2015-08-27 |
MARKET DATA |
No 165 (2696) |
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 |
480,00 |
524,40 |
36 |
2 070,00 |
2 115,83 |
20 |
2 550,00 |
2 640,24 |
56 |
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 |
100,69 |
100,69 |
100,690 |
100,690 |
100,690 |
100,690 |
100,690 |
50 000 |
53,01 |
1 |
OK0116 |
PL0000107587 |
99,35 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,14 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,52 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,48 |
103,48 |
103,470 |
103,470 |
103,470 |
103,470 |
103,470 |
50 000 |
53,75 |
1 |
PS0417 |
PL0000107058 |
104,76 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,64 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,11 |
107,12 |
107,160 |
107,160 |
107,160 |
107,160 |
107,160 |
47 500 |
53,02 |
1 |
PS0418 |
PL0000107314 |
104,55 |
104,55 |
104,550 |
104,550 |
104,550 |
104,550 |
104,550 |
15 000 |
15,88 |
1 |
PS0718 |
PL0000107595 |
101,30 |
101,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,72 |
103,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,65 |
112,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,05 |
95,83 |
96,060 |
96,060 |
95,830 |
95,930 |
95,990 |
60 000 |
57,91 |
7 |
DS1020 |
PL0000106126 |
113,36 |
113,32 |
113,320 |
113,330 |
113,320 |
113,330 |
113,326 |
55 000 |
64,78 |
5 |
DS1021 |
PL0000106670 |
117,70 |
117,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,06 |
119,00 |
119,030 |
119,030 |
119,000 |
119,000 |
119,010 |
50 000 |
62,20 |
5 |
DS1023 |
PL0000107264 |
108,44 |
108,20 |
108,440 |
108,440 |
108,200 |
108,200 |
108,237 |
65 000 |
72,56 |
5 |
DS0725 |
PL0000108197 |
102,77 |
102,59 |
102,690 |
102,800 |
102,600 |
102,600 |
102,697 |
75 000 |
77,27 |
8 |
WS0428 |
PL0000107611 |
94,54 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,27 |
129,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,93 |
140,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,00 |
102,30 |
102,000 |
102,000 |
102,000 |
102,000 |
102,000 |
5 000 |
6,51 |
1 |
IZ0823 |
PL0000105359 |
108,40 |
109,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,01 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
7 500 |
7,52 |
1 |
WZ0118 |
PL0000104717 |
99,78 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,39 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,95 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,48 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,14 |
97,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,15 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
480 000 |
524,40 |
36 |
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 |
99,34 |
99,38 |
1,65 |
1,55 |
99,36 |
1,60 |
PS0416 |
PL0000106340 |
102,11 |
102,19 |
1,69 |
1,57 |
102,15 |
1,63 |
OK0716 |
PL0000107926 |
98,50 |
98,60 |
1,69 |
1,58 |
98,55 |
1,64 |
IZ0816 |
PL0000103529 |
101,82 |
102,41 |
--- |
--- |
102,12 |
--- |
PS1016 |
PL0000106795 |
103,42 |
103,51 |
1,71 |
1,64 |
103,47 |
1,67 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,75 |
104,90 |
1,80 |
1,71 |
104,83 |
1,75 |
OK0717 |
PL0000108502 |
96,62 |
96,74 |
1,82 |
1,76 |
96,68 |
1,79 |
DS1017 |
PL0000104543 |
107,05 |
107,20 |
1,87 |
1,80 |
107,13 |
1,83 |
WZ0118 |
PL0000104717 |
99,70 |
99,83 |
--- |
--- |
99,77 |
--- |
PS0418 |
PL0000107314 |
104,49 |
104,65 |
1,99 |
1,93 |
104,57 |
1,96 |
PS0718 |
PL0000107595 |
101,26 |
101,46 |
2,05 |
1,97 |
101,36 |
2,01 |
WZ0119 |
PL0000107603 |
99,30 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0719 |
