2015-09-07 |
MARKET DATA |
No 172 (2703) |
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 |
402,50 |
404,83 |
38 |
1 145,00 |
1 211,41 |
15 |
1 547,50 |
1 616,24 |
53 |
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 |
100,56 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,40 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,07 |
102,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,57 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,41 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,73 |
104,84 |
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 |
107,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,48 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,28 |
101,30 |
101,280 |
101,280 |
101,280 |
101,280 |
101,280 |
10 000 |
10,16 |
1 |
PS0719 |
PL0000108148 |
103,75 |
103,76 |
103,750 |
103,750 |
103,750 |
103,750 |
103,750 |
30 000 |
31,25 |
2 |
DS1019 |
PL0000105441 |
112,61 |
112,65 |
112,550 |
112,600 |
112,550 |
112,600 |
112,572 |
22 500 |
26,41 |
2 |
PS0420 |
PL0000108510 |
96,16 |
96,09 |
96,140 |
96,160 |
96,090 |
96,160 |
96,144 |
190 000 |
183,74 |
19 |
DS1020 |
PL0000106126 |
113,40 |
113,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,55 |
117,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,18 |
119,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,37 |
108,40 |
108,320 |
108,320 |
108,320 |
108,320 |
108,320 |
5 000 |
5,59 |
1 |
DS0725 |
PL0000108197 |
102,75 |
102,55 |
102,750 |
102,800 |
102,550 |
102,550 |
102,611 |
120 000 |
123,62 |
12 |
WS0428 |
PL0000107611 |
94,50 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,32 |
130,06 |
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 |
101,90 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,20 |
109,19 |
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 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,35 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,83 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,33 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,90 |
97,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,00 |
96,10 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
25 000 |
24,06 |
1 |
TOTAL |
402 500 |
404,83 |
38 |
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 |
99,39 |
99,43 |
1,63 |
1,52 |
99,41 |
1,57 |
PS0416 |
PL0000106340 |
102,06 |
102,13 |
1,64 |
1,53 |
102,10 |
1,58 |
OK0716 |
PL0000107926 |
98,55 |
98,65 |
1,68 |
1,57 |
98,60 |
1,62 |
IZ0816 |
PL0000103529 |
101,67 |
102,36 |
--- |
--- |
102,02 |
--- |
PS1016 |
PL0000106795 |
103,37 |
103,48 |
1,70 |
1,60 |
103,43 |
1,64 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,72 |
104,87 |
1,77 |
1,68 |
104,80 |
1,72 |
OK0717 |
PL0000108502 |
96,71 |
96,79 |
1,80 |
1,75 |
96,75 |
1,78 |
DS1017 |
PL0000104543 |
107,08 |
107,22 |
1,82 |
1,76 |
107,15 |
1,79 |
WZ0118 |
PL0000104717 |
99,74 |
99,85 |
--- |
--- |
99,80 |
--- |
PS0418 |
PL0000107314 |
104,45 |
104,62 |
1,99 |
1,92 |
104,54 |
1,95 |
PS0718 |
PL0000107595 |
101,23 |
101,42 |
2,05 |
1,98 |
101,33 |
2,02 |
WZ0119 |
PL0000107603 |
99,31 |
99,45 |
--- |
--- |
99,38 |
--- |
PS0719 |
PL0000108148 |
103,66 |
103,87 |
2,25 |
2,19 |
103,77 |
2,22 |
DS1019 |
PL0000105441 |
112,59 |
