2015-08-21 |
MARKET DATA |
No 161 (2692) |
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 |
680,00 |
726,08 |
51 |
955,00 |
1 007,96 |
14 |
1 635,00 |
1 734,03 |
65 |
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 |
100,75 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,34 |
99,36 |
99,340 |
99,340 |
99,340 |
99,340 |
99,340 |
115 000 |
114,24 |
3 |
PS0416 |
PL0000106340 |
102,23 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,53 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,58 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,98 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,79 |
96,77 |
96,790 |
96,790 |
96,790 |
96,790 |
96,790 |
25 000 |
24,20 |
1 |
DS1017 |
PL0000104543 |
107,31 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,87 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,73 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,49 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,55 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,87 |
96,67 |
96,830 |
96,830 |
96,810 |
96,810 |
96,820 |
30 000 |
29,20 |
3 |
DS1020 |
PL0000106126 |
114,50 |
114,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,00 |
118,75 |
118,750 |
118,750 |
118,750 |
118,750 |
118,750 |
15 000 |
18,53 |
3 |
WS0922 |
PL0000102646 |
120,75 |
120,66 |
120,660 |
120,770 |
120,660 |
120,770 |
120,686 |
55 000 |
69,29 |
4 |
DS1023 |
PL0000107264 |
110,18 |
110,01 |
110,150 |
110,150 |
110,050 |
110,150 |
110,097 |
75 000 |
85,07 |
7 |
DS0725 |
PL0000108197 |
104,86 |
104,64 |
104,850 |
104,860 |
104,590 |
104,700 |
104,760 |
357 500 |
375,50 |
29 |
WS0428 |
PL0000107611 |
97,06 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,13 |
132,00 |
132,110 |
132,110 |
132,110 |
132,110 |
132,110 |
7 500 |
10,05 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
109,80 |
111,00 |
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 |
99,82 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,47 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,05 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,74 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,26 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,18 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
680 000 |
726,08 |
51 |
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 |
99,33 |
99,37 |
1,61 |
1,52 |
99,35 |
1,57 |
PS0416 |
PL0000106340 |
102,19 |
102,28 |
1,65 |
1,52 |
102,24 |
1,58 |
OK0716 |
PL0000107926 |
98,50 |
98,62 |
1,66 |
1,53 |
98,56 |
1,60 |
IZ0816 |
PL0000103529 |
102,14 |
102,68 |
--- |
--- |
102,41 |
--- |
PS1016 |
PL0000106795 |
103,54 |
103,66 |
1,65 |
1,55 |
103,60 |
1,60 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,07 |
1,71 |
1,63 |
105,01 |
1,67 |
OK0717 |
PL0000108502 |
96,75 |
96,84 |
1,74 |
1,69 |
96,80 |
1,71 |
DS1017 |
PL0000104543 |
107,28 |
107,42 |
1,79 |
1,73 |
107,35 |
1,76 |
WZ0118 |
PL0000104717 |
99,78 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,99 |
1,89 |
1,81 |
104,89 |
1,85 |
PS0718 |
PL0000107595 |
101,65 |
101,84 |
1,91 |
1,84 |
101,75 |
1,88 |
WZ0119 |
PL0000107603 |
99,43 |
99,56 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
104,37 |
104,57 |
2,07 |
2,02 |
104,47 |
2,05 |
DS1019 |
PL0000105441 |
113,43 |
113,71 |
2,10 |
2,03 |
113,57 |
2,06 |
WZ0120 |
PL0000108601 |
99,03 |
99,17 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,81 |
96,94 |
2,22 |
2,19 |
96,88 |
2,21 |
DS1020 |
PL0000106126 |
114,42 |
114,67 |
2,26 |
2,21 |
114,55 |
2,23 |
WZ0121 |
PL0000106068 |
98,65 |
98,84 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
118,95 |
119,25 |
2,40 |
2,36 |
119,10 |
2,38 |
WS0922 |
PL0000102646 |
120,61 |
121,05 |
2,53 |
2,47 |
120,83 |
2,50 |
IZ0823 |
PL0000105359 |
109,18 |
113,39 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
110,02 |
110,44 |
2,62 |
2,56 |
110,23 |
2,59 |
WZ0124 |
PL0000107454 |
97,23 |
97,38 |
--- |
--- |
97,31 |
--- |
DS0725 |
PL0000108197 |
104,76 |
104,98 |
2,69 |
2,67 |
104,87 |
2,68 |
WS0429 |
PL0000105391 |
131,69 |
132,84 |
2,90 |
2,82 |
132,27 |
2,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,33 |
99,37 |
1,61 |
1,52 |
99,35 |
1,57 |
PS0416 |
PL0000106340 |
102,21 |
102,28 |
1,62 |
1,52 |
102,25 |
1,56 |
OK0716 |
PL0000107926 |
98,50 |
98,61 |
1,66 |
1,54 |
98,56 |
1,60 |
IZ0816 |
PL0000103529 |
102,11 |
102,58 |
--- |
--- |
102,35 |
--- |
PS1016 |
PL0000106795 |
103,54 |
103,63 |
1,65 |
1,58 |
103,59 |
1,61 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,93 |
105,04 |
1,72 |
1,65 |
104,99 |
1,68 |
OK0717 |
PL0000108502 |
96,72 |
96,82 |
1,75 |
1,70 |
96,77 |
1,73 |
DS1017 |
PL0000104543 |
107,26 |
107,38 |
1,80 |
1,74 |
107,32 |
1,77 |
WZ0118 |
PL0000104717 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,88 |
1,91 |
1,85 |
104,81 |
1,88 |
PS0718 |
PL0000107595 |
101,62 |
101,78 |
1,92 |
1,86 |
101,70 |
1,89 |
WZ0119 |
PL0000107603 |
99,44 |
99,54 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
104,30 |
104,47 |
2,09 |
2,05 |
104,39 |
2,07 |
DS1019 |
PL0000105441 |
113,32 |
113,60 |
2,12 |
2,06 |
113,46 |
2,09 |
WZ0120 |
PL0000108601 |
99,03 |
99,17 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,65 |
96,78 |
2,26 |
2,23 |
96,72 |
2,25 |
DS1020 |
PL0000106126 |
114,35 |
114,50 |
2,27 |
2,24 |
114,43 |
2,26 |
WZ0121 |
PL0000106068 |
98,69 |
98,84 |
--- |
--- |
98,77 |
--- |
DS1021 |
PL0000106670 |
118,79 |
119,06 |
2,43 |
2,39 |
118,93 |
2,41 |
WS0922 |
PL0000102646 |
120,52 |
120,86 |
2,54 |
2,50 |
120,69 |
2,52 |
IZ0823 |
PL0000105359 |
109,19 |
111,58 |
--- |
--- |
110,39 |
--- |
DS1023 |
PL0000107264 |
109,79 |
110,07 |
2,65 |
2,61 |
109,93 |
2,63 |
WZ0124 |
PL0000107454 |
97,22 |
97,38 |
--- |
--- |
97,30 |
--- |
DS0725 |
PL0000108197 |
104,53 |
104,75 |
2,72 |
2,70 |
104,64 |
2,71 |
WS0429 |
PL0000105391 |
131,40 |
132,34 |
2,93 |
2,85 |
131,87 |
2,89 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
10 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
70 |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
125 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
200 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
35 |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
20 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,370 |
1,370 |
1,370 |
5 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
55 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
60 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
20 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
50 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,440 |
1,450 |
1,443 |
305 |
TOTAL |
955 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.