PL0000108148 |
103,66 |
103,86 |
2,26 |
2,20 |
103,76 |
2,23 |
DS1019 |
PL0000105441 |
112,61 |
112,87 |
2,28 |
2,22 |
112,74 |
2,25 |
WZ0120 |
PL0000108601 |
98,85 |
99,05 |
--- |
--- |
98,95 |
--- |
PS0420 |
PL0000108510 |
95,93 |
96,13 |
2,43 |
2,39 |
96,03 |
2,41 |
DS1020 |
PL0000106126 |
113,32 |
113,60 |
2,46 |
2,41 |
113,46 |
2,43 |
WZ0121 |
PL0000106068 |
98,46 |
98,69 |
--- |
--- |
98,58 |
--- |
DS1021 |
PL0000106670 |
117,54 |
117,92 |
2,62 |
2,56 |
117,73 |
2,59 |
WS0922 |
PL0000102646 |
118,97 |
119,38 |
2,75 |
2,70 |
119,18 |
2,72 |
IZ0823 |
PL0000105359 |
107,96 |
110,29 |
--- |
--- |
109,13 |
--- |
DS1023 |
PL0000107264 |
108,31 |
108,64 |
2,84 |
2,80 |
108,48 |
2,82 |
WZ0124 |
PL0000107454 |
97,04 |
97,30 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
102,67 |
102,94 |
2,93 |
2,90 |
102,81 |
2,92 |
WS0429 |
PL0000105391 |
128,34 |
130,10 |
3,16 |
3,02 |
129,22 |
3,09 |
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 |
1,65 |
1,55 |
99,36 |
1,60 |
PS0416 |
PL0000106340 |
102,12 |
102,19 |
1,67 |
1,57 |
102,16 |
1,61 |
OK0716 |
PL0000107926 |
98,50 |
98,58 |
1,69 |
1,60 |
98,54 |
1,65 |
IZ0816 |
PL0000103529 |
101,90 |
102,39 |
--- |
--- |
102,15 |
--- |
PS1016 |
PL0000106795 |
103,45 |
103,51 |
1,69 |
1,64 |
103,48 |
1,66 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,74 |
104,90 |
1,80 |
1,71 |
104,82 |
1,75 |
OK0717 |
PL0000108502 |
96,60 |
96,72 |
1,84 |
1,77 |
96,66 |
1,80 |
DS1017 |
PL0000104543 |
107,04 |
107,20 |
1,87 |
1,80 |
107,12 |
1,84 |
WZ0118 |
PL0000104717 |
99,75 |
99,84 |
--- |
--- |
99,80 |
--- |
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 |
2,02 |
WZ0119 |
PL0000107603 |
99,35 |
99,43 |
--- |
--- |
99,39 |
--- |
PS0719 |
PL0000108148 |
103,58 |
103,79 |
2,28 |
2,22 |
103,69 |
2,25 |
DS1019 |
PL0000105441 |
112,58 |
112,78 |
2,28 |
2,24 |
112,68 |
2,26 |
WZ0120 |
PL0000108601 |
98,92 |
99,05 |
--- |
--- |
98,99 |
--- |
PS0420 |
PL0000108510 |
95,87 |
96,01 |
2,45 |
2,41 |
95,94 |
2,43 |
DS1020 |
PL0000106126 |
113,26 |
113,51 |
2,47 |
2,42 |
113,39 |
2,45 |
WZ0121 |
PL0000106068 |
98,46 |
98,69 |
--- |
--- |
98,58 |
--- |
DS1021 |
PL0000106670 |
117,49 |
117,83 |
2,63 |
2,57 |
117,66 |
2,60 |
WS0922 |
PL0000102646 |
118,85 |
119,15 |
2,77 |
2,73 |
119,00 |
2,75 |
IZ0823 |
PL0000105359 |
108,15 |
110,34 |
--- |
--- |
109,25 |
--- |
DS1023 |
PL0000107264 |
108,16 |
108,53 |
2,86 |
2,81 |
108,35 |
2,84 |
WZ0124 |
PL0000107454 |
97,09 |
97,28 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
102,49 |
102,76 |
2,95 |
2,92 |
102,63 |
2,94 |
WS0429 |
PL0000105391 |
128,06 |
129,87 |
3,18 |
3,04 |
128,97 |
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 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
50 |
PS0417 |
PL0000107058 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
5 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
40 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
110 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
45 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
70 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
50 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
90 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,470 |
1,460 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
195 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
140 |
TOTAL |
1 070 |
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 |
1,900 |
1,900 |
1,900 |
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.