2015-08-12 |
MARKET DATA |
No 154 (2685) |
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 |
600,00 |
643,03 |
42 |
1 590,00 |
1 713,07 |
17 |
2 190,00 |
2 356,10 |
59 |
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 |
100,89 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,29 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,29 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,44 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,60 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,98 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,64 |
96,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,31 |
107,35 |
107,350 |
107,360 |
107,350 |
107,360 |
107,355 |
100 000 |
111,57 |
3 |
PS0418 |
PL0000107314 |
104,76 |
104,79 |
104,800 |
104,800 |
104,800 |
104,800 |
104,800 |
15 000 |
15,89 |
2 |
PS0718 |
PL0000107595 |
101,59 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,15 |
104,10 |
104,230 |
104,230 |
104,140 |
104,140 |
104,198 |
135 000 |
140,91 |
5 |
DS1019 |
PL0000105441 |
113,27 |
113,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,45 |
96,38 |
96,350 |
96,460 |
96,350 |
96,450 |
96,433 |
115 000 |
111,42 |
14 |
DS1020 |
PL0000106126 |
114,04 |
114,00 |
114,040 |
114,040 |
114,040 |
114,040 |
114,040 |
100 000 |
118,25 |
2 |
DS1021 |
PL0000106670 |
118,30 |
118,42 |
118,450 |
118,450 |
118,450 |
118,450 |
118,450 |
20 000 |
24,61 |
1 |
WS0922 |
PL0000102646 |
120,09 |
120,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,24 |
109,12 |
109,150 |
109,170 |
109,150 |
109,170 |
109,163 |
15 000 |
16,86 |
2 |
DS0725 |
PL0000108197 |
103,35 |
103,25 |
103,350 |
103,500 |
103,250 |
103,500 |
103,339 |
100 000 |
103,52 |
13 |
WS0428 |
PL0000107611 |
95,28 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,50 |
130,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,13 |
141,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,20 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
112,80 |
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 |
99,90 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,79 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,30 |
97,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,00 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
600 000 |
643,03 |
42 |
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 |
99,33 |
1,62 |
1,51 |
99,31 |
1,55 |
PS0416 |
PL0000106340 |
102,26 |
102,35 |
1,69 |
1,57 |
102,31 |
1,62 |
OK0716 |
PL0000107926 |
98,43 |
98,51 |
1,69 |
1,60 |
98,47 |
1,64 |
IZ0816 |
PL0000103529 |
102,14 |
102,69 |
--- |
--- |
102,42 |
--- |
PS1016 |
PL0000106795 |
103,57 |
103,67 |
1,70 |
1,62 |
103,62 |
1,66 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,96 |
105,11 |
1,75 |
1,66 |
105,04 |
1,70 |
OK0717 |
PL0000108502 |
96,62 |
96,73 |
1,78 |
1,72 |
96,68 |
1,75 |
DS1017 |
PL0000104543 |
107,26 |
107,40 |
1,84 |
1,78 |
107,33 |
1,81 |
WZ0118 |
PL0000104717 |
99,86 |
99,95 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,91 |
1,93 |
1,86 |
104,83 |
1,89 |
PS0718 |
PL0000107595 |
101,49 |
101,67 |
1,97 |
1,91 |
101,58 |
1,94 |
WZ0119 |
PL0000107603 |
99,47 |
99,60 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
104,12 |
104,34 |
2,15 |
2,09 |
104,23 |
2,12 |
DS1019 |
PL0000105441 |
113,23 |
113,46 |
