2015-09-17 |
MARKET DATA |
No 180 (2711) |
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 |
230,00 |
227,69 |
24 |
1 330,00 |
1 342,78 |
16 |
1 560,00 |
1 570,47 |
40 |
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 |
100,40 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,43 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,95 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,61 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,25 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,60 |
104,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,76 |
96,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,93 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,36 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,20 |
101,17 |
101,250 |
101,250 |
101,250 |
101,250 |
101,250 |
5 000 |
5,08 |
1 |
PS0719 |
PL0000108148 |
103,61 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,35 |
112,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
95,96 |
95,86 |
95,970 |
95,990 |
95,930 |
95,940 |
95,951 |
55 000 |
53,11 |
6 |
DS1020 |
PL0000106126 |
113,05 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,10 |
117,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,64 |
118,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,66 |
107,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,05 |
101,90 |
101,940 |
102,040 |
101,940 |
102,040 |
101,961 |
90 000 |
92,23 |
9 |
DS0726 |
PL0000108866 |
94,25 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,55 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,20 |
126,19 |
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 |
101,70 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,99 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,00 |
99,980 |
99,980 |
99,970 |
99,970 |
99,973 |
15 000 |
15,04 |
2 |
WZ0118 |
PL0000104717 |
99,60 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,09 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,36 |
98,40 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
5 000 |
4,93 |
1 |
WZ0121 |
PL0000106068 |
97,91 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,55 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,30 |
95,30 |
95,300 |
95,300 |
95,200 |
95,200 |
95,225 |
60 000 |
57,30 |
5 |
TOTAL |
230 000 |
227,69 |
24 |
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 |
105,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
115,05 |
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 |
99,48 |
1,72 |
1,52 |
99,45 |
1,61 |
PS0416 |
PL0000106340 |
101,91 |
102,01 |
1,71 |
1,55 |
101,96 |
1,63 |
OK0716 |
PL0000107926 |
98,54 |
98,69 |
1,76 |
1,58 |
98,62 |
1,66 |
IZ0816 |
PL0000103529 |
101,50 |
102,16 |
--- |
--- |
101,83 |
--- |
PS1016 |
PL0000106795 |
103,22 |
103,35 |
1,74 |
1,63 |
103,29 |
1,68 |
WZ0117 |
PL0000106936 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,72 |
1,81 |
1,71 |
104,64 |
1,76 |
OK0717 |
PL0000108502 |
96,71 |
96,81 |
1,83 |
1,77 |
96,76 |
1,80 |
DS1017 |
PL0000104543 |
106,83 |
107,01 |
1,89 |
1,80 |
106,92 |
1,84 |
WZ0118 |
PL0000104717 |
99,45 |
99,68 |
--- |
--- |
99,57 |
--- |
PS0418 |
PL0000107314 |
104,25 |
104,44 |
2,05 |
1,97 |
104,35 |
2,01 |
PS0718 |
PL0000107595 |
101,05 |
101,23 |
2,11 |
2,05 |
101,14 |
2,08 |
WZ0119 |
PL0000107603 |
