2015-08-17 |
MARKET DATA |
No 157 (2688) |
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 |
235,00 |
252,09 |
18 |
420,00 |
458,67 |
5 |
655,00 |
710,76 |
23 |
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 |
100,84 |
100,86 |
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 |
102,29 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,50 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,56 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,93 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,65 |
96,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,29 |
107,32 |
107,290 |
107,290 |
107,290 |
107,290 |
107,290 |
20 000 |
22,32 |
1 |
PS0418 |
PL0000107314 |
104,80 |
104,81 |
104,800 |
104,800 |
104,790 |
104,790 |
104,792 |
90 000 |
95,38 |
4 |
PS0718 |
PL0000107595 |
101,60 |
101,64 |
101,570 |
101,570 |
101,570 |
101,570 |
101,570 |
15 000 |
15,26 |
1 |
PS0719 |
PL0000108148 |
104,32 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,45 |
113,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,68 |
96,65 |
96,750 |
96,750 |
96,750 |
96,750 |
96,750 |
10 000 |
9,72 |
1 |
DS1020 |
PL0000106126 |
114,45 |
114,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,75 |
118,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,58 |
120,60 |
120,650 |
120,660 |
120,650 |
120,660 |
120,656 |
25 000 |
31,46 |
2 |
DS1023 |
PL0000107264 |
109,80 |
109,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,28 |
104,12 |
104,150 |
104,200 |
104,150 |
104,200 |
104,169 |
70 000 |
73,07 |
8 |
WS0428 |
PL0000107611 |
96,46 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,95 |
131,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,29 |
143,81 |
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 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,84 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,51 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,74 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,28 |
97,34 |
97,280 |
97,280 |
97,280 |
97,280 |
97,280 |
5 000 |
4,87 |
1 |
WZ0126 |
PL0000108817 |
96,07 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
235 000 |
252,09 |
18 |
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 |
99,31 |
99,34 |
1,60 |
1,53 |
99,33 |
1,55 |
PS0416 |
PL0000106340 |
102,23 |
102,32 |
1,67 |
1,54 |
102,28 |
1,60 |
OK0716 |
PL0000107926 |
98,45 |
98,56 |
1,69 |
1,57 |
98,51 |
1,62 |
IZ0816 |
PL0000103529 |
102,05 |
102,59 |
--- |
--- |
102,32 |
--- |
PS1016 |
PL0000106795 |
103,52 |
103,65 |
1,71 |
1,60 |
103,59 |
1,65 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,92 |
105,08 |
1,75 |
1,66 |
105,00 |
1,70 |
OK0717 |
PL0000108502 |
96,62 |
96,73 |
1,79 |
1,73 |
96,68 |
1,76 |
DS1017 |
PL0000104543 |
107,23 |
107,40 |
1,84 |
1,76 |
107,32 |
1,80 |
WZ0118 |
PL0000104717 |
99,82 |
99,93 |
--- |
--- |
99,88 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,92 |
1,92 |
1,85 |
104,83 |
1,88 |
PS0718 |
PL0000107595 |
101,50 |
101,72 |
1,97 |
1,89 |
101,61 |
1,93 |
WZ0119 |
PL0000107603 |
99,44 |
99,58 |
--- |
--- |
99,51 |
--- |
PS0719 |
PL0000108148 |
104,24 |
104,47 |
2,11 |
2,05 |
104,36 |
2,08 |
DS1019 |
PL0000105441 |
113,36 |
113,63 |
2,12 |
2,06 |
113,50 |
2,09 |
WZ0120 |
PL0000108601 |
99,03 |
99,17 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,57 |
96,79 |
2,28 |
2,23 |
96,68 |
2,25 |
DS1020 |
PL0000106126 |
114,21 |
114,47 |
2,31 |
2,26 |
114,34 |
2,28 |
WZ0121 |
PL0000106068 |
98,71 |
98,87 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
118,65 |
118,97 |
2,46 |
2,41 |
118,81 |
2,43 |
WS0922 |
PL0000102646 |
120,33 |
120,75 |
2,58 |
2,52 |
120,54 |
2,55 |
IZ0823 |
PL0000105359 |
108,64 |
113,18 |
--- |
--- |
110,91 |
--- |
DS1023 |
PL0000107264 |
109,61 |
109,95 |
2,67 |
2,63 |
109,78 |
2,65 |
WZ0124 |
PL0000107454 |
97,21 |
97,37 |
--- |
--- |
97,29 |
--- |
DS0725 |
PL0000108197 |
103,93 |
104,26 |
2,79 |
2,75 |
104,10 |
2,77 |
WS0429 |
PL0000105391 |
130,17 |
132,38 |
3,02 |
2,85 |
131,28 |
2,94 |
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 |
1,60 |
1,53 |
99,33 |
1,55 |
PS0416 |
PL0000106340 |
102,26 |
102,32 |
1,63 |
1,54 |
102,29 |
1,59 |
OK0716 |
PL0000107926 |
98,46 |
98,54 |
1,68 |
1,59 |
98,50 |
1,63 |
IZ0816 |
PL0000103529 |
102,05 |
102,59 |
--- |
--- |
102,32 |
--- |
PS1016 |
PL0000106795 |
103,53 |
103,65 |
1,70 |
1,60 |
103,59 |
1,65 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,91 |
105,07 |
1,76 |
1,66 |
104,99 |
1,71 |
OK0717 |
PL0000108502 |
96,62 |
96,72 |
1,79 |
1,74 |
96,67 |
1,77 |
DS1017 |
PL0000104543 |
107,23 |
107,35 |
1,84 |
1,78 |
107,29 |
1,81 |
WZ0118 |
PL0000104717 |
99,81 |
99,90 |
--- |
--- |
99,86 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,88 |
1,92 |
1,86 |
104,81 |
1,89 |
PS0718 |
PL0000107595 |
101,55 |
101,69 |
1,95 |
1,90 |
101,62 |
1,92 |
WZ0119 |
PL0000107603 |
99,47 |
99,58 |
--- |
--- |
99,53 |
--- |
PS0719 |
PL0000108148 |
104,26 |
104,38 |
2,11 |
2,08 |
104,32 |
2,09 |
DS1019 |
PL0000105441 |
113,40 |
113,67 |
2,12 |
2,05 |
113,54 |
2,08 |
WZ0120 |
PL0000108601 |
99,06 |
99,17 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,64 |
96,79 |
2,26 |
2,23 |
96,72 |
2,24 |
DS1020 |
PL0000106126 |
114,40 |
114,55 |
2,27 |
2,24 |
114,48 |
2,25 |
WZ0121 |
PL0000106068 |
98,71 |
98,87 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
118,72 |
119,05 |
2,45 |
2,39 |
118,89 |
2,42 |
WS0922 |
PL0000102646 |
120,53 |
120,77 |
2,55 |
2,51 |
120,65 |
2,53 |
IZ0823 |
PL0000105359 |
108,95 |
113,27 |
--- |
--- |
111,11 |
--- |
DS1023 |
PL0000107264 |
109,72 |
110,07 |
2,66 |
2,61 |
109,90 |
2,64 |
WZ0124 |
PL0000107454 |
97,23 |
97,37 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
104,19 |
104,43 |
2,76 |
2,73 |
104,31 |
2,75 |
WS0429 |
PL0000105391 |
130,54 |
132,71 |
2,99 |
2,83 |
131,63 |
2,91 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
160 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
200 |
TOTAL |
420 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.