2015-08-24 |
MARKET DATA |
No 162 (2693) |
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 |
1 300,00 |
1 355,73 |
96 |
1 105,00 |
1 187,06 |
16 |
2 405,00 |
2 542,79 |
112 |
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 |
100,74 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,34 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,20 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,52 |
98,54 |
98,520 |
98,520 |
98,510 |
98,510 |
98,516 |
80 000 |
78,81 |
3 |
PS1016 |
PL0000106795 |
103,54 |
103,53 |
103,560 |
103,560 |
103,560 |
103,560 |
103,560 |
7 500 |
8,06 |
1 |
PS0417 |
PL0000107058 |
104,89 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,68 |
96,68 |
96,660 |
96,660 |
96,660 |
96,660 |
96,660 |
10 000 |
9,67 |
1 |
DS1017 |
PL0000104543 |
107,20 |
107,19 |
107,190 |
107,190 |
107,190 |
107,190 |
107,190 |
55 000 |
61,37 |
3 |
PS0418 |
PL0000107314 |
104,72 |
104,64 |
104,560 |
104,560 |
104,540 |
104,540 |
104,551 |
45 000 |
47,62 |
2 |
PS0718 |
PL0000107595 |
101,56 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,21 |
103,90 |
103,900 |
103,950 |
103,900 |
103,950 |
103,908 |
120 000 |
125,03 |
9 |
DS1019 |
PL0000105441 |
113,26 |
113,00 |
113,110 |
113,110 |
113,110 |
113,110 |
113,110 |
10 000 |
11,77 |
1 |
PS0420 |
PL0000108510 |
96,50 |
96,16 |
96,440 |
96,480 |
96,200 |
96,200 |
96,426 |
115 000 |
111,47 |
8 |
DS1020 |
PL0000106126 |
114,15 |
113,73 |
114,150 |
114,150 |
113,690 |
113,690 |
113,966 |
125 000 |
147,94 |
10 |
DS1021 |
PL0000106670 |
118,53 |
118,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,29 |
119,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,71 |
109,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,33 |
103,28 |
104,150 |
104,200 |
103,280 |
103,350 |
103,637 |
595 000 |
618,33 |
52 |
WS0428 |
PL0000107611 |
96,48 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,53 |
130,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,10 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,79 |
110,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,81 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,45 |
99,45 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
90 000 |
89,65 |
1 |
WZ0120 |
PL0000108601 |
99,04 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,68 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,25 |
97,22 |
97,230 |
97,230 |
97,220 |
97,220 |
97,226 |
25 000 |
24,35 |
2 |
WZ0126 |
PL0000108817 |
96,18 |
96,30 |
96,180 |
96,180 |
96,170 |
96,170 |
96,172 |
22 500 |
21,67 |
3 |
TOTAL |
1 300 000 |
1 355,73 |
96 |
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 |
99,37 |
1,65 |
1,53 |
99,35 |
1,58 |
PS0416 |
PL0000106340 |
102,17 |
102,25 |
1,67 |
1,55 |
102,21 |
1,61 |
OK0716 |
PL0000107926 |
98,48 |
98,60 |
1,69 |
1,56 |
98,54 |
1,62 |
IZ0816 |
PL0000103529 |
101,97 |
102,54 |
--- |
--- |
102,26 |
--- |
PS1016 |
PL0000106795 |
103,51 |
103,60 |
1,67 |
1,60 |
103,56 |
1,63 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,84 |
105,02 |
1,77 |
1,66 |
104,93 |
1,71 |
OK0717 |
PL0000108502 |
96,61 |
96,79 |
1,82 |
1,72 |
96,70 |
1,77 |
DS1017 |
PL0000104543 |
107,12 |
107,31 |
1,86 |
1,77 |
107,22 |
1,81 |
WZ0118 |
PL0000104717 |
99,79 |
99,87 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
104,61 |
104,81 |
1,95 |
1,88 |
104,71 |
1,92 |
PS0718 |
PL0000107595 |
101,43 |
101,64 |
1,99 |
1,91 |
101,54 |
1,95 |
WZ0119 |
