2015-09-16 |
MARKET DATA |
No 179 (2710) |
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 |
697,50 |
700,78 |
46 |
505,00 |
555,47 |
12 |
1 202,50 |
1 256,25 |
58 |
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 |
100,44 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,42 |
99,45 |
99,420 |
99,420 |
99,410 |
99,410 |
99,413 |
35 000 |
34,79 |
2 |
PS0416 |
PL0000106340 |
101,96 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,58 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,28 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,58 |
104,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,72 |
96,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,86 |
106,90 |
106,900 |
106,900 |
106,900 |
106,900 |
106,900 |
10 000 |
11,16 |
1 |
PS0418 |
PL0000107314 |
104,29 |
104,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,05 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,45 |
103,43 |
103,490 |
103,490 |
103,490 |
103,490 |
103,490 |
15 000 |
15,60 |
1 |
DS1019 |
PL0000105441 |
112,20 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,80 |
95,69 |
95,720 |
95,740 |
95,720 |
95,740 |
95,730 |
20 000 |
19,27 |
2 |
DS1020 |
PL0000106126 |
112,88 |
112,86 |
112,880 |
112,880 |
112,880 |
112,880 |
112,880 |
25 000 |
29,40 |
2 |
DS1021 |
PL0000106670 |
116,90 |
116,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,44 |
117,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,60 |
107,55 |
107,600 |
107,600 |
107,600 |
107,600 |
107,600 |
5 000 |
5,56 |
1 |
DS0725 |
PL0000108197 |
101,93 |
101,70 |
101,900 |
101,900 |
101,630 |
101,840 |
101,786 |
112 500 |
115,06 |
11 |
DS0726 |
PL0000108866 |
94,10 |
94,25 |
94,000 |
94,000 |
94,000 |
94,000 |
94,000 |
5 000 |
4,72 |
1 |
WS0428 |
PL0000107611 |
93,34 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,31 |
125,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
108,44 |
138,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,70 |
101,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,00 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
10 000 |
10,02 |
2 |
WZ0118 |
PL0000104717 |
99,67 |
99,65 |
99,660 |
99,660 |
99,570 |
99,600 |
99,629 |
200 000 |
199,79 |
8 |
WZ0119 |
PL0000107603 |
99,19 |
99,19 |
99,190 |
99,190 |
99,190 |
99,190 |
99,190 |
35 000 |
34,81 |
1 |
WZ0120 |
PL0000108601 |
98,49 |
98,49 |
98,480 |
98,480 |
98,380 |
98,380 |
98,424 |
145 000 |
143,10 |
9 |
WZ0121 |
PL0000106068 |
98,05 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,70 |
96,55 |
96,700 |
96,700 |
96,550 |
96,550 |
96,602 |
80 000 |
77,50 |
5 |
WZ0126 |
PL0000108817 |
95,37 |
95,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
697 500 |
700,78 |
46 |
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 |
99,46 |
1,71 |
1,54 |
99,43 |
1,63 |
PS0416 |
PL0000106340 |
101,93 |
102,02 |
1,72 |
1,58 |
101,98 |
1,64 |
OK0716 |
PL0000107926 |
98,52 |
98,66 |
1,77 |
1,60 |
98,59 |
1,68 |
IZ0816 |
PL0000103529 |
101,57 |
102,20 |
--- |
--- |
101,89 |
--- |
PS1016 |
PL0000106795 |
103,22 |
103,36 |
1,76 |
1,64 |
103,29 |
1,70 |
WZ0117 |
PL0000106936 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,69 |
1,84 |
1,75 |
104,61 |
1,79 |
OK0717 |
PL0000108502 |
96,62 |
96,76 |
1,87 |
1,79 |
96,69 |
1,83 |
DS1017 |
PL0000104543 |
106,80 |
106,99 |
1,91 |
1,82 |
106,90 |
1,87 |
WZ0118 |
