
130,64 |
3,19 |
2,99 |
129,37 |
3,09 |
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 |
1,61 |
1,53 |
99,26 |
1,57 |
PS0416 |
PL0000106340 |
102,38 |
102,45 |
1,65 |
1,56 |
102,42 |
1,60 |
OK0716 |
PL0000107926 |
98,37 |
98,48 |
1,70 |
1,59 |
98,43 |
1,64 |
IZ0816 |
PL0000103529 |
102,46 |
102,89 |
--- |
--- |
102,68 |
--- |
PS1016 |
PL0000106795 |
103,65 |
103,75 |
1,70 |
1,62 |
103,70 |
1,66 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,03 |
105,16 |
1,76 |
1,68 |
105,10 |
1,72 |
OK0717 |
PL0000108502 |
96,53 |
96,64 |
1,80 |
1,75 |
96,59 |
1,77 |
DS1017 |
PL0000104543 |
107,28 |
107,44 |
1,87 |
1,80 |
107,36 |
1,84 |
WZ0118 |
PL0000104717 |
99,90 |
99,96 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,73 |
1,99 |
1,95 |
104,67 |
1,97 |
PS0718 |
PL0000107595 |
101,29 |
101,42 |
2,05 |
2,00 |
101,36 |
2,02 |
WZ0119 |
PL0000107603 |
99,55 |
99,66 |
--- |
--- |
99,61 |
--- |
PS0719 |
PL0000108148 |
103,77 |
103,89 |
2,25 |
2,21 |
103,83 |
2,23 |
DS1019 |
PL0000105441 |
112,80 |
113,07 |
2,28 |
2,22 |
112,94 |
2,25 |
WZ0120 |
PL0000108601 |
99,10 |
99,21 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
95,82 |
95,97 |
2,44 |
2,41 |
95,90 |
2,43 |
DS1020 |
PL0000106126 |
113,33 |
113,61 |
2,49 |
2,44 |
113,47 |
2,47 |
WZ0121 |
PL0000106068 |
98,83 |
98,98 |
--- |
--- |
98,91 |
--- |
DS1021 |
PL0000106670 |
117,70 |
118,02 |
2,63 |
2,58 |
117,86 |
2,60 |
WS0922 |
PL0000102646 |
119,46 |
119,77 |
2,71 |
2,67 |
119,62 |
2,69 |
IZ0823 |
PL0000105359 |
111,95 |
113,44 |
--- |
--- |
112,70 |
--- |
DS1023 |
PL0000107264 |
108,34 |
108,56 |
2,84 |
2,82 |
108,45 |
2,83 |
WZ0124 |
PL0000107454 |
97,23 |
97,42 |
--- |
--- |
97,33 |
--- |
DS0725 |
PL0000108197 |
102,57 |
102,84 |
2,95 |
2,92 |
102,71 |
2,93 |
WS0429 |
PL0000105391 |
128,61 |
129,64 |
3,15 |
3,07 |
129,13 |
3,11 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,410 |
1,410 |
1,410 |
130 |
OK0716 |
PL0000107926 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
430 |
OK0717 |
PL0000108502 |
0/3 |
3 |
1,410 |
1,410 |
1,410 |
15 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
10 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
50 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
35 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
125 |
TOTAL |
795 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.