2015-09-03 |
MARKET DATA |
No 170 (2701) |
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 |
1 237,50 |
1 261,65 |
101 |
1 160,00 |
1 226,51 |
14 |
2 397,50 |
2 488,16 |
115 |
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 |
100,59 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,39 |
99,39 |
99,380 |
99,390 |
99,380 |
99,390 |
99,388 |
125 000 |
124,24 |
4 |
PS0416 |
PL0000106340 |
102,08 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,55 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,40 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,75 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,68 |
96,66 |
96,720 |
96,720 |
96,720 |
96,720 |
96,720 |
25 000 |
24,18 |
1 |
DS1017 |
PL0000104543 |
107,06 |
107,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,41 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,17 |
101,03 |
101,080 |
101,160 |
101,020 |
101,160 |
101,064 |
152 500 |
154,58 |
9 |
PS0719 |
PL0000108148 |
103,52 |
103,30 |
103,340 |
103,340 |
103,300 |
103,300 |
103,308 |
25 000 |
25,92 |
2 |
DS1019 |
PL0000105441 |
112,40 |
112,18 |
112,290 |
112,400 |
112,290 |
112,400 |
112,332 |
50 000 |
58,55 |
5 |
PS0420 |
PL0000108510 |
95,88 |
95,55 |
95,700 |
95,860 |
95,510 |
95,860 |
95,731 |
332 500 |
320,14 |
26 |
DS1020 |
PL0000106126 |
113,10 |
112,78 |
112,900 |
113,250 |
112,900 |
113,100 |
113,056 |
70 000 |
82,33 |
6 |
DS1021 |
PL0000106670 |
117,25 |
116,95 |
116,900 |
116,900 |
116,900 |
116,900 |
116,900 |
5 000 |
6,09 |
1 |
WS0922 |
PL0000102646 |
118,95 |
118,38 |
118,380 |
118,390 |
118,380 |
118,390 |
118,382 |
12 500 |
15,49 |
2 |
DS1023 |
PL0000107264 |
108,13 |
107,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,45 |
101,62 |
101,810 |
102,400 |
101,620 |
102,280 |
101,962 |
430 000 |
440,12 |
44 |
WS0428 |
PL0000107611 |
93,98 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,82 |
126,26 |
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 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,93 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,76 |
99,77 |
99,760 |
99,760 |
99,760 |
99,760 |
99,760 |
10 000 |
10,00 |
1 |
WZ0119 |
PL0000107603 |
99,33 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,81 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,33 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,95 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,04 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 237 500 |
1 261,65 |
101 |
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 |
99,37 |
99,41 |
1,66 |
1,55 |
99,39 |
1,60 |
PS0416 |
PL0000106340 |
102,06 |
102,14 |
1,67 |
1,55 |
102,10 |
1,61 |
OK0716 |
PL0000107926 |
98,51 |
98,61 |
1,72 |
1,60 |
98,56 |
1,66 |
IZ0816 |
PL0000103529 |
101,79 |
102,31 |
--- |
--- |
102,05 |
--- |
PS1016 |
PL0000106795 |
103,36 |
103,46 |
1,72 |
1,63 |
103,41 |
1,67 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,65 |
104,81 |
1,82 |
1,73 |
104,73 |
1,77 |
OK0717 |
PL0000108502 |
96,62 |
96,72 |
1,84 |
1,79 |
96,67 |
1,82 |
DS1017 |
PL0000104543 |
106,97 |
107,12 |
1,88 |
1,81 |
107,05 |
1,84 |
WZ0118 |
PL0000104717 |
99,71 |
99,84 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
104,29 |
104,49 |
2,05 |
1,98 |
104,39 |
2,02 |
PS0718 |
PL0000107595 |
101,05 |
101,15 |
2,12 |
2,08 |
101,10 |
2,10 |
WZ0119 |
PL0000107603 |
99,27 |
