2015-08-03 |
MARKET DATA |
No 147 (2678) |
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 |
25,00 |
25,70 |
3 |
240,00 |
253,98 |
8 |
265,00 |
279,68 |
11 |
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 |
101,00 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,26 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,39 |
102,42 |
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 |
103,65 |
103,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,02 |
105,08 |
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 |
107,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,57 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,27 |
101,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,78 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,85 |
112,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,90 |
95,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,45 |
113,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,77 |
117,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,61 |
119,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,50 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,79 |
102,65 |
102,740 |
102,740 |
102,680 |
102,740 |
102,716 |
25 000 |
25,70 |
3 |
WS0428 |
PL0000107611 |
94,71 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,96 |
129,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,57 |
140,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,50 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,35 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,93 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,56 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,13 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,82 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,26 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
25 000 |
25,70 |
3 |
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 |
99,25 |
99,29 |
1,60 |
1,51 |
99,27 |
1,56 |
PS0416 |
PL0000106340 |
102,35 |
102,43 |
1,68 |
1,57 |
102,39 |
1,63 |
OK0716 |
PL0000107926 |
98,39 |
98,49 |
1,69 |
1,58 |
98,44 |
1,63 |
IZ0816 |
PL0000103529 |
102,42 |
102,91 |
--- |
--- |
102,67 |
--- |
PS1016 |
PL0000106795 |
103,61 |
103,75 |
1,73 |
1,62 |
103,68 |
1,67 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,00 |
105,15 |
1,77 |
1,68 |
105,08 |
1,72 |
OK0717 |
PL0000108502 |
96,53 |
96,63 |
1,81 |
1,75 |
96,58 |
1,78 |
DS1017 |
PL0000104543 |
107,24 |
107,41 |
1,89 |
1,81 |
107,33 |
1,85 |
WZ0118 |
PL0000104717 |
99,90 |
99,97 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
104,54 |
104,73 |
2,01 |
1,94 |
104,64 |
1,98 |
PS0718 |
PL0000107595 |
101,19 |
101,36 |
2,08 |
2,02 |
101,28 |
2,05 |
WZ0119 |
PL0000107603 |
99,54 |
99,65 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
103,68 |
103,90 |
2,27 |
2,21 |
103,79 |
2,24 |
DS1019 |
PL0000105441 |
112,74 |
113,02 |
2,30 |
2,23 |
112,88 |
2,26 |
WZ0120 |
PL0000108601 |
99,09 |
99,22 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
95,73 |
95,95 |
2,47 |
2,41 |
95,84 |
2,44 |
DS1020 |
PL0000106126 |
113,28 |
113,57 |
2,50 |
2,45 |
113,43 |
2,47 |
WZ0121 |
PL0000106068 |
98,80 |
99,00 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
117,62 |
118,05 |
2,64 |
2,57 |
117,84 |
2,60 |
WS0922 |
PL0000102646 |
119,26 |
119,70 |
2,74 |
2,68 |
119,48 |
2,71 |
IZ0823 |
PL0000105359 |
111,07 |
113,55 |
--- |
--- |
112,31 |
--- |
DS1023 |
PL0000107264 |
108,33 |
108,76 |
2,85 |
2,79 |
108,55 |
2,82 |
WZ0124 |
PL0000107454 |
97,24 |
97,40 |
--- |
--- |
97,32 |
--- |
DS0725 |
PL0000108197 |
102,55 |
102,85 |
2,95 |
2,91 |
102,70 |
2,93 |
WS0429 |
PL0000105391 |
128,57 |
129,65 |
3,15 |
3,07 |
129,11 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,25 |
99,29 |
1,60 |
1,51 |
99,27 |
1,56 |
PS0416 |
PL0000106340 |
102,37 |
102,43 |
1,65 |
1,57 |
102,40 |
1,61 |
OK0716 |
PL0000107926 |
98,39 |
98,47 |
1,69 |
1,60 |
98,43 |
1,64 |
IZ0816 |
PL0000103529 |
102,38 |
102,88 |
--- |
--- |
102,63 |
--- |
PS1016 |
PL0000106795 |
103,64 |
103,73 |
1,70 |
1,63 |
103,69 |
1,66 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
104,99 |
105,10 |
1,77 |
1,71 |
105,05 |
1,74 |
OK0717 |
PL0000108502 |
96,52 |
96,59 |
1,81 |
1,77 |
96,56 |
1,79 |
DS1017 |
PL0000104543 |
107,24 |
107,41 |
1,89 |
1,81 |
107,33 |
1,85 |
WZ0118 |
PL0000104717 |
99,91 |
99,98 |
--- |
--- |
99,95 |
--- |
PS0418 |
PL0000107314 |
104,56 |
104,71 |
2,01 |
1,95 |
104,64 |
1,98 |
PS0718 |
PL0000107595 |
101,24 |
101,38 |
2,06 |
2,01 |
101,31 |
2,04 |
WZ0119 |
PL0000107603 |
99,54 |
99,66 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
103,75 |
103,92 |
2,25 |
2,21 |
103,84 |
2,23 |
DS1019 |
PL0000105441 |
112,83 |
113,06 |
2,27 |
2,22 |
112,95 |
2,25 |
WZ0120 |
PL0000108601 |
99,11 |
99,19 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
95,86 |
95,99 |
2,44 |
2,41 |
95,93 |
2,42 |
DS1020 |
PL0000106126 |
113,39 |
113,67 |
2,48 |
2,43 |
113,53 |
2,45 |
WZ0121 |
PL0000106068 |
98,77 |
98,93 |
--- |
--- |
98,85 |
--- |
DS1021 |
PL0000106670 |
117,74 |
118,10 |
2,62 |
2,56 |
117,92 |
2,59 |
WS0922 |
PL0000102646 |
119,53 |
119,76 |
2,70 |
2,67 |
119,65 |
2,68 |
IZ0823 |
PL0000105359 |
111,07 |
113,52 |
--- |
--- |
112,30 |
--- |
DS1023 |
PL0000107264 |
108,46 |
108,72 |
2,83 |
2,79 |
108,59 |
2,81 |
WZ0124 |
PL0000107454 |
97,22 |
97,37 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
102,68 |
102,89 |
2,93 |
2,91 |
102,79 |
2,92 |
WS0429 |
PL0000105391 |
128,23 |
129,96 |
3,18 |
3,04 |
129,10 |
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 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
10 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,390 |
1,390 |
1,390 |
15 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
30 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
30 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
TOTAL |
240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.