112,81 |
2,27 |
2,21 |
112,70 |
2,24 |
WZ0120 |
PL0000108601 |
98,76 |
98,91 |
--- |
--- |
98,84 |
--- |
PS0420 |
PL0000108510 |
96,09 |
96,26 |
2,40 |
2,36 |
96,18 |
2,38 |
DS1020 |
PL0000106126 |
113,36 |
113,66 |
2,44 |
2,38 |
113,51 |
2,41 |
WZ0121 |
PL0000106068 |
98,29 |
98,53 |
--- |
--- |
98,41 |
--- |
DS1021 |
PL0000106670 |
117,48 |
117,88 |
2,62 |
2,56 |
117,68 |
2,59 |
WS0922 |
PL0000102646 |
119,15 |
119,53 |
2,72 |
2,67 |
119,34 |
2,69 |
IZ0823 |
PL0000105359 |
105,61 |
112,81 |
--- |
--- |
109,21 |
--- |
DS1023 |
PL0000107264 |
108,33 |
108,77 |
2,83 |
2,78 |
108,55 |
2,81 |
WZ0124 |
PL0000107454 |
96,86 |
97,13 |
--- |
--- |
97,00 |
--- |
DS0725 |
PL0000108197 |
102,71 |
103,04 |
2,93 |
2,89 |
102,88 |
2,91 |
WS0429 |
PL0000105391 |
125,71 |
132,83 |
3,36 |
2,81 |
129,27 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,39 |
99,43 |
1,63 |
1,52 |
99,41 |
1,57 |
PS0416 |
PL0000106340 |
102,06 |
102,11 |
1,64 |
1,56 |
102,09 |
1,60 |
OK0716 |
PL0000107926 |
98,56 |
98,64 |
1,67 |
1,58 |
98,60 |
1,62 |
IZ0816 |
PL0000103529 |
101,79 |
102,37 |
--- |
--- |
102,08 |
--- |
PS1016 |
PL0000106795 |
103,37 |
103,47 |
1,70 |
1,61 |
103,42 |
1,65 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,72 |
104,86 |
1,77 |
1,69 |
104,79 |
1,73 |
OK0717 |
PL0000108502 |
96,73 |
96,79 |
1,79 |
1,75 |
96,76 |
1,77 |
DS1017 |
PL0000104543 |
107,11 |
107,21 |
1,81 |
1,76 |
107,16 |
1,78 |
WZ0118 |
PL0000104717 |
99,74 |
99,82 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
104,46 |
104,58 |
1,99 |
1,94 |
104,52 |
1,96 |
PS0718 |
PL0000107595 |
101,24 |
101,34 |
2,05 |
2,01 |
101,29 |
2,03 |
WZ0119 |
PL0000107603 |
99,33 |
99,43 |
--- |
--- |
99,38 |
--- |
PS0719 |
PL0000108148 |
103,72 |
103,87 |
2,23 |
2,19 |
103,80 |
2,21 |
DS1019 |
PL0000105441 |
112,58 |
112,79 |
2,27 |
2,22 |
112,69 |
2,24 |
WZ0120 |
PL0000108601 |
98,76 |
98,92 |
--- |
--- |
98,84 |
--- |
PS0420 |
PL0000108510 |
96,12 |
96,21 |
2,39 |
2,37 |
96,17 |
2,38 |
DS1020 |
PL0000106126 |
113,37 |
113,62 |
2,44 |
2,39 |
113,50 |
2,41 |
WZ0121 |
PL0000106068 |
98,29 |
98,51 |
--- |
--- |
98,40 |
--- |
DS1021 |
PL0000106670 |
117,51 |
117,77 |
2,62 |
2,57 |
117,64 |
2,59 |
WS0922 |
PL0000102646 |
119,13 |
119,42 |
2,72 |
2,68 |
119,28 |
2,70 |
IZ0823 |
PL0000105359 |
107,43 |
109,68 |
--- |
--- |
108,56 |
--- |
DS1023 |
PL0000107264 |
108,18 |
108,50 |
2,85 |
2,81 |
108,34 |
2,83 |
WZ0124 |
PL0000107454 |
96,86 |
97,13 |
--- |
--- |
97,00 |
--- |
DS0725 |
PL0000108197 |
102,50 |
102,71 |
2,95 |
2,93 |
102,61 |
2,94 |
WS0429 |
PL0000105391 |
126,98 |
130,64 |
3,26 |
2,98 |
128,81 |
3,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
60 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
100 |
WS0429 |
PL0000105391 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
5 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
140 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
15 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
10 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
130 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
170 |
PS1016 |
PL0000106795 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
400 |
TOTAL |
1 145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.