2015-09-24 |
MARKET DATA |
No 185 (2716) |
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 |
915,00 |
912,92 |
56 |
155,00 |
176,22 |
6 |
1 070,00 |
1 089,13 |
62 |
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 |
100,32 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,47 |
99,49 |
99,470 |
99,470 |
99,470 |
99,470 |
99,470 |
110 000 |
109,42 |
2 |
PS0416 |
PL0000106340 |
101,87 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,63 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,20 |
103,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,63 |
104,72 |
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 |
70 000 |
67,82 |
2 |
DS1017 |
PL0000104543 |
107,05 |
107,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,59 |
104,52 |
104,550 |
104,550 |
104,550 |
104,550 |
104,550 |
10 000 |
10,61 |
1 |
PS0718 |
PL0000107595 |
101,56 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,15 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,88 |
112,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,62 |
96,40 |
96,420 |
96,600 |
96,400 |
96,550 |
96,416 |
295 000 |
286,31 |
17 |
DS1020 |
PL0000106126 |
113,83 |
113,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,28 |
118,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,15 |
119,98 |
120,100 |
120,100 |
120,100 |
120,100 |
120,100 |
5 000 |
6,01 |
1 |
DS1023 |
PL0000107264 |
109,49 |
109,25 |
109,600 |
109,600 |
109,600 |
109,600 |
109,600 |
5 000 |
5,67 |
1 |
DS0725 |
PL0000108197 |
104,25 |
103,80 |
103,750 |
104,310 |
103,750 |
104,050 |
104,107 |
200 000 |
209,37 |
19 |
DS0726 |
PL0000108866 |
96,35 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,82 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,81 |
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 |
101,65 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,49 |
112,00 |
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 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,30 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,64 |
98,62 |
98,650 |
98,690 |
98,600 |
98,600 |
98,659 |
210 000 |
207,85 |
12 |
WZ0121 |
PL0000106068 |
98,13 |
98,27 |
98,300 |
98,300 |
98,300 |
98,300 |
98,300 |
10 000 |
9,86 |
1 |
WZ0124 |
PL0000107454 |
96,75 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,50 |
95,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
915 000 |
912,92 |
56 |
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 |
99,44 |
99,51 |
1,73 |
1,51 |
99,48 |
1,61 |
PS0416 |
PL0000106340 |
101,83 |
101,92 |
1,74 |
1,59 |
101,88 |
1,66 |
OK0716 |
PL0000107926 |
98,59 |
98,70 |
1,74 |
1,60 |
98,65 |
1,66 |
IZ0816 |
PL0000103529 |
101,56 |
102,15 |
--- |
--- |
101,86 |
--- |
PS1016 |
PL0000106795 |
103,18 |
103,30 |
1,73 |
1,62 |
103,24 |
1,67 |
WZ0117 |
PL0000106936 |
99,92 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,75 |
1,76 |
1,66 |
104,67 |
1,71 |
OK0717 |
PL0000108502 |
96,77 |
96,94 |
1,82 |
1,72 |
96,86 |
1,76 |
DS1017 |
PL0000104543 |
106,92 |
107,10 |
1,82 |
1,73 |
107,01 |
1,77 |
WZ0118 |
PL0000104717 |
99,61 |
99,82 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,46 |
104,57 |
1,95 |
1,91 |
104,52 |
1,93 |
PS0718 |
PL0000107595 |
101,40 |
