2015-08-05 |
MARKET DATA |
No 149 (2680) |
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 |
932,50 |
965,14 |
52 |
1 155,00 |
1 218,95 |
17 |
2 087,50 |
2 184,09 |
69 |
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 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,27 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,36 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,40 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,63 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,98 |
105,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,54 |
96,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,25 |
107,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,57 |
104,50 |
104,600 |
104,610 |
104,500 |
104,500 |
104,595 |
75 000 |
79,25 |
6 |
PS0718 |
PL0000107595 |
101,22 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,68 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,73 |
112,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,58 |
95,49 |
95,710 |
95,710 |
95,540 |
95,550 |
95,629 |
65 000 |
62,44 |
7 |
DS1020 |
PL0000106126 |
113,35 |
113,02 |
113,340 |
113,340 |
113,050 |
113,050 |
113,128 |
125 000 |
146,55 |
10 |
DS1021 |
PL0000106670 |
117,56 |
117,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,13 |
118,88 |
118,970 |
118,970 |
118,970 |
118,970 |
118,970 |
5 000 |
6,20 |
1 |
DS1023 |
PL0000107264 |
108,20 |
107,80 |
107,860 |
107,860 |
107,700 |
107,700 |
107,764 |
50 000 |
55,45 |
5 |
DS0725 |
PL0000108197 |
102,44 |
101,80 |
102,410 |
102,440 |
101,630 |
101,840 |
101,967 |
152 500 |
155,67 |
14 |
WS0428 |
PL0000107611 |
94,23 |
97,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,90 |
128,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,28 |
138,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,50 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,30 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,02 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,92 |
99,88 |
99,920 |
99,920 |
99,890 |
99,890 |
99,903 |
450 000 |
449,85 |
8 |
WZ0119 |
PL0000107603 |
99,54 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,09 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,85 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,23 |
97,23 |
97,230 |
97,230 |
97,230 |
97,230 |
97,230 |
10 000 |
9,73 |
1 |
TOTAL |
932 500 |
965,14 |
52 |
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 |
99,26 |
99,30 |
1,60 |
1,51 |
99,28 |
1,55 |
PS0416 |
PL0000106340 |
102,32 |
102,42 |
1,70 |
1,56 |
102,37 |
1,63 |
OK0716 |
PL0000107926 |
98,39 |
98,48 |
1,70 |
1,60 |
98,44 |
1,64 |
IZ0816 |
PL0000103529 |
102,36 |
102,84 |
--- |
--- |
102,60 |
--- |
PS1016 |
PL0000106795 |
103,59 |
103,70 |
1,73 |
1,64 |
103,65 |
1,68 |
WZ0117 |
PL0000106936 |
100,01 |
100,07 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
104,97 |
105,12 |
1,78 |
1,69 |
105,05 |
1,73 |
OK0717 |
PL0000108502 |
96,52 |
96,59 |
1,82 |
1,78 |
96,56 |
1,80 |
DS1017 |
PL0000104543 |
107,21 |
107,38 |
1,89 |
1,82 |
107,30 |
1,85 |
WZ0118 |
PL0000104717 |
99,90 |
99,98 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
104,55 |
104,69 |
2,01 |
1,96 |
104,62 |
1,98 |
PS0718 |
PL0000107595 |
101,19 |
101,38 |
2,08 |
2,01 |
101,29 |
2,04 |
WZ0119 |
PL0000107603 |
99,52 |
99,65 |
--- |
--- |
99,59 |
--- |
PS0719 |
PL0000108148 |
103,65 |
103,86 |
2,27 |
2,22 |
103,76 |
2,25 |
DS1019 |
PL0000105441 |
112,70 |
112,98 |
2,30 |
2,24 |
112,84 |
2,27 |
WZ0120 |
PL0000108601 |
99,07 |
99,20 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
95,71 |
95,90 |
2,47 |
2,43 |
95,81 |
2,45 |
DS1020 |
PL0000106126 |
113,27 |
113,52 |
2,50 |
2,45 |
113,40 |
2,48 |
WZ0121 |
PL0000106068 |
98,73 |
98,97 |
--- |
--- |
98,85 |
--- |
DS1021 |
PL0000106670 |
117,53 |
117,92 |
2,65 |
2,59 |
117,73 |
2,62 |
WS0922 |
PL0000102646 |
119,08 |
119,48 |
2,76 |
2,70 |
119,28 |
2,73 |
IZ0823 |
PL0000105359 |
110,88 |
113,34 |
--- |
--- |
112,11 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,54 |
2,87 |
2,82 |
108,35 |
2,84 |
WZ0124 |
PL0000107454 |
97,18 |
97,36 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
102,38 |
102,64 |
2,97 |
2,94 |
102,51 |
2,95 |
WS0429 |
PL0000105391 |
127,62 |
129,87 |
3,22 |
3,05 |
128,75 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,26 |
99,30 |
1,60 |
1,51 |
99,28 |
1,55 |
PS0416 |
PL0000106340 |
102,34 |
102,41 |
1,67 |
1,57 |
102,38 |
1,61 |
OK0716 |
PL0000107926 |
98,36 |
98,46 |
1,73 |
1,62 |
98,41 |
1,68 |
IZ0816 |
PL0000103529 |
102,36 |
102,84 |
--- |
--- |
102,60 |
--- |
PS1016 |
PL0000106795 |
103,61 |
103,69 |
1,72 |
1,65 |
103,65 |
1,68 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,92 |
105,08 |
1,80 |
1,71 |
105,00 |
1,76 |
OK0717 |
PL0000108502 |
96,46 |
96,56 |
1,85 |
1,80 |
96,51 |
1,82 |
DS1017 |
PL0000104543 |
107,14 |
107,31 |
1,92 |
1,85 |
107,23 |
1,88 |
WZ0118 |
PL0000104717 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,41 |
104,55 |
2,06 |
2,01 |
104,48 |
2,03 |
PS0718 |
PL0000107595 |
101,07 |
101,17 |
2,12 |
2,09 |
101,12 |
2,10 |
WZ0119 |
PL0000107603 |
99,49 |
99,59 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
103,38 |
103,54 |
2,35 |
2,30 |
103,46 |
2,32 |
DS1019 |
PL0000105441 |
112,44 |
112,71 |
2,36 |
2,30 |
112,58 |
2,33 |
WZ0120 |
PL0000108601 |
99,04 |
99,16 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
95,46 |
95,58 |
2,53 |
2,50 |
95,52 |
2,52 |
DS1020 |
PL0000106126 |
112,87 |
113,12 |
2,58 |
2,53 |
113,00 |
2,55 |
WZ0121 |
PL0000106068 |
98,66 |
98,87 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
117,09 |
117,49 |
2,72 |
2,66 |
117,29 |
2,69 |
WS0922 |
PL0000102646 |
118,83 |
119,02 |
2,80 |
2,77 |
118,93 |
2,78 |
IZ0823 |
PL0000105359 |
110,77 |
113,25 |
--- |
--- |
112,01 |
--- |
DS1023 |
PL0000107264 |
107,57 |
107,87 |
2,95 |
2,91 |
107,72 |
2,93 |
WZ0124 |
PL0000107454 |
97,13 |
97,34 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
101,67 |
101,92 |
3,05 |
3,02 |
101,80 |
3,04 |
WS0429 |
PL0000105391 |
126,46 |
128,71 |
3,31 |
3,14 |
127,59 |
3,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
10 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
75 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,400 |
1,410 |
1,406 |
330 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
80 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,400 |
1,410 |
1,401 |
225 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
105 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
60 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
95 |
TOTAL |
1 155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.