2015-09-22 |
MARKET DATA |
No 183 (2714) |
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 |
1 020,00 |
1 030,81 |
68 |
775,00 |
836,76 |
11 |
1 795,00 |
1 867,57 |
79 |
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 |
100,37 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,46 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,92 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,64 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,28 |
103,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,69 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,91 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,28 |
107,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,65 |
104,68 |
104,650 |
104,650 |
104,650 |
104,650 |
104,650 |
5 000 |
5,31 |
1 |
PS0718 |
PL0000107595 |
101,68 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,10 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,92 |
112,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,60 |
96,41 |
96,480 |
96,640 |
96,480 |
96,600 |
96,571 |
275 000 |
267,28 |
25 |
DS1020 |
PL0000106126 |
113,80 |
113,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,17 |
118,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,00 |
119,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,24 |
108,95 |
109,080 |
109,400 |
109,000 |
109,380 |
109,160 |
105 000 |
118,46 |
4 |
DS0725 |
PL0000108197 |
103,80 |
103,36 |
103,530 |
103,770 |
103,530 |
103,770 |
103,621 |
160 000 |
166,66 |
15 |
DS0726 |
PL0000108866 |
96,10 |
95,80 |
95,800 |
95,900 |
95,800 |
95,900 |
95,867 |
30 000 |
28,89 |
4 |
WS0428 |
PL0000107611 |
95,52 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,25 |
126,00 |
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 |
101,95 |
101,65 |
101,650 |
101,650 |
101,650 |
101,650 |
101,650 |
10 000 |
12,99 |
1 |
IZ0823 |
PL0000105359 |
108,49 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,67 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,34 |
99,25 |
99,290 |
99,340 |
99,290 |
99,340 |
99,328 |
205 000 |
204,23 |
7 |
WZ0120 |
PL0000108601 |
98,60 |
98,44 |
98,370 |
98,540 |
98,370 |
98,540 |
98,437 |
195 000 |
192,53 |
9 |
WZ0121 |
PL0000106068 |
98,04 |
98,07 |
98,150 |
98,160 |
98,150 |
98,160 |
98,157 |
35 000 |
34,46 |
2 |
WZ0124 |
PL0000107454 |
96,76 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,50 |
95,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 020 000 |
1 030,81 |
68 |
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 |
99,43 |
99,49 |
1,71 |
1,53 |
99,46 |
1,62 |
PS0416 |
PL0000106340 |
101,88 |
101,99 |
1,72 |
1,53 |
101,94 |
1,62 |
OK0716 |
PL0000107926 |
98,61 |
98,73 |
1,69 |
1,54 |
98,67 |
1,62 |
IZ0816 |
PL0000103529 |
101,55 |
102,18 |
--- |
--- |
101,87 |
--- |
PS1016 |
PL0000106795 |
103,25 |
103,38 |
1,69 |
1,58 |
103,32 |
1,63 |
WZ0117 |
PL0000106936 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,65 |
104,81 |
1,74 |
1,64 |
104,73 |
1,69 |
OK0717 |
PL0000108502 |
96,82 |
97,02 |
1,78 |
1,66 |
96,92 |
1,72 |
DS1017 |
PL0000104543 |
107,01 |
107,20 |
1,79 |
1,70 |
107,11 |
1,74 |
WZ0118 |
PL0000104717 |
99,55 |
99,72 |
--- |
--- |
99,64 |
--- |
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 |
99,14 |
99,32 |
--- |
--- |
99,23 |
