2015-09-21 |
MARKET DATA |
No 182 (2713) |
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 |
677,50 |
689,26 |
59 |
1 120,00 |
1 178,84 |
15 |
1 797,50 |
1 868,10 |
74 |
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 |
100,38 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,45 |
99,47 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
10 000 |
9,95 |
1 |
PS0416 |
PL0000106340 |
101,93 |
101,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,62 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,30 |
103,36 |
103,300 |
103,300 |
103,300 |
103,300 |
103,300 |
20 000 |
21,53 |
1 |
PS0417 |
PL0000107058 |
104,68 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,84 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,06 |
107,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,55 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,46 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,88 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,63 |
112,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,32 |
96,28 |
96,290 |
96,360 |
96,200 |
96,300 |
96,279 |
275 000 |
266,47 |
20 |
DS1020 |
PL0000106126 |
113,45 |
113,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,75 |
117,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,50 |
119,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,63 |
108,68 |
108,700 |
108,730 |
108,700 |
108,730 |
108,724 |
52 500 |
59,00 |
5 |
DS0725 |
PL0000108197 |
103,12 |
102,99 |
102,970 |
103,170 |
102,950 |
103,170 |
103,035 |
305 000 |
315,88 |
30 |
DS0726 |
PL0000108866 |
95,35 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,63 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,52 |
126,38 |
129,000 |
129,000 |
129,000 |
129,000 |
129,000 |
5 000 |
6,57 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,65 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,49 |
110,60 |
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 |
99,61 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,19 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,41 |
98,46 |
98,390 |
98,390 |
98,390 |
98,390 |
98,390 |
10 000 |
9,87 |
1 |
WZ0121 |
PL0000106068 |
97,95 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,68 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,35 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
677 500 |
689,26 |
59 |
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 |
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 |
99,42 |
99,49 |
1,72 |
1,51 |
99,46 |
1,60 |
PS0416 |
PL0000106340 |
101,90 |
102,00 |
1,70 |
1,53 |
101,95 |
1,62 |
OK0716 |
PL0000107926 |
98,61 |
98,73 |
1,69 |
1,54 |
98,67 |
1,61 |
IZ0816 |
PL0000103529 |
101,48 |
102,27 |
--- |
--- |
101,88 |
--- |
PS1016 |
PL0000106795 |
103,27 |
103,39 |
1,68 |
1,57 |
103,33 |
1,63 |
WZ0117 |
PL0000106936 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,66 |
104,83 |
1,74 |
1,63 |
104,75 |
1,68 |
OK0717 |
PL0000108502 |
96,82 |
97,02 |
1,77 |
1,66 |
96,92 |
1,72 |
DS1017 |
PL0000104543 |
107,02 |
107,21 |
1,79 |
1,70 |
107,12 |
1,74 |
WZ0118 |
PL0000104717 |
99,52 |
99,77 |
--- |
--- |
99,65 |
--- |
PS0418 |
PL0000107314 |
104,51 |
104,71 |
1,94 |
1,86 |
104,61 |
1,90 |
PS0718 |
PL0000107595 |
101,42 |
101,63 |
1,98 |
1,90 |
101,53 |
1,94 |
WZ0119 |
PL0000107603 |
99,12 |
99,38 |
--- |
--- |
99,25 |
--- |
PS0719 |
PL0000108148 |
103,83 |
104,06 |
2,20 |
2,13 |
103,95 |
2,16 |
DS1019 |
PL0000105441 |
