2015-09-08 |
MARKET DATA |
No 173 (2704) |
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 |
440,00 |
454,03 |
42 |
905,00 |
978,51 |
13 |
1 345,00 |
1 432,54 |
55 |
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 |
100,55 |
100,56 |
100,550 |
100,550 |
100,550 |
100,550 |
100,550 |
120 000 |
127,26 |
5 |
OK0116 |
PL0000107587 |
99,40 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,06 |
102,10 |
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 |
103,35 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,70 |
104,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,73 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,09 |
107,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,44 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,20 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,65 |
103,71 |
103,640 |
103,640 |
103,630 |
103,640 |
103,634 |
50 000 |
52,03 |
4 |
DS1019 |
PL0000105441 |
112,55 |
112,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,09 |
96,03 |
96,070 |
96,070 |
96,050 |
96,060 |
96,065 |
155 000 |
149,78 |
22 |
DS1020 |
PL0000106126 |
113,29 |
113,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,45 |
117,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,03 |
119,14 |
118,900 |
118,900 |
118,890 |
118,890 |
118,892 |
25 000 |
31,11 |
2 |
DS1023 |
PL0000107264 |
108,15 |
108,05 |
108,140 |
108,140 |
108,140 |
108,140 |
108,140 |
15 000 |
16,75 |
1 |
DS0725 |
PL0000108197 |
102,42 |
102,40 |
102,350 |
102,440 |
102,350 |
102,400 |
102,397 |
75 000 |
77,11 |
8 |
WS0428 |
PL0000107611 |
93,96 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,03 |
129,85 |
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 |
101,88 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,99 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,76 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,33 |
99,40 |
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 |
98,32 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,90 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
440 000 |
454,03 |
42 |
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 |
1,64 |
1,53 |
99,41 |
1,59 |
PS0416 |
PL0000106340 |
102,05 |
102,11 |
1,64 |
1,55 |
102,08 |
1,60 |
OK0716 |
PL0000107926 |
98,55 |
98,65 |
1,69 |
1,57 |
98,60 |
1,63 |
IZ0816 |
PL0000103529 |
101,77 |
102,37 |
--- |
--- |
102,07 |
--- |
PS1016 |
PL0000106795 |
103,34 |
103,46 |
1,71 |
1,61 |
103,40 |
1,66 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,69 |
104,83 |
1,78 |
1,70 |
104,76 |
1,74 |
OK0717 |
PL0000108502 |
96,68 |
96,78 |
1,82 |
1,76 |
96,73 |
1,79 |
DS1017 |
PL0000104543 |
107,06 |
107,18 |
1,82 |
1,77 |
107,12 |
1,80 |
WZ0118 |
PL0000104717 |
99,73 |
99,81 |
--- |
--- |
99,77 |
--- |
PS0418 |
PL0000107314 |
104,39 |
104,57 |
2,01 |
1,94 |
104,48 |
1,98 |
PS0718 |
PL0000107595 |
101,16 |
101,35 |
2,08 |
2,01 |
101,26 |
2,04 |
WZ0119 |
PL0000107603 |
99,29 |
99,43 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
103,61 |
103,80 |
2,26 |
2,21 |
103,71 |
2,24 |
DS1019 |
PL0000105441 |
112,49 |
112,72 |
2,29 |
2,23 |
112,61 |
2,26 |
WZ0120 |
PL0000108601 |
98,75 |
98,92 |
--- |
--- |
98,84 |
--- |
PS0420 |
PL0000108510 |
96,04 |
96,18 |
2,41 |
2,38 |
96,11 |
2,40 |
DS1020 |
PL0000106126 |
113,23 |
113,54 |
2,47 |
2,41 |
113,39 |
2,43 |
WZ0121 |
PL0000106068 |
98,29 |
98,54 |
--- |
--- |
98,42 |
--- |
DS1021 |
PL0000106670 |
117,36 |
117,72 |
2,64 |
2,58 |
117,54 |
2,61 |
WS0922 |
PL0000102646 |
118,96 |
119,33 |
2,75 |
2,69 |
119,15 |
2,72 |
IZ0823 |
PL0000105359 |
106,01 |
112,01 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,50 |
2,87 |
2,81 |
108,28 |
2,84 |
WZ0124 |
PL0000107454 |
96,85 |
97,13 |
--- |
--- |
96,99 |
--- |
DS0725 |
PL0000108197 |
102,34 |
102,66 |
2,97 |
2,93 |
102,50 |
2,95 |
WS0429 |
PL0000105391 |
125,71 |
131,48 |
3,36 |
2,91 |
128,60 |
3,13 |
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 |
1,64 |
1,53 |
99,41 |
1,59 |
PS0416 |
PL0000106340 |
102,05 |
102,11 |
1,64 |
1,55 |
102,08 |
1,60 |
OK0716 |
PL0000107926 |
98,54 |
98,64 |
1,70 |
1,58 |
98,59 |
1,64 |
IZ0816 |
PL0000103529 |
101,78 |
102,36 |
--- |
--- |
102,07 |
--- |
PS1016 |
PL0000106795 |
103,34 |
103,45 |
1,71 |
1,62 |
103,40 |
1,66 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,68 |
104,83 |
1,79 |
1,70 |
104,76 |
1,74 |
OK0717 |
PL0000108502 |
96,71 |
96,79 |
1,80 |
1,76 |
96,75 |
1,78 |
DS1017 |
PL0000104543 |
107,08 |
107,19 |
1,82 |
1,77 |
107,14 |
1,79 |
WZ0118 |
PL0000104717 |
99,72 |
99,82 |
--- |
--- |
99,77 |
--- |
PS0418 |
PL0000107314 |
104,41 |
104,55 |
2,00 |
1,95 |
104,48 |
1,98 |
PS0718 |
PL0000107595 |
101,18 |
101,30 |
2,07 |
2,03 |
101,24 |
2,05 |
WZ0119 |
PL0000107603 |
99,31 |
99,42 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
103,61 |
103,77 |
2,26 |
2,22 |
103,69 |
2,24 |
DS1019 |
PL0000105441 |
112,47 |
112,65 |
2,29 |
2,25 |
112,56 |
2,27 |
WZ0120 |
PL0000108601 |
98,74 |
98,91 |
--- |
--- |
98,83 |
--- |
PS0420 |
PL0000108510 |
96,01 |
96,11 |
2,42 |
2,40 |
96,06 |
2,41 |
DS1020 |
PL0000106126 |
113,24 |
113,45 |
2,46 |
2,42 |
113,35 |
2,44 |
WZ0121 |
PL0000106068 |
98,29 |
98,54 |
--- |
--- |
98,42 |
--- |
DS1021 |
PL0000106670 |
117,40 |
117,67 |
2,63 |
2,59 |
117,54 |
2,61 |
WS0922 |
PL0000102646 |
118,96 |
119,19 |
2,75 |
2,71 |
119,08 |
2,73 |
IZ0823 |
PL0000105359 |
107,42 |
109,71 |
--- |
--- |
108,57 |
--- |
DS1023 |
PL0000107264 |
107,98 |
108,25 |
2,88 |
2,85 |
108,12 |
2,86 |
WZ0124 |
PL0000107454 |
96,85 |
97,10 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
102,33 |
102,50 |
2,97 |
2,95 |
102,42 |
2,96 |
WS0429 |
PL0000105391 |
126,66 |
130,31 |
3,29 |
3,00 |
128,49 |
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 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
10 |
WS0429 |
PL0000105391 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
5 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
110 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
30 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
400 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
85 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
90 |
TOTAL |
905 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.