2015-09-23 |
MARKET DATA |
No 184 (2715) |
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 |
1 147,50 |
1 185,56 |
77 |
335,00 |
333,19 |
6 |
1 482,50 |
1 518,74 |
83 |
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 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,46 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,91 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,64 |
98,68 |
98,640 |
98,640 |
98,640 |
98,640 |
98,640 |
50 000 |
49,32 |
1 |
PS1016 |
PL0000106795 |
103,27 |
103,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,68 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,90 |
96,88 |
96,900 |
96,900 |
96,890 |
96,890 |
96,891 |
65 000 |
62,98 |
2 |
DS1017 |
PL0000104543 |
107,08 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,60 |
104,56 |
104,570 |
104,580 |
104,550 |
104,580 |
104,563 |
375 000 |
397,99 |
13 |
PS0718 |
PL0000107595 |
101,53 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,07 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,82 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,56 |
96,50 |
96,540 |
96,550 |
96,500 |
96,550 |
96,526 |
175 000 |
170,02 |
18 |
DS1020 |
PL0000106126 |
113,74 |
113,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,15 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,05 |
119,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,47 |
109,32 |
109,320 |
109,330 |
109,320 |
109,330 |
109,328 |
47 500 |
53,67 |
3 |
DS0725 |
PL0000108197 |
104,10 |
103,80 |
103,830 |
104,150 |
103,750 |
103,970 |
103,920 |
400 000 |
417,88 |
36 |
DS0726 |
PL0000108866 |
96,25 |
96,00 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
25 000 |
24,11 |
3 |
WS0428 |
PL0000107611 |
95,59 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,50 |
125,89 |
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 |
101,75 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,49 |
111,50 |
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 |
99,67 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,28 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,50 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,01 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,67 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,55 |
95,75 |
95,550 |
95,550 |
95,550 |
95,550 |
95,550 |
10 000 |
9,59 |
1 |
TOTAL |
1 147 500 |
1 185,56 |
77 |
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 |
99,45 |
99,50 |
1,66 |
1,51 |
99,48 |
1,57 |
PS0416 |
PL0000106340 |
101,88 |
101,98 |
1,70 |
1,54 |
101,93 |
1,62 |
OK0716 |
PL0000107926 |
98,61 |
98,71 |
1,70 |
1,57 |
98,66 |
1,64 |
IZ0816 |
PL0000103529 |
101,54 |
102,15 |
--- |
--- |
101,85 |
--- |
PS1016 |
PL0000106795 |
103,26 |
103,37 |
1,68 |
1,58 |
103,32 |
1,62 |
WZ0117 |
PL0000106936 |
99,93 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,67 |
104,82 |
1,72 |
1,63 |
104,75 |
1,67 |
OK0717 |
PL0000108502 |
96,85 |
97,04 |
1,76 |
1,65 |
96,95 |
1,70 |
DS1017 |
PL0000104543 |
107,04 |
107,22 |
1,77 |
1,69 |
107,13 |
1,73 |
WZ0118 |
PL0000104717 |
99,61 |
99,83 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,56 |
104,76 |
1,92 |
1,84 |
104,66 |
1,88 |
PS0718 |
PL0000107595 |
101,50 |