--- |
PS0719 |
PL0000108148 |
103,83 |
104,05 |
2,19 |
2,14 |
103,94 |
2,17 |
DS1019 |
PL0000105441 |
112,57 |
112,83 |
2,24 |
2,18 |
112,70 |
2,21 |
WZ0120 |
PL0000108601 |
98,33 |
98,51 |
--- |
--- |
98,42 |
--- |
PS0420 |
PL0000108510 |
96,30 |
96,52 |
2,36 |
2,31 |
96,41 |
2,33 |
DS1020 |
PL0000106126 |
113,44 |
113,74 |
2,41 |
2,35 |
113,59 |
2,38 |
WZ0121 |
PL0000106068 |
97,84 |
98,18 |
--- |
--- |
98,01 |
--- |
DS1021 |
PL0000106670 |
117,74 |
118,11 |
2,56 |
2,50 |
117,93 |
2,53 |
WS0922 |
PL0000102646 |
119,41 |
119,81 |
2,67 |
2,61 |
119,61 |
2,64 |
IZ0823 |
PL0000105359 |
105,95 |
112,13 |
--- |
--- |
109,04 |
--- |
DS1023 |
PL0000107264 |
108,60 |
109,03 |
2,79 |
2,74 |
108,82 |
2,76 |
WZ0124 |
PL0000107454 |
96,60 |
96,88 |
--- |
--- |
96,74 |
--- |
DS0725 |
PL0000108197 |
103,19 |
103,49 |
2,87 |
2,84 |
103,34 |
2,85 |
WZ0126 |
PL0000108817 |
95,20 |
95,74 |
--- |
--- |
95,47 |
--- |
WS0429 |
PL0000105391 |
128,30 |
131,96 |
3,15 |
2,87 |
130,13 |
3,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,45 |
99,49 |
1,65 |
1,53 |
99,47 |
1,59 |
PS0416 |
PL0000106340 |
101,90 |
101,98 |
1,68 |
1,55 |
101,94 |
1,62 |
OK0716 |
PL0000107926 |
98,62 |
98,72 |
1,68 |
1,56 |
98,67 |
1,62 |
IZ0816 |
PL0000103529 |
101,57 |
102,15 |
--- |
--- |
101,86 |
--- |
PS1016 |
PL0000106795 |
103,27 |
103,34 |
1,68 |
1,61 |
103,31 |
1,64 |
WZ0117 |
PL0000106936 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,68 |
104,82 |
1,72 |
1,64 |
104,75 |
1,68 |
OK0717 |
PL0000108502 |
96,88 |
96,98 |
1,74 |
1,68 |
96,93 |
1,71 |
DS1017 |
PL0000104543 |
107,05 |
107,23 |
1,77 |
1,69 |
107,14 |
1,73 |
WZ0118 |
PL0000104717 |
99,63 |
99,83 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,62 |
104,78 |
1,90 |
1,84 |
104,70 |
1,87 |
PS0718 |
PL0000107595 |
101,51 |
101,66 |
1,94 |
1,89 |
101,59 |
1,92 |
WZ0119 |
PL0000107603 |
99,30 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0719 |
PL0000108148 |
104,07 |
104,28 |
2,13 |
2,07 |
104,18 |
2,10 |
DS1019 |
PL0000105441 |
112,81 |
113,01 |
2,18 |
2,14 |
112,91 |
2,16 |
WZ0120 |
PL0000108601 |
98,47 |
98,72 |
--- |
--- |
98,60 |
--- |
PS0420 |
PL0000108510 |
96,53 |
96,70 |
2,30 |
2,26 |
96,62 |
2,28 |
DS1020 |
PL0000106126 |
113,77 |
114,03 |
2,34 |
2,29 |
113,90 |
2,32 |
WZ0121 |
PL0000106068 |
97,97 |
98,29 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
118,12 |
118,51 |
2,50 |
2,44 |
118,32 |
2,47 |
WS0922 |
PL0000102646 |
119,94 |
120,19 |
2,59 |
2,56 |
120,07 |
2,58 |
IZ0823 |
PL0000105359 |
107,54 |
112,00 |
--- |
--- |
109,77 |
--- |
DS1023 |
PL0000107264 |
109,19 |
109,44 |
2,72 |
2,68 |
109,32 |
2,70 |
WZ0124 |
PL0000107454 |
96,64 |
96,99 |
--- |
--- |
96,82 |
--- |
DS0725 |
PL0000108197 |
103,75 |
104,00 |
2,81 |
2,78 |
103,88 |
2,79 |
WZ0126 |
PL0000108817 |
95,44 |
95,88 |
--- |
--- |
95,66 |
--- |
WS0429 |
PL0000105391 |
128,60 |
131,86 |
3,13 |
2,88 |
130,23 |
3,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
100 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
60 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
115 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,390 |
1,400 |
1,397 |
300 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
80 |
TOTAL |
775 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.