2015-08-18 |
MARKET DATA |
No 158 (2689) |
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 |
955,00 |
984,55 |
64 |
1 695,00 |
1 804,24 |
12 |
2 650,00 |
2 788,79 |
76 |
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 |
100,82 |
100,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,33 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,27 |
102,27 |
102,270 |
102,270 |
102,260 |
102,260 |
102,264 |
25 000 |
25,97 |
2 |
OK0716 |
PL0000107926 |
98,48 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,54 |
103,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,93 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,72 |
96,69 |
96,700 |
96,710 |
96,700 |
96,700 |
96,704 |
130 000 |
125,72 |
4 |
DS1017 |
PL0000104543 |
107,32 |
107,23 |
107,320 |
107,340 |
107,230 |
107,230 |
107,319 |
100 000 |
111,62 |
8 |
PS0418 |
PL0000107314 |
104,78 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,54 |
101,550 |
101,550 |
101,540 |
101,540 |
101,541 |
45 000 |
45,77 |
4 |
PS0719 |
PL0000108148 |
104,35 |
104,29 |
104,350 |
104,350 |
104,290 |
104,290 |
104,337 |
175 000 |
182,99 |
9 |
DS1019 |
PL0000105441 |
113,47 |
113,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,72 |
96,60 |
96,710 |
96,710 |
96,590 |
96,590 |
96,671 |
200 000 |
194,30 |
18 |
DS1020 |
PL0000106126 |
114,45 |
114,34 |
114,250 |
114,250 |
114,250 |
114,250 |
114,250 |
5 000 |
5,93 |
1 |
DS1021 |
PL0000106670 |
118,86 |
118,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,65 |
120,50 |
120,750 |
120,760 |
120,750 |
120,760 |
120,757 |
35 000 |
44,09 |
3 |
DS1023 |
PL0000107264 |
109,90 |
109,90 |
109,820 |
109,820 |
109,650 |
109,650 |
109,719 |
35 000 |
39,55 |
3 |
DS0725 |
PL0000108197 |
104,43 |
104,28 |
104,320 |
104,530 |
104,250 |
104,290 |
104,378 |
80 000 |
83,69 |
6 |
WS0428 |
PL0000107611 |
96,45 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,51 |
118,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,66 |
144,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,15 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
113,00 |
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 |
99,85 |
99,84 |
99,840 |
99,850 |
99,840 |
99,840 |
99,842 |
115 000 |
114,96 |
5 |
WZ0119 |
PL0000107603 |
99,48 |
99,48 |
99,480 |
99,480 |
99,480 |
99,480 |
99,480 |
10 000 |
9,96 |
1 |
WZ0120 |
PL0000108601 |
99,05 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,74 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,27 |
97,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,11 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
955 000 |
984,55 |
64 |
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 |
99,36 |
1,61 |
1,49 |
99,34 |
1,54 |
PS0416 |
PL0000106340 |
102,22 |
102,31 |
1,67 |
1,54 |
102,27 |
1,60 |
OK0716 |
PL0000107926 |
98,46 |
98,56 |
1,68 |
1,57 |
98,51 |
1,63 |
IZ0816 |
PL0000103529 |
102,07 |
102,58 |
--- |
--- |
102,33 |
--- |
PS1016 |
PL0000106795 |
103,53 |
103,65 |
1,70 |
1,60 |
103,59 |
1,65 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,92 |
105,08 |
1,75 |
1,65 |
105,00 |
1,70 |
OK0717 |
PL0000108502 |
96,67 |
96,74 |
1,77 |
1,73 |
96,71 |
1,75 |
DS1017 |
PL0000104543 |
107,23 |
107,37 |
1,83 |
1,77 |
107,30 |
1,80 |
WZ0118 |
PL0000104717 |
99,77 |
99,88 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,93 |
1,91 |
1,84 |
104,85 |
