2015-09-15 |
MARKET DATA |
No 178 (2709) |
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 |
462,50 |
476,93 |
28 |
1 250,00 |
1 353,06 |
14 |
1 712,50 |
1 829,99 |
42 |
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 |
100,45 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,43 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
102,01 |
102,02 |
102,010 |
102,010 |
102,010 |
102,010 |
102,010 |
20 000 |
20,80 |
1 |
OK0716 |
PL0000107926 |
98,58 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,34 |
103,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,63 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,75 |
96,74 |
96,730 |
96,730 |
96,710 |
96,710 |
96,720 |
30 000 |
29,02 |
2 |
DS1017 |
PL0000104543 |
106,92 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,34 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,14 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,60 |
103,53 |
103,620 |
103,630 |
103,620 |
103,630 |
103,625 |
275 000 |
286,29 |
9 |
DS1019 |
PL0000105441 |
112,33 |
112,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,00 |
95,84 |
96,000 |
96,000 |
95,940 |
95,940 |
95,959 |
50 000 |
48,28 |
5 |
DS1020 |
PL0000106126 |
113,12 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,20 |
117,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,69 |
118,65 |
118,430 |
118,430 |
118,430 |
118,430 |
118,430 |
10 000 |
12,41 |
1 |
DS1023 |
PL0000107264 |
107,93 |
107,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,35 |
102,02 |
102,190 |
102,190 |
101,940 |
101,940 |
102,036 |
50 000 |
51,26 |
6 |
DS0726 |
PL0000108866 |
95,65 |
94,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,90 |
97,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,92 |
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 |
101,80 |
101,90 |
101,700 |
101,700 |
101,700 |
101,700 |
101,700 |
7 500 |
9,74 |
1 |
IZ0823 |
PL0000105359 |
108,00 |
109,40 |
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 |
99,64 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,20 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,48 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,00 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,68 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,47 |
95,35 |
95,470 |
95,470 |
95,390 |
95,390 |
95,445 |
20 000 |
19,14 |
3 |
TOTAL |
462 500 |
476,93 |
28 |
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 |
99,46 |
1,67 |
1,53 |
99,44 |
1,59 |
PS0416 |
PL0000106340 |
101,94 |
102,04 |
1,72 |
1,56 |
101,99 |
1,64 |
OK0716 |
PL0000107926 |
98,54 |
98,67 |
1,74 |
1,58 |
98,61 |
1,65 |
IZ0816 |
PL0000103529 |
101,68 |
102,28 |
--- |
--- |
101,98 |
--- |
PS1016 |
PL0000106795 |
103,26 |
103,39 |
1,74 |
1,62 |
103,33 |
1,67 |
WZ0117 |
PL0000106936 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,58 |
104,74 |
1,82 |
1,72 |
104,66 |
1,77 |
OK0717 |
PL0000108502 |
96,68 |
96,79 |
1,84 |
1,77 |
96,74 |
1,80 |
DS1017 |
PL0000104543 |
106,86 |
107,03 |
1,89 |
1,81 |
106,95 |
1,85 |
WZ0118 |
PL0000104717 |
99,55 |
99,78 |
--- |
--- |
99,67 |
--- |
PS0418 |
PL0000107314 |
104,30 |
104,48 |
2,03 |
1,96 |
104,39 |
2,00 |
PS0718 |
PL0000107595 |
101,07 |
101,25 |
2,11 |
2,04 |
101,16 |
2,07 |
WZ0119 |
