2015-08-14 |
MARKET DATA |
No 156 (2687) |
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 |
612,50 |
660,04 |
54 |
320,00 |
331,22 |
8 |
932,50 |
991,26 |
62 |
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 |
100,85 |
100,88 |
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 |
102,27 |
102,29 |
102,270 |
102,270 |
102,270 |
102,270 |
102,270 |
75 000 |
77,88 |
4 |
OK0716 |
PL0000107926 |
98,50 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,60 |
103,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,99 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,67 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,33 |
107,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,82 |
104,80 |
104,790 |
104,790 |
104,790 |
104,790 |
104,790 |
65 000 |
68,88 |
1 |
PS0718 |
PL0000107595 |
101,60 |
101,62 |
101,560 |
101,560 |
101,560 |
101,560 |
101,560 |
25 000 |
25,43 |
1 |
PS0719 |
PL0000108148 |
104,41 |
104,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,50 |
113,44 |
113,480 |
113,510 |
113,480 |
113,510 |
113,500 |
30 000 |
35,39 |
3 |
PS0420 |
PL0000108510 |
96,69 |
96,50 |
96,750 |
96,750 |
96,650 |
96,650 |
96,667 |
30 000 |
29,14 |
5 |
DS1020 |
PL0000106126 |
114,40 |
114,10 |
114,100 |
114,400 |
114,100 |
114,300 |
114,270 |
112 500 |
133,36 |
13 |
DS1021 |
PL0000106670 |
118,75 |
118,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,55 |
120,28 |
120,500 |
120,500 |
120,500 |
120,500 |
120,500 |
20 000 |
25,14 |
2 |
DS1023 |
PL0000107264 |
109,80 |
109,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,25 |
103,53 |
103,700 |
104,250 |
103,700 |
104,100 |
104,064 |
240 000 |
250,26 |
23 |
WS0428 |
PL0000107611 |
96,69 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,11 |
130,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,74 |
142,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,15 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
112,90 |
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 |
99,88 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,07 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,30 |
97,31 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
10 000 |
9,74 |
1 |
WZ0126 |
PL0000108817 |
96,17 |
96,17 |
96,170 |
96,170 |
96,170 |
96,170 |
96,170 |
5 000 |
4,81 |
1 |
TOTAL |
612 500 |
660,04 |
54 |
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 |
99,36 |
1,61 |
1,47 |
99,33 |
1,54 |
PS0416 |
PL0000106340 |
102,23 |
102,32 |
1,68 |
1,56 |
102,28 |
1,61 |
OK0716 |
PL0000107926 |
98,44 |
98,56 |
1,70 |
1,56 |
98,50 |
1,63 |
IZ0816 |
PL0000103529 |
102,04 |
102,58 |
--- |
--- |
102,31 |
--- |
PS1016 |
PL0000106795 |
103,53 |
103,64 |
1,71 |
1,62 |
103,59 |
1,66 |
WZ0117 |
PL0000106936 |
99,99 |
100,06 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,07 |
1,74 |
1,67 |
105,01 |
1,70 |
OK0717 |
PL0000108502 |
96,62 |
96,72 |
1,79 |
1,74 |
96,67 |
1,76 |
DS1017 |
PL0000104543 |
107,22 |
107,34 |
1,84 |
1,79 |
107,28 |
1,82 |
WZ0118 |
PL0000104717 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,86 |
1,94 |
1,87 |
104,78 |
1,90 |
PS0718 |
PL0000107595 |
101,46 |
101,66 |
1,98 |
1,91 |
101,56 |
1,95 |
WZ0119 |
PL0000107603 |
99,45 |
