2015-08-13 |
MARKET DATA |
No 155 (2686) |
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 |
1 322,50 |
1 372,15 |
61 |
255,00 |
296,44 |
7 |
1 577,50 |
1 668,59 |
68 |
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 |
100,86 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,32 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,28 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,47 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,58 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,97 |
105,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,63 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,27 |
107,30 |
107,330 |
107,330 |
107,300 |
107,300 |
107,321 |
35 000 |
39,05 |
2 |
PS0418 |
PL0000107314 |
104,74 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,54 |
101,60 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
20 000 |
20,35 |
2 |
PS0719 |
PL0000108148 |
104,24 |
104,18 |
104,200 |
104,280 |
104,170 |
104,200 |
104,245 |
475 000 |
496,13 |
20 |
DS1019 |
PL0000105441 |
113,25 |
113,28 |
113,180 |
113,180 |
113,160 |
113,160 |
113,176 |
100 000 |
117,64 |
3 |
PS0420 |
PL0000108510 |
96,43 |
96,37 |
96,430 |
96,430 |
96,350 |
96,350 |
96,366 |
25 000 |
24,21 |
2 |
DS1020 |
PL0000106126 |
114,08 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,30 |
118,27 |
118,320 |
118,320 |
118,320 |
118,320 |
118,320 |
10 000 |
12,30 |
2 |
WS0922 |
PL0000102646 |
120,05 |
120,08 |
120,050 |
120,050 |
120,050 |
120,050 |
120,050 |
5 000 |
6,26 |
1 |
DS1023 |
PL0000107264 |
109,16 |
109,15 |
109,160 |
109,160 |
109,160 |
109,160 |
109,160 |
10 000 |
11,24 |
1 |
DS0725 |
PL0000108197 |
103,43 |
103,25 |
103,370 |
103,410 |
103,250 |
103,250 |
103,385 |
172 500 |
178,69 |
18 |
WS0428 |
PL0000107611 |
95,38 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,52 |
130,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,45 |
142,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,20 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
112,50 |
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 |
99,87 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,47 |
99,500 |
99,510 |
99,470 |
99,510 |
99,497 |
280 000 |
278,91 |
4 |
WZ0120 |
PL0000108601 |
99,09 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,79 |
98,79 |
98,790 |
98,790 |
98,780 |
98,790 |
98,783 |
155 000 |
153,29 |
4 |
WZ0124 |
PL0000107454 |
97,27 |
97,27 |
97,270 |
97,270 |
97,250 |
97,250 |
97,264 |
35 000 |
34,08 |
2 |
WZ0126 |
PL0000108817 |
96,05 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 322 500 |
1 372,15 |
61 |
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 |
99,30 |
99,35 |
1,60 |
1,49 |
99,33 |
1,53 |
PS0416 |
PL0000106340 |
102,25 |
102,32 |
1,67 |
1,57 |
102,29 |
1,61 |
OK0716 |
PL0000107926 |
98,46 |
98,53 |
1,67 |
1,59 |
98,50 |
1,62 |
IZ0816 |
PL0000103529 |
102,11 |
102,68 |
--- |
--- |
102,40 |
--- |
PS1016 |
PL0000106795 |
103,54 |
103,66 |
1,71 |
1,61 |
103,60 |
1,66 |
WZ0117 |
PL0000106936 |
99,99 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,09 |
1,75 |
1,66 |
105,02 |
1,70 |
OK0717 |
PL0000108502 |
96,61 |
96,70 |
1,79 |
1,75 |
96,66 |
1,77 |
DS1017 |
PL0000104543 |
107,25 |
107,36 |
1,83 |
1,79 |
107,31 |
1,81 |
