2015-09-04 |
MARKET DATA |
No 171 (2702) |
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 |
1 057,50 |
1 052,36 |
88 |
710,00 |
749,75 |
14 |
1 767,50 |
1 802,11 |
102 |
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 |
100,58 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,40 |
99,40 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
95 000 |
94,43 |
3 |
PS0416 |
PL0000106340 |
102,08 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,55 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,42 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,75 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,75 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,13 |
107,11 |
107,110 |
107,110 |
107,110 |
107,110 |
107,110 |
50 000 |
55,84 |
1 |
PS0418 |
PL0000107314 |
104,48 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,30 |
101,25 |
101,290 |
101,290 |
101,290 |
101,290 |
101,290 |
50 000 |
50,80 |
2 |
PS0719 |
PL0000108148 |
103,79 |
103,61 |
103,620 |
103,740 |
103,620 |
103,730 |
103,655 |
105 000 |
109,26 |
8 |
DS1019 |
PL0000105441 |
112,65 |
112,63 |
112,650 |
112,650 |
112,650 |
112,650 |
112,650 |
5 000 |
5,87 |
1 |
PS0420 |
PL0000108510 |
96,14 |
96,00 |
96,000 |
96,170 |
95,990 |
96,170 |
96,058 |
595 000 |
574,86 |
57 |
DS1020 |
PL0000106126 |
113,38 |
113,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,60 |
117,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,35 |
119,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,45 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,83 |
102,63 |
102,650 |
102,900 |
102,500 |
102,890 |
102,716 |
125 000 |
128,89 |
14 |
WS0428 |
PL0000107611 |
94,45 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,26 |
122,50 |
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 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,92 |
111,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,77 |
99,80 |
99,770 |
99,770 |
99,770 |
99,770 |
99,770 |
22 500 |
22,50 |
1 |
WZ0119 |
PL0000107603 |
99,35 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,84 |
98,88 |
98,890 |
98,890 |
98,890 |
98,890 |
98,890 |
10 000 |
9,91 |
1 |
WZ0121 |
PL0000106068 |
98,34 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,95 |
97,09 |
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 |
1 057 500 |
1 052,36 |
88 |
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 |
1,67 |
1,56 |
99,39 |
1,62 |
PS0416 |
PL0000106340 |
102,06 |
102,13 |
1,66 |
1,55 |
102,10 |
1,60 |
OK0716 |
PL0000107926 |
98,53 |
98,63 |
1,70 |
1,58 |
98,58 |
1,64 |
IZ0816 |
PL0000103529 |
101,78 |
102,38 |
--- |
--- |
102,08 |
--- |
PS1016 |
PL0000106795 |
103,38 |
103,49 |
1,69 |
1,60 |
103,44 |
1,64 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,72 |
104,85 |
1,78 |
1,70 |
104,79 |
1,73 |
OK0717 |
PL0000108502 |
96,67 |
96,78 |
1,82 |
1,76 |
96,73 |
1,78 |
DS1017 |
PL0000104543 |
107,03 |
107,13 |
1,85 |
1,80 |
107,08 |
1,82 |
WZ0118 |
PL0000104717 |
99,74 |
99,86 |
--- |
--- |
99,80 |
--- |
PS0418 |
PL0000107314 |
104,42 |
104,58 |
2,00 |
1,94 |
104,50 |
1,97 |
PS0718 |
PL0000107595 |
101,14 |
101,31 |
2,08 |
2,02 |
101,23 |
2,05 |
WZ0119 |
PL0000107603 |
99,32 |
99,43 |
--- |
--- |
99,38 |
--- |
PS0719 |
PL0000108148 |
103,61 |
103,74 |
2,26 |
2,23 |
103,68 |
2,25 |
DS1019 |
PL0000105441 |
112,41 |
112,66 |
2,31 |
2,25 |
112,54 |
2,28 |
WZ0120 |
PL0000108601 |
