2015-08-31 |
MARKET DATA |
No 167 (2698) |
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 |
635,00 |
660,73 |
32 |
810,00 |
889,43 |
7 |
1 445,00 |
1 550,16 |
39 |
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 |
100,65 |
100,66 |
100,650 |
100,650 |
100,650 |
100,650 |
100,650 |
235 000 |
249,12 |
3 |
OK0116 |
PL0000107587 |
99,36 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,12 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,53 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,43 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,77 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,68 |
96,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,11 |
107,17 |
107,100 |
107,100 |
107,100 |
107,100 |
107,100 |
10 000 |
11,16 |
1 |
PS0418 |
PL0000107314 |
104,54 |
104,58 |
104,540 |
104,540 |
104,540 |
104,540 |
104,540 |
25 000 |
26,47 |
1 |
PS0718 |
PL0000107595 |
101,35 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,81 |
103,70 |
103,750 |
103,750 |
103,750 |
103,750 |
103,750 |
5 000 |
5,20 |
1 |
DS1019 |
PL0000105441 |
112,81 |
112,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,10 |
95,90 |
96,040 |
96,040 |
95,820 |
95,830 |
95,860 |
275 000 |
265,08 |
16 |
DS1020 |
PL0000106126 |
113,42 |
113,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,68 |
117,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,30 |
119,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,49 |
108,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,94 |
102,70 |
102,750 |
102,750 |
102,750 |
102,750 |
102,750 |
10 000 |
10,31 |
1 |
WS0428 |
PL0000107611 |
94,69 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,21 |
128,96 |
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 |
102,00 |
102,20 |
102,000 |
102,000 |
101,900 |
101,920 |
101,927 |
45 000 |
58,54 |
5 |
IZ0823 |
PL0000105359 |
109,50 |
109,20 |
109,200 |
109,200 |
109,200 |
109,200 |
109,200 |
20 000 |
25,21 |
2 |
WZ0117 |
PL0000106936 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,75 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,36 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,94 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,48 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,16 |
97,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,15 |
96,15 |
96,150 |
96,150 |
96,120 |
96,120 |
96,135 |
10 000 |
9,63 |
2 |
TOTAL |
635 000 |
660,73 |
32 |
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 |
99,35 |
99,38 |
1,65 |
1,57 |
99,37 |
1,60 |
PS0416 |
PL0000106340 |
102,10 |
102,18 |
1,68 |
1,56 |
102,14 |
1,62 |
OK0716 |
PL0000107926 |
98,52 |
98,60 |
1,68 |
1,59 |
98,56 |
1,64 |
IZ0816 |
PL0000103529 |
101,88 |
102,39 |
--- |
--- |
102,14 |
--- |
PS1016 |
PL0000106795 |
103,39 |
103,51 |
1,73 |
1,62 |
103,45 |
1,68 |
WZ0117 |
PL0000106936 |
99,99 |
100,04 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,75 |
104,91 |
1,79 |
1,69 |
104,83 |
1,74 |
OK0717 |
PL0000108502 |
96,65 |
96,76 |
1,81 |
1,75 |
96,71 |
1,78 |
DS1017 |
PL0000104543 |
107,07 |
107,23 |
1,85 |
1,78 |
107,15 |
1,82 |
WZ0118 |
PL0000104717 |
99,73 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
104,52 |
104,68 |
1,97 |
1,91 |
104,60 |
1,94 |
PS0718 |
