2015-09-09 |
MARKET DATA |
No 174 (2705) |
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 |
690,00 |
719,16 |
62 |
2 135,00 |
2 181,52 |
15 |
2 825,00 |
2 900,68 |
77 |
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 |
100,53 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,41 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,05 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,58 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,34 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,68 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,72 |
96,74 |
96,720 |
96,720 |
96,720 |
96,720 |
96,720 |
10 000 |
9,67 |
1 |
DS1017 |
PL0000104543 |
107,04 |
107,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,41 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,21 |
101,21 |
101,210 |
101,210 |
101,210 |
101,210 |
101,210 |
40 000 |
40,62 |
3 |
PS0719 |
PL0000108148 |
103,64 |
103,60 |
103,630 |
103,660 |
103,630 |
103,660 |
103,647 |
45 000 |
46,83 |
2 |
DS1019 |
PL0000105441 |
112,47 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,03 |
95,89 |
95,910 |
96,010 |
95,910 |
96,010 |
95,949 |
180 000 |
173,73 |
15 |
DS1020 |
PL0000106126 |
113,30 |
113,22 |
113,300 |
113,300 |
113,300 |
113,300 |
113,300 |
5 000 |
5,90 |
1 |
DS1021 |
PL0000106670 |
117,31 |
117,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,99 |
118,91 |
118,950 |
118,950 |
118,910 |
118,910 |
118,925 |
55 000 |
68,47 |
4 |
DS1023 |
PL0000107264 |
108,12 |
108,00 |
108,090 |
108,120 |
108,090 |
108,100 |
108,109 |
105 000 |
117,21 |
9 |
DS0725 |
PL0000108197 |
102,40 |
102,15 |
102,150 |
102,400 |
102,150 |
102,300 |
102,267 |
250 000 |
256,73 |
27 |
WS0428 |
PL0000107611 |
93,96 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,02 |
129,53 |
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 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,99 |
108,82 |
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 |
99,74 |
99,81 |
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 |
98,79 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,33 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,01 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
96,00 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
690 000 |
719,16 |
62 |
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 |
99,44 |
1,65 |
1,52 |
99,42 |
1,57 |
PS0416 |
PL0000106340 |
102,03 |
102,09 |
1,66 |
1,57 |
102,06 |
1,61 |
OK0716 |
PL0000107926 |
98,54 |
98,64 |
1,71 |
1,59 |
98,59 |
1,65 |
IZ0816 |
PL0000103529 |
101,67 |
102,30 |
--- |
--- |
101,99 |
--- |
PS1016 |
PL0000106795 |
103,33 |
103,43 |
1,72 |
1,63 |
103,38 |
1,67 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,66 |
104,81 |
1,80 |
1,71 |
104,74 |
1,75 |
OK0717 |
PL0000108502 |
96,66 |
96,76 |
1,83 |
1,78 |
96,71 |
1,80 |
DS1017 |
PL0000104543 |
107,02 |
107,13 |
1,84 |
1,79 |
107,08 |
1,81 |
WZ0118 |
PL0000104717 |
99,72 |
99,83 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
104,35 |
104,50 |
2,02 |
1,97 |
104,43 |
1,99 |
PS0718 |
PL0000107595 |
101,10 |
101,24 |
2,10 |
2,05 |
101,17 |
2,07 |
WZ0119 |
PL0000107603 |
99,31 |
99,41 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
103,43 |
103,64 |
2,31 |
2,25 |
103,54 |
2,28 |
DS1019 |
PL0000105441 |
112,26 |
112,54 |
2,34 |
2,27 |
112,40 |
2,31 |
