2015-09-02 |
MARKET DATA |
No 169 (2700) |
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 |
1 100,00 |
1 097,83 |
57 |
1 375,00 |
1 410,53 |
14 |
2 475,00 |
2 508,36 |
71 |
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 |
100,63 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,37 |
99,38 |
99,370 |
99,370 |
99,370 |
99,370 |
99,370 |
205 000 |
203,71 |
4 |
PS0416 |
PL0000106340 |
102,11 |
102,11 |
102,110 |
102,110 |
102,110 |
102,110 |
102,110 |
50 000 |
51,96 |
2 |
OK0716 |
PL0000107926 |
98,52 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,42 |
103,42 |
103,410 |
103,410 |
103,410 |
103,410 |
103,410 |
20 000 |
21,50 |
2 |
PS0417 |
PL0000107058 |
104,71 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,63 |
96,64 |
96,620 |
96,620 |
96,620 |
96,620 |
96,620 |
25 000 |
24,16 |
1 |
DS1017 |
PL0000104543 |
107,03 |
107,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,45 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,11 |
101,11 |
101,100 |
101,100 |
101,100 |
101,100 |
101,100 |
52 500 |
53,22 |
1 |
PS0719 |
PL0000108148 |
103,42 |
103,41 |
103,400 |
103,400 |
103,380 |
103,380 |
103,388 |
50 000 |
51,88 |
3 |
DS1019 |
PL0000105441 |
112,33 |
112,30 |
112,330 |
112,330 |
112,330 |
112,330 |
112,330 |
10 000 |
11,71 |
1 |
PS0420 |
PL0000108510 |
95,65 |
95,54 |
95,610 |
95,680 |
95,540 |
95,600 |
95,625 |
502 500 |
483,24 |
29 |
DS1020 |
PL0000106126 |
112,85 |
112,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,01 |
117,02 |
116,890 |
116,900 |
116,880 |
116,900 |
116,886 |
50 000 |
60,92 |
5 |
WS0922 |
PL0000102646 |
118,72 |
118,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,84 |
107,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,06 |
101,84 |
102,060 |
102,060 |
101,760 |
101,800 |
101,950 |
60 000 |
61,39 |
6 |
WS0428 |
PL0000107611 |
93,52 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,10 |
127,14 |
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 |
101,92 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,80 |
108,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,03 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
50 000 |
50,09 |
2 |
WZ0118 |
PL0000104717 |
99,75 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,31 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,84 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,40 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,92 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,08 |
96,23 |
96,080 |
96,080 |
96,080 |
96,080 |
96,080 |
25 000 |
24,07 |
1 |
TOTAL |
1 100 000 |
1 097,83 |
57 |
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 |
99,36 |
99,39 |
1,65 |
1,57 |
99,38 |
1,60 |
PS0416 |
PL0000106340 |
102,08 |
102,16 |
1,68 |
1,56 |
102,12 |
1,62 |
OK0716 |
PL0000107926 |
98,48 |
98,59 |
1,74 |
1,61 |
98,54 |
1,67 |
IZ0816 |
PL0000103529 |
101,80 |
102,39 |
--- |
--- |
102,10 |
--- |
PS1016 |
PL0000106795 |
103,37 |
103,49 |
1,73 |
1,63 |
103,43 |
1,68 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,68 |
104,83 |
1,82 |
1,73 |
104,76 |
1,77 |
OK0717 |
PL0000108502 |
96,57 |
96,69 |
1,86 |
1,80 |
96,63 |
1,83 |
DS1017 |
PL0000104543 |
106,96 |
107,13 |
1,89 |
1,82 |
107,05 |
1,85 |
WZ0118 |
PL0000104717 |
99,68 |
99,84 |
--- |
--- |
99,76 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,50 |
2,05 |
1,98 |
104,41 |
2,01 |
PS0718 |
PL0000107595 |
101,09 |
101,25 |
2,10 |
2,05 |
101,17 |
2,08 |
WZ0119 |
PL0000107603 |
99,24 |
99,41 |