101,60 |
1,98 |
1,91 |
101,50 |
1,95 |
WZ0119 |
PL0000107603 |
99,22 |
99,45 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
103,87 |
104,10 |
2,18 |
2,12 |
103,99 |
2,15 |
DS1019 |
PL0000105441 |
112,60 |
112,84 |
2,23 |
2,17 |
112,72 |
2,20 |
WZ0120 |
PL0000108601 |
98,36 |
98,69 |
--- |
--- |
98,53 |
--- |
PS0420 |
PL0000108510 |
96,38 |
96,52 |
2,34 |
2,31 |
96,45 |
2,32 |
DS1020 |
PL0000106126 |
113,56 |
113,81 |
2,38 |
2,33 |
113,69 |
2,35 |
WZ0121 |
PL0000106068 |
97,95 |
98,31 |
--- |
--- |
98,13 |
--- |
DS1021 |
PL0000106670 |
117,87 |
118,28 |
2,53 |
2,47 |
118,08 |
2,50 |
WS0922 |
PL0000102646 |
119,63 |
120,07 |
2,63 |
2,57 |
119,85 |
2,60 |
IZ0823 |
PL0000105359 |
106,61 |
112,40 |
--- |
--- |
109,51 |
--- |
DS1023 |
PL0000107264 |
109,02 |
109,45 |
2,74 |
2,68 |
109,24 |
2,71 |
WZ0124 |
PL0000107454 |
96,62 |
96,99 |
--- |
--- |
96,81 |
--- |
DS0725 |
PL0000108197 |
103,65 |
103,99 |
2,82 |
2,78 |
103,82 |
2,80 |
WZ0126 |
PL0000108817 |
95,36 |
95,82 |
--- |
--- |
95,59 |
--- |
WS0429 |
PL0000105391 |
127,21 |
132,93 |
3,24 |
2,80 |
130,07 |
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 |
99,50 |
1,70 |
1,55 |
99,48 |
1,61 |
PS0416 |
PL0000106340 |
101,86 |
101,93 |
1,69 |
1,57 |
101,90 |
1,62 |
OK0716 |
PL0000107926 |
98,59 |
98,71 |
1,74 |
1,59 |
98,65 |
1,66 |
IZ0816 |
PL0000103529 |
101,56 |
102,15 |
--- |
--- |
101,86 |
--- |
PS1016 |
PL0000106795 |
103,19 |
103,31 |
1,72 |
1,61 |
103,25 |
1,66 |
WZ0117 |
PL0000106936 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,62 |
104,76 |
1,74 |
1,65 |
104,69 |
1,70 |
OK0717 |
PL0000108502 |
96,83 |
96,93 |
1,78 |
1,72 |
96,88 |
1,75 |
DS1017 |
PL0000104543 |
106,98 |
107,12 |
1,79 |
1,72 |
107,05 |
1,75 |
WZ0118 |
PL0000104717 |
99,63 |
99,82 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,56 |
104,72 |
1,91 |
1,85 |
104,64 |
1,88 |
PS0718 |
PL0000107595 |
101,49 |
101,63 |
1,95 |
1,90 |
101,56 |
1,92 |
WZ0119 |
PL0000107603 |
99,25 |
99,41 |
--- |
--- |
99,33 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,19 |
2,14 |
2,10 |
104,10 |
2,12 |
DS1019 |
PL0000105441 |
112,77 |
112,96 |
2,19 |
2,14 |
112,87 |
2,16 |
WZ0120 |
PL0000108601 |
98,47 |
98,68 |
--- |
--- |
98,58 |
--- |
PS0420 |
PL0000108510 |
96,49 |
96,65 |
2,31 |
2,28 |
96,57 |
2,30 |
DS1020 |
PL0000106126 |
113,70 |
113,95 |
2,35 |
2,30 |
113,83 |
2,33 |
WZ0121 |
PL0000106068 |
98,08 |
98,41 |
--- |
--- |
98,25 |
--- |
DS1021 |
PL0000106670 |
118,09 |
118,47 |
2,50 |
2,44 |
118,28 |
2,47 |
WS0922 |
PL0000102646 |
120,00 |
120,32 |
2,58 |
2,54 |
120,16 |
2,56 |
IZ0823 |
PL0000105359 |
107,89 |
112,58 |
--- |
--- |
110,24 |
--- |
DS1023 |
PL0000107264 |
109,25 |
109,54 |
2,71 |
2,67 |
109,40 |
2,69 |
WZ0124 |
PL0000107454 |
96,70 |
96,95 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
104,01 |
104,31 |
2,77 |
2,74 |
104,16 |
2,76 |
WZ0126 |
PL0000108817 |
95,44 |
95,85 |
--- |
--- |
95,65 |
--- |
WS0429 |
PL0000105391 |
129,28 |
131,44 |
3,07 |
2,91 |
130,36 |
2,99 |
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 |
0/1 |
1 |
1,190 |
1,190 |
1,190 |
5 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
100 |
TOTAL |
155 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.