2015-08-07 |
MARKET DATA |
No 151 (2682) |
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 |
195,00 |
207,76 |
11 |
400,00 |
397,77 |
6 |
595,00 |
605,53 |
17 |
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 |
100,93 |
100,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,29 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,33 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,40 |
98,46 |
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 |
105,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,51 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,17 |
107,18 |
107,180 |
107,180 |
107,180 |
107,180 |
107,180 |
25 000 |
27,84 |
1 |
PS0418 |
PL0000107314 |
104,49 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,23 |
101,19 |
101,240 |
101,240 |
101,240 |
101,240 |
101,240 |
50 000 |
50,68 |
1 |
PS0719 |
PL0000108148 |
103,55 |
103,46 |
103,460 |
103,460 |
103,460 |
103,460 |
103,460 |
15 000 |
15,54 |
2 |
DS1019 |
PL0000105441 |
112,56 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,65 |
95,47 |
95,540 |
95,540 |
95,540 |
95,540 |
95,540 |
10 000 |
9,60 |
1 |
DS1020 |
PL0000106126 |
113,11 |
112,93 |
113,270 |
113,270 |
113,270 |
113,270 |
113,270 |
40 000 |
46,98 |
1 |
DS1021 |
PL0000106670 |
117,20 |
117,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,70 |
118,60 |
118,650 |
118,650 |
118,650 |
118,650 |
118,650 |
5 000 |
6,19 |
1 |
DS1023 |
PL0000107264 |
107,81 |
107,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,90 |
101,55 |
101,430 |
101,900 |
101,430 |
101,900 |
101,732 |
50 000 |
50,94 |
4 |
WS0428 |
PL0000107611 |
93,46 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,90 |
128,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,76 |
138,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,36 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,86 |
99,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,07 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,19 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
195 000 |
207,76 |
11 |
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 |
99,27 |
99,32 |
1,61 |
1,50 |
99,30 |
1,54 |
PS0416 |
PL0000106340 |
102,26 |
102,36 |
1,73 |
1,59 |
102,31 |
1,66 |
OK0716 |
PL0000107926 |
98,37 |
98,47 |
1,74 |
1,63 |
98,42 |
1,68 |
IZ0816 |
PL0000103529 |
102,29 |
102,77 |
--- |
--- |
102,53 |
--- |
PS1016 |
PL0000106795 |
103,55 |
103,63 |
1,74 |
1,67 |
103,59 |
1,71 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,87 |
105,02 |
1,82 |
1,73 |
104,95 |
1,77 |
OK0717 |
PL0000108502 |
96,46 |
96,56 |
1,86 |
1,81 |
96,51 |
1,83 |
DS1017 |
PL0000104543 |
107,09 |
107,24 |
1,93 |
1,86 |
107,17 |
1,89 |
WZ0118 |
PL0000104717 |
99,83 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,41 |
104,53 |
2,05 |
2,01 |
104,47 |
2,03 |
PS0718 |
PL0000107595 |
101,13 |
101,24 |
2,10 |
2,06 |
101,19 |
2,08 |
WZ0119 |
PL0000107603 |
99,45 |
99,58 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
103,35 |
103,57 |
2,35 |
2,29 |
103,46 |
2,32 |
DS1019 |
PL0000105441 |
112,34 |
112,62 |
2,38 |
2,31 |
112,48 |
2,34 |
WZ0120 |
PL0000108601 |
99,00 |
99,14 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
95,36 |
95,54 |
2,56 |
2,51 |
95,45 |
2,53 |
DS1020 |
PL0000106126 |
112,75 |
112,99 |
2,59 |
2,55 |
112,87 |
2,57 |
WZ0121 |
PL0000106068 |
98,65 |
98,88 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
116,88 |
117,28 |
2,75 |
2,68 |
117,08 |
2,72 |
WS0922 |
PL0000102646 |
118,32 |
118,73 |
2,86 |
2,81 |
118,53 |
2,83 |
IZ0823 |
PL0000105359 |
110,10 |
113,54 |
--- |
--- |
111,82 |
--- |
DS1023 |
PL0000107264 |
107,38 |
107,78 |
2,97 |
2,92 |
107,58 |
2,94 |
WZ0124 |
PL0000107454 |
97,07 |
97,29 |
--- |
--- |
97,18 |
--- |
DS0725 |
PL0000108197 |
101,40 |
101,70 |
3,08 |
3,05 |
101,55 |
3,06 |
WS0429 |
PL0000105391 |
124,38 |
130,17 |
3,48 |
3,02 |
127,28 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,27 |
99,31 |
1,61 |
1,52 |
99,29 |
1,57 |
PS0416 |
PL0000106340 |
102,30 |
102,36 |
1,67 |
1,59 |
102,33 |
1,63 |
OK0716 |
PL0000107926 |
98,37 |
98,47 |
1,74 |
1,63 |
98,42 |
1,68 |
IZ0816 |
PL0000103529 |
102,27 |
102,77 |
--- |
--- |
102,52 |
--- |
PS1016 |
PL0000106795 |
103,57 |
103,65 |
1,72 |
1,66 |
103,61 |
1,69 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,89 |
105,04 |
1,80 |
1,72 |
104,97 |
1,76 |
OK0717 |
PL0000108502 |
96,47 |
96,55 |
1,85 |
1,81 |
96,51 |
1,83 |
DS1017 |
PL0000104543 |
107,10 |
107,21 |
1,92 |
1,88 |
107,16 |
1,90 |
WZ0118 |
PL0000104717 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,44 |
104,61 |
2,04 |
1,98 |
104,53 |
2,01 |
PS0718 |
PL0000107595 |
101,19 |
101,33 |
2,08 |
2,03 |
101,26 |
2,05 |
WZ0119 |
PL0000107603 |
99,47 |
99,58 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
103,46 |
103,68 |
2,32 |
2,26 |
103,57 |
2,29 |
DS1019 |
PL0000105441 |
112,47 |
112,74 |
2,35 |
2,28 |
112,61 |
2,31 |
WZ0120 |
PL0000108601 |
99,04 |
99,14 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
95,58 |
95,71 |
2,50 |
2,47 |
95,65 |
2,49 |
DS1020 |
PL0000106126 |
113,04 |
113,25 |
2,54 |
2,50 |
113,15 |
2,52 |
WZ0121 |
PL0000106068 |
98,65 |
98,88 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
117,09 |
117,40 |
2,72 |
2,67 |
117,25 |
2,69 |
WS0922 |
PL0000102646 |
118,52 |
118,81 |
2,84 |
2,80 |
118,67 |
2,81 |
IZ0823 |
PL0000105359 |
110,07 |
112,40 |
--- |
--- |
111,24 |
--- |
DS1023 |
PL0000107264 |
107,55 |
107,97 |
2,95 |
2,89 |
107,76 |
2,92 |
WZ0124 |
PL0000107454 |
97,13 |
97,30 |
--- |
--- |
97,22 |
--- |
DS0725 |
PL0000108197 |
101,64 |
101,93 |
3,05 |
3,02 |
101,79 |
3,04 |
WS0429 |
PL0000105391 |
126,22 |
128,70 |
3,33 |
3,14 |
127,46 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0718 |
PL0000107595 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
50 |
OK0717 |
PL0000108502 |
0/3 |
3 |
1,410 |
1,410 |
1,410 |
40 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
100 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
65 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
125 |
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.