2015-08-19 |
MARKET DATA |
No 159 (2690) |
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 |
740,00 |
738,85 |
37 |
3 610,00 |
3 736,32 |
20 |
4 350,00 |
4 475,17 |
57 |
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 |
100,81 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,32 |
99,34 |
99,320 |
99,320 |
99,320 |
99,320 |
99,320 |
17 500 |
17,38 |
1 |
PS0416 |
PL0000106340 |
102,25 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,51 |
98,51 |
98,510 |
98,510 |
98,510 |
98,510 |
98,510 |
410 000 |
403,89 |
7 |
PS1016 |
PL0000106795 |
103,59 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,06 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,73 |
96,69 |
96,740 |
96,740 |
96,740 |
96,740 |
96,740 |
15 000 |
14,51 |
1 |
DS1017 |
PL0000104543 |
107,30 |
107,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,82 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,61 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,36 |
104,31 |
104,280 |
104,280 |
104,280 |
104,280 |
104,280 |
10 000 |
10,45 |
1 |
DS1019 |
PL0000105441 |
113,49 |
113,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,75 |
96,62 |
96,650 |
96,780 |
96,650 |
96,650 |
96,696 |
170 000 |
165,21 |
14 |
DS1020 |
PL0000106126 |
114,40 |
114,30 |
114,300 |
114,300 |
114,290 |
114,300 |
114,296 |
25 000 |
29,65 |
3 |
DS1021 |
PL0000106670 |
118,85 |
118,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,66 |
120,55 |
120,640 |
120,640 |
120,640 |
120,640 |
120,640 |
10 000 |
12,59 |
1 |
DS1023 |
PL0000107264 |
109,94 |
109,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,61 |
104,36 |
104,600 |
104,650 |
104,400 |
104,400 |
104,523 |
67 500 |
70,72 |
8 |
WS0428 |
PL0000107611 |
96,74 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,89 |
131,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,05 |
144,38 |
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 |
109,80 |
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 |
99,79 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,44 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,05 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,69 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,26 |
97,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,15 |
96,20 |
96,200 |
96,200 |
96,200 |
96,200 |
96,200 |
15 000 |
14,45 |
1 |
TOTAL |
740 000 |
738,85 |
37 |
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 |
99,35 |
1,62 |
1,53 |
99,33 |
1,57 |
PS0416 |
PL0000106340 |
102,22 |
102,29 |
1,66 |
1,56 |
102,26 |
1,60 |
OK0716 |
PL0000107926 |
98,47 |
98,55 |
1,68 |
1,59 |
98,51 |
1,63 |
IZ0816 |
PL0000103529 |
102,06 |
102,59 |
--- |
--- |
102,33 |
--- |
PS1016 |
PL0000106795 |
103,51 |
103,63 |
1,71 |
1,61 |
103,57 |
1,66 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,92 |
105,07 |
1,74 |
1,65 |
105,00 |
1,69 |
OK0717 |
PL0000108502 |
96,65 |
96,75 |
1,78 |
1,73 |
96,70 |
1,76 |
DS1017 |
PL0000104543 |
107,24 |
107,36 |
1,82 |
1,77 |
107,30 |
1,80 |
WZ0118 |
PL0000104717 |
99,77 |
99,88 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
104,70 |
104,88 |
1,93 |
1,86 |
104,79 |
1,89 |
PS0718 |
PL0000107595 |
101,52 |
101,68 |
1,96 |
1,90 |
101,60 |
1,93 |
WZ0119 |
PL0000107603 |
99,42 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
104,20 |
104,42 |
2,12 |
2,06 |
104,31 |
2,09 |
DS1019 |
PL0000105441 |
113,34 |
113,59 |
2,13 |