WZ0118 |
PL0000104717 |
99,85 |
99,95 |
--- |
--- |
99,90 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,83 |
1,94 |
1,89 |
104,76 |
1,91 |
PS0718 |
PL0000107595 |
101,47 |
101,63 |
1,98 |
1,92 |
101,55 |
1,95 |
WZ0119 |
PL0000107603 |
99,48 |
99,60 |
--- |
--- |
99,54 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,21 |
2,17 |
2,12 |
104,11 |
2,15 |
DS1019 |
PL0000105441 |
113,09 |
113,33 |
2,19 |
2,14 |
113,21 |
2,16 |
WZ0120 |
PL0000108601 |
99,04 |
99,18 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,24 |
96,43 |
2,35 |
2,31 |
96,34 |
2,33 |
DS1020 |
PL0000106126 |
113,76 |
114,03 |
2,39 |
2,34 |
113,90 |
2,37 |
WZ0121 |
PL0000106068 |
98,76 |
98,95 |
--- |
--- |
98,86 |
--- |
DS1021 |
PL0000106670 |
118,08 |
118,45 |
2,55 |
2,49 |
118,27 |
2,52 |
WS0922 |
PL0000102646 |
119,77 |
120,13 |
2,66 |
2,60 |
119,95 |
2,63 |
IZ0823 |
PL0000105359 |
107,09 |
112,94 |
--- |
--- |
110,02 |
--- |
DS1023 |
PL0000107264 |
108,82 |
109,20 |
2,78 |
2,73 |
109,01 |
2,75 |
WZ0124 |
PL0000107454 |
97,19 |
97,35 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
103,12 |
103,39 |
2,88 |
2,85 |
103,26 |
2,87 |
WS0429 |
PL0000105391 |
128,80 |
130,84 |
3,13 |
2,97 |
129,82 |
3,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,30 |
99,34 |
1,60 |
1,51 |
99,32 |
1,56 |
PS0416 |
PL0000106340 |
102,26 |
102,33 |
1,65 |
1,56 |
102,30 |
1,60 |
OK0716 |
PL0000107926 |
98,45 |
98,54 |
1,68 |
1,58 |
98,50 |
1,62 |
IZ0816 |
PL0000103529 |
102,05 |
102,58 |
--- |
--- |
102,32 |
--- |
PS1016 |
PL0000106795 |
103,56 |
103,65 |
1,69 |
1,62 |
103,61 |
1,65 |
WZ0117 |
PL0000106936 |
99,99 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,07 |
1,75 |
1,67 |
105,01 |
1,71 |
OK0717 |
PL0000108502 |
96,59 |
96,66 |
1,80 |
1,77 |
96,63 |
1,78 |
DS1017 |
PL0000104543 |
107,24 |
107,35 |
1,84 |
1,79 |
107,30 |
1,81 |
WZ0118 |
PL0000104717 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,81 |
1,94 |
1,89 |
104,75 |
1,92 |
PS0718 |
PL0000107595 |
101,48 |
101,63 |
1,97 |
1,92 |
101,56 |
1,95 |
WZ0119 |
PL0000107603 |
99,47 |
99,57 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
104,16 |
104,27 |
2,14 |
2,11 |
104,22 |
2,12 |
DS1019 |
PL0000105441 |
113,18 |
113,39 |
2,17 |
2,12 |
113,29 |
2,15 |
WZ0120 |
PL0000108601 |
99,05 |
99,15 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,38 |
96,49 |
2,32 |
2,30 |
96,44 |
2,31 |
DS1020 |
PL0000106126 |
114,03 |
114,18 |
2,34 |
2,31 |
114,11 |
2,33 |
WZ0121 |
PL0000106068 |
98,73 |
98,83 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
118,25 |
118,55 |
2,52 |
2,48 |
118,40 |
2,50 |
WS0922 |
PL0000102646 |
119,97 |
120,21 |
2,63 |
2,59 |
120,09 |
2,61 |
IZ0823 |
PL0000105359 |
108,69 |
112,95 |
--- |
--- |
110,82 |
--- |
DS1023 |
PL0000107264 |
109,08 |
109,31 |
2,74 |
2,71 |
109,20 |
2,73 |
WZ0124 |
PL0000107454 |
97,22 |
97,35 |
--- |
--- |
97,29 |
--- |
DS0725 |
PL0000108197 |
103,27 |
103,46 |
2,86 |
2,84 |
103,37 |
2,85 |
WS0429 |
PL0000105391 |
129,07 |
131,01 |
3,11 |
2,96 |
130,04 |
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 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
50 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
55 |
TOTAL |
255 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.