2015-08-26 |
MARKET DATA |
No 164 (2695) |
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 |
1 085,00 |
1 138,68 |
93 |
2 190,00 |
2 286,28 |
14 |
3 275,00 |
3 424,96 |
107 |
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 |
100,71 |
100,73 |
100,710 |
100,710 |
100,710 |
100,710 |
100,710 |
5 000 |
5,30 |
1 |
OK0116 |
PL0000107587 |
99,35 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,17 |
102,18 |
102,150 |
102,160 |
102,150 |
102,160 |
102,152 |
60 000 |
62,32 |
2 |
OK0716 |
PL0000107926 |
98,52 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,44 |
103,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,78 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,62 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,06 |
107,10 |
107,120 |
107,120 |
107,120 |
107,120 |
107,120 |
50 000 |
55,77 |
1 |
PS0418 |
PL0000107314 |
104,50 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,28 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,80 |
103,61 |
103,800 |
103,800 |
103,630 |
103,630 |
103,668 |
105 000 |
109,17 |
7 |
DS1019 |
PL0000105441 |
112,62 |
112,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,92 |
95,75 |
95,910 |
95,960 |
95,820 |
95,920 |
95,883 |
235 000 |
226,53 |
21 |
DS1020 |
PL0000106126 |
113,30 |
113,12 |
113,150 |
113,150 |
113,140 |
113,140 |
113,143 |
60 000 |
70,54 |
5 |
DS1021 |
PL0000106670 |
117,62 |
117,36 |
117,580 |
117,600 |
117,560 |
117,560 |
117,575 |
75 000 |
91,81 |
8 |
WS0922 |
PL0000102646 |
119,02 |
118,85 |
118,940 |
119,100 |
118,900 |
119,100 |
118,951 |
35 000 |
43,50 |
4 |
DS1023 |
PL0000107264 |
108,31 |
108,06 |
108,250 |
108,250 |
108,250 |
108,250 |
108,250 |
20 000 |
22,32 |
2 |
DS0725 |
PL0000108197 |
102,68 |
102,12 |
102,120 |
102,720 |
102,120 |
102,600 |
102,518 |
410 000 |
421,56 |
39 |
WS0428 |
PL0000107611 |
94,41 |
97,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,57 |
128,72 |
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 |
101,95 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,50 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,75 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,42 |
99,40 |
99,400 |
99,420 |
99,400 |
99,400 |
99,407 |
30 000 |
29,87 |
3 |
WZ0120 |
PL0000108601 |
98,92 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,53 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,13 |
97,25 |
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 |
1 085 000 |
1 138,68 |
93 |
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 |
99,38 |
1,67 |
1,52 |
99,35 |
1,60 |
PS0416 |
PL0000106340 |
102,13 |
102,20 |
1,70 |
1,60 |
102,17 |
1,64 |
OK0716 |
PL0000107926 |
98,43 |
98,56 |
1,76 |
1,61 |
98,50 |
1,68 |
IZ0816 |
PL0000103529 |
101,82 |
102,39 |
--- |
--- |
102,11 |
--- |
PS1016 |
PL0000106795 |
103,40 |
103,51 |
1,75 |
1,66 |
103,46 |
1,70 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,74 |
104,90 |
1,81 |
1,72 |
104,82 |
1,77 |
OK0717 |
PL0000108502 |
96,55 |
96,68 |
1,86 |
1,78 |
96,62 |
1,82 |
DS1017 |
PL0000104543 |
106,95 |
107,12 |
1,93 |
1,85 |
107,04 |
1,89 |
WZ0118 |
PL0000104717 |
99,68 |
99,84 |
--- |
--- |
99,76 |
--- |
PS0418 |
PL0000107314 |
104,37 |
104,56 |
2,04 |
1,97 |
104,47 |
2,00 |
PS0718 |
PL0000107595 |
101,15 |
101,36 |
2,09 |
2,01 |
101,26 |
2,05 |
WZ0119 |
PL0000107603 |
99,32 |
99,50 |
--- |
--- |
99,41 |
--- |
PS0719 |
PL0000108148 |
103,50 |
