2015-09-11 |
MARKET DATA |
No 176 (2707) |
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 |
1 345,00 |
1 336,92 |
79 |
330,00 |
342,80 |
9 |
1 675,00 |
1 679,73 |
88 |
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 |
100,49 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,42 |
99,44 |
99,420 |
99,420 |
99,420 |
99,420 |
99,420 |
225 000 |
223,70 |
3 |
PS0416 |
PL0000106340 |
102,02 |
102,04 |
102,020 |
102,020 |
102,010 |
102,010 |
102,012 |
60 000 |
62,38 |
2 |
OK0716 |
PL0000107926 |
98,62 |
98,63 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
65 000 |
64,09 |
1 |
PS1016 |
PL0000106795 |
103,34 |
103,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,66 |
104,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,75 |
96,72 |
96,690 |
96,690 |
96,680 |
96,680 |
96,681 |
50 000 |
48,34 |
2 |
DS1017 |
PL0000104543 |
107,02 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,41 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,20 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,60 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,41 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,00 |
95,87 |
96,010 |
96,010 |
95,870 |
95,930 |
95,944 |
185 000 |
178,58 |
15 |
DS1020 |
PL0000106126 |
113,20 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,33 |
117,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,95 |
118,63 |
118,850 |
118,850 |
118,850 |
118,850 |
118,850 |
5 000 |
6,22 |
1 |
DS1023 |
PL0000107264 |
108,10 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,46 |
102,35 |
102,420 |
102,500 |
102,280 |
102,280 |
102,399 |
332 500 |
342,01 |
29 |
WS0428 |
PL0000107611 |
94,05 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,47 |
129,69 |
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 |
102,05 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,00 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,70 |
99,65 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
40 000 |
39,96 |
2 |
WZ0119 |
PL0000107603 |
99,22 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,62 |
98,63 |
98,550 |
98,550 |
98,500 |
98,500 |
98,522 |
130 000 |
128,41 |
7 |
WZ0121 |
PL0000106068 |
98,14 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,63 |
96,38 |
96,630 |
96,630 |
96,300 |
96,300 |
96,510 |
155 000 |
149,98 |
11 |
WZ0126 |
PL0000108817 |
95,60 |
95,50 |
95,600 |
95,600 |
95,300 |
95,300 |
95,387 |
97 500 |
93,25 |
6 |
TOTAL |
1 345 000 |
1 336,92 |
79 |
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 |
EUR0925 |
XS1288467605 |
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 |
99,45 |
1,65 |
1,53 |
99,43 |
1,59 |
PS0416 |
PL0000106340 |
102,00 |
102,07 |
1,65 |
1,54 |
102,04 |
1,59 |
OK0716 |
PL0000107926 |
98,61 |
98,68 |
1,64 |
1,56 |
98,65 |
1,60 |
IZ0816 |
PL0000103529 |
101,63 |
102,29 |
--- |
--- |
101,96 |
--- |
PS1016 |
PL0000106795 |
103,33 |
103,43 |
1,69 |
1,60 |
103,38 |
1,64 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,65 |
104,81 |
1,78 |
1,69 |
104,73 |
1,74 |
OK0717 |
PL0000108502 |
96,73 |
96,82 |
1,80 |
1,75 |
96,78 |
1,77 |
DS1017 |
PL0000104543 |
107,00 |
107,12 |
1,83 |
1,78 |
107,06 |
1,80 |
WZ0118 |
PL0000104717 |
99,67 |
99,83 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
104,40 |
104,57 |
2,00 |
1,93 |
104,49 |