PL0000107595 |
101,29 |
101,49 |
2,03 |
1,96 |
101,39 |
2,00 |
WZ0119 |
PL0000107603 |
99,34 |
99,47 |
--- |
--- |
99,41 |
--- |
PS0719 |
PL0000108148 |
103,74 |
103,94 |
2,23 |
2,18 |
103,84 |
2,21 |
DS1019 |
PL0000105441 |
112,76 |
112,94 |
2,24 |
2,20 |
112,85 |
2,22 |
WZ0120 |
PL0000108601 |
98,87 |
99,05 |
--- |
--- |
98,96 |
--- |
PS0420 |
PL0000108510 |
96,02 |
96,21 |
2,41 |
2,37 |
96,12 |
2,39 |
DS1020 |
PL0000106126 |
113,37 |
113,65 |
2,45 |
2,39 |
113,51 |
2,42 |
WZ0121 |
PL0000106068 |
98,45 |
98,69 |
--- |
--- |
98,57 |
--- |
DS1021 |
PL0000106670 |
117,63 |
118,06 |
2,60 |
2,54 |
117,85 |
2,57 |
WS0922 |
PL0000102646 |
119,20 |
119,58 |
2,72 |
2,67 |
119,39 |
2,69 |
IZ0823 |
PL0000105359 |
104,74 |
115,29 |
--- |
--- |
110,02 |
--- |
DS1023 |
PL0000107264 |
108,44 |
108,89 |
2,82 |
2,76 |
108,67 |
2,79 |
WZ0124 |
PL0000107454 |
97,03 |
97,30 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
102,83 |
103,19 |
2,91 |
2,87 |
103,01 |
2,89 |
WS0429 |
PL0000105391 |
128,76 |
130,11 |
3,12 |
3,02 |
129,44 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,35 |
99,38 |
1,65 |
1,57 |
99,37 |
1,60 |
PS0416 |
PL0000106340 |
102,10 |
102,17 |
1,68 |
1,57 |
102,14 |
1,62 |
OK0716 |
PL0000107926 |
98,50 |
98,58 |
1,70 |
1,61 |
98,54 |
1,66 |
IZ0816 |
PL0000103529 |
101,86 |
102,37 |
--- |
--- |
102,12 |
--- |
PS1016 |
PL0000106795 |
103,38 |
103,48 |
1,74 |
1,65 |
103,43 |
1,69 |
WZ0117 |
PL0000106936 |
99,99 |
100,04 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,73 |
104,89 |
1,80 |
1,70 |
104,81 |
1,75 |
OK0717 |
PL0000108502 |
96,63 |
96,74 |
1,82 |
1,76 |
96,69 |
1,79 |
DS1017 |
PL0000104543 |
107,06 |
107,20 |
1,86 |
1,79 |
107,13 |
1,83 |
WZ0118 |
PL0000104717 |
99,73 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
104,45 |
104,61 |
2,00 |
1,94 |
104,53 |
1,97 |
PS0718 |
PL0000107595 |
101,23 |
101,42 |
2,06 |
1,99 |
101,33 |
2,02 |
WZ0119 |
PL0000107603 |
99,33 |
99,47 |
--- |
--- |
99,40 |
--- |
PS0719 |
PL0000108148 |
103,61 |
103,79 |
2,27 |
2,22 |
103,70 |
2,24 |
DS1019 |
PL0000105441 |
112,58 |
112,80 |
2,28 |
2,23 |
112,69 |
2,26 |
WZ0120 |
PL0000108601 |
98,90 |
99,03 |
--- |
--- |
98,97 |
--- |
PS0420 |
PL0000108510 |
95,87 |
96,02 |
2,45 |
2,41 |
95,95 |
2,43 |
DS1020 |
PL0000106126 |
113,19 |
113,44 |
2,48 |
2,43 |
113,32 |
2,46 |
WZ0121 |
PL0000106068 |
98,45 |
98,64 |
--- |
--- |
98,55 |
--- |
DS1021 |
PL0000106670 |
117,45 |
117,80 |
2,63 |
2,58 |
117,63 |
2,60 |
WS0922 |
PL0000102646 |
118,85 |
119,19 |
2,77 |
2,72 |
119,02 |
2,75 |
IZ0823 |
PL0000105359 |
107,77 |
110,03 |
--- |
--- |
108,90 |
--- |
DS1023 |
PL0000107264 |
108,18 |
108,55 |
2,86 |
2,81 |
108,37 |
2,83 |
WZ0124 |
PL0000107454 |
97,09 |
97,29 |
--- |
--- |
97,19 |
--- |
DS0725 |
PL0000108197 |
102,60 |
102,87 |
2,94 |
2,91 |
102,74 |
2,92 |
WS0429 |
PL0000105391 |
128,31 |
129,66 |
3,16 |
3,05 |
128,99 |
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) |
(%) |
(%) |
(%) |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
50 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
70 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
400 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
180 |
TOTAL |
810 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.