103,72 |
2,30 |
2,24 |
103,61 |
2,27 |
DS1019 |
PL0000105441 |
112,35 |
112,63 |
2,34 |
2,28 |
112,49 |
2,31 |
WZ0120 |
PL0000108601 |
98,85 |
99,07 |
--- |
--- |
98,96 |
--- |
PS0420 |
PL0000108510 |
95,61 |
95,82 |
2,51 |
2,46 |
95,72 |
2,48 |
DS1020 |
PL0000106126 |
113,01 |
113,24 |
2,52 |
2,48 |
113,13 |
2,50 |
WZ0121 |
PL0000106068 |
98,48 |
98,72 |
--- |
--- |
98,60 |
--- |
DS1021 |
PL0000106670 |
117,13 |
117,56 |
2,69 |
2,62 |
117,35 |
2,65 |
WS0922 |
PL0000102646 |
118,62 |
119,06 |
2,81 |
2,74 |
118,84 |
2,78 |
IZ0823 |
PL0000105359 |
105,15 |
110,69 |
--- |
--- |
107,92 |
--- |
DS1023 |
PL0000107264 |
107,82 |
108,23 |
2,91 |
2,85 |
108,03 |
2,88 |
WZ0124 |
PL0000107454 |
97,01 |
97,28 |
--- |
--- |
97,15 |
--- |
DS0725 |
PL0000108197 |
102,11 |
102,43 |
3,00 |
2,96 |
102,27 |
2,98 |
WS0429 |
PL0000105391 |
127,54 |
129,30 |
3,22 |
3,08 |
128,42 |
3,15 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,34 |
99,38 |
1,62 |
1,52 |
99,36 |
1,57 |
PS0416 |
PL0000106340 |
102,15 |
102,21 |
1,67 |
1,58 |
102,18 |
1,63 |
OK0716 |
PL0000107926 |
98,49 |
98,56 |
1,69 |
1,61 |
98,53 |
1,64 |
IZ0816 |
PL0000103529 |
101,82 |
102,40 |
--- |
--- |
102,11 |
--- |
PS1016 |
PL0000106795 |
103,42 |
103,54 |
1,73 |
1,63 |
103,48 |
1,68 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,76 |
104,91 |
1,80 |
1,71 |
104,84 |
1,76 |
OK0717 |
PL0000108502 |
96,60 |
96,67 |
1,83 |
1,79 |
96,64 |
1,81 |
DS1017 |
PL0000104543 |
107,02 |
107,16 |
1,89 |
1,83 |
107,09 |
1,86 |
WZ0118 |
PL0000104717 |
99,69 |
99,78 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
104,47 |
104,63 |
2,00 |
1,94 |
104,55 |
1,97 |
PS0718 |
PL0000107595 |
101,22 |
101,42 |
2,06 |
1,99 |
101,32 |
2,03 |
WZ0119 |
PL0000107603 |
99,35 |
99,45 |
--- |
--- |
99,40 |
--- |
PS0719 |
PL0000108148 |
103,59 |
103,79 |
2,28 |
2,22 |
103,69 |
2,25 |
DS1019 |
PL0000105441 |
112,57 |
112,78 |
2,29 |
2,24 |
112,68 |
2,27 |
WZ0120 |
PL0000108601 |
98,88 |
98,99 |
--- |
--- |
98,94 |
--- |
PS0420 |
PL0000108510 |
95,85 |
95,99 |
2,45 |
2,42 |
95,92 |
2,43 |
DS1020 |
PL0000106126 |
113,20 |
113,49 |
2,49 |
2,43 |
113,35 |
2,46 |
WZ0121 |
PL0000106068 |
98,48 |
98,69 |
--- |
--- |
98,59 |
--- |
DS1021 |
PL0000106670 |
117,53 |
117,72 |
2,63 |
2,60 |
117,63 |
2,61 |
WS0922 |
PL0000102646 |
118,85 |
119,15 |
2,77 |
2,73 |
119,00 |
2,75 |
IZ0823 |
PL0000105359 |
108,24 |
110,29 |
--- |
--- |
109,27 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,58 |
2,86 |
2,81 |
108,38 |
2,83 |
WZ0124 |
PL0000107454 |
97,09 |
97,30 |
--- |
--- |
97,20 |
--- |
DS0725 |
PL0000108197 |
102,48 |
102,69 |
2,95 |
2,93 |
102,59 |
2,94 |
WS0429 |
PL0000105391 |
128,11 |
129,79 |
3,18 |
3,05 |
128,95 |
3,11 |
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 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
150 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
110 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
150 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
65 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
260 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
140 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
30 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,470 |
1,490 |
1,484 |
155 |
TOTAL |
1 190 |
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 |
1,850 |
1,850 |
1,850 |
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.