PL0000107603 |
99,03 |
99,36 |
--- |
--- |
99,20 |
--- |
PS0719 |
PL0000108148 |
103,44 |
103,65 |
2,30 |
2,25 |
103,55 |
2,27 |
DS1019 |
PL0000105441 |
112,23 |
112,51 |
2,34 |
2,27 |
112,37 |
2,30 |
WZ0120 |
PL0000108601 |
98,32 |
98,55 |
--- |
--- |
98,44 |
--- |
PS0420 |
PL0000108510 |
95,89 |
96,04 |
2,45 |
2,42 |
95,97 |
2,43 |
DS1020 |
PL0000106126 |
113,00 |
113,29 |
2,50 |
2,44 |
113,15 |
2,47 |
WZ0121 |
PL0000106068 |
97,80 |
98,20 |
--- |
--- |
98,00 |
--- |
DS1021 |
PL0000106670 |
117,06 |
117,47 |
2,68 |
2,61 |
117,27 |
2,65 |
WS0922 |
PL0000102646 |
118,57 |
119,01 |
2,80 |
2,73 |
118,79 |
2,76 |
IZ0823 |
PL0000105359 |
99,82 |
120,22 |
--- |
--- |
110,02 |
--- |
DS1023 |
PL0000107264 |
107,86 |
108,24 |
2,89 |
2,84 |
108,05 |
2,87 |
WZ0124 |
PL0000107454 |
96,49 |
96,82 |
--- |
--- |
96,66 |
--- |
DS0725 |
PL0000108197 |
102,21 |
102,58 |
2,98 |
2,94 |
102,40 |
2,96 |
WS0429 |
PL0000105391 |
126,52 |
130,16 |
3,29 |
3,01 |
128,34 |
3,15 |
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 |
1,67 |
1,56 |
99,43 |
1,61 |
PS0416 |
PL0000106340 |
101,95 |
102,03 |
1,70 |
1,57 |
101,99 |
1,64 |
OK0716 |
PL0000107926 |
98,53 |
98,66 |
1,75 |
1,59 |
98,60 |
1,67 |
IZ0816 |
PL0000103529 |
101,60 |
102,06 |
--- |
--- |
101,83 |
--- |
PS1016 |
PL0000106795 |
103,31 |
103,39 |
1,69 |
1,62 |
103,35 |
1,66 |
WZ0117 |
PL0000106936 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,73 |
1,80 |
1,73 |
104,67 |
1,76 |
OK0717 |
PL0000108502 |
96,69 |
96,77 |
1,83 |
1,79 |
96,73 |
1,81 |
DS1017 |
PL0000104543 |
106,87 |
107,00 |
1,88 |
1,82 |
106,94 |
1,85 |
WZ0118 |
PL0000104717 |
99,59 |
99,78 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,29 |
104,44 |
2,04 |
1,98 |
104,37 |
2,01 |
PS0718 |
PL0000107595 |
101,05 |
101,19 |
2,11 |
2,06 |
101,12 |
2,09 |
WZ0119 |
PL0000107603 |
99,13 |
99,38 |
--- |
--- |
99,26 |
--- |
PS0719 |
PL0000108148 |
103,50 |
103,64 |
2,29 |
2,25 |
103,57 |
2,27 |
DS1019 |
PL0000105441 |
112,23 |
112,42 |
2,34 |
2,29 |
112,33 |
2,31 |
WZ0120 |
PL0000108601 |
98,41 |
98,62 |
--- |
--- |
98,52 |
--- |
PS0420 |
PL0000108510 |
95,81 |
95,94 |
2,47 |
2,44 |
95,88 |
2,45 |
DS1020 |
PL0000106126 |
112,99 |
113,24 |
2,50 |
2,45 |
113,12 |
2,48 |
WZ0121 |
PL0000106068 |
97,93 |
98,26 |
--- |
--- |
98,10 |
--- |
DS1021 |
PL0000106670 |
116,98 |
117,40 |
2,69 |
2,62 |
117,19 |
2,66 |
WS0922 |
PL0000102646 |
118,58 |
118,90 |
2,79 |
2,75 |
118,74 |
2,77 |
IZ0823 |
PL0000105359 |
107,43 |
110,58 |
--- |
--- |
109,01 |
--- |
DS1023 |
PL0000107264 |
107,62 |
107,91 |
2,93 |
2,89 |
107,77 |
2,91 |
WZ0124 |
PL0000107454 |
96,60 |
96,84 |
--- |
--- |
96,72 |
--- |
DS0725 |
PL0000108197 |
102,05 |
102,25 |
3,00 |
2,98 |
102,15 |
2,99 |
WS0429 |
PL0000105391 |
126,26 |
129,79 |
3,32 |
3,04 |
128,03 |
3,18 |
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 |
100 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
35 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
285 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
175 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
420 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
55 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
125 |
TOTAL |
1 250 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.