2015-09-18 |
MARKET DATA |
No 181 (2712) |
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 |
1 450,00 |
1 477,50 |
98 |
500,00 |
534,92 |
10 |
1 950,00 |
2 012,42 |
108 |
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 |
100,39 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,44 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,93 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,65 |
98,67 |
98,640 |
98,640 |
98,630 |
98,630 |
98,635 |
100 000 |
98,64 |
2 |
PS1016 |
PL0000106795 |
103,34 |
103,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,73 |
104,78 |
104,730 |
104,730 |
104,730 |
104,730 |
104,730 |
25 000 |
26,67 |
1 |
OK0717 |
PL0000108502 |
96,89 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,09 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,62 |
104,65 |
104,600 |
104,600 |
104,580 |
104,580 |
104,593 |
40 000 |
42,45 |
3 |
PS0718 |
PL0000107595 |
101,55 |
101,45 |
101,560 |
101,580 |
101,540 |
101,540 |
101,567 |
400 000 |
407,88 |
15 |
PS0719 |
PL0000108148 |
104,03 |
104,02 |
103,940 |
103,940 |
103,940 |
103,940 |
103,940 |
60 000 |
62,68 |
1 |
DS1019 |
PL0000105441 |
112,81 |
112,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,50 |
96,35 |
96,450 |
96,470 |
96,350 |
96,420 |
96,429 |
220 000 |
213,50 |
20 |
DS1020 |
PL0000106126 |
113,76 |
113,55 |
113,760 |
113,760 |
113,750 |
113,750 |
113,753 |
45 000 |
53,34 |
4 |
DS1021 |
PL0000106670 |
118,00 |
117,81 |
117,950 |
117,950 |
117,930 |
117,930 |
117,934 |
25 000 |
30,79 |
3 |
WS0922 |
PL0000102646 |
119,65 |
119,35 |
119,250 |
119,250 |
119,250 |
119,250 |
119,250 |
5 000 |
5,96 |
1 |
DS1023 |
PL0000107264 |
108,79 |
108,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,30 |
102,88 |
102,810 |
103,300 |
102,790 |
103,170 |
103,057 |
305 000 |
315,92 |
30 |
DS0726 |
PL0000108866 |
95,55 |
95,20 |
95,200 |
95,810 |
95,200 |
95,810 |
95,381 |
50 000 |
47,89 |
7 |
WS0428 |
PL0000107611 |
95,07 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,90 |
126,37 |
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 |
101,91 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,18 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,66 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,19 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,46 |
98,38 |
98,400 |
98,520 |
98,400 |
98,520 |
98,436 |
130 000 |
128,34 |
6 |
WZ0121 |
PL0000106068 |
98,03 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,68 |
96,70 |
96,700 |
96,740 |
96,700 |
96,740 |
96,727 |
30 000 |
29,10 |
3 |
WZ0126 |
PL0000108817 |
95,43 |
95,44 |
95,350 |
95,350 |
95,250 |
95,250 |
95,283 |
15 000 |
14,34 |
2 |
TOTAL |
1 450 000 |
1 477,50 |
98 |
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 |
99,50 |
1,74 |
1,47 |
99,46 |
1,59 |
PS0416 |
PL0000106340 |
101,89 |
102,01 |
1,73 |
1,53 |
101,95 |
1,63 |
OK0716 |
PL0000107926 |
98,58 |
98,75 |
1,72 |
1,51 |
98,67 |
1,61 |
IZ0816 |
PL0000103529 |
99,92 |
103,05 |
--- |
--- |
101,49 |
--- |
PS1016 |
PL0000106795 |
103,28 |
103,42 |
1,68 |
1,56 |
103,35 |
1,62 |
WZ0117 |
PL0000106936 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,68 |
104,84 |
1,73 |
1,63 |
104,76 |
1,68 |
OK0717 |
PL0000108502 |
96,83 |
96,95 |
1,77 |
1,70 |
96,89 |
1,73 |
DS1017 |
PL0000104543 |
107,03 |
107,21 |
1,79 |
1,71 |
107,12 |
1,75 |
WZ0118 |
PL0000104717 |
99,51 |
99,77 |
--- |
--- |
99,64 |
--- |
PS0418 |
PL0000107314 |