WZ0120 |
PL0000108601 |
98,74 |
98,89 |
--- |
--- |
98,82 |
--- |
PS0420 |
PL0000108510 |
95,81 |
95,97 |
2,47 |
2,43 |
95,89 |
2,45 |
DS1020 |
PL0000106126 |
112,97 |
113,27 |
2,51 |
2,46 |
113,12 |
2,49 |
WZ0121 |
PL0000106068 |
98,29 |
98,54 |
--- |
--- |
98,42 |
--- |
DS1021 |
PL0000106670 |
117,16 |
117,49 |
2,67 |
2,62 |
117,33 |
2,64 |
WS0922 |
PL0000102646 |
118,58 |
118,98 |
2,80 |
2,74 |
118,78 |
2,77 |
IZ0823 |
PL0000105359 |
105,90 |
112,71 |
--- |
--- |
109,31 |
--- |
DS1023 |
PL0000107264 |
107,69 |
108,11 |
2,92 |
2,86 |
107,90 |
2,89 |
WZ0124 |
PL0000107454 |
96,83 |
97,10 |
--- |
--- |
96,97 |
--- |
DS0725 |
PL0000108197 |
102,09 |
102,28 |
3,00 |
2,98 |
102,19 |
2,99 |
WS0429 |
PL0000105391 |
126,35 |
129,84 |
3,31 |
3,04 |
128,10 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,40 |
99,43 |
1,62 |
1,54 |
99,42 |
1,57 |
PS0416 |
PL0000106340 |
102,04 |
102,10 |
1,65 |
1,55 |
102,07 |
1,60 |
OK0716 |
PL0000107926 |
98,54 |
98,64 |
1,71 |
1,59 |
98,59 |
1,65 |
IZ0816 |
PL0000103529 |
101,78 |
102,28 |
--- |
--- |
102,03 |
--- |
PS1016 |
PL0000106795 |
103,33 |
103,44 |
1,72 |
1,62 |
103,39 |
1,66 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,67 |
104,82 |
1,79 |
1,70 |
104,75 |
1,74 |
OK0717 |
PL0000108502 |
96,70 |
96,78 |
1,81 |
1,76 |
96,74 |
1,79 |
DS1017 |
PL0000104543 |
107,01 |
107,15 |
1,84 |
1,78 |
107,08 |
1,81 |
WZ0118 |
PL0000104717 |
99,72 |
99,83 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
104,38 |
104,51 |
2,01 |
1,96 |
104,45 |
1,99 |
PS0718 |
PL0000107595 |
101,18 |
101,29 |
2,07 |
2,03 |
101,24 |
2,05 |
WZ0119 |
PL0000107603 |
99,31 |
99,42 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
103,55 |
103,70 |
2,28 |
2,24 |
103,63 |
2,26 |
DS1019 |
PL0000105441 |
112,37 |
112,63 |
2,31 |
2,25 |
112,50 |
2,28 |
WZ0120 |
PL0000108601 |
98,74 |
98,89 |
--- |
--- |
98,82 |
--- |
PS0420 |
PL0000108510 |
95,88 |
96,04 |
2,45 |
2,41 |
95,96 |
2,43 |
DS1020 |
PL0000106126 |
113,08 |
113,33 |
2,49 |
2,44 |
113,21 |
2,47 |
WZ0121 |
PL0000106068 |
98,30 |
98,53 |
--- |
--- |
98,42 |
--- |
DS1021 |
PL0000106670 |
117,21 |
117,56 |
2,66 |
2,60 |
117,39 |
2,63 |
WS0922 |
PL0000102646 |
118,77 |
119,10 |
2,77 |
2,73 |
118,94 |
2,75 |
IZ0823 |
PL0000105359 |
107,25 |
109,55 |
--- |
--- |
108,40 |
--- |
DS1023 |
PL0000107264 |
107,82 |
108,06 |
2,90 |
2,87 |
107,94 |
2,89 |
WZ0124 |
PL0000107454 |
96,95 |
97,11 |
--- |
--- |
97,03 |
--- |
DS0725 |
PL0000108197 |
102,19 |
102,39 |
2,99 |
2,96 |
102,29 |
2,98 |
WS0429 |
PL0000105391 |
126,61 |
130,07 |
3,29 |
3,02 |
128,34 |
3,15 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
15 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
45 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
110 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
10 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
130 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
5 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
45 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
170 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
20 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
DS1017 |
PL0000104543 |
2/9 |
7 |
1,440 |
1,440 |
1,440 |
150 |
TOTAL |
735 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
1 400 |
TOTAL |
1 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.