1,87 |
PS0718 |
PL0000107595 |
101,58 |
101,72 |
1,94 |
1,89 |
101,65 |
1,91 |
WZ0119 |
PL0000107603 |
99,42 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
104,33 |
104,47 |
2,09 |
2,05 |
104,40 |
2,07 |
DS1019 |
PL0000105441 |
113,46 |
113,72 |
2,10 |
2,04 |
113,59 |
2,07 |
WZ0120 |
PL0000108601 |
99,03 |
99,17 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,69 |
96,86 |
2,25 |
2,21 |
96,78 |
2,23 |
DS1020 |
PL0000106126 |
114,36 |
114,59 |
2,28 |
2,23 |
114,48 |
2,25 |
WZ0121 |
PL0000106068 |
98,67 |
98,83 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
118,76 |
119,18 |
2,44 |
2,37 |
118,97 |
2,41 |
WS0922 |
PL0000102646 |
120,60 |
120,90 |
2,54 |
2,50 |
120,75 |
2,52 |
IZ0823 |
PL0000105359 |
108,65 |
115,52 |
--- |
--- |
112,09 |
--- |
DS1023 |
PL0000107264 |
109,81 |
110,21 |
2,65 |
2,60 |
110,01 |
2,62 |
WZ0124 |
PL0000107454 |
97,18 |
97,34 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
104,31 |
104,59 |
2,75 |
2,71 |
104,45 |
2,73 |
WS0429 |
PL0000105391 |
131,21 |
132,33 |
2,94 |
2,86 |
131,77 |
2,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,31 |
99,35 |
1,61 |
1,52 |
99,33 |
1,56 |
PS0416 |
PL0000106340 |
102,24 |
102,29 |
1,64 |
1,57 |
102,27 |
1,60 |
OK0716 |
PL0000107926 |
98,46 |
98,53 |
1,68 |
1,61 |
98,50 |
1,64 |
IZ0816 |
PL0000103529 |
102,06 |
102,58 |
--- |
--- |
102,32 |
--- |
PS1016 |
PL0000106795 |
103,52 |
103,64 |
1,70 |
1,60 |
103,58 |
1,65 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,91 |
105,03 |
1,75 |
1,68 |
104,97 |
1,72 |
OK0717 |
PL0000108502 |
96,64 |
96,71 |
1,79 |
1,75 |
96,68 |
1,76 |
DS1017 |
PL0000104543 |
107,24 |
107,34 |
1,83 |
1,78 |
107,29 |
1,81 |
WZ0118 |
PL0000104717 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,80 |
1,94 |
1,89 |
104,74 |
1,91 |
PS0718 |
PL0000107595 |
101,51 |
101,63 |
1,96 |
1,92 |
101,57 |
1,94 |
WZ0119 |
PL0000107603 |
99,42 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
104,17 |
104,35 |
2,13 |
2,08 |
104,26 |
2,11 |
DS1019 |
PL0000105441 |
113,28 |
113,53 |
2,14 |
2,08 |
113,41 |
2,11 |
WZ0120 |
PL0000108601 |
99,02 |
99,16 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
96,53 |
96,65 |
2,29 |
2,26 |
96,59 |
2,27 |
DS1020 |
PL0000106126 |
114,23 |
114,39 |
2,30 |
2,27 |
114,31 |
2,29 |
WZ0121 |
PL0000106068 |
98,66 |
98,81 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
118,57 |
118,93 |
2,47 |
2,41 |
118,75 |
2,44 |
WS0922 |
PL0000102646 |
120,38 |
120,58 |
2,57 |
2,54 |
120,48 |
2,55 |
IZ0823 |
PL0000105359 |
108,95 |
113,70 |
--- |
--- |
111,33 |
--- |
DS1023 |
PL0000107264 |
109,66 |
109,95 |
2,67 |
2,63 |
109,81 |
2,65 |
WZ0124 |
PL0000107454 |
97,22 |
97,34 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
104,19 |
104,40 |
2,76 |
2,74 |
104,30 |
2,75 |
WS0429 |
PL0000105391 |
130,99 |
132,16 |
2,96 |
2,87 |
131,58 |
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) |
(%) |
(%) |
(%) |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
110 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,200 |
1,440 |
1,363 |
155 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
170 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
80 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
140 |
TOTAL |
695 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,530 |
1,530 |
1,530 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.