1,96 |
PS0718 |
PL0000107595 |
101,18 |
101,32 |
2,07 |
2,02 |
101,25 |
2,04 |
WZ0119 |
PL0000107603 |
99,19 |
99,37 |
--- |
--- |
99,28 |
--- |
PS0719 |
PL0000108148 |
103,56 |
103,76 |
2,27 |
2,22 |
103,66 |
2,25 |
DS1019 |
PL0000105441 |
112,37 |
112,61 |
2,31 |
2,25 |
112,49 |
2,28 |
WZ0120 |
PL0000108601 |
98,56 |
98,72 |
--- |
--- |
98,64 |
--- |
PS0420 |
PL0000108510 |
95,95 |
96,12 |
2,44 |
2,40 |
96,04 |
2,41 |
DS1020 |
PL0000106126 |
113,14 |
113,44 |
2,48 |
2,42 |
113,29 |
2,45 |
WZ0121 |
PL0000106068 |
98,09 |
98,40 |
--- |
--- |
98,25 |
--- |
DS1021 |
PL0000106670 |
117,22 |
117,60 |
2,66 |
2,59 |
117,41 |
2,62 |
WS0922 |
PL0000102646 |
118,76 |
119,17 |
2,77 |
2,71 |
118,97 |
2,74 |
IZ0823 |
PL0000105359 |
104,08 |
114,11 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,34 |
2,89 |
2,83 |
108,14 |
2,86 |
WZ0124 |
PL0000107454 |
96,57 |
96,94 |
--- |
--- |
96,76 |
--- |
DS0725 |
PL0000108197 |
102,38 |
102,63 |
2,96 |
2,94 |
102,51 |
2,95 |
WS0429 |
PL0000105391 |
125,65 |
131,67 |
3,36 |
2,90 |
128,66 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,40 |
99,45 |
1,67 |
1,53 |
99,43 |
1,59 |
PS0416 |
PL0000106340 |
101,97 |
102,05 |
1,70 |
1,57 |
102,01 |
1,64 |
OK0716 |
PL0000107926 |
98,54 |
98,65 |
1,73 |
1,60 |
98,60 |
1,66 |
IZ0816 |
PL0000103529 |
101,75 |
102,27 |
--- |
--- |
102,01 |
--- |
PS1016 |
PL0000106795 |
103,28 |
103,39 |
1,73 |
1,63 |
103,34 |
1,68 |
WZ0117 |
PL0000106936 |
99,96 |
100,07 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,57 |
104,74 |
1,83 |
1,73 |
104,66 |
1,78 |
OK0717 |
PL0000108502 |
96,66 |
96,76 |
1,84 |
1,79 |
96,71 |
1,81 |
DS1017 |
PL0000104543 |
106,86 |
107,00 |
1,90 |
1,83 |
106,93 |
1,86 |
WZ0118 |
PL0000104717 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,28 |
104,44 |
2,04 |
1,98 |
104,36 |
2,01 |
PS0718 |
PL0000107595 |
101,04 |
101,21 |
2,12 |
2,06 |
101,13 |
2,09 |
WZ0119 |
PL0000107603 |
99,07 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0719 |
PL0000108148 |
103,38 |
103,60 |
2,32 |
2,26 |
103,49 |
2,29 |
DS1019 |
PL0000105441 |
112,18 |
112,46 |
2,35 |
2,29 |
112,32 |
2,32 |
WZ0120 |
PL0000108601 |
98,37 |
98,68 |
--- |
--- |
98,53 |
--- |
PS0420 |
PL0000108510 |
95,85 |
95,97 |
2,46 |
2,43 |
95,91 |
2,45 |
DS1020 |
PL0000106126 |
112,97 |
113,24 |
2,51 |
2,46 |
113,11 |
2,48 |
WZ0121 |
PL0000106068 |
97,73 |
98,18 |
--- |
--- |
97,96 |
--- |
DS1021 |
PL0000106670 |
117,13 |
117,42 |
2,67 |
2,62 |
117,28 |
2,65 |
WS0922 |
PL0000102646 |
118,74 |
119,03 |
2,77 |
2,73 |
118,89 |
2,75 |
IZ0823 |
PL0000105359 |
106,55 |
111,79 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
107,69 |
108,05 |
2,92 |
2,87 |
107,87 |
2,89 |
WZ0124 |
PL0000107454 |
96,33 |
96,62 |
--- |
--- |
96,48 |
--- |
DS0725 |
PL0000108197 |
102,18 |
102,40 |
2,99 |
2,96 |
102,29 |
2,98 |
WS0429 |
PL0000105391 |
126,41 |
129,96 |
3,30 |
3,03 |
128,19 |
3,16 |
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 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
75 |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
10 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
15 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
100 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
110 |
TOTAL |
330 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.