2015-09-25 |
MARKET DATA |
No 186 (2717) |
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 |
350,00 |
350,86 |
29 |
95,00 |
96,29 |
4 |
445,00 |
447,15 |
33 |
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 |
100,31 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,47 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,86 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,62 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,20 |
103,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,58 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,85 |
96,84 |
96,840 |
96,840 |
96,840 |
96,840 |
96,840 |
55 000 |
53,26 |
2 |
DS1017 |
PL0000104543 |
106,93 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,46 |
104,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,38 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,87 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,65 |
112,68 |
112,700 |
112,700 |
112,700 |
112,700 |
112,700 |
10 000 |
11,78 |
2 |
PS0420 |
PL0000108510 |
96,40 |
96,30 |
96,450 |
96,450 |
96,320 |
96,320 |
96,378 |
165 000 |
160,08 |
12 |
DS1020 |
PL0000106126 |
113,50 |
113,48 |
113,450 |
113,450 |
113,450 |
113,450 |
113,450 |
5 000 |
5,92 |
1 |
DS1021 |
PL0000106670 |
117,90 |
117,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,68 |
119,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,97 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,60 |
103,55 |
103,550 |
103,730 |
103,470 |
103,730 |
103,605 |
115 000 |
119,82 |
12 |
DS0726 |
PL0000108866 |
96,50 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,46 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,72 |
126,95 |
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 |
101,64 |
102,00 |
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 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,70 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,33 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,56 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,19 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,75 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,50 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
350 000 |
350,86 |
29 |
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 |
1,75 |
1,53 |
99,48 |
1,62 |
PS0416 |
PL0000106340 |
101,82 |
101,91 |
1,74 |
1,59 |
101,87 |
1,66 |
OK0716 |
PL0000107926 |
98,59 |
98,69 |
1,74 |
1,62 |
98,64 |
1,68 |
IZ0816 |
PL0000103529 |
101,48 |
102,08 |
--- |
--- |
101,78 |
--- |
PS1016 |
PL0000106795 |
103,17 |
103,28 |
1,73 |
1,63 |
103,23 |
1,68 |
WZ0117 |
PL0000106936 |
99,93 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,71 |
1,77 |
1,68 |
104,64 |
1,72 |
OK0717 |
PL0000108502 |
96,75 |
96,94 |
1,83 |
1,72 |
96,85 |
1,77 |
DS1017 |
PL0000104543 |
106,90 |
107,07 |
1,82 |
1,74 |
106,99 |
1,78 |
WZ0118 |
PL0000104717 |
99,61 |
99,83 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,43 |
104,64 |
1,96 |
1,88 |
104,54 |
1,92 |
PS0718 |
PL0000107595 |
101,35 |
101,57 |
2,00 |
1,92 |
101,46 |
1,96 |
WZ0119 |
PL0000107603 |
99,23 |
99,47 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
103,81 |
104,03 |
2,20 |
2,14 |
103,92 |
2,17 |
DS1019 |
PL0000105441 |
112,56 |
112,79 |
2,24 |
2,18 |
112,68 |
2,21 |
WZ0120 |
PL0000108601 |
98,45 |
98,75 |
--- |
--- |
98,60 |
--- |
PS0420 |
PL0000108510 |
96,30 |
96,50 |
2,36 |
2,31 |
96,40 |
2,34 |
DS1020 |
PL0000106126 |
113,41 |
113,69 |
2,41 |
2,35 |
113,55 |
2,38 |
WZ0121 |
PL0000106068 |
98,08 |
98,39 |
--- |
--- |
98,24 |
--- |
DS1021 |
PL0000106670 |
117,84 |
118,11 |
2,54 |
2,50 |
117,98 |
2,52 |
WS0922 |
PL0000102646 |
119,58 |
119,89 |
2,64 |
2,60 |
119,74 |
2,62 |
IZ0823 |
PL0000105359 |
107,51 |
112,56 |
--- |
--- |
110,04 |
--- |
DS1023 |
PL0000107264 |
108,85 |
109,27 |
2,76 |
2,70 |
109,06 |
2,73 |
WZ0124 |
PL0000107454 |
96,66 |
96,99 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
103,50 |
103,85 |
2,83 |
2,79 |
103,68 |
2,81 |
WZ0126 |
PL0000108817 |
95,42 |
95,88 |
--- |
--- |
95,65 |
--- |
WS0429 |
PL0000105391 |
126,55 |
132,37 |
3,29 |
2,84 |
129,46 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,45 |
99,51 |
1,72 |
1,53 |
99,48 |
1,62 |
PS0416 |
PL0000106340 |
101,84 |
101,90 |
1,71 |
1,61 |
101,87 |
1,66 |
OK0716 |
PL0000107926 |
98,60 |
98,68 |
1,73 |
1,63 |
98,64 |
1,68 |
IZ0816 |
PL0000103529 |
101,52 |
102,08 |
--- |
--- |
101,80 |
--- |
PS1016 |
PL0000106795 |
103,18 |
103,25 |
1,72 |
1,66 |
103,22 |
1,68 |
WZ0117 |
PL0000106936 |
99,95 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,54 |
104,68 |
1,78 |
1,70 |
104,61 |
1,74 |
OK0717 |
PL0000108502 |
96,80 |
96,89 |
1,80 |
1,75 |
96,85 |
1,77 |
DS1017 |
PL0000104543 |
106,90 |
107,00 |
1,82 |
1,77 |
106,95 |
1,80 |
WZ0118 |
PL0000104717 |
99,62 |
99,83 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,42 |
104,59 |
1,97 |
1,90 |
104,51 |
1,93 |
PS0718 |
PL0000107595 |
101,29 |
101,49 |
2,02 |
1,95 |
101,39 |
1,99 |
WZ0119 |
PL0000107603 |
99,22 |
99,47 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
103,79 |
103,96 |
2,20 |
2,16 |
103,88 |
2,18 |
DS1019 |
PL0000105441 |
112,49 |
112,77 |
2,25 |
2,18 |
112,63 |
2,22 |
WZ0120 |
PL0000108601 |
98,45 |
98,70 |
--- |
--- |
98,58 |
--- |
PS0420 |
PL0000108510 |
96,26 |
96,39 |
2,37 |
2,34 |
96,33 |
2,35 |
DS1020 |
PL0000106126 |
113,40 |
113,62 |
2,41 |
2,36 |
113,51 |
2,39 |
WZ0121 |
PL0000106068 |
97,99 |
98,34 |
--- |
--- |
98,17 |
--- |
DS1021 |
PL0000106670 |
117,74 |
118,06 |
2,55 |
2,50 |
117,90 |
2,53 |
WS0922 |
PL0000102646 |
119,52 |
119,85 |
2,65 |
2,60 |
119,69 |
2,62 |
IZ0823 |
PL0000105359 |
107,62 |
112,57 |
--- |
--- |
110,10 |
--- |
DS1023 |
PL0000107264 |
108,71 |
109,03 |
2,78 |
2,74 |
108,87 |
2,76 |
WZ0124 |
PL0000107454 |
96,68 |
96,96 |
--- |
--- |
96,82 |
--- |
DS0725 |
PL0000108197 |
103,44 |
103,78 |
2,84 |
2,80 |
103,61 |
2,82 |
WZ0126 |
PL0000108817 |
95,38 |
95,86 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
127,59 |
130,91 |
3,21 |
2,95 |
129,25 |
3,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
10 |
OK0717 |
PL0000108502 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
50 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
30 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
5 |
TOTAL |
95 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.