PL0000107603 |
99,43 |
99,57 |
--- |
--- |
99,50 |
--- |
PS0719 |
PL0000108148 |
104,00 |
104,23 |
2,17 |
2,11 |
104,12 |
2,14 |
DS1019 |
PL0000105441 |
113,03 |
113,31 |
2,19 |
2,12 |
113,17 |
2,16 |
WZ0120 |
PL0000108601 |
98,98 |
99,15 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
96,34 |
96,57 |
2,33 |
2,28 |
96,46 |
2,31 |
DS1020 |
PL0000106126 |
113,82 |
114,13 |
2,37 |
2,31 |
113,98 |
2,34 |
WZ0121 |
PL0000106068 |
98,64 |
98,82 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
118,17 |
118,60 |
2,53 |
2,46 |
118,39 |
2,49 |
WS0922 |
PL0000102646 |
119,92 |
120,35 |
2,63 |
2,57 |
120,14 |
2,59 |
IZ0823 |
PL0000105359 |
107,34 |
113,42 |
--- |
--- |
110,38 |
--- |
DS1023 |
PL0000107264 |
109,26 |
109,68 |
2,72 |
2,66 |
109,47 |
2,69 |
WZ0124 |
PL0000107454 |
97,19 |
97,34 |
--- |
--- |
97,27 |
--- |
DS0725 |
PL0000108197 |
103,81 |
104,20 |
2,80 |
2,76 |
104,01 |
2,78 |
WS0429 |
PL0000105391 |
130,26 |
132,53 |
3,01 |
2,84 |
131,40 |
2,92 |
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 |
1,62 |
1,53 |
99,35 |
1,58 |
PS0416 |
PL0000106340 |
102,18 |
102,25 |
1,65 |
1,55 |
102,22 |
1,59 |
OK0716 |
PL0000107926 |
98,49 |
98,58 |
1,68 |
1,58 |
98,54 |
1,62 |
IZ0816 |
PL0000103529 |
101,97 |
102,51 |
--- |
--- |
102,24 |
--- |
PS1016 |
PL0000106795 |
103,45 |
103,58 |
1,72 |
1,61 |
103,52 |
1,66 |
WZ0117 |
PL0000106936 |
99,97 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,81 |
104,91 |
1,78 |
1,72 |
104,86 |
1,75 |
OK0717 |
PL0000108502 |
96,60 |
96,71 |
1,82 |
1,76 |
96,66 |
1,79 |
DS1017 |
PL0000104543 |
107,09 |
107,25 |
1,87 |
1,80 |
107,17 |
1,84 |
WZ0118 |
PL0000104717 |
99,74 |
99,86 |
--- |
--- |
99,80 |
--- |
PS0418 |
PL0000107314 |
104,56 |
104,74 |
1,97 |
1,90 |
104,65 |
1,94 |
PS0718 |
PL0000107595 |
101,40 |
101,54 |
2,00 |
1,95 |
101,47 |
1,97 |
WZ0119 |
PL0000107603 |
99,40 |
99,54 |
--- |
--- |
99,47 |
--- |
PS0719 |
PL0000108148 |
103,92 |
104,05 |
2,19 |
2,16 |
103,99 |
2,17 |
DS1019 |
PL0000105441 |
112,91 |
113,15 |
2,22 |
2,16 |
113,03 |
2,19 |
WZ0120 |
PL0000108601 |
98,95 |
99,05 |
--- |
--- |
99,00 |
--- |
PS0420 |
PL0000108510 |
96,17 |
96,35 |
2,37 |
2,33 |
96,26 |
2,35 |
DS1020 |
PL0000106126 |
113,68 |
113,92 |
2,40 |
2,35 |
113,80 |
2,37 |
WZ0121 |
PL0000106068 |
98,54 |
98,73 |
--- |
--- |
98,64 |
--- |
DS1021 |
PL0000106670 |
117,97 |
118,30 |
2,56 |
2,50 |
118,14 |
2,53 |
WS0922 |
PL0000102646 |
119,65 |
120,02 |
2,66 |
2,61 |
119,84 |
2,64 |
IZ0823 |
PL0000105359 |
108,15 |
110,84 |
--- |
--- |
109,50 |
--- |
DS1023 |
PL0000107264 |
108,86 |
109,16 |
2,77 |
2,73 |
109,01 |
2,75 |
WZ0124 |
PL0000107454 |
97,17 |
97,33 |
--- |
--- |
97,25 |
--- |
DS0725 |
PL0000108197 |
103,36 |
103,57 |
2,85 |
2,83 |
103,47 |
2,84 |
WS0429 |
PL0000105391 |
129,56 |
130,77 |
3,07 |
2,97 |
130,17 |
3,02 |
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 |
1,450 |
1,450 |
1,450 |
30 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
60 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
100 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
60 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
45 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
130 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,460 |
1,456 |
405 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
100 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
110 |
TOTAL |
1 105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.