2015-09-29 |
MARKET DATA |
No 188 (2719) |
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 |
405,00 |
409,78 |
37 |
4 715,00 |
5 400,41 |
27 |
5 120,00 |
5 810,19 |
64 |
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 |
100,28 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,48 |
99,51 |
99,480 |
99,480 |
99,480 |
99,480 |
99,480 |
45 000 |
44,77 |
3 |
PS0416 |
PL0000106340 |
101,86 |
101,88 |
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 |
103,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,58 |
104,66 |
104,580 |
104,580 |
104,580 |
104,580 |
104,580 |
25 000 |
26,66 |
1 |
OK0717 |
PL0000108502 |
96,90 |
96,91 |
96,900 |
96,900 |
96,880 |
96,900 |
96,884 |
125 000 |
121,11 |
8 |
DS1017 |
PL0000104543 |
106,95 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,51 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,45 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,98 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,75 |
112,67 |
112,680 |
112,680 |
112,680 |
112,680 |
112,680 |
15 000 |
17,67 |
1 |
PS0420 |
PL0000108510 |
96,47 |
96,30 |
96,470 |
96,470 |
96,380 |
96,380 |
96,411 |
75 000 |
72,80 |
9 |
DS1020 |
PL0000106126 |
113,61 |
113,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,93 |
117,77 |
117,800 |
117,800 |
117,800 |
117,800 |
117,800 |
10 000 |
12,32 |
1 |
WS0922 |
PL0000102646 |
119,77 |
119,58 |
119,520 |
119,520 |
119,520 |
119,520 |
119,520 |
5 000 |
5,98 |
1 |
DS1023 |
PL0000107264 |
109,08 |
108,85 |
108,930 |
108,930 |
108,930 |
108,930 |
108,930 |
5 000 |
5,63 |
1 |
DS0725 |
PL0000108197 |
103,89 |
103,39 |
103,700 |
103,700 |
103,380 |
103,410 |
103,494 |
85 000 |
88,48 |
11 |
DS0726 |
PL0000108866 |
96,15 |
95,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,84 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,50 |
130,00 |
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 |
101,55 |
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 |
99,97 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,64 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,22 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,45 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,02 |
98,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,65 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,45 |
95,70 |
95,420 |
95,420 |
95,420 |
95,420 |
95,420 |
15 000 |
14,36 |
1 |
TOTAL |
405 000 |
409,78 |
37 |
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 |
99,46 |
99,52 |
1,71 |
1,52 |
99,49 |
1,62 |
PS0416 |
PL0000106340 |
101,82 |
101,90 |
1,71 |
1,58 |
101,86 |
1,65 |
OK0716 |
PL0000107926 |
98,59 |
98,71 |
1,76 |
1,61 |
98,65 |
1,68 |
IZ0816 |
PL0000103529 |
101,38 |
102,24 |
--- |
--- |
101,81 |
--- |
PS1016 |
PL0000106795 |
103,15 |
103,27 |
1,73 |
1,62 |
103,21 |
1,68 |
WZ0117 |
PL0000106936 |
99,92 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,71 |
1,76 |
1,67 |
104,64 |
1,71 |
OK0717 |
PL0000108502 |
96,82 |
96,97 |
1,80 |
1,71 |
96,90 |
1,75 |
DS1017 |
PL0000104543 |
106,92 |
107,07 |
1,80 |
1,73 |
107,00 |
1,77 |
WZ0118 |
PL0000104717 |
99,57 |
99,81 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,47 |
104,66 |
1,94 |
1,87 |
104,57 |
1,90 |
PS0718 |
PL0000107595 |
101,38 |
101,58 |
1,99 |
1,92 |
101,48 |
1,95 |
WZ0119 |
PL0000107603 |
99,19 |
99,41 |
--- |
--- |
99,30 |
--- |
PS0719 |
PL0000108148 |
103,85 |
104,08 |
2,18 |
2,12 |
103,97 |
2,15 |
DS1019 |
PL0000105441 |
112,61 |
112,80 |
2,22 |
2,17 |
112,71 |
2,20 |
WZ0120 |
PL0000108601 |
98,38 |
98,65 |
--- |
--- |
98,52 |
--- |
PS0420 |
PL0000108510 |
96,32 |
96,48 |