99,41 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
103,32 |
103,48 |
2,34 |
2,30 |
103,40 |
2,32 |
DS1019 |
PL0000105441 |
112,17 |
112,40 |
2,37 |
2,31 |
112,29 |
2,34 |
WZ0120 |
PL0000108601 |
98,77 |
98,95 |
--- |
--- |
98,86 |
--- |
PS0420 |
PL0000108510 |
95,57 |
95,74 |
2,52 |
2,48 |
95,66 |
2,50 |
DS1020 |
PL0000106126 |
112,77 |
113,03 |
2,56 |
2,51 |
112,90 |
2,53 |
WZ0121 |
PL0000106068 |
98,29 |
98,56 |
--- |
--- |
98,43 |
--- |
DS1021 |
PL0000106670 |
116,81 |
117,23 |
2,73 |
2,66 |
117,02 |
2,70 |
WS0922 |
PL0000102646 |
118,31 |
118,74 |
2,84 |
2,78 |
118,53 |
2,81 |
IZ0823 |
PL0000105359 |
106,40 |
112,11 |
--- |
--- |
109,26 |
--- |
DS1023 |
PL0000107264 |
107,52 |
107,92 |
2,94 |
2,89 |
107,72 |
2,92 |
WZ0124 |
PL0000107454 |
96,81 |
97,18 |
--- |
--- |
97,00 |
--- |
DS0725 |
PL0000108197 |
101,78 |
102,15 |
3,04 |
2,99 |
101,97 |
3,01 |
WS0429 |
PL0000105391 |
127,41 |
128,62 |
3,23 |
3,13 |
128,02 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,37 |
99,41 |
1,66 |
1,55 |
99,39 |
1,60 |
PS0416 |
PL0000106340 |
102,07 |
102,13 |
1,66 |
1,56 |
102,10 |
1,61 |
OK0716 |
PL0000107926 |
98,51 |
98,61 |
1,72 |
1,60 |
98,56 |
1,66 |
IZ0816 |
PL0000103529 |
101,80 |
102,27 |
--- |
--- |
102,04 |
--- |
PS1016 |
PL0000106795 |
103,38 |
103,46 |
1,70 |
1,63 |
103,42 |
1,67 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,73 |
104,86 |
1,77 |
1,70 |
104,80 |
1,73 |
OK0717 |
PL0000108502 |
96,66 |
96,77 |
1,82 |
1,76 |
96,72 |
1,79 |
DS1017 |
PL0000104543 |
107,04 |
107,14 |
1,85 |
1,80 |
107,09 |
1,82 |
WZ0118 |
PL0000104717 |
99,73 |
99,82 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
104,39 |
104,56 |
2,02 |
1,95 |
104,48 |
1,98 |
PS0718 |
PL0000107595 |
101,14 |
101,26 |
2,09 |
2,04 |
101,20 |
2,06 |
WZ0119 |
PL0000107603 |
99,29 |
99,41 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
103,48 |
103,66 |
2,30 |
2,25 |
103,57 |
2,28 |
DS1019 |
PL0000105441 |
112,33 |
112,57 |
2,33 |
2,27 |
112,45 |
2,30 |
WZ0120 |
PL0000108601 |
98,78 |
98,91 |
--- |
--- |
98,85 |
--- |
PS0420 |
PL0000108510 |
95,80 |
95,92 |
2,47 |
2,44 |
95,86 |
2,45 |
DS1020 |
PL0000106126 |
113,06 |
113,33 |
2,50 |
2,45 |
113,20 |
2,47 |
WZ0121 |
PL0000106068 |
98,29 |
98,55 |
--- |
--- |
98,42 |
--- |
DS1021 |
PL0000106670 |
117,20 |
117,57 |
2,67 |
2,61 |
117,39 |
2,64 |
WS0922 |
PL0000102646 |
118,87 |
119,17 |
2,76 |
2,72 |
119,02 |
2,74 |
IZ0823 |
PL0000105359 |
105,54 |
114,49 |
--- |
--- |
110,02 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,26 |
2,88 |
2,84 |
108,15 |
2,86 |
WZ0124 |
PL0000107454 |
96,88 |
97,13 |
--- |
--- |
97,01 |
--- |
DS0725 |
PL0000108197 |
102,32 |
102,54 |
2,97 |
2,95 |
102,43 |
2,96 |
WS0429 |
PL0000105391 |
127,38 |
129,75 |
3,23 |
3,05 |
128,57 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
50 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
25 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
40 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
30 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,350 |
1,400 |
1,358 |
475 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
150 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
100 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
45 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
210 |
TOTAL |
1 160 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.