99,57 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
104,12 |
104,34 |
2,14 |
2,09 |
104,23 |
2,12 |
DS1019 |
PL0000105441 |
113,18 |
113,47 |
2,17 |
2,10 |
113,33 |
2,13 |
WZ0120 |
PL0000108601 |
99,02 |
99,15 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
96,34 |
96,54 |
2,33 |
2,28 |
96,44 |
2,31 |
DS1020 |
PL0000106126 |
113,96 |
114,14 |
2,35 |
2,32 |
114,05 |
2,34 |
WZ0121 |
PL0000106068 |
98,71 |
98,85 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
118,22 |
118,60 |
2,53 |
2,47 |
118,41 |
2,50 |
WS0922 |
PL0000102646 |
119,94 |
120,32 |
2,63 |
2,58 |
120,13 |
2,60 |
IZ0823 |
PL0000105359 |
107,54 |
113,47 |
--- |
--- |
110,51 |
--- |
DS1023 |
PL0000107264 |
109,02 |
109,40 |
2,75 |
2,70 |
109,21 |
2,73 |
WZ0124 |
PL0000107454 |
97,19 |
97,34 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
103,29 |
103,58 |
2,86 |
2,83 |
103,44 |
2,84 |
WS0429 |
PL0000105391 |
129,17 |
131,06 |
3,10 |
2,95 |
130,12 |
3,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,31 |
99,34 |
1,59 |
1,52 |
99,33 |
1,54 |
PS0416 |
PL0000106340 |
102,25 |
102,31 |
1,66 |
1,57 |
102,28 |
1,61 |
OK0716 |
PL0000107926 |
98,48 |
98,55 |
1,65 |
1,57 |
98,52 |
1,61 |
IZ0816 |
PL0000103529 |
102,04 |
102,60 |
--- |
--- |
102,32 |
--- |
PS1016 |
PL0000106795 |
103,57 |
103,65 |
1,68 |
1,61 |
103,61 |
1,64 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,93 |
105,08 |
1,75 |
1,66 |
105,01 |
1,70 |
OK0717 |
PL0000108502 |
96,60 |
96,71 |
1,80 |
1,74 |
96,66 |
1,77 |
DS1017 |
PL0000104543 |
107,24 |
107,37 |
1,84 |
1,78 |
107,31 |
1,80 |
WZ0118 |
PL0000104717 |
99,85 |
99,93 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
104,72 |
104,83 |
1,93 |
1,88 |
104,78 |
1,90 |
PS0718 |
PL0000107595 |
101,53 |
101,70 |
1,96 |
1,90 |
101,62 |
1,92 |
WZ0119 |
PL0000107603 |
99,47 |
99,57 |
--- |
--- |
99,52 |
--- |
PS0719 |
PL0000108148 |
104,25 |
104,39 |
2,11 |
2,07 |
104,32 |
2,09 |
DS1019 |
PL0000105441 |
113,35 |
113,53 |
2,13 |
2,09 |
113,44 |
2,11 |
WZ0120 |
PL0000108601 |
99,03 |
99,14 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
96,50 |
96,69 |
2,29 |
2,25 |
96,60 |
2,27 |
DS1020 |
PL0000106126 |
114,21 |
114,34 |
2,31 |
2,28 |
114,28 |
2,29 |
WZ0121 |
PL0000106068 |
98,69 |
98,85 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
118,64 |
118,90 |
2,46 |
2,42 |
118,77 |
2,44 |
WS0922 |
PL0000102646 |
120,37 |
120,65 |
2,57 |
2,53 |
120,51 |
2,55 |
IZ0823 |
PL0000105359 |
108,82 |
113,25 |
--- |
--- |
111,04 |
--- |
DS1023 |
PL0000107264 |
109,64 |
109,88 |
2,67 |
2,64 |
109,76 |
2,65 |
WZ0124 |
PL0000107454 |
97,24 |
97,36 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
103,93 |
104,15 |
2,79 |
2,76 |
104,04 |
2,78 |
WS0429 |
PL0000105391 |
130,15 |
132,44 |
3,02 |
2,85 |
131,30 |
2,94 |
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 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
10 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
20 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
20 |
DS0725 |
PL0000108197 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
20 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
70 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
80 |
TOTAL |
320 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.