2015-08-10 |
MARKET DATA |
No 152 (2683) |
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 |
437,50 |
448,59 |
29 |
615,00 |
636,11 |
11 |
1 052,50 |
1 084,71 |
40 |
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 |
100,92 |
100,94 |
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 |
102,30 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,42 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,60 |
103,62 |
103,600 |
103,600 |
103,600 |
103,600 |
103,600 |
5 000 |
5,37 |
1 |
PS0417 |
PL0000107058 |
104,93 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,52 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,14 |
107,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,55 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,29 |
101,36 |
101,360 |
101,360 |
101,360 |
101,360 |
101,360 |
50 000 |
50,74 |
1 |
PS0719 |
PL0000108148 |
103,70 |
103,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,76 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,86 |
95,72 |
95,740 |
95,820 |
95,740 |
95,820 |
95,775 |
40 000 |
38,49 |
3 |
DS1020 |
PL0000106126 |
113,40 |
113,20 |
113,300 |
113,300 |
113,300 |
113,300 |
113,300 |
20 000 |
23,50 |
2 |
DS1021 |
PL0000106670 |
117,57 |
117,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,01 |
118,91 |
118,970 |
118,970 |
118,960 |
118,960 |
118,967 |
15 000 |
18,61 |
2 |
DS1023 |
PL0000107264 |
108,03 |
107,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,12 |
101,94 |
101,940 |
102,180 |
101,940 |
102,040 |
102,077 |
200 000 |
204,47 |
17 |
WS0428 |
PL0000107611 |
93,82 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,35 |
128,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
109,52 |
139,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,26 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
112,47 |
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 |
99,89 |
99,88 |
99,880 |
99,890 |
99,880 |
99,890 |
99,889 |
100 000 |
99,98 |
2 |
WZ0119 |
PL0000107603 |
99,52 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,09 |
99,09 |
99,090 |
99,090 |
99,090 |
99,090 |
99,090 |
7 500 |
7,44 |
1 |
WZ0121 |
PL0000106068 |
98,73 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,22 |
97,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
437 500 |
448,59 |
29 |
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 |
99,31 |
1,62 |
1,53 |
99,29 |
1,58 |
PS0416 |
PL0000106340 |
102,26 |
102,36 |
1,72 |
1,58 |
102,31 |
1,65 |
OK0716 |
PL0000107926 |
98,41 |
98,48 |
1,70 |
1,62 |
98,45 |
1,66 |
IZ0816 |
PL0000103529 |
102,19 |
102,71 |
--- |
--- |
102,45 |
--- |
PS1016 |
PL0000106795 |
103,54 |
103,66 |
1,74 |
1,64 |
103,60 |
1,69 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,91 |
105,05 |
1,79 |
1,71 |
104,98 |
1,75 |
OK0717 |
PL0000108502 |
96,49 |
96,59 |
1,85 |
1,79 |
96,54 |
1,82 |
DS1017 |
PL0000104543 |
107,11 |
107,27 |
1,92 |
1,85 |
107,19 |
1,88 |
WZ0118 |
PL0000104717 |
99,83 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,48 |
104,64 |
2,02 |
1,97 |
104,56 |
2,00 |
PS0718 |
PL0000107595 |
101,19 |
101,38 |
2,08 |
2,01 |
101,29 |
2,04 |
WZ0119 |
PL0000107603 |
99,45 |
99,58 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
103,54 |
103,72 |
2,30 |
2,25 |
103,63 |
2,28 |
DS1019 |
PL0000105441 |
112,50 |
112,77 |
2,34 |
2,28 |
112,64 |
2,31 |
WZ0120 |
PL0000108601 |
98,98 |
99,14 |
--- |
--- |
99,06 |
--- |
PS0420 |
PL0000108510 |
95,57 |
95,76 |
2,51 |
2,46 |
95,67 |
2,48 |
DS1020 |
PL0000106126 |
112,98 |
113,26 |
2,55 |
2,50 |
113,12 |
2,52 |
WZ0121 |
PL0000106068 |
98,65 |
98,88 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
117,13 |
117,49 |
2,71 |
2,65 |
117,31 |
2,68 |
WS0922 |
PL0000102646 |
118,64 |
118,99 |
2,82 |
2,77 |
118,82 |
2,79 |
IZ0823 |
PL0000105359 |
109,76 |
113,27 |
--- |
--- |
111,52 |
--- |
DS1023 |
PL0000107264 |
107,65 |
108,01 |
2,93 |
2,89 |
107,83 |
2,91 |
WZ0124 |
PL0000107454 |
97,06 |
97,30 |
--- |
--- |
97,18 |
--- |
DS0725 |
PL0000108197 |
101,67 |
102,00 |
3,05 |
3,01 |
101,84 |
3,03 |
WS0429 |
PL0000105391 |
124,33 |
131,27 |
3,48 |
2,94 |
127,80 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,28 |
99,31 |
1,60 |
1,53 |
99,30 |
1,55 |
PS0416 |
PL0000106340 |
102,28 |
102,34 |
1,69 |
1,61 |
102,31 |
1,65 |
OK0716 |
PL0000107926 |
98,41 |
98,48 |
1,70 |
1,62 |
98,45 |
1,66 |
IZ0816 |
PL0000103529 |
102,19 |
102,72 |
--- |
--- |
102,46 |
--- |
PS1016 |
PL0000106795 |
103,57 |
103,64 |
1,72 |
1,66 |
103,61 |
1,68 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,91 |
105,04 |
1,79 |
1,71 |
104,98 |
1,75 |
OK0717 |
PL0000108502 |
96,49 |
96,58 |
1,85 |
1,80 |
96,54 |
1,82 |
DS1017 |
PL0000104543 |
107,11 |
107,25 |
1,92 |
1,85 |
107,18 |
1,89 |
WZ0118 |
PL0000104717 |
99,86 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,51 |
104,66 |
2,01 |
1,96 |
104,59 |
1,98 |
PS0718 |
PL0000107595 |
101,25 |
101,42 |
2,06 |
2,00 |
101,34 |
2,03 |
WZ0119 |
PL0000107603 |
99,49 |
99,59 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
103,65 |
103,77 |
2,27 |
2,24 |
103,71 |
2,26 |
DS1019 |
PL0000105441 |
112,70 |
112,96 |
2,29 |
2,23 |
112,83 |
2,26 |
WZ0120 |
PL0000108601 |
99,06 |
99,17 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
95,80 |
95,94 |
2,45 |
2,42 |
95,87 |
2,44 |
DS1020 |
PL0000106126 |
113,28 |
113,47 |
2,49 |
2,46 |
113,38 |
2,47 |
WZ0121 |
PL0000106068 |
98,71 |
98,92 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
117,48 |
117,74 |
2,65 |
2,61 |
117,61 |
2,63 |
WS0922 |
PL0000102646 |
118,93 |
119,14 |
2,78 |
2,75 |
119,04 |
2,76 |
IZ0823 |
PL0000105359 |
109,77 |
113,25 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
107,96 |
108,27 |
2,89 |
2,85 |
108,12 |
2,87 |
WZ0124 |
PL0000107454 |
97,17 |
97,33 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
102,01 |
102,27 |
3,01 |
2,98 |
102,14 |
3,00 |
WS0429 |
PL0000105391 |
126,99 |
128,79 |
3,27 |
3,13 |
127,89 |
3,20 |
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 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
155 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
30 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
70 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
115 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
40 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
145 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
10 |
TOTAL |
615 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.