2015-08-25 |
MARKET DATA |
No 163 (2694) |
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 |
855,00 |
889,17 |
89 |
1 920,00 |
2 007,06 |
19 |
2 775,00 |
2 896,23 |
108 |
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 |
100,73 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,34 |
99,37 |
99,340 |
99,340 |
99,340 |
99,340 |
99,340 |
65 000 |
64,57 |
3 |
PS0416 |
PL0000106340 |
102,19 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,51 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,48 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,82 |
104,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,61 |
96,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,14 |
107,09 |
107,050 |
107,050 |
107,040 |
107,040 |
107,047 |
15 000 |
16,72 |
2 |
PS0418 |
PL0000107314 |
104,54 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,35 |
101,31 |
101,300 |
101,300 |
101,300 |
101,300 |
101,300 |
10 000 |
10,15 |
1 |
PS0719 |
PL0000108148 |
103,95 |
103,62 |
103,780 |
103,780 |
103,600 |
103,600 |
103,643 |
95 000 |
98,74 |
9 |
DS1019 |
PL0000105441 |
112,90 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,13 |
95,72 |
95,950 |
96,070 |
95,700 |
95,720 |
95,884 |
260 000 |
250,62 |
31 |
DS1020 |
PL0000106126 |
113,61 |
113,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,90 |
117,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,52 |
118,86 |
119,520 |
119,520 |
118,710 |
118,710 |
119,266 |
75 000 |
93,44 |
8 |
DS1023 |
PL0000107264 |
108,76 |
108,15 |
108,650 |
108,650 |
108,150 |
108,150 |
108,494 |
80 000 |
89,48 |
6 |
DS0725 |
PL0000108197 |
103,35 |
102,35 |
103,300 |
103,300 |
102,200 |
102,200 |
102,740 |
245 000 |
252,43 |
28 |
WS0428 |
PL0000107611 |
95,11 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,78 |
128,95 |
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 |
102,05 |
102,35 |
102,050 |
102,050 |
102,050 |
102,050 |
102,050 |
10 000 |
13,02 |
1 |
IZ0823 |
PL0000105359 |
108,90 |
109,10 |
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 |
99,78 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,40 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,97 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,57 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,19 |
97,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,17 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
855 000 |
889,17 |
89 |
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 |
99,38 |
1,63 |
1,51 |
99,36 |
1,56 |
PS0416 |
PL0000106340 |
102,15 |
102,23 |
1,68 |
1,57 |
102,19 |
1,62 |
OK0716 |
PL0000107926 |
98,48 |
98,57 |
1,70 |
1,59 |
98,53 |
1,64 |
IZ0816 |
PL0000103529 |
101,97 |
102,47 |
--- |
--- |
102,22 |
--- |
PS1016 |
PL0000106795 |
103,44 |
103,55 |
1,72 |
1,63 |
103,50 |
1,67 |
WZ0117 |
PL0000106936 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,80 |
104,95 |
1,78 |
1,70 |
104,88 |
1,74 |
OK0717 |
PL0000108502 |
96,58 |
96,72 |
1,84 |
1,76 |
96,65 |
1,80 |
DS1017 |
PL0000104543 |
107,11 |
107,23 |
1,86 |
1,80 |
107,17 |
1,83 |
WZ0118 |
PL0000104717 |
99,71 |
99,85 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
104,51 |
104,69 |
1,99 |
1,92 |
104,60 |
1,95 |
PS0718 |
PL0000107595 |
101,32 |
101,52 |
2,03 |
1,96 |
101,42 |
1,99 |
WZ0119 |
PL0000107603 |
99,35 |
99,52 |
--- |
--- |
99,44 |
--- |
PS0719 |
PL0000108148 |
103,84 |
104,05 |
2,21 |
2,16 |
103,95 |
2,18 |
DS1019 |
PL0000105441 |
112,81 |
113,03 |
2,24 |
2,19 |
112,92 |
2,21 |
WZ0120 |