2,07 |
113,47 |
2,10 |
WZ0120 |
PL0000108601 |
99,02 |
99,17 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,58 |
96,76 |
2,28 |
2,23 |
96,67 |
2,25 |
DS1020 |
PL0000106126 |
114,25 |
114,48 |
2,30 |
2,25 |
114,37 |
2,27 |
WZ0121 |
PL0000106068 |
98,66 |
98,82 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
118,68 |
119,00 |
2,45 |
2,40 |
118,84 |
2,43 |
WS0922 |
PL0000102646 |
120,37 |
120,78 |
2,57 |
2,51 |
120,58 |
2,54 |
IZ0823 |
PL0000105359 |
109,01 |
113,32 |
--- |
--- |
111,17 |
--- |
DS1023 |
PL0000107264 |
109,75 |
110,11 |
2,65 |
2,61 |
109,93 |
2,63 |
WZ0124 |
PL0000107454 |
97,18 |
97,34 |
--- |
--- |
97,26 |
--- |
DS0725 |
PL0000108197 |
104,28 |
104,55 |
2,75 |
2,72 |
104,42 |
2,73 |
WS0429 |
PL0000105391 |
131,13 |
132,32 |
2,95 |
2,86 |
131,73 |
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 |
1,62 |
1,53 |
99,33 |
1,57 |
PS0416 |
PL0000106340 |
102,23 |
102,28 |
1,65 |
1,57 |
102,26 |
1,60 |
OK0716 |
PL0000107926 |
98,49 |
98,57 |
1,66 |
1,57 |
98,53 |
1,61 |
IZ0816 |
PL0000103529 |
102,06 |
102,59 |
--- |
--- |
102,33 |
--- |
PS1016 |
PL0000106795 |
103,54 |
103,65 |
1,68 |
1,59 |
103,60 |
1,63 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,93 |
105,08 |
1,74 |
1,65 |
105,01 |
1,69 |
OK0717 |
PL0000108502 |
96,68 |
96,75 |
1,77 |
1,73 |
96,72 |
1,74 |
DS1017 |
PL0000104543 |
107,27 |
107,35 |
1,81 |
1,77 |
107,31 |
1,79 |
WZ0118 |
PL0000104717 |
99,77 |
99,87 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,88 |
1,91 |
1,86 |
104,82 |
1,88 |
PS0718 |
PL0000107595 |
101,57 |
101,69 |
1,94 |
1,90 |
101,63 |
1,92 |
WZ0119 |
PL0000107603 |
99,42 |
99,55 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
104,28 |
104,41 |
2,10 |
2,07 |
104,35 |
2,08 |
DS1019 |
PL0000105441 |
113,30 |
113,54 |
2,13 |
2,08 |
113,42 |
2,11 |
WZ0120 |
PL0000108601 |
99,03 |
99,16 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,60 |
96,71 |
2,27 |
2,25 |
96,66 |
2,26 |
DS1020 |
PL0000106126 |
114,24 |
114,35 |
2,30 |
2,28 |
114,30 |
2,29 |
WZ0121 |
PL0000106068 |
98,67 |
98,82 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
118,62 |
119,02 |
2,46 |
2,40 |
118,82 |
2,43 |
WS0922 |
PL0000102646 |
120,40 |
120,63 |
2,56 |
2,53 |
120,52 |
2,55 |
IZ0823 |
PL0000105359 |
109,20 |
113,38 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
109,68 |
110,09 |
2,66 |
2,61 |
109,89 |
2,64 |
WZ0124 |
PL0000107454 |
97,21 |
97,34 |
--- |
--- |
97,28 |
--- |
DS0725 |
PL0000108197 |
104,35 |
104,56 |
2,74 |
2,72 |
104,46 |
2,73 |
WS0429 |
PL0000105391 |
131,27 |
132,37 |
2,94 |
2,85 |
131,82 |
2,90 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
45 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
70 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
125 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
20 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
25 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
260 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
260 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,440 |
1,450 |
1,450 |
210 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
180 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
235 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
65 |
TOTAL |
1 610 |
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 |
1,510 |
1,510 |
1,510 |
2 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.