2015-08-20 |
MARKET DATA |
No 160 (2691) |
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 |
937,50 |
966,50 |
79 |
1 615,00 |
1 629,74 |
9 |
2 552,50 |
2 596,24 |
88 |
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 |
100,77 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,34 |
99,35 |
99,340 |
99,340 |
99,340 |
99,340 |
99,340 |
35 000 |
34,77 |
1 |
PS0416 |
PL0000106340 |
102,23 |
102,26 |
102,230 |
102,230 |
102,230 |
102,230 |
102,230 |
12 500 |
12,99 |
2 |
OK0716 |
PL0000107926 |
98,53 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,58 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,96 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,75 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,32 |
107,37 |
107,390 |
107,400 |
107,390 |
107,400 |
107,398 |
25 000 |
27,94 |
2 |
PS0418 |
PL0000107314 |
104,83 |
104,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,72 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,50 |
104,45 |
104,410 |
104,450 |
104,410 |
104,450 |
104,430 |
20 000 |
20,94 |
2 |
DS1019 |
PL0000105441 |
113,52 |
113,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,90 |
96,74 |
96,850 |
96,900 |
96,740 |
96,900 |
96,850 |
400 000 |
389,38 |
25 |
DS1020 |
PL0000106126 |
114,54 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,00 |
118,90 |
118,850 |
118,850 |
118,840 |
118,850 |
118,846 |
35 000 |
43,27 |
4 |
WS0922 |
PL0000102646 |
120,80 |
120,72 |
120,650 |
120,800 |
120,650 |
120,800 |
120,740 |
25 000 |
31,50 |
3 |
DS1023 |
PL0000107264 |
110,10 |
110,19 |
109,980 |
110,200 |
109,980 |
110,200 |
110,090 |
10 000 |
11,34 |
2 |
DS0725 |
PL0000108197 |
104,81 |
104,65 |
104,670 |
104,850 |
104,630 |
104,850 |
104,785 |
350 000 |
367,68 |
35 |
WS0428 |
PL0000107611 |
96,92 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,12 |
132,20 |
132,200 |
132,200 |
132,200 |
132,200 |
132,200 |
5 000 |
6,71 |
1 |
WS0437 |
PL0000104857 |
115,45 |
145,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,25 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
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 |
99,83 |
99,86 |
99,830 |
99,830 |
99,820 |
99,820 |
99,825 |
20 000 |
19,99 |
2 |
WZ0119 |
PL0000107603 |
99,45 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,06 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,71 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,27 |
97,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,19 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
937 500 |
966,50 |
79 |
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 |
99,32 |
99,36 |
1,63 |
1,53 |
99,34 |
1,58 |
PS0416 |
PL0000106340 |
102,20 |
102,30 |
1,65 |
1,50 |
102,25 |
1,58 |
OK0716 |
PL0000107926 |
98,50 |
98,61 |
1,66 |
1,54 |
98,56 |
1,59 |
IZ0816 |
PL0000103529 |
102,06 |
102,59 |
--- |
--- |
102,33 |
--- |
PS1016 |
PL0000106795 |
103,54 |
103,66 |
1,66 |
1,56 |
103,60 |
1,61 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,10 |
1,72 |
1,62 |
105,02 |
1,67 |
OK0717 |
PL0000108502 |
96,71 |
96,82 |
1,76 |
1,70 |
96,77 |
1,72 |
DS1017 |
PL0000104543 |
107,28 |
107,43 |
1,79 |
1,73 |
107,36 |
1,76 |
WZ0118 |
PL0000104717 |
99,77 |
99,87 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,98 |
1,89 |
1,82 |
104,88 |
1,85 |
PS0718 |
PL0000107595 |
101,57 |
101,79 |
1,94 |
1,86 |
101,68 |
