2015-09-28 |
MARKET DATA |
No 187 (2718) |
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 |
115,00 |
118,23 |
14 |
4 405,00 |
4 715,55 |
13 |
4 520,00 |
4 833,78 |
27 |
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 |
100,29 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,48 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,87 |
101,87 |
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 |
103,18 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,60 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,90 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,02 |
107,02 |
107,020 |
107,020 |
107,020 |
107,020 |
107,020 |
5 000 |
5,60 |
1 |
PS0418 |
PL0000107314 |
104,56 |
104,55 |
104,560 |
104,560 |
104,560 |
104,560 |
104,560 |
5 000 |
5,31 |
1 |
PS0718 |
PL0000107595 |
101,46 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,00 |
103,95 |
103,950 |
103,950 |
103,940 |
103,940 |
103,942 |
25 000 |
26,13 |
2 |
DS1019 |
PL0000105441 |
112,77 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,57 |
96,38 |
96,510 |
96,510 |
96,480 |
96,480 |
96,495 |
20 000 |
19,43 |
2 |
DS1020 |
PL0000106126 |
113,61 |
113,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,01 |
117,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,80 |
119,82 |
119,800 |
119,800 |
119,800 |
119,800 |
119,800 |
5 000 |
6,00 |
1 |
DS1023 |
PL0000107264 |
109,15 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,85 |
103,72 |
103,800 |
103,840 |
103,800 |
103,840 |
103,824 |
25 000 |
26,10 |
3 |
DS0726 |
PL0000108866 |
96,00 |
96,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,36 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,40 |
131,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,56 |
142,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,63 |
101,90 |
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 |
99,97 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,64 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,28 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,55 |
98,54 |
98,540 |
98,540 |
98,540 |
98,540 |
98,540 |
30 000 |
29,66 |
4 |
WZ0121 |
PL0000106068 |
98,13 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,78 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,53 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
115 000 |
118,23 |
14 |
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 |
99,52 |
1,76 |
1,51 |
99,48 |
1,64 |
PS0416 |
PL0000106340 |
101,79 |
101,88 |
1,78 |
1,63 |
101,84 |
1,70 |
OK0716 |
PL0000107926 |
98,59 |
98,71 |
1,75 |
1,60 |
98,65 |
1,68 |
IZ0816 |
PL0000103529 |
101,44 |
102,21 |
--- |
--- |
101,83 |
--- |
PS1016 |
PL0000106795 |
103,14 |
103,24 |
1,75 |
1,66 |
103,19 |
1,70 |
WZ0117 |
PL0000106936 |
99,92 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,67 |
1,79 |
1,70 |
104,60 |
1,74 |
OK0717 |
PL0000108502 |
96,74 |
96,96 |
1,84 |
1,71 |
96,85 |
1,77 |
DS1017 |
PL0000104543 |
106,84 |
107,04 |
1,85 |
1,75 |
106,94 |
1,80 |
WZ0118 |
PL0000104717 |
99,61 |
99,83 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,41 |
104,58 |
1,97 |
1,90 |
104,50 |
1,93 |
PS0718 |
PL0000107595 |
101,31 |
101,50 |
2,01 |
1,94 |
101,41 |
1,98 |
WZ0119 |
PL0000107603 |
99,24 |
99,47 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
103,75 |
103,97 |
2,21 |
2,15 |
103,86 |
2,18 |
DS1019 |
PL0000105441 |
112,51 |
112,78 |
2,25 |
2,18 |