101,70 |
1,95 |
1,88 |
101,60 |
1,91 |
WZ0119 |
PL0000107603 |
99,24 |
99,47 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,23 |
2,15 |
2,09 |
104,12 |
2,12 |
DS1019 |
PL0000105441 |
112,74 |
113,00 |
2,20 |
2,14 |
112,87 |
2,17 |
WZ0120 |
PL0000108601 |
98,35 |
98,72 |
--- |
--- |
98,54 |
--- |
PS0420 |
PL0000108510 |
96,48 |
96,65 |
2,32 |
2,28 |
96,57 |
2,29 |
DS1020 |
PL0000106126 |
113,66 |
113,96 |
2,36 |
2,30 |
113,81 |
2,33 |
WZ0121 |
PL0000106068 |
97,95 |
98,30 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
118,00 |
118,42 |
2,52 |
2,45 |
118,21 |
2,48 |
WS0922 |
PL0000102646 |
119,78 |
120,15 |
2,62 |
2,56 |
119,97 |
2,59 |
IZ0823 |
PL0000105359 |
107,43 |
112,65 |
--- |
--- |
110,04 |
--- |
DS1023 |
PL0000107264 |
109,14 |
109,53 |
2,72 |
2,67 |
109,34 |
2,70 |
WZ0124 |
PL0000107454 |
96,62 |
96,99 |
--- |
--- |
96,81 |
--- |
DS0725 |
PL0000108197 |
103,71 |
104,01 |
2,81 |
2,78 |
103,86 |
2,79 |
WZ0126 |
PL0000108817 |
95,31 |
95,80 |
--- |
--- |
95,56 |
--- |
WS0429 |
PL0000105391 |
127,12 |
132,86 |
3,24 |
2,80 |
129,99 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,45 |
99,50 |
1,66 |
1,51 |
99,48 |
1,57 |
PS0416 |
PL0000106340 |
101,89 |
101,96 |
1,69 |
1,57 |
101,93 |
1,62 |
OK0716 |
PL0000107926 |
98,61 |
98,70 |
1,70 |
1,59 |
98,66 |
1,64 |
IZ0816 |
PL0000103529 |
101,56 |
102,15 |
--- |
--- |
101,86 |
--- |
PS1016 |
PL0000106795 |
103,24 |
103,34 |
1,70 |
1,60 |
103,29 |
1,65 |
WZ0117 |
PL0000106936 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,64 |
104,78 |
1,74 |
1,66 |
104,71 |
1,70 |
OK0717 |
PL0000108502 |
96,81 |
96,91 |
1,78 |
1,73 |
96,86 |
1,76 |
DS1017 |
PL0000104543 |
107,00 |
107,13 |
1,79 |
1,73 |
107,07 |
1,76 |
WZ0118 |
PL0000104717 |
99,62 |
99,82 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,54 |
104,66 |
1,93 |
1,88 |
104,60 |
1,90 |
PS0718 |
PL0000107595 |
101,47 |
101,61 |
1,96 |
1,91 |
101,54 |
1,93 |
WZ0119 |
PL0000107603 |
99,24 |
99,42 |
--- |
--- |
99,33 |
--- |
PS0719 |
PL0000108148 |
103,95 |
104,16 |
2,16 |
2,11 |
104,06 |
2,13 |
DS1019 |
PL0000105441 |
112,71 |
112,89 |
2,21 |
2,16 |
112,80 |
2,19 |
WZ0120 |
PL0000108601 |
98,45 |
98,69 |
--- |
--- |
98,57 |
--- |
PS0420 |
PL0000108510 |
96,43 |
96,55 |
2,33 |
2,30 |
96,49 |
2,31 |
DS1020 |
PL0000106126 |
113,69 |
113,92 |
2,36 |
2,31 |
113,81 |
2,33 |
WZ0121 |
PL0000106068 |
97,97 |
98,29 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
118,02 |
118,38 |
2,51 |
2,46 |
118,20 |
2,49 |
WS0922 |
PL0000102646 |
119,86 |
120,13 |
2,60 |
2,57 |
120,00 |
2,59 |
IZ0823 |
PL0000105359 |
107,84 |
112,58 |
--- |
--- |
110,21 |
--- |
DS1023 |
PL0000107264 |
109,13 |
109,40 |
2,72 |
2,69 |
109,27 |
2,71 |
WZ0124 |
PL0000107454 |
96,62 |
96,94 |
--- |
--- |
96,78 |
--- |
DS0725 |
PL0000108197 |
103,84 |
104,04 |
2,79 |
2,77 |
103,94 |
2,78 |
WZ0126 |
PL0000108817 |
95,46 |
95,86 |
--- |
--- |
95,66 |
--- |
WS0429 |
PL0000105391 |
128,92 |
131,29 |
3,10 |
2,92 |
130,11 |
3,01 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
10 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
45 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
260 |
TOTAL |
335 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.