2015-09-10 |
MARKET DATA |
No 175 (2706) |
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 |
1 065,00 |
1 069,80 |
96 |
2 700,00 |
2 731,88 |
16 |
3 765,00 |
3 801,68 |
112 |
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 |
100,50 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,42 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,04 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,62 |
98,64 |
98,590 |
98,590 |
98,590 |
98,590 |
98,590 |
2 500 |
2,46 |
1 |
PS1016 |
PL0000106795 |
103,35 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,68 |
104,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,74 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,05 |
107,08 |
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 |
101,23 |
101,25 |
101,210 |
101,210 |
101,210 |
101,210 |
101,210 |
50 000 |
50,78 |
1 |
PS0719 |
PL0000108148 |
103,66 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,50 |
112,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,06 |
95,95 |
96,000 |
96,110 |
95,950 |
96,040 |
95,996 |
382 500 |
369,41 |
34 |
DS1020 |
PL0000106126 |
113,30 |
113,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,35 |
117,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,00 |
118,90 |
119,100 |
119,100 |
118,900 |
118,900 |
118,950 |
40 000 |
49,82 |
3 |
DS1023 |
PL0000107264 |
108,20 |
108,00 |
108,100 |
108,100 |
108,100 |
108,100 |
108,100 |
10 000 |
11,17 |
2 |
DS0725 |
PL0000108197 |
102,56 |
102,25 |
102,400 |
102,600 |
102,250 |
102,480 |
102,407 |
360 000 |
370,30 |
38 |
WS0428 |
PL0000107611 |
94,16 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,27 |
126,17 |
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 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,01 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,74 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,33 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,77 |
98,65 |
98,730 |
98,730 |
98,620 |
98,620 |
98,693 |
85 000 |
84,10 |
5 |
WZ0121 |
PL0000106068 |
98,32 |
98,20 |
98,300 |
98,300 |
98,200 |
98,200 |
98,250 |
60 000 |
59,10 |
5 |
WZ0124 |
PL0000107454 |
96,98 |
96,85 |
96,850 |
96,850 |
96,800 |
96,800 |
96,829 |
60 000 |
58,25 |
5 |
WZ0126 |
PL0000108817 |
95,92 |
95,81 |
95,900 |
95,900 |
95,750 |
95,750 |
95,850 |
15 000 |
14,41 |
2 |
TOTAL |
1 065 000 |
1 069,80 |
96 |
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 |
99,41 |
99,46 |
1,63 |
1,49 |
99,44 |
1,55 |
PS0416 |
PL0000106340 |
102,02 |
102,10 |
1,63 |
1,51 |
102,06 |
1,57 |
OK0716 |
PL0000107926 |
98,56 |
98,68 |
1,70 |
1,55 |
98,62 |
1,63 |
IZ0816 |
PL0000103529 |
101,63 |
102,37 |
--- |
--- |
102,00 |
--- |
PS1016 |
PL0000106795 |
103,32 |
103,44 |
1,70 |
1,60 |
103,38 |
1,65 |
WZ0117 |
PL0000106936 |
99,98 |
100,06 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,67 |
104,82 |
1,78 |
1,69 |
104,75 |
1,73 |
OK0717 |
PL0000108502 |
96,73 |
96,84 |
1,80 |
1,74 |
96,79 |
1,77 |
DS1017 |
PL0000104543 |
107,02 |
107,16 |
1,83 |
1,76 |
107,09 |
1,79 |
WZ0118 |
PL0000104717 |
99,71 |
99,84 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
104,41 |
104,54 |
2,00 |
1,95 |
104,48 |
1,97 |
PS0718 |
PL0000107595 |
101,19 |
101,35 |
2,06 |
2,01 |
101,27 |
2,04 |
WZ0119 |
PL0000107603 |
99,28 |
99,46 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