PL0000108601 |
98,90 |
99,10 |
--- |
--- |
99,00 |
--- |
PS0420 |
PL0000108510 |
96,04 |
96,30 |
2,41 |
2,34 |
96,17 |
2,37 |
DS1020 |
PL0000106126 |
113,56 |
113,83 |
2,42 |
2,37 |
113,70 |
2,39 |
WZ0121 |
PL0000106068 |
98,54 |
98,77 |
--- |
--- |
98,66 |
--- |
DS1021 |
PL0000106670 |
117,84 |
118,22 |
2,58 |
2,52 |
118,03 |
2,55 |
WS0922 |
PL0000102646 |
119,47 |
119,89 |
2,69 |
2,63 |
119,68 |
2,66 |
IZ0823 |
PL0000105359 |
105,87 |
110,67 |
--- |
--- |
108,27 |
--- |
DS1023 |
PL0000107264 |
108,71 |
109,12 |
2,79 |
2,74 |
108,92 |
2,76 |
WZ0124 |
PL0000107454 |
97,05 |
97,31 |
--- |
--- |
97,18 |
--- |
DS0725 |
PL0000108197 |
103,22 |
103,51 |
2,87 |
2,84 |
103,37 |
2,85 |
WS0429 |
PL0000105391 |
129,19 |
130,56 |
3,09 |
2,99 |
129,88 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,33 |
99,38 |
1,63 |
1,51 |
99,36 |
1,56 |
PS0416 |
PL0000106340 |
102,17 |
102,22 |
1,65 |
1,58 |
102,20 |
1,61 |
OK0716 |
PL0000107926 |
98,48 |
98,55 |
1,70 |
1,62 |
98,52 |
1,65 |
IZ0816 |
PL0000103529 |
101,89 |
102,43 |
--- |
--- |
102,16 |
--- |
PS1016 |
PL0000106795 |
103,45 |
103,52 |
1,72 |
1,66 |
103,49 |
1,68 |
WZ0117 |
PL0000106936 |
99,97 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,78 |
104,91 |
1,80 |
1,72 |
104,85 |
1,75 |
OK0717 |
PL0000108502 |
96,57 |
96,64 |
1,84 |
1,80 |
96,61 |
1,82 |
DS1017 |
PL0000104543 |
107,02 |
107,12 |
1,90 |
1,85 |
107,07 |
1,88 |
WZ0118 |
PL0000104717 |
99,71 |
99,80 |
--- |
--- |
99,76 |
--- |
PS0418 |
PL0000107314 |
104,39 |
104,56 |
2,03 |
1,97 |
104,48 |
2,00 |
PS0718 |
PL0000107595 |
101,24 |
101,37 |
2,05 |
2,01 |
101,31 |
2,03 |
WZ0119 |
PL0000107603 |
99,37 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0719 |
PL0000108148 |
103,51 |
103,69 |
2,30 |
2,25 |
103,60 |
2,27 |
DS1019 |
PL0000105441 |
112,43 |
112,61 |
2,33 |
2,29 |
112,52 |
2,31 |
WZ0120 |
PL0000108601 |
98,90 |
99,02 |
--- |
--- |
98,96 |
--- |
PS0420 |
PL0000108510 |
95,67 |
95,81 |
2,49 |
2,46 |
95,74 |
2,48 |
DS1020 |
PL0000106126 |
112,96 |
113,25 |
2,53 |
2,48 |
113,11 |
2,51 |
WZ0121 |
PL0000106068 |
98,52 |
98,71 |
--- |
--- |
98,62 |
--- |
DS1021 |
PL0000106670 |
117,25 |
117,56 |
2,67 |
2,62 |
117,41 |
2,65 |
WS0922 |
PL0000102646 |
118,69 |
119,04 |
2,80 |
2,75 |
118,87 |
2,77 |
IZ0823 |
PL0000105359 |
108,26 |
110,10 |
--- |
--- |
109,18 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,32 |
2,87 |
2,84 |
108,20 |
2,86 |
WZ0124 |
PL0000107454 |
97,14 |
97,31 |
--- |
--- |
97,23 |
--- |
DS0725 |
PL0000108197 |
102,31 |
102,54 |
2,97 |
2,95 |
102,43 |
2,96 |
WS0429 |
PL0000105391 |
127,68 |
129,51 |
3,21 |
3,07 |
128,60 |
3,14 |
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 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
125 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
150 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
80 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
65 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
330 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
70 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,380 |
1,380 |
1,380 |
160 |
PS0417 |
PL0000107058 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
55 |
OK0717 |
PL0000108502 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
140 |
WZ0118 |
PL0000104717 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
65 |
TOTAL |
1 320 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/7 |
7 |
1,650 |
1,650 |
1,650 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.