2015-08-11 |
MARKET DATA |
No 153 (2684) |
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 |
455,01 |
34 |
565,00 |
599,86 |
7 |
1 002,50 |
1 054,87 |
41 |
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 |
100,91 |
100,93 |
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 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,43 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,60 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,95 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,57 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,21 |
107,27 |
107,280 |
107,280 |
107,280 |
107,280 |
107,280 |
2 500 |
2,79 |
1 |
PS0418 |
PL0000107314 |
104,66 |
104,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,45 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,93 |
103,86 |
104,010 |
104,010 |
104,010 |
104,010 |
104,010 |
75 000 |
78,13 |
1 |
DS1019 |
PL0000105441 |
113,02 |
112,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,15 |
95,96 |
96,020 |
96,100 |
96,020 |
96,040 |
96,057 |
75 000 |
72,38 |
7 |
DS1020 |
PL0000106126 |
113,70 |
113,59 |
113,630 |
113,650 |
113,620 |
113,650 |
113,630 |
60 000 |
70,70 |
5 |
DS1021 |
PL0000106670 |
117,88 |
117,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,46 |
119,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,51 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,65 |
102,35 |
102,400 |
102,750 |
102,400 |
102,750 |
102,502 |
225 000 |
231,01 |
20 |
WS0428 |
PL0000107611 |
94,43 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,12 |
129,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,75 |
139,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,26 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
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 |
99,90 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,52 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,25 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,00 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
437 500 |
455,01 |
34 |
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 |
99,28 |
99,32 |
1,61 |
1,52 |
99,30 |
1,56 |
PS0416 |
PL0000106340 |
102,26 |
102,32 |
1,70 |
1,62 |
102,29 |
1,66 |
OK0716 |
PL0000107926 |
98,42 |
98,49 |
1,69 |
1,62 |
98,46 |
1,65 |
IZ0816 |
PL0000103529 |
102,19 |
102,73 |
--- |
--- |
102,46 |
--- |
PS1016 |
PL0000106795 |
103,54 |
103,64 |
1,73 |
1,65 |
103,59 |
1,69 |
WZ0117 |
PL0000106936 |
99,99 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
104,92 |
105,07 |
1,78 |
1,69 |
105,00 |
1,73 |
OK0717 |
PL0000108502 |
96,52 |
96,62 |
1,83 |
1,78 |
96,57 |
1,81 |
DS1017 |
PL0000104543 |
107,14 |
107,31 |
1,90 |
1,82 |
107,23 |
1,86 |
WZ0118 |
PL0000104717 |
99,85 |
99,94 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,55 |
104,72 |
2,00 |
1,93 |
104,64 |
1,96 |
PS0718 |
PL0000107595 |
101,32 |
101,47 |
2,03 |
1,98 |
101,40 |
2,00 |
WZ0119 |
PL0000107603 |
99,46 |
99,59 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
103,68 |
103,89 |
2,26 |
2,21 |
103,79 |
2,23 |
DS1019 |
PL0000105441 |
112,75 |
113,01 |
2,28 |
2,22 |
112,88 |
2,25 |
WZ0120 |
PL0000108601 |
99,03 |
99,17 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
95,85 |
96,01 |
2,44 |
2,40 |
95,93 |
2,42 |
DS1020 |
PL0000106126 |
113,34 |
113,62 |
2,48 |
2,43 |
113,48 |
2,45 |
WZ0121 |
PL0000106068 |
98,71 |
98,92 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
117,53 |
117,90 |
2,64 |
2,58 |
117,72 |
2,61 |
WS0922 |
PL0000102646 |
119,02 |
119,43 |
2,76 |
2,71 |
119,23 |
2,73 |
IZ0823 |
PL0000105359 |
109,56 |
112,46 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,50 |
2,87 |
2,82 |
108,32 |
2,84 |
WZ0124 |
PL0000107454 |
97,15 |
97,33 |
--- |
--- |
97,24 |
--- |
DS0725 |
PL0000108197 |
102,19 |
102,42 |
2,99 |
2,96 |
102,31 |
2,98 |
WS0429 |
PL0000105391 |
127,26 |
129,51 |
3,25 |
3,07 |
128,39 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,28 |
99,32 |
1,61 |
1,52 |
99,30 |
1,56 |
PS0416 |
PL0000106340 |
102,28 |
102,34 |
1,68 |
1,59 |
102,31 |
1,63 |
OK0716 |
PL0000107926 |
98,42 |
98,49 |
1,69 |
1,62 |
98,46 |
1,65 |
IZ0816 |
PL0000103529 |
102,13 |
102,69 |
--- |
--- |
102,41 |
--- |
PS1016 |
PL0000106795 |
103,58 |
103,66 |
1,70 |
1,64 |
103,62 |
1,67 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,93 |
105,07 |
1,77 |
1,69 |
105,00 |
1,73 |
OK0717 |
PL0000108502 |
96,56 |
96,66 |
1,81 |
1,76 |
96,61 |
1,78 |
DS1017 |
PL0000104543 |
107,18 |
107,31 |
1,88 |
1,82 |
107,25 |
1,85 |
WZ0118 |
PL0000104717 |
99,87 |
99,95 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
104,64 |
104,76 |
1,96 |
1,92 |
104,70 |
1,94 |
PS0718 |
PL0000107595 |
101,43 |
101,54 |
1,99 |
1,96 |
101,49 |
1,97 |
WZ0119 |
PL0000107603 |
99,49 |
99,60 |
--- |
--- |
99,55 |
--- |
PS0719 |
PL0000108148 |
103,89 |
104,04 |
2,21 |
2,17 |
103,97 |
2,19 |
DS1019 |
PL0000105441 |
112,98 |
113,17 |
2,22 |
2,18 |
113,08 |
2,20 |
WZ0120 |
PL0000108601 |
99,07 |
99,17 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,09 |
96,22 |
2,39 |
2,36 |
96,16 |
2,37 |
DS1020 |
PL0000106126 |
113,66 |
113,82 |
2,42 |
2,39 |
113,74 |
2,40 |
WZ0121 |
PL0000106068 |
98,72 |
98,92 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
117,85 |
118,15 |
2,59 |
2,54 |
118,00 |
2,57 |
WS0922 |
PL0000102646 |
119,42 |
119,79 |
2,71 |
2,66 |
119,61 |
2,68 |
IZ0823 |
PL0000105359 |
109,44 |
113,07 |
--- |
--- |
111,26 |
--- |
DS1023 |
PL0000107264 |
108,46 |
108,76 |
2,83 |
2,79 |
108,61 |
2,81 |
WZ0124 |
PL0000107454 |
97,18 |
97,35 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
102,53 |
102,81 |
2,95 |
2,92 |
102,67 |
2,93 |
WS0429 |
PL0000105391 |
127,78 |
130,12 |
3,21 |
3,03 |
128,95 |
3,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
30 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
330 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
80 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
55 |
TOTAL |
565 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.