103,53 |
103,80 |
2,28 |
2,21 |
103,67 |
2,24 |
DS1019 |
PL0000105441 |
112,45 |
112,76 |
2,29 |
2,22 |
112,61 |
2,25 |
WZ0120 |
PL0000108601 |
98,73 |
98,96 |
--- |
--- |
98,85 |
--- |
PS0420 |
PL0000108510 |
95,92 |
96,12 |
2,44 |
2,40 |
96,02 |
2,42 |
DS1020 |
PL0000106126 |
113,21 |
113,51 |
2,46 |
2,41 |
113,36 |
2,43 |
WZ0121 |
PL0000106068 |
98,27 |
98,62 |
--- |
--- |
98,45 |
--- |
DS1021 |
PL0000106670 |
117,24 |
117,69 |
2,65 |
2,58 |
117,47 |
2,62 |
WS0922 |
PL0000102646 |
118,77 |
119,20 |
2,77 |
2,71 |
118,99 |
2,74 |
IZ0823 |
PL0000105359 |
106,13 |
111,83 |
--- |
--- |
108,98 |
--- |
DS1023 |
PL0000107264 |
107,92 |
108,31 |
2,89 |
2,84 |
108,12 |
2,86 |
WZ0124 |
PL0000107454 |
96,92 |
97,18 |
--- |
--- |
97,05 |
--- |
DS0725 |
PL0000108197 |
102,29 |
102,51 |
2,98 |
2,95 |
102,40 |
2,96 |
WS0429 |
PL0000105391 |
125,47 |
129,38 |
3,38 |
3,07 |
127,43 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,41 |
99,45 |
1,63 |
1,52 |
99,43 |
1,58 |
PS0416 |
PL0000106340 |
102,02 |
102,08 |
1,63 |
1,54 |
102,05 |
1,59 |
OK0716 |
PL0000107926 |
98,61 |
98,67 |
1,64 |
1,57 |
98,64 |
1,60 |
IZ0816 |
PL0000103529 |
101,72 |
102,26 |
--- |
--- |
101,99 |
--- |
PS1016 |
PL0000106795 |
103,34 |
103,44 |
1,69 |
1,60 |
103,39 |
1,64 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,65 |
104,80 |
1,79 |
1,70 |
104,73 |
1,74 |
OK0717 |
PL0000108502 |
96,71 |
96,80 |
1,81 |
1,76 |
96,76 |
1,78 |
DS1017 |
PL0000104543 |
107,02 |
107,14 |
1,83 |
1,77 |
107,08 |
1,80 |
WZ0118 |
PL0000104717 |
99,70 |
99,83 |
--- |
--- |
99,77 |
--- |
PS0418 |
PL0000107314 |
104,40 |
104,56 |
2,00 |
1,94 |
104,48 |
1,97 |
PS0718 |
PL0000107595 |
101,16 |
101,29 |
2,08 |
2,03 |
101,23 |
2,05 |
WZ0119 |
PL0000107603 |
99,21 |
99,38 |
--- |
--- |
99,30 |
--- |
PS0719 |
PL0000108148 |
103,57 |
103,75 |
2,27 |
2,22 |
103,66 |
2,25 |
DS1019 |
PL0000105441 |
112,41 |
112,61 |
2,30 |
2,25 |
112,51 |
2,28 |
WZ0120 |
PL0000108601 |
98,56 |
98,70 |
--- |
--- |
98,63 |
--- |
PS0420 |
PL0000108510 |
95,95 |
96,08 |
2,44 |
2,40 |
96,02 |
2,42 |
DS1020 |
PL0000106126 |
113,17 |
113,39 |
2,47 |
2,43 |
113,28 |
2,45 |
WZ0121 |
PL0000106068 |
98,13 |
98,35 |
--- |
--- |
98,24 |
--- |
DS1021 |
PL0000106670 |
117,26 |
117,58 |
2,65 |
2,60 |
117,42 |
2,62 |
WS0922 |
PL0000102646 |
118,84 |
119,15 |
2,76 |
2,72 |
119,00 |
2,74 |
IZ0823 |
PL0000105359 |
106,16 |
111,82 |
--- |
--- |
108,99 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,19 |
2,87 |
2,85 |
108,11 |
2,86 |
WZ0124 |
PL0000107454 |
96,76 |
96,93 |
--- |
--- |
96,85 |
--- |
DS0725 |
PL0000108197 |
102,42 |
102,62 |
2,96 |
2,94 |
102,52 |
2,95 |
WS0429 |
PL0000105391 |
126,82 |
130,42 |
3,27 |
2,99 |
128,62 |
3,13 |
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 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
30 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
90 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
105 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
135 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
80 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
75 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
95 |
TOTAL |
700 |
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 |
1,510 |
1,530 |
1,520 |
2 000 |
TOTAL |
2 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.