112,57 |
112,85 |
2,24 |
2,18 |
112,71 |
2,21 |
WZ0120 |
PL0000108601 |
98,36 |
98,58 |
--- |
--- |
98,47 |
--- |
PS0420 |
PL0000108510 |
96,26 |
96,45 |
2,37 |
2,32 |
96,36 |
2,34 |
DS1020 |
PL0000106126 |
113,40 |
113,70 |
2,42 |
2,36 |
113,55 |
2,39 |
WZ0121 |
PL0000106068 |
97,91 |
98,26 |
--- |
--- |
98,09 |
--- |
DS1021 |
PL0000106670 |
117,59 |
117,96 |
2,59 |
2,53 |
117,78 |
2,56 |
WS0922 |
PL0000102646 |
119,23 |
119,67 |
2,70 |
2,63 |
119,45 |
2,66 |
IZ0823 |
PL0000105359 |
106,54 |
112,49 |
--- |
--- |
109,52 |
--- |
DS1023 |
PL0000107264 |
108,41 |
108,85 |
2,82 |
2,76 |
108,63 |
2,79 |
WZ0124 |
PL0000107454 |
96,63 |
96,92 |
--- |
--- |
96,78 |
--- |
DS0725 |
PL0000108197 |
102,88 |
103,19 |
2,91 |
2,87 |
103,04 |
2,89 |
WZ0126 |
PL0000108817 |
95,03 |
95,75 |
--- |
--- |
95,39 |
--- |
WS0429 |
PL0000105391 |
125,78 |
131,81 |
3,35 |
2,88 |
128,80 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,43 |
99,49 |
1,69 |
1,51 |
99,46 |
1,60 |
PS0416 |
PL0000106340 |
101,91 |
101,99 |
1,68 |
1,55 |
101,95 |
1,62 |
OK0716 |
PL0000107926 |
98,60 |
98,72 |
1,70 |
1,55 |
98,66 |
1,62 |
IZ0816 |
PL0000103529 |
101,51 |
102,18 |
--- |
--- |
101,85 |
--- |
PS1016 |
PL0000106795 |
103,26 |
103,37 |
1,69 |
1,59 |
103,32 |
1,64 |
WZ0117 |
PL0000106936 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,66 |
104,81 |
1,74 |
1,65 |
104,74 |
1,69 |
OK0717 |
PL0000108502 |
96,82 |
96,98 |
1,77 |
1,68 |
96,90 |
1,73 |
DS1017 |
PL0000104543 |
107,00 |
107,19 |
1,80 |
1,71 |
107,10 |
1,75 |
WZ0118 |
PL0000104717 |
99,56 |
99,71 |
--- |
--- |
99,64 |
--- |
PS0418 |
PL0000107314 |
104,48 |
104,69 |
1,95 |
1,87 |
104,59 |
1,91 |
PS0718 |
PL0000107595 |
101,38 |
101,55 |
1,99 |
1,93 |
101,47 |
1,96 |
WZ0119 |
PL0000107603 |
99,13 |
99,30 |
--- |
--- |
99,22 |
--- |
PS0719 |
PL0000108148 |
103,84 |
104,00 |
2,19 |
2,15 |
103,92 |
2,17 |
DS1019 |
PL0000105441 |
112,51 |
112,76 |
2,26 |
2,20 |
112,64 |
2,23 |
WZ0120 |
PL0000108601 |
98,32 |
98,52 |
--- |
--- |
98,42 |
--- |
PS0420 |
PL0000108510 |
96,23 |
96,38 |
2,37 |
2,34 |
96,31 |
2,35 |
DS1020 |
PL0000106126 |
113,40 |
113,66 |
2,42 |
2,36 |
113,53 |
2,39 |
WZ0121 |
PL0000106068 |
97,89 |
98,20 |
--- |
--- |
98,05 |
--- |
DS1021 |
PL0000106670 |
117,65 |
118,01 |
2,58 |
2,52 |
117,83 |
2,55 |
WS0922 |
PL0000102646 |
119,41 |
119,70 |
2,67 |
2,63 |
119,56 |
2,65 |
IZ0823 |
PL0000105359 |
107,50 |
112,03 |
--- |
--- |
109,77 |
--- |
DS1023 |
PL0000107264 |
108,55 |
108,80 |
2,80 |
2,77 |
108,68 |
2,78 |
WZ0124 |
PL0000107454 |
96,60 |
96,88 |
--- |
--- |
96,74 |
--- |
DS0725 |
PL0000108197 |
103,03 |
103,27 |
2,89 |
2,86 |
103,15 |
2,87 |
WZ0126 |
PL0000108817 |
95,24 |
95,74 |
--- |
--- |
95,49 |
--- |
WS0429 |
PL0000105391 |
128,11 |
130,84 |
3,17 |
2,96 |
129,48 |
3,06 |
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 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
25 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
200 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
70 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
20 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
50 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
315 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
225 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
70 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,440 |
1,450 |
1,447 |
75 |
TOTAL |
1 120 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.