112,65 |
2,21 |
WZ0120 |
PL0000108601 |
98,44 |
98,71 |
--- |
--- |
98,58 |
--- |
PS0420 |
PL0000108510 |
96,24 |
96,43 |
2,37 |
2,33 |
96,34 |
2,35 |
DS1020 |
PL0000106126 |
113,34 |
113,63 |
2,42 |
2,36 |
113,49 |
2,39 |
WZ0121 |
PL0000106068 |
97,99 |
98,34 |
--- |
--- |
98,17 |
--- |
DS1021 |
PL0000106670 |
117,66 |
118,08 |
2,57 |
2,50 |
117,87 |
2,53 |
WS0922 |
PL0000102646 |
119,43 |
119,88 |
2,66 |
2,60 |
119,66 |
2,63 |
IZ0823 |
PL0000105359 |
106,60 |
112,42 |
--- |
--- |
109,51 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,21 |
2,77 |
2,71 |
108,99 |
2,74 |
WZ0124 |
PL0000107454 |
96,63 |
96,97 |
--- |
--- |
96,80 |
--- |
DS0725 |
PL0000108197 |
103,51 |
103,81 |
2,83 |
2,80 |
103,66 |
2,81 |
WZ0126 |
PL0000108817 |
95,40 |
95,86 |
--- |
--- |
95,63 |
--- |
WS0429 |
PL0000105391 |
126,44 |
132,92 |
3,30 |
2,80 |
129,68 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,46 |
99,52 |
1,70 |
1,51 |
99,49 |
1,60 |
PS0416 |
PL0000106340 |
101,85 |
101,90 |
1,68 |
1,59 |
101,88 |
1,63 |
OK0716 |
PL0000107926 |
98,60 |
98,70 |
1,74 |
1,61 |
98,65 |
1,68 |
IZ0816 |
PL0000103529 |
101,47 |
102,10 |
--- |
--- |
101,79 |
--- |
PS1016 |
PL0000106795 |
103,16 |
103,25 |
1,73 |
1,65 |
103,21 |
1,69 |
WZ0117 |
PL0000106936 |
99,94 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,72 |
1,77 |
1,67 |
104,64 |
1,72 |
OK0717 |
PL0000108502 |
96,85 |
96,97 |
1,77 |
1,71 |
96,91 |
1,74 |
DS1017 |
PL0000104543 |
106,93 |
107,06 |
1,80 |
1,74 |
107,00 |
1,77 |
WZ0118 |
PL0000104717 |
99,60 |
99,82 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,50 |
104,66 |
1,93 |
1,87 |
104,58 |
1,90 |
PS0718 |
PL0000107595 |
101,39 |
101,55 |
1,98 |
1,93 |
101,47 |
1,96 |
WZ0119 |
PL0000107603 |
99,23 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
103,91 |
104,09 |
2,17 |
2,12 |
104,00 |
2,14 |
DS1019 |
PL0000105441 |
112,63 |
112,90 |
2,22 |
2,15 |
112,77 |
2,18 |
WZ0120 |
PL0000108601 |
98,45 |
98,59 |
--- |
--- |
98,52 |
--- |
PS0420 |
PL0000108510 |
96,37 |
96,54 |
2,34 |
2,30 |
96,46 |
2,32 |
DS1020 |
PL0000106126 |
113,53 |
113,78 |
2,38 |
2,33 |
113,66 |
2,36 |
WZ0121 |
PL0000106068 |
97,99 |
98,34 |
--- |
--- |
98,17 |
--- |
DS1021 |
PL0000106670 |
117,88 |
118,24 |
2,53 |
2,47 |
118,06 |
2,50 |
WS0922 |
PL0000102646 |
119,73 |
120,09 |
2,62 |
2,57 |
119,91 |
2,59 |
IZ0823 |
PL0000105359 |
107,62 |
112,66 |
--- |
--- |
110,14 |
--- |
DS1023 |
PL0000107264 |
108,90 |
109,18 |
2,75 |
2,72 |
109,04 |
2,73 |
WZ0124 |
PL0000107454 |
96,62 |
96,94 |
--- |
--- |
96,78 |
--- |
DS0725 |
PL0000108197 |
103,75 |
103,97 |
2,80 |
2,78 |
103,86 |
2,79 |
WZ0126 |
PL0000108817 |
95,37 |
95,85 |
--- |
--- |
95,61 |
--- |
WS0429 |
PL0000105391 |
128,38 |
131,52 |
3,14 |
2,90 |
129,95 |
3,02 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
85 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
210 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
400 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
220 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
60 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
200 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
85 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
30 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
115 |
TOTAL |
1 405 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
3 000 |
TOTAL |
3 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.