PL0000104717 |
99,55 |
99,78 |
--- |
--- |
99,67 |
--- |
PS0418 |
PL0000107314 |
104,20 |
104,40 |
2,07 |
1,99 |
104,30 |
2,03 |
PS0718 |
PL0000107595 |
101,00 |
101,21 |
2,13 |
2,06 |
101,11 |
2,09 |
WZ0119 |
PL0000107603 |
99,05 |
99,37 |
--- |
--- |
99,21 |
--- |
PS0719 |
PL0000108148 |
103,33 |
103,55 |
2,33 |
2,27 |
103,44 |
2,30 |
DS1019 |
PL0000105441 |
112,06 |
112,34 |
2,38 |
2,31 |
112,20 |
2,34 |
WZ0120 |
PL0000108601 |
98,35 |
98,62 |
--- |
--- |
98,49 |
--- |
PS0420 |
PL0000108510 |
95,68 |
95,85 |
2,50 |
2,46 |
95,77 |
2,48 |
DS1020 |
PL0000106126 |
112,77 |
113,04 |
2,54 |
2,49 |
112,91 |
2,52 |
WZ0121 |
PL0000106068 |
97,86 |
98,24 |
--- |
--- |
98,05 |
--- |
DS1021 |
PL0000106670 |
116,77 |
117,16 |
2,73 |
2,66 |
116,97 |
2,69 |
WS0922 |
PL0000102646 |
118,26 |
118,56 |
2,84 |
2,80 |
118,41 |
2,82 |
IZ0823 |
PL0000105359 |
106,18 |
111,87 |
--- |
--- |
109,03 |
--- |
DS1023 |
PL0000107264 |
107,41 |
107,82 |
2,96 |
2,90 |
107,62 |
2,93 |
WZ0124 |
PL0000107454 |
96,55 |
96,84 |
--- |
--- |
96,70 |
--- |
DS0725 |
PL0000108197 |
101,79 |
102,09 |
3,03 |
3,00 |
101,94 |
3,02 |
WS0429 |
PL0000105391 |
122,33 |
131,07 |
3,63 |
2,94 |
126,70 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,40 |
99,46 |
1,71 |
1,54 |
99,43 |
1,63 |
PS0416 |
PL0000106340 |
101,94 |
102,03 |
1,70 |
1,56 |
101,99 |
1,62 |
OK0716 |
PL0000107926 |
98,55 |
98,66 |
1,73 |
1,60 |
98,61 |
1,66 |
IZ0816 |
PL0000103529 |
101,58 |
102,17 |
--- |
--- |
101,88 |
--- |
PS1016 |
PL0000106795 |
103,25 |
103,36 |
1,74 |
1,64 |
103,31 |
1,68 |
WZ0117 |
PL0000106936 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,72 |
1,83 |
1,73 |
104,64 |
1,78 |
OK0717 |
PL0000108502 |
96,67 |
96,78 |
1,85 |
1,78 |
96,73 |
1,81 |
DS1017 |
PL0000104543 |
106,83 |
106,97 |
1,90 |
1,83 |
106,90 |
1,87 |
WZ0118 |
PL0000104717 |
99,54 |
99,69 |
--- |
--- |
99,62 |
--- |
PS0418 |
PL0000107314 |
104,27 |
104,41 |
2,04 |
1,99 |
104,34 |
2,02 |
PS0718 |
PL0000107595 |
101,03 |
101,16 |
2,12 |
2,07 |
101,10 |
2,10 |
WZ0119 |
PL0000107603 |
99,07 |
99,31 |
--- |
--- |
99,19 |
--- |
PS0719 |
PL0000108148 |
103,41 |
103,57 |
2,31 |
2,27 |
103,49 |
2,29 |
DS1019 |
PL0000105441 |
112,17 |
112,34 |
2,35 |
2,31 |
112,26 |
2,33 |
WZ0120 |
PL0000108601 |
98,30 |
98,52 |
--- |
--- |
98,41 |
--- |
PS0420 |
PL0000108510 |
95,71 |
95,85 |
2,50 |
2,46 |
95,78 |
2,48 |
DS1020 |
PL0000106126 |
112,82 |
113,10 |
2,53 |
2,48 |
112,96 |
2,51 |
WZ0121 |
PL0000106068 |
97,85 |
98,16 |
--- |
--- |
98,01 |
--- |
DS1021 |
PL0000106670 |
116,86 |
117,14 |
2,71 |
2,67 |
117,00 |
2,69 |
WS0922 |
PL0000102646 |
118,37 |
118,68 |
2,82 |
2,78 |
118,53 |
2,80 |
IZ0823 |
PL0000105359 |
107,05 |
111,37 |
--- |
--- |
109,21 |
--- |
DS1023 |
PL0000107264 |
107,53 |
107,70 |
2,94 |
2,92 |
107,62 |
2,93 |
WZ0124 |
PL0000107454 |
96,47 |
96,74 |
--- |
--- |
96,61 |
--- |
DS0725 |
PL0000108197 |
101,72 |
101,96 |
3,04 |
3,01 |
101,84 |
3,03 |
WS0429 |
PL0000105391 |
124,62 |
130,27 |
3,45 |
3,00 |
127,45 |
3,22 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
35 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
110 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
95 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
55 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
65 |
TOTAL |
505 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.