2015-09-14 |
MARKET DATA |
No 177 (2708) |
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 |
135,00 |
140,21 |
16 |
1 720,00 |
1 761,68 |
14 |
1 855,00 |
1 901,88 |
30 |
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 |
100,47 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,42 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,99 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,59 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,27 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,60 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,72 |
96,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,95 |
106,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,35 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,14 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,55 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,40 |
112,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,00 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,10 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,30 |
117,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,85 |
118,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,99 |
108,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,55 |
102,29 |
102,260 |
102,550 |
102,210 |
102,540 |
102,378 |
130 000 |
133,70 |
15 |
WS0428 |
PL0000107611 |
93,89 |
97,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,91 |
126,96 |
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 |
101,85 |
102,05 |
101,850 |
101,850 |
101,850 |
101,850 |
101,850 |
5 000 |
6,50 |
1 |
IZ0823 |
PL0000105359 |
106,50 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,63 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,10 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,44 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,86 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,59 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,40 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
135 000 |
140,21 |
16 |
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 |
99,40 |
99,45 |
1,69 |
1,55 |
99,43 |
1,60 |
PS0416 |
PL0000106340 |
101,93 |
102,04 |
1,75 |
1,57 |
101,99 |
1,65 |
OK0716 |
PL0000107926 |
98,53 |
98,65 |
1,74 |
1,60 |
98,59 |
1,67 |
IZ0816 |
PL0000103529 |
101,37 |
102,59 |
--- |
--- |
101,98 |
--- |
PS1016 |
PL0000106795 |
103,25 |
103,38 |
1,75 |
1,64 |
103,32 |
1,69 |
WZ0117 |
PL0000106936 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,57 |
104,74 |
1,83 |
1,72 |
104,66 |
1,77 |
OK0717 |
PL0000108502 |
96,65 |
96,77 |
1,85 |
1,78 |
96,71 |
1,82 |
DS1017 |
PL0000104543 |
106,85 |
107,00 |
1,90 |
1,83 |
106,93 |
1,86 |
WZ0118 |
PL0000104717 |
99,51 |
99,77 |
--- |
--- |
99,64 |
--- |
PS0418 |
PL0000107314 |
104,25 |
104,44 |
2,05 |
1,98 |
104,35 |
2,02 |
PS0718 |
PL0000107595 |
101,03 |
101,25 |
2,12 |
2,04 |
101,14 |
2,08 |
WZ0119 |
PL0000107603 |
98,98 |
99,40 |
--- |
--- |
99,19 |
--- |
PS0719 |
PL0000108148 |
103,37 |
103,61 |
2,32 |
2,26 |
103,49 |
2,29 |
DS1019 |
PL0000105441 |
112,17 |
112,45 |
2,35 |
2,29 |
112,31 |
2,32 |
WZ0120 |
PL0000108601 |
98,31 |
98,67 |
--- |
--- |
98,49 |
--- |
PS0420 |
PL0000108510 |
95,81 |
95,99 |
2,47 |
2,43 |
95,90 |
2,45 |
DS1020 |
PL0000106126 |
112,92 |
113,22 |
2,52 |
2,46 |
113,07 |
2,49 |
WZ0121 |
PL0000106068 |
97,76 |
98,17 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
116,97 |
117,39 |
2,69 |
2,63 |
117,18 |
2,66 |
WS0922 |
PL0000102646 |
118,54 |
118,99 |
2,80 |
2,74 |
118,77 |
2,77 |
IZ0823 |
PL0000105359 |
105,47 |
112,62 |
--- |
--- |
109,05 |
--- |
DS1023 |
PL0000107264 |
107,68 |
108,12 |
2,92 |
2,86 |
107,90 |
2,89 |
WZ0124 |
PL0000107454 |
96,33 |
96,78 |
--- |
--- |
96,56 |
--- |
DS0725 |
PL0000108197 |
102,06 |
102,38 |
3,00 |
2,96 |
102,22 |
2,98 |
WS0429 |
PL0000105391 |
126,29 |
129,87 |
3,31 |
3,03 |
128,08 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,41 |
99,45 |
1,66 |
1,55 |
99,43 |
1,60 |
PS0416 |
PL0000106340 |
101,97 |
102,05 |
1,69 |
1,56 |
102,01 |
1,62 |
OK0716 |
PL0000107926 |
98,53 |
98,65 |
1,74 |
1,60 |
98,59 |
1,67 |
IZ0816 |
PL0000103529 |
101,71 |
102,20 |
--- |
--- |
101,96 |
--- |
PS1016 |
PL0000106795 |
103,26 |
103,37 |
1,74 |
1,65 |
103,32 |
1,69 |
WZ0117 |
PL0000106936 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,75 |
1,82 |
1,72 |
104,67 |
1,77 |
OK0717 |
PL0000108502 |
96,70 |
96,78 |
1,82 |
1,78 |
96,74 |
1,80 |
DS1017 |
PL0000104543 |
106,92 |
107,00 |
1,87 |
1,83 |
106,96 |
1,85 |
WZ0118 |
PL0000104717 |
99,58 |
99,77 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
104,33 |
104,48 |
2,02 |
1,97 |
104,41 |
1,99 |
PS0718 |
PL0000107595 |
101,11 |
101,25 |
2,09 |
2,04 |
101,18 |
2,07 |
WZ0119 |
PL0000107603 |
99,05 |
99,37 |
--- |
--- |
99,21 |
--- |
PS0719 |
PL0000108148 |
103,51 |
103,67 |
2,29 |
2,24 |
103,59 |
2,26 |
DS1019 |
PL0000105441 |
112,33 |
112,52 |
2,31 |
2,27 |
112,43 |
2,29 |
WZ0120 |
PL0000108601 |
98,38 |
98,58 |
--- |
--- |
98,48 |
--- |
PS0420 |
PL0000108510 |
95,92 |
96,06 |
2,44 |
2,41 |
95,99 |
2,43 |
DS1020 |
PL0000106126 |
113,07 |
113,32 |
2,49 |
2,44 |
113,20 |
2,46 |
WZ0121 |
PL0000106068 |
97,80 |
98,18 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
117,24 |
117,51 |
2,65 |
2,61 |
117,38 |
2,63 |
WS0922 |
PL0000102646 |
118,79 |
119,12 |
2,77 |
2,72 |
118,96 |
2,74 |
IZ0823 |
PL0000105359 |
105,42 |
112,60 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
107,95 |
108,31 |
2,88 |
2,84 |
108,13 |
2,86 |
WZ0124 |
PL0000107454 |
96,51 |
96,83 |
--- |
--- |
96,67 |
--- |
DS0725 |
PL0000108197 |
102,37 |
102,57 |
2,97 |
2,94 |
102,47 |
2,95 |
WS0429 |
PL0000105391 |
126,62 |
130,19 |
3,29 |
3,01 |
128,41 |
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 |
40 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,300 |
1,400 |
1,306 |
320 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,440 |
1,450 |
1,444 |
405 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
140 |
TOTAL |
1 120 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
600 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.