2015-08-04 |
MARKET DATA |
No 148 (2679) |
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 |
150,00 |
148,22 |
9 |
540,00 |
590,41 |
11 |
690,00 |
738,63 |
20 |
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 |
100,99 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,26 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,37 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,40 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,63 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,02 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,56 |
96,57 |
96,560 |
96,560 |
96,560 |
96,560 |
96,560 |
50 000 |
48,28 |
1 |
DS1017 |
PL0000104543 |
107,30 |
107,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,62 |
104,66 |
104,660 |
104,660 |
104,660 |
104,660 |
104,660 |
10 000 |
10,57 |
1 |
PS0718 |
PL0000107595 |
101,30 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,83 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,91 |
113,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,95 |
95,89 |
95,950 |
95,950 |
95,950 |
95,950 |
95,950 |
25 000 |
24,09 |
1 |
DS1020 |
PL0000106126 |
113,52 |
113,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,95 |
118,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,63 |
119,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,70 |
108,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,05 |
102,75 |
103,050 |
103,050 |
102,700 |
102,700 |
102,986 |
35 000 |
36,08 |
4 |
WS0428 |
PL0000107611 |
94,80 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,24 |
129,96 |
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 |
102,50 |
102,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,30 |
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 |
99,92 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,56 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,12 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,80 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,25 |
97,30 |
97,250 |
97,250 |
97,250 |
97,250 |
97,250 |
30 000 |
29,19 |
2 |
TOTAL |
150 000 |
148,22 |
9 |
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 |
99,30 |
1,63 |
1,50 |
99,27 |
1,56 |
PS0416 |
PL0000106340 |
102,35 |
102,42 |
1,67 |
1,57 |
102,39 |
1,61 |
OK0716 |
PL0000107926 |
98,38 |
98,49 |
1,70 |
1,59 |
98,44 |
1,64 |
IZ0816 |
PL0000103529 |
102,42 |
102,88 |
--- |
--- |
102,65 |
--- |
PS1016 |
PL0000106795 |
103,61 |
103,72 |
1,72 |
1,63 |
103,67 |
1,67 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,00 |
105,12 |
1,76 |
1,69 |
105,06 |
1,73 |
OK0717 |
PL0000108502 |
96,54 |
96,64 |
1,80 |
1,75 |
96,59 |
1,78 |
DS1017 |
PL0000104543 |
107,26 |
107,42 |
1,87 |
1,80 |
107,34 |
1,84 |
WZ0118 |
PL0000104717 |
99,90 |
99,98 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
104,59 |
104,76 |
1,99 |
1,93 |
104,68 |
1,96 |
PS0718 |
PL0000107595 |
101,22 |
101,40 |
2,07 |
2,01 |
101,31 |
2,04 |
WZ0119 |
PL0000107603 |
99,54 |
99,66 |
--- |
--- |
99,60 |
--- |
PS0719 |
PL0000108148 |
103,80 |
104,00 |
2,24 |
2,18 |
103,90 |
2,21 |
DS1019 |
PL0000105441 |
112,89 |
113,10 |
2,26 |
2,21 |
113,00 |
2,23 |
WZ0120 |
PL0000108601 |
99,09 |
99,20 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
95,91 |
96,09 |
2,42 |
2,38 |
96,00 |
2,40 |
DS1020 |
PL0000106126 |
113,44 |
113,73 |
2,47 |
2,41 |
113,59 |
2,44 |
WZ0121 |
PL0000106068 |
98,77 |
98,95 |
--- |
--- |
98,86 |
--- |
DS1021 |
PL0000106670 |
117,91 |
118,26 |
2,59 |
2,53 |
118,09 |
2,56 |
WS0922 |
PL0000102646 |
119,59 |
119,94 |
2,69 |
2,64 |
119,77 |
2,67 |
IZ0823 |
PL0000105359 |
110,99 |
113,59 |
--- |
--- |
112,29 |
--- |
DS1023 |
PL0000107264 |
108,62 |
109,05 |
2,81 |
2,75 |
108,84 |
2,78 |
WZ0124 |
PL0000107454 |
97,22 |
97,37 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
102,91 |
103,21 |
2,91 |
2,87 |
103,06 |
2,89 |
WS0429 |
PL0000105391 |
124,24 |
134,97 |
3,49 |
2,67 |
129,61 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,25 |
99,29 |
1,61 |
1,52 |
99,27 |
1,56 |
PS0416 |
PL0000106340 |
102,35 |
102,42 |
1,67 |
1,57 |
102,39 |
1,61 |
OK0716 |
PL0000107926 |
98,39 |
98,48 |
1,69 |
1,60 |
98,44 |
1,64 |
IZ0816 |
PL0000103529 |
102,39 |
102,87 |
--- |
--- |
102,63 |
--- |
PS1016 |
PL0000106795 |
103,61 |
103,70 |
1,72 |
1,65 |
103,66 |
1,68 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,01 |
105,14 |
1,76 |
1,68 |
105,08 |
1,72 |
OK0717 |
PL0000108502 |
96,53 |
96,59 |
1,81 |
1,78 |
96,56 |
1,79 |
DS1017 |
PL0000104543 |
107,25 |
107,40 |
1,88 |
1,81 |
107,33 |
1,84 |
WZ0118 |
PL0000104717 |
99,90 |
99,97 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
104,57 |
104,70 |
2,00 |
1,95 |
104,64 |
1,98 |
PS0718 |
PL0000107595 |
101,22 |
101,40 |
2,07 |
2,01 |
101,31 |
2,04 |
WZ0119 |
PL0000107603 |
99,53 |
99,65 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,75 |
103,90 |
2,25 |
2,21 |
103,83 |
2,23 |
DS1019 |
PL0000105441 |
112,79 |
113,03 |
2,28 |
2,23 |
112,91 |
2,25 |
WZ0120 |
PL0000108601 |
99,10 |
99,18 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
95,86 |
95,96 |
2,44 |
2,41 |
95,91 |
2,42 |
DS1020 |
PL0000106126 |
113,37 |
113,64 |
2,48 |
2,43 |
113,51 |
2,46 |
WZ0121 |
PL0000106068 |
98,77 |
98,97 |
--- |
--- |
98,87 |
--- |
DS1021 |
PL0000106670 |
117,71 |
118,07 |
2,62 |
2,56 |
117,89 |
2,59 |
WS0922 |
PL0000102646 |
119,34 |
119,68 |
2,73 |
2,68 |
119,51 |
2,70 |
IZ0823 |
PL0000105359 |
111,09 |
113,53 |
--- |
--- |
112,31 |
--- |
DS1023 |
PL0000107264 |
108,43 |
108,65 |
2,83 |
2,80 |
108,54 |
2,82 |
WZ0124 |
PL0000107454 |
97,19 |
97,33 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
102,65 |
102,89 |
2,94 |
2,91 |
102,77 |
2,92 |
WS0429 |
PL0000105391 |
127,76 |
130,30 |
3,21 |
3,02 |
129,03 |
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) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
10 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
25 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
35 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
40 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
240 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
65 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
TOTAL |
540 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.