2,36 |
2,32 |
96,40 |
2,34 |
DS1020 |
PL0000106126 |
113,44 |
113,68 |
2,40 |
2,35 |
113,56 |
2,37 |
WZ0121 |
PL0000106068 |
97,97 |
98,31 |
--- |
--- |
98,14 |
--- |
DS1021 |
PL0000106670 |
117,74 |
118,07 |
2,55 |
2,50 |
117,91 |
2,52 |
WS0922 |
PL0000102646 |
119,53 |
119,87 |
2,65 |
2,60 |
119,70 |
2,62 |
IZ0823 |
PL0000105359 |
107,64 |
112,65 |
--- |
--- |
110,15 |
--- |
DS1023 |
PL0000107264 |
108,84 |
109,25 |
2,76 |
2,71 |
109,05 |
2,73 |
WZ0124 |
PL0000107454 |
96,61 |
96,93 |
--- |
--- |
96,77 |
--- |
DS0725 |
PL0000108197 |
103,60 |
103,94 |
2,82 |
2,78 |
103,77 |
2,80 |
WZ0126 |
PL0000108817 |
95,34 |
95,84 |
--- |
--- |
95,59 |
--- |
WS0429 |
PL0000105391 |
126,78 |
132,59 |
3,27 |
2,82 |
129,69 |
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 |
99,53 |
1,71 |
1,49 |
99,50 |
1,59 |
PS0416 |
PL0000106340 |
101,84 |
101,91 |
1,68 |
1,56 |
101,88 |
1,61 |
OK0716 |
PL0000107926 |
98,61 |
98,70 |
1,73 |
1,62 |
98,66 |
1,67 |
IZ0816 |
PL0000103529 |
101,40 |
102,14 |
--- |
--- |
101,77 |
--- |
PS1016 |
PL0000106795 |
103,16 |
103,26 |
1,72 |
1,63 |
103,21 |
1,68 |
WZ0117 |
PL0000106936 |
99,94 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,52 |
104,69 |
1,79 |
1,68 |
104,61 |
1,73 |
OK0717 |
PL0000108502 |
96,84 |
96,95 |
1,78 |
1,72 |
96,90 |
1,75 |
DS1017 |
PL0000104543 |
106,92 |
107,03 |
1,80 |
1,75 |
106,98 |
1,77 |
WZ0118 |
PL0000104717 |
99,55 |
99,80 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
104,46 |
104,64 |
1,95 |
1,88 |
104,55 |
1,91 |
PS0718 |
PL0000107595 |
101,34 |
101,50 |
2,00 |
1,94 |
101,42 |
1,97 |
WZ0119 |
PL0000107603 |
99,14 |
99,38 |
--- |
--- |
99,26 |
--- |
PS0719 |
PL0000108148 |
103,82 |
104,01 |
2,19 |
2,14 |
103,92 |
2,17 |
DS1019 |
PL0000105441 |
112,54 |
112,78 |
2,24 |
2,18 |
112,66 |
2,21 |
WZ0120 |
PL0000108601 |
98,34 |
98,61 |
--- |
--- |
98,48 |
--- |
PS0420 |
PL0000108510 |
96,26 |
96,43 |
2,37 |
2,33 |
96,35 |
2,35 |
DS1020 |
PL0000106126 |
113,38 |
113,60 |
2,41 |
2,37 |
113,49 |
2,39 |
WZ0121 |
PL0000106068 |
97,93 |
98,27 |
--- |
--- |
98,10 |
--- |
DS1021 |
PL0000106670 |
117,69 |
117,93 |
2,56 |
2,52 |
117,81 |
2,54 |
WS0922 |
PL0000102646 |
119,42 |
119,75 |
2,66 |
2,61 |
119,59 |
2,64 |
IZ0823 |
PL0000105359 |
106,53 |
113,03 |
--- |
--- |
109,78 |
--- |
DS1023 |
PL0000107264 |
108,73 |
108,95 |
2,77 |
2,75 |
108,84 |
2,76 |
WZ0124 |
PL0000107454 |
96,61 |
96,89 |
--- |
--- |
96,75 |
--- |
DS0725 |
PL0000108197 |
103,28 |
103,57 |
2,86 |
2,83 |
103,43 |
2,84 |
WZ0126 |
PL0000108817 |
95,35 |
95,75 |
--- |
--- |
95,55 |
--- |
WS0429 |
PL0000105391 |
127,46 |
134,43 |
3,22 |
2,68 |
130,95 |
2,95 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
10 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
20 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
60 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
30 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
170 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
20 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
15 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
20 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
280 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
70 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
80 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
50 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
400 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
TOTAL |
1 315 |
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 |
2,000 |
2,000 |
2,000 |
3 400 |
TOTAL |
3 400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.