104,52 |
104,72 |
1,94 |
1,86 |
104,62 |
1,90 |
PS0718 |
PL0000107595 |
101,34 |
101,56 |
2,01 |
1,93 |
101,45 |
1,97 |
WZ0119 |
PL0000107603 |
99,01 |
99,38 |
--- |
--- |
99,20 |
--- |
PS0719 |
PL0000108148 |
103,84 |
104,07 |
2,19 |
2,13 |
103,96 |
2,16 |
DS1019 |
PL0000105441 |
112,60 |
112,88 |
2,24 |
2,17 |
112,74 |
2,21 |
WZ0120 |
PL0000108601 |
98,16 |
98,59 |
--- |
--- |
98,38 |
--- |
PS0420 |
PL0000108510 |
96,23 |
96,46 |
2,37 |
2,32 |
96,35 |
2,34 |
DS1020 |
PL0000106126 |
113,44 |
113,71 |
2,41 |
2,36 |
113,58 |
2,38 |
WZ0121 |
PL0000106068 |
97,81 |
98,22 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
117,60 |
117,91 |
2,59 |
2,54 |
117,76 |
2,56 |
WS0922 |
PL0000102646 |
119,17 |
119,57 |
2,70 |
2,65 |
119,37 |
2,68 |
IZ0823 |
PL0000105359 |
104,53 |
115,50 |
--- |
--- |
110,02 |
--- |
DS1023 |
PL0000107264 |
108,30 |
108,70 |
2,83 |
2,78 |
108,50 |
2,81 |
WZ0124 |
PL0000107454 |
96,45 |
96,94 |
--- |
--- |
96,70 |
--- |
DS0725 |
PL0000108197 |
102,75 |
103,01 |
2,92 |
2,89 |
102,88 |
2,91 |
WS0429 |
PL0000105391 |
125,30 |
129,32 |
3,39 |
3,07 |
127,31 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,42 |
99,48 |
1,71 |
1,53 |
99,45 |
1,62 |
PS0416 |
PL0000106340 |
101,91 |
101,99 |
1,70 |
1,57 |
101,95 |
1,63 |
OK0716 |
PL0000107926 |
98,60 |
98,69 |
1,69 |
1,58 |
98,65 |
1,63 |
IZ0816 |
PL0000103529 |
101,54 |
102,22 |
--- |
--- |
101,88 |
--- |
PS1016 |
PL0000106795 |
103,26 |
103,41 |
1,70 |
1,56 |
103,34 |
1,63 |
WZ0117 |
PL0000106936 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,68 |
104,80 |
1,73 |
1,66 |
104,74 |
1,70 |
OK0717 |
PL0000108502 |
96,80 |
96,97 |
1,78 |
1,69 |
96,89 |
1,73 |
DS1017 |
PL0000104543 |
107,03 |
107,15 |
1,79 |
1,73 |
107,09 |
1,76 |
WZ0118 |
PL0000104717 |
99,58 |
99,80 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,54 |
104,73 |
1,93 |
1,86 |
104,64 |
1,89 |
PS0718 |
PL0000107595 |
101,43 |
101,58 |
1,97 |
1,92 |
101,51 |
1,95 |
WZ0119 |
PL0000107603 |
99,12 |
99,36 |
--- |
--- |
99,24 |
--- |
PS0719 |
PL0000108148 |
103,91 |
104,11 |
2,17 |
2,12 |
104,01 |
2,15 |
DS1019 |
PL0000105441 |
112,66 |
112,89 |
2,22 |
2,17 |
112,78 |
2,20 |
WZ0120 |
PL0000108601 |
98,41 |
98,60 |
--- |
--- |
98,51 |
--- |
PS0420 |
PL0000108510 |
96,31 |
96,47 |
2,35 |
2,32 |
96,39 |
2,34 |
DS1020 |
PL0000106126 |
113,48 |
113,77 |
2,40 |
2,34 |
113,63 |
2,37 |
WZ0121 |
PL0000106068 |
97,92 |
98,26 |
--- |
--- |
98,09 |
--- |
DS1021 |
PL0000106670 |
117,76 |
118,12 |
2,56 |
2,50 |
117,94 |
2,53 |
WS0922 |
PL0000102646 |
119,38 |
119,78 |
2,67 |
2,62 |
119,58 |
2,65 |
IZ0823 |
PL0000105359 |
105,39 |
111,49 |
--- |
--- |
108,44 |
--- |
DS1023 |
PL0000107264 |
108,53 |
108,94 |
2,80 |
2,75 |
108,74 |
2,78 |
WZ0124 |
PL0000107454 |
96,63 |
96,86 |
--- |
--- |
96,75 |
--- |
DS0725 |
PL0000108197 |
103,04 |
103,27 |
2,89 |
2,86 |
103,16 |
2,87 |
WS0429 |
PL0000105391 |
128,49 |
130,31 |
3,14 |
3,00 |
129,40 |
3,07 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
25 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,250 |
1,350 |
1,280 |
50 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
115 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
115 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
15 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
110 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,440 |
1,440 |
1,440 |
20 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.