1,90 |
WZ0119 |
PL0000107603 |
99,42 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
104,38 |
104,58 |
2,07 |
2,02 |
104,48 |
2,05 |
DS1019 |
PL0000105441 |
113,43 |
113,71 |
2,10 |
2,03 |
113,57 |
2,07 |
WZ0120 |
PL0000108601 |
99,03 |
99,16 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,78 |
96,94 |
2,23 |
2,19 |
96,86 |
2,21 |
DS1020 |
PL0000106126 |
114,39 |
114,69 |
2,26 |
2,21 |
114,54 |
2,24 |
WZ0121 |
PL0000106068 |
98,68 |
98,83 |
--- |
--- |
98,76 |
--- |
DS1021 |
PL0000106670 |
118,87 |
119,29 |
2,42 |
2,35 |
119,08 |
2,38 |
WS0922 |
PL0000102646 |
120,65 |
121,07 |
2,53 |
2,47 |
120,86 |
2,50 |
IZ0823 |
PL0000105359 |
109,06 |
115,52 |
--- |
--- |
112,29 |
--- |
DS1023 |
PL0000107264 |
109,99 |
110,44 |
2,62 |
2,56 |
110,22 |
2,59 |
WZ0124 |
PL0000107454 |
97,22 |
97,38 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
104,66 |
104,97 |
2,71 |
2,67 |
104,82 |
2,69 |
WS0429 |
PL0000105391 |
131,74 |
132,94 |
2,90 |
2,81 |
132,34 |
2,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,32 |
99,36 |
1,63 |
1,53 |
99,34 |
1,58 |
PS0416 |
PL0000106340 |
102,21 |
102,27 |
1,64 |
1,55 |
102,24 |
1,59 |
OK0716 |
PL0000107926 |
98,51 |
98,61 |
1,65 |
1,54 |
98,56 |
1,59 |
IZ0816 |
PL0000103529 |
102,06 |
102,58 |
--- |
--- |
102,32 |
--- |
PS1016 |
PL0000106795 |
103,56 |
103,65 |
1,64 |
1,57 |
103,61 |
1,60 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,04 |
1,72 |
1,66 |
104,99 |
1,69 |
OK0717 |
PL0000108502 |
96,73 |
96,80 |
1,75 |
1,71 |
96,77 |
1,72 |
DS1017 |
PL0000104543 |
107,30 |
107,41 |
1,78 |
1,74 |
107,36 |
1,76 |
WZ0118 |
PL0000104717 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,95 |
1,89 |
1,83 |
104,87 |
1,86 |
PS0718 |
PL0000107595 |
101,69 |
101,81 |
1,90 |
1,85 |
101,75 |
1,88 |
WZ0119 |
PL0000107603 |
99,43 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
104,46 |
104,60 |
2,05 |
2,02 |
104,53 |
2,03 |
DS1019 |
PL0000105441 |
113,48 |
113,72 |
2,09 |
2,03 |
113,60 |
2,06 |
WZ0120 |
PL0000108601 |
99,04 |
99,16 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,78 |
96,93 |
2,23 |
2,20 |
96,86 |
2,21 |
DS1020 |
PL0000106126 |
114,49 |
114,64 |
2,25 |
2,22 |
114,57 |
2,23 |
WZ0121 |
PL0000106068 |
98,66 |
98,82 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
118,96 |
119,29 |
2,40 |
2,35 |
119,13 |
2,38 |
WS0922 |
PL0000102646 |
120,71 |
121,07 |
2,52 |
2,47 |
120,89 |
2,49 |
IZ0823 |
PL0000105359 |
109,21 |
113,38 |
--- |
--- |
111,30 |
--- |
DS1023 |
PL0000107264 |
110,01 |
110,33 |
2,62 |
2,58 |
110,17 |
2,60 |
WZ0124 |
PL0000107454 |
97,23 |
97,37 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
104,73 |
104,91 |
2,70 |
2,68 |
104,82 |
2,69 |
WS0429 |
PL0000105391 |
131,74 |
132,85 |
2,90 |
2,82 |
132,30 |
2,86 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
125 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
60 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
200 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
40 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
40 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
25 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
55 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
TOTAL |
615 |
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 |
1,500 |
1,500 |
1,500 |
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.