2015-08-06 |
MARKET DATA |
No 150 (2681) |
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 |
1 142,50 |
1 186,43 |
72 |
380,00 |
396,24 |
9 |
1 522,50 |
1 582,66 |
81 |
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 |
100,98 |
100,98 |
100,960 |
100,960 |
100,960 |
100,960 |
100,960 |
77 500 |
82,09 |
2 |
OK0116 |
PL0000107587 |
99,28 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,33 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,43 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,59 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,93 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,49 |
96,51 |
96,480 |
96,480 |
96,480 |
96,480 |
96,480 |
55 000 |
53,06 |
2 |
DS1017 |
PL0000104543 |
107,16 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,44 |
104,38 |
104,380 |
104,460 |
104,380 |
104,460 |
104,432 |
135 000 |
142,46 |
8 |
PS0718 |
PL0000107595 |
101,16 |
101,10 |
101,100 |
101,200 |
101,100 |
101,200 |
101,159 |
390 000 |
394,95 |
17 |
PS0719 |
PL0000108148 |
103,42 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,42 |
112,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,44 |
95,33 |
95,350 |
95,440 |
95,350 |
95,400 |
95,406 |
115 000 |
110,22 |
11 |
DS1020 |
PL0000106126 |
112,87 |
112,82 |
112,870 |
112,870 |
112,810 |
112,820 |
112,829 |
180 000 |
210,58 |
16 |
DS1021 |
PL0000106670 |
117,11 |
117,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,62 |
118,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,67 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,75 |
101,47 |
101,750 |
101,750 |
101,450 |
101,490 |
101,547 |
185 000 |
188,12 |
15 |
WS0428 |
PL0000107611 |
93,38 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,80 |
128,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,79 |
138,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,45 |
102,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,00 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,87 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,49 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,08 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,69 |
98,74 |
98,740 |
98,740 |
98,740 |
98,740 |
98,740 |
5 000 |
4,94 |
1 |
WZ0124 |
PL0000107454 |
97,14 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 142 500 |
1 186,43 |
72 |
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 |
1,62 |
1,54 |
99,28 |
1,58 |
PS0416 |
PL0000106340 |
102,29 |
102,39 |
1,70 |
1,56 |
102,34 |
1,63 |
OK0716 |
PL0000107926 |
98,38 |
98,48 |
1,72 |
1,61 |
98,43 |
1,67 |
IZ0816 |
PL0000103529 |
102,33 |
102,84 |
--- |
--- |
102,59 |
--- |
PS1016 |
PL0000106795 |
103,55 |
103,65 |
1,75 |
1,66 |
103,60 |
1,70 |
WZ0117 |
PL0000106936 |
99,99 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
104,91 |
105,06 |
1,80 |
1,71 |
104,99 |
1,75 |
OK0717 |
PL0000108502 |
96,46 |
96,57 |
1,86 |
1,80 |
96,52 |
1,82 |
DS1017 |
PL0000104543 |
107,11 |
107,26 |
1,92 |
1,86 |
107,19 |
1,89 |
WZ0118 |
PL0000104717 |
99,83 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,38 |
104,53 |
2,07 |
2,01 |
104,46 |
2,04 |
PS0718 |
PL0000107595 |
101,05 |
101,22 |
2,13 |
2,07 |
101,14 |
2,10 |
WZ0119 |
PL0000107603 |
99,46 |
99,59 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
103,33 |
103,56 |
2,36 |
2,30 |
103,45 |
2,33 |
DS1019 |
PL0000105441 |
112,33 |
112,61 |
2,38 |
2,32 |
112,47 |
2,35 |
WZ0120 |
PL0000108601 |
98,99 |
99,16 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
95,33 |
95,53 |
2,56 |
2,52 |
95,43 |
2,54 |
DS1020 |
PL0000106126 |
112,76 |
112,98 |
2,59 |
2,55 |
112,87 |
2,57 |
WZ0121 |
PL0000106068 |
98,66 |
98,90 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
116,99 |
117,37 |
2,73 |
2,67 |
117,18 |
2,70 |
WS0922 |
PL0000102646 |
118,46 |
118,88 |
2,85 |
2,79 |
118,67 |
2,82 |
IZ0823 |
PL0000105359 |
110,28 |
113,75 |
--- |
--- |
112,02 |
--- |
DS1023 |
PL0000107264 |
107,51 |
107,92 |
2,95 |
2,90 |
107,72 |
2,92 |
WZ0124 |
PL0000107454 |
97,08 |
97,34 |
--- |
--- |
97,21 |
--- |
DS0725 |
PL0000108197 |
101,58 |
101,88 |
3,06 |
3,03 |
101,73 |
3,04 |
WS0429 |
PL0000105391 |
126,42 |
128,68 |
3,32 |
3,14 |
127,55 |
3,23 |
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 |
1,62 |
1,54 |
99,28 |
1,58 |
PS0416 |
PL0000106340 |
102,31 |
102,38 |
1,67 |
1,58 |
102,35 |
1,62 |
OK0716 |
PL0000107926 |
98,37 |
98,47 |
1,73 |
1,62 |
98,42 |
1,68 |
IZ0816 |
PL0000103529 |
102,29 |
102,81 |
--- |
--- |
102,55 |
--- |
PS1016 |
PL0000106795 |
103,57 |
103,65 |
1,73 |
1,66 |
103,61 |
1,70 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,91 |
105,05 |
1,80 |
1,72 |
104,98 |
1,76 |
OK0717 |
PL0000108502 |
96,46 |
96,53 |
1,86 |
1,82 |
96,50 |
1,84 |
DS1017 |
PL0000104543 |
107,13 |
107,23 |
1,92 |
1,87 |
107,18 |
1,89 |
WZ0118 |
PL0000104717 |
99,84 |
99,91 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,42 |
104,52 |
2,05 |
2,01 |
104,47 |
2,03 |
PS0718 |
PL0000107595 |
101,13 |
101,22 |
2,10 |
2,07 |
101,18 |
2,08 |
WZ0119 |
PL0000107603 |
99,45 |
99,56 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
103,35 |
103,50 |
2,35 |
2,31 |
103,43 |
2,33 |
DS1019 |
PL0000105441 |
112,35 |
112,61 |
2,38 |
2,32 |
112,48 |
2,35 |
WZ0120 |
PL0000108601 |
99,04 |
99,14 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
95,39 |
95,52 |
2,55 |
2,52 |
95,46 |
2,53 |
DS1020 |
PL0000106126 |
112,78 |
112,98 |
2,59 |
2,55 |
112,88 |
2,57 |
WZ0121 |
PL0000106068 |
98,64 |
98,88 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
116,88 |
117,31 |
2,75 |
2,68 |
117,10 |
2,71 |
WS0922 |
PL0000102646 |
118,33 |
118,65 |
2,86 |
2,82 |
118,49 |
2,84 |
IZ0823 |
PL0000105359 |
110,27 |
113,77 |
--- |
--- |
112,02 |
--- |
DS1023 |
PL0000107264 |
107,33 |
107,61 |
2,98 |
2,94 |
107,47 |
2,96 |
WZ0124 |
PL0000107454 |
97,09 |
97,24 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
101,34 |
101,62 |
3,09 |
3,06 |
101,48 |
3,07 |
WS0429 |
PL0000105391 |
125,67 |
128,67 |
3,38 |
3,14 |
127,17 |
3,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
60 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
40 |
OK0717 |
PL0000108502 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
35 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
70 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
25 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
70 |
TOTAL |
380 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.