98,80 |
98,92 |
--- |
--- |
98,86 |
--- |
PS0420 |
PL0000108510 |
95,92 |
96,06 |
2,44 |
2,41 |
95,99 |
2,42 |
DS1020 |
PL0000106126 |
113,16 |
113,45 |
2,48 |
2,43 |
113,31 |
2,45 |
WZ0121 |
PL0000106068 |
98,30 |
98,53 |
--- |
--- |
98,42 |
--- |
DS1021 |
PL0000106670 |
117,31 |
117,71 |
2,65 |
2,58 |
117,51 |
2,62 |
WS0922 |
PL0000102646 |
118,94 |
119,32 |
2,75 |
2,70 |
119,13 |
2,72 |
IZ0823 |
PL0000105359 |
105,68 |
113,01 |
--- |
--- |
109,35 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,52 |
2,87 |
2,81 |
108,30 |
2,84 |
WZ0124 |
PL0000107454 |
96,88 |
97,15 |
--- |
--- |
97,02 |
--- |
DS0725 |
PL0000108197 |
102,46 |
102,74 |
2,96 |
2,92 |
102,60 |
2,94 |
WS0429 |
PL0000105391 |
120,85 |
124,77 |
3,76 |
3,44 |
122,81 |
3,60 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,38 |
99,42 |
1,64 |
1,54 |
99,40 |
1,59 |
PS0416 |
PL0000106340 |
102,07 |
102,12 |
1,64 |
1,56 |
102,10 |
1,60 |
OK0716 |
PL0000107926 |
98,53 |
98,64 |
1,70 |
1,57 |
98,59 |
1,63 |
IZ0816 |
PL0000103529 |
101,78 |
102,36 |
--- |
--- |
102,07 |
--- |
PS1016 |
PL0000106795 |
103,39 |
103,46 |
1,68 |
1,62 |
103,43 |
1,65 |
WZ0117 |
PL0000106936 |
99,99 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,72 |
104,89 |
1,78 |
1,67 |
104,81 |
1,72 |
OK0717 |
PL0000108502 |
96,71 |
96,80 |
1,80 |
1,75 |
96,76 |
1,77 |
DS1017 |
PL0000104543 |
107,11 |
107,19 |
1,81 |
1,77 |
107,15 |
1,79 |
WZ0118 |
PL0000104717 |
99,74 |
99,83 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
104,46 |
104,62 |
1,99 |
1,93 |
104,54 |
1,96 |
PS0718 |
PL0000107595 |
101,27 |
101,39 |
2,04 |
2,00 |
101,33 |
2,02 |
WZ0119 |
PL0000107603 |
99,32 |
99,43 |
--- |
--- |
99,38 |
--- |
PS0719 |
PL0000108148 |
103,71 |
103,86 |
2,24 |
2,20 |
103,79 |
2,22 |
DS1019 |
PL0000105441 |
112,57 |
112,79 |
2,27 |
2,22 |
112,68 |
2,25 |
WZ0120 |
PL0000108601 |
98,75 |
98,92 |
--- |
--- |
98,84 |
--- |
PS0420 |
PL0000108510 |
96,06 |
96,22 |
2,41 |
2,37 |
96,14 |
2,39 |
DS1020 |
PL0000106126 |
113,33 |
113,62 |
2,45 |
2,39 |
113,48 |
2,42 |
WZ0121 |
PL0000106068 |
98,29 |
98,53 |
--- |
--- |
98,41 |
--- |
DS1021 |
PL0000106670 |
117,51 |
117,88 |
2,62 |
2,56 |
117,70 |
2,59 |
WS0922 |
PL0000102646 |
119,18 |
119,51 |
2,72 |
2,67 |
119,35 |
2,69 |
IZ0823 |
PL0000105359 |
107,75 |
112,16 |
--- |
--- |
109,96 |
--- |
DS1023 |
PL0000107264 |
108,33 |
108,57 |
2,84 |
2,80 |
108,45 |
2,82 |
WZ0124 |
PL0000107454 |
96,88 |
97,13 |
--- |
--- |
97,01 |
--- |
DS0725 |
PL0000108197 |
102,69 |
102,93 |
2,93 |
2,90 |
102,81 |
2,92 |
WS0429 |
PL0000105391 |
127,89 |
130,23 |
3,19 |
3,01 |
129,06 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
10 |
PS1016 |
PL0000106795 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
140 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
25 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
55 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,440 |
1,440 |
1,440 |
5 |
PS1016 |
PL0000106795 |
0/3 |
3 |
1,420 |
1,420 |
1,420 |
90 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
130 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
10 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
60 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
65 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
110 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
10 |
TOTAL |
710 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.