--- |
--- |
99,33 |
--- |
PS0719 |
PL0000108148 |
103,33 |
103,56 |
2,34 |
2,28 |
103,45 |
2,31 |
DS1019 |
PL0000105441 |
112,25 |
112,48 |
2,36 |
2,30 |
112,37 |
2,33 |
WZ0120 |
PL0000108601 |
98,77 |
98,94 |
--- |
--- |
98,86 |
--- |
PS0420 |
PL0000108510 |
95,58 |
95,76 |
2,52 |
2,48 |
95,67 |
2,50 |
DS1020 |
PL0000106126 |
112,80 |
113,10 |
2,56 |
2,50 |
112,95 |
2,53 |
WZ0121 |
PL0000106068 |
98,36 |
98,56 |
--- |
--- |
98,46 |
--- |
DS1021 |
PL0000106670 |
116,97 |
117,34 |
2,71 |
2,65 |
117,16 |
2,68 |
WS0922 |
PL0000102646 |
118,40 |
118,81 |
2,83 |
2,77 |
118,61 |
2,80 |
IZ0823 |
PL0000105359 |
107,03 |
112,78 |
--- |
--- |
109,91 |
--- |
DS1023 |
PL0000107264 |
107,59 |
108,03 |
2,93 |
2,88 |
107,81 |
2,91 |
WZ0124 |
PL0000107454 |
96,87 |
97,15 |
--- |
--- |
97,01 |
--- |
DS0725 |
PL0000108197 |
101,93 |
102,20 |
3,02 |
2,99 |
102,07 |
3,00 |
WS0429 |
PL0000105391 |
126,76 |
129,14 |
3,28 |
3,09 |
127,95 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,36 |
99,39 |
1,65 |
1,57 |
99,38 |
1,60 |
PS0416 |
PL0000106340 |
102,10 |
102,15 |
1,65 |
1,58 |
102,13 |
1,61 |
OK0716 |
PL0000107926 |
98,48 |
98,58 |
1,74 |
1,62 |
98,53 |
1,68 |
IZ0816 |
PL0000103529 |
101,81 |
102,29 |
--- |
--- |
102,05 |
--- |
PS1016 |
PL0000106795 |
103,37 |
103,48 |
1,73 |
1,64 |
103,43 |
1,68 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,69 |
104,82 |
1,81 |
1,73 |
104,76 |
1,77 |
OK0717 |
PL0000108502 |
96,61 |
96,67 |
1,84 |
1,81 |
96,64 |
1,82 |
DS1017 |
PL0000104543 |
107,00 |
107,08 |
1,88 |
1,84 |
107,04 |
1,86 |
WZ0118 |
PL0000104717 |
99,72 |
99,84 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
104,28 |
104,45 |
2,06 |
2,00 |
104,37 |
2,03 |
PS0718 |
PL0000107595 |
101,04 |
101,15 |
2,12 |
2,08 |
101,10 |
2,10 |
WZ0119 |
PL0000107603 |
99,27 |
99,41 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
103,28 |
103,45 |
2,35 |
2,31 |
103,37 |
2,33 |
DS1019 |
PL0000105441 |
112,18 |
112,33 |
2,37 |
2,34 |
112,26 |
2,35 |
WZ0120 |
PL0000108601 |
98,79 |
98,92 |
--- |
--- |
98,86 |
--- |
PS0420 |
PL0000108510 |
95,52 |
95,65 |
2,53 |
2,50 |
95,59 |
2,52 |
DS1020 |
PL0000106126 |
112,74 |
112,98 |
2,57 |
2,52 |
112,86 |
2,54 |
WZ0121 |
PL0000106068 |
98,29 |
98,50 |
--- |
--- |
98,40 |
--- |
DS1021 |
PL0000106670 |
116,88 |
117,10 |
2,72 |
2,69 |
116,99 |
2,70 |
WS0922 |
PL0000102646 |
118,24 |
118,54 |
2,85 |
2,81 |
118,39 |
2,83 |
IZ0823 |
PL0000105359 |
107,39 |
109,05 |
--- |
--- |
108,22 |
--- |
DS1023 |
PL0000107264 |
107,35 |
107,70 |
2,97 |
2,92 |
107,53 |
2,94 |
WZ0124 |
PL0000107454 |
96,87 |
97,15 |
--- |
--- |
97,01 |
--- |
DS0725 |
PL0000108197 |
101,65 |
101,91 |
3,05 |
3,02 |
101,78 |
3,04 |
WS0429 |
PL0000105391 |
126,45 |
128,75 |
3,30 |
3,12 |
127,60 |
3,21 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
200 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
15 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
400 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
35 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
130 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
140 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,410 |
1,430 |
1,420 |
130 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,490 |
1,474 |
150 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
25 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
105 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
45 |
TOTAL |
1 375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.