98,99 |
99,30 |
--- |
--- |
99,15 |
--- |
PS0719 |
PL0000108148 |
103,41 |
103,60 |
2,31 |
2,26 |
103,51 |
2,28 |
DS1019 |
PL0000105441 |
112,16 |
112,37 |
2,35 |
2,30 |
112,27 |
2,32 |
WZ0120 |
PL0000108601 |
98,24 |
98,51 |
--- |
--- |
98,38 |
--- |
PS0420 |
PL0000108510 |
95,77 |
95,92 |
2,48 |
2,45 |
95,85 |
2,46 |
DS1020 |
PL0000106126 |
112,81 |
113,10 |
2,53 |
2,48 |
112,96 |
2,50 |
WZ0121 |
PL0000106068 |
97,83 |
98,15 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
116,83 |
117,24 |
2,71 |
2,65 |
117,04 |
2,68 |
WS0922 |
PL0000102646 |
118,31 |
118,72 |
2,82 |
2,77 |
118,52 |
2,79 |
IZ0823 |
PL0000105359 |
105,29 |
111,66 |
--- |
--- |
108,48 |
--- |
DS1023 |
PL0000107264 |
107,42 |
107,86 |
2,95 |
2,89 |
107,64 |
2,92 |
WZ0124 |
PL0000107454 |
96,46 |
96,75 |
--- |
--- |
96,61 |
--- |
DS0725 |
PL0000108197 |
101,70 |
102,01 |
3,04 |
3,01 |
101,86 |
3,03 |
WS0429 |
PL0000105391 |
125,69 |
129,28 |
3,36 |
3,08 |
127,49 |
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 |
99,48 |
1,72 |
1,52 |
99,45 |
1,61 |
PS0416 |
PL0000106340 |
101,93 |
102,02 |
1,68 |
1,53 |
101,98 |
1,60 |
OK0716 |
PL0000107926 |
98,57 |
98,68 |
1,72 |
1,59 |
98,63 |
1,65 |
IZ0816 |
PL0000103529 |
101,56 |
102,14 |
--- |
--- |
101,85 |
--- |
PS1016 |
PL0000106795 |
103,22 |
103,36 |
1,74 |
1,62 |
103,29 |
1,68 |
WZ0117 |
PL0000106936 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,57 |
104,74 |
1,81 |
1,70 |
104,66 |
1,75 |
OK0717 |
PL0000108502 |
96,71 |
96,82 |
1,83 |
1,77 |
96,77 |
1,80 |
DS1017 |
PL0000104543 |
106,87 |
107,01 |
1,87 |
1,80 |
106,94 |
1,84 |
WZ0118 |
PL0000104717 |
99,54 |
99,72 |
--- |
--- |
99,63 |
--- |
PS0418 |
PL0000107314 |
104,33 |
104,49 |
2,01 |
1,95 |
104,41 |
1,98 |
PS0718 |
PL0000107595 |
101,16 |
101,31 |
2,07 |
2,02 |
101,24 |
2,04 |
WZ0119 |
PL0000107603 |
99,04 |
99,28 |
--- |
--- |
99,16 |
--- |
PS0719 |
PL0000108148 |
103,57 |
103,71 |
2,27 |
2,23 |
103,64 |
2,25 |
DS1019 |
PL0000105441 |
112,27 |
112,47 |
2,32 |
2,27 |
112,37 |
2,30 |
WZ0120 |
PL0000108601 |
98,31 |
98,51 |
--- |
--- |
98,41 |
--- |
PS0420 |
PL0000108510 |
95,90 |
96,00 |
2,45 |
2,43 |
95,95 |
2,44 |
DS1020 |
PL0000106126 |
113,00 |
113,22 |
2,50 |
2,45 |
113,11 |
2,47 |
WZ0121 |
PL0000106068 |
97,85 |
98,13 |
--- |
--- |
97,99 |
--- |
DS1021 |
PL0000106670 |
117,06 |
117,38 |
2,67 |
2,62 |
117,22 |
2,65 |
WS0922 |
PL0000102646 |
118,58 |
118,90 |
2,79 |
2,74 |
118,74 |
2,76 |
IZ0823 |
PL0000105359 |
107,03 |
111,05 |
--- |
--- |
109,04 |
--- |
DS1023 |
PL0000107264 |
107,59 |
107,91 |
2,93 |
2,89 |
107,75 |
2,91 |
WZ0124 |
PL0000107454 |
96,49 |
96,66 |
--- |
--- |
96,58 |
--- |
DS0725 |
PL0000108197 |
101,96 |
102,15 |
3,01 |
2,99 |
102,06 |
3,00 |
WS0429 |
PL0000105391 |
126,42 |
128,09 |
3,30 |
3,17 |
127,26 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
25 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
65 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
115 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
160 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
110 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
150 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
95 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
400 |
TOTAL |
1 330 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.