2,16 |
2,11 |
113,35 |
2,14 |
WZ0120 |
PL0000108601 |
99,05 |
99,19 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,33 |
96,59 |
2,33 |
2,27 |
96,46 |
2,30 |
DS1020 |
PL0000106126 |
113,93 |
114,19 |
2,37 |
2,32 |
114,06 |
2,34 |
WZ0121 |
PL0000106068 |
98,72 |
98,92 |
--- |
--- |
98,82 |
--- |
DS1021 |
PL0000106670 |
118,21 |
118,63 |
2,53 |
2,47 |
118,42 |
2,50 |
WS0922 |
PL0000102646 |
119,85 |
120,28 |
2,65 |
2,59 |
120,07 |
2,62 |
IZ0823 |
PL0000105359 |
108,94 |
113,09 |
--- |
--- |
111,02 |
--- |
DS1023 |
PL0000107264 |
108,93 |
109,36 |
2,76 |
2,71 |
109,15 |
2,74 |
WZ0124 |
PL0000107454 |
97,18 |
97,35 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
103,11 |
103,51 |
2,88 |
2,84 |
103,31 |
2,86 |
WS0429 |
PL0000105391 |
128,70 |
131,06 |
3,14 |
2,96 |
129,88 |
3,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,28 |
99,33 |
1,62 |
1,51 |
99,31 |
1,55 |
PS0416 |
PL0000106340 |
102,28 |
102,32 |
1,66 |
1,61 |
102,30 |
1,64 |
OK0716 |
PL0000107926 |
98,43 |
98,50 |
1,69 |
1,61 |
98,47 |
1,64 |
IZ0816 |
PL0000103529 |
102,14 |
102,69 |
--- |
--- |
102,42 |
--- |
PS1016 |
PL0000106795 |
103,58 |
103,66 |
1,69 |
1,63 |
103,62 |
1,66 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,97 |
105,09 |
1,74 |
1,67 |
105,03 |
1,71 |
OK0717 |
PL0000108502 |
96,61 |
96,68 |
1,79 |
1,75 |
96,65 |
1,76 |
DS1017 |
PL0000104543 |
107,29 |
107,40 |
1,83 |
1,78 |
107,35 |
1,80 |
WZ0118 |
PL0000104717 |
99,87 |
99,94 |
--- |
--- |
99,91 |
--- |
PS0418 |
PL0000107314 |
104,72 |
104,83 |
1,93 |
1,89 |
104,78 |
1,91 |
PS0718 |
PL0000107595 |
101,51 |
101,67 |
1,96 |
1,91 |
101,59 |
1,94 |
WZ0119 |
PL0000107603 |
99,48 |
99,60 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
104,11 |
104,27 |
2,15 |
2,11 |
104,19 |
2,13 |
DS1019 |
PL0000105441 |
113,22 |
113,44 |
2,17 |
2,12 |
113,33 |
2,14 |
WZ0120 |
PL0000108601 |
99,07 |
99,16 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,39 |
96,52 |
2,32 |
2,29 |
96,46 |
2,30 |
DS1020 |
PL0000106126 |
114,00 |
114,18 |
2,35 |
2,32 |
114,09 |
2,34 |
WZ0121 |
PL0000106068 |
98,76 |
98,89 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
118,24 |
118,56 |
2,53 |
2,48 |
118,40 |
2,50 |
WS0922 |
PL0000102646 |
120,03 |
120,26 |
2,62 |
2,59 |
120,15 |
2,61 |
IZ0823 |
PL0000105359 |
109,39 |
113,16 |
--- |
--- |
111,28 |
--- |
DS1023 |
PL0000107264 |
109,11 |
109,36 |
2,74 |
2,71 |
109,24 |
2,72 |
WZ0124 |
PL0000107454 |
97,26 |
97,35 |
--- |
--- |
97,31 |
--- |
DS0725 |
PL0000108197 |
103,26 |
103,54 |
2,87 |
2,83 |
103,40 |
2,85 |
WS0429 |
PL0000105391 |
129,02 |
131,04 |
3,11 |
2,96 |
130,03 |
3,03 |
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 |
1,430 |
1,430 |
1,430 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
570 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
80 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,430 |
1,450 |
1,444 |
290 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
165 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
105 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
115 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
45 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
65 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
95 |
TOTAL |
1 590 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.