2015-09-30 |
MARKET DATA |
No 189 (2720) |
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 |
215,00 |
217,51 |
18 |
1 110,00 |
1 205,74 |
18 |
1 325,00 |
1 423,25 |
36 |
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 |
100,27 |
100,28 |
100,270 |
100,270 |
100,270 |
100,270 |
100,270 |
7 500 |
7,96 |
1 |
OK0116 |
PL0000107587 |
99,50 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,86 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,64 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,18 |
103,20 |
103,180 |
103,180 |
103,180 |
103,180 |
103,180 |
10 000 |
10,76 |
1 |
PS0417 |
PL0000107058 |
104,60 |
104,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,93 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,01 |
107,02 |
107,020 |
107,020 |
107,020 |
107,020 |
107,020 |
5 000 |
5,60 |
1 |
PS0418 |
PL0000107314 |
104,54 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,47 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,89 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,66 |
112,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,37 |
96,30 |
96,430 |
96,430 |
96,400 |
96,400 |
96,423 |
20 000 |
19,42 |
3 |
DS1020 |
PL0000106126 |
113,48 |
113,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,75 |
117,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,60 |
119,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,80 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,65 |
103,44 |
103,650 |
103,650 |
103,650 |
103,650 |
103,650 |
10 000 |
10,43 |
1 |
DS0726 |
PL0000108866 |
95,70 |
95,63 |
95,650 |
95,750 |
95,650 |
95,750 |
95,726 |
35 000 |
33,67 |
4 |
WS0428 |
PL0000107611 |
95,15 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,72 |
129,32 |
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 |
101,77 |
101,880 |
101,880 |
101,620 |
101,850 |
101,783 |
7 500 |
9,76 |
3 |
IZ0823 |
PL0000105359 |
108,90 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,72 |
99,68 |
99,720 |
99,720 |
99,700 |
99,700 |
99,707 |
95 000 |
95,04 |
3 |
WZ0119 |
PL0000107603 |
99,23 |
99,25 |
99,180 |
99,180 |
99,180 |
99,180 |
99,180 |
25 000 |
24,88 |
1 |
WZ0120 |
PL0000108601 |
98,43 |
98,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,05 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,69 |
96,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,42 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
215 000 |
217,51 |
18 |
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 |
99,48 |
99,54 |
1,66 |
1,47 |
99,51 |
1,57 |
PS0416 |
PL0000106340 |
101,83 |
101,89 |
1,68 |
1,58 |
101,86 |
1,63 |
OK0716 |
PL0000107926 |
98,63 |
98,72 |
1,71 |
1,60 |
98,68 |
1,65 |
IZ0816 |
PL0000103529 |
101,39 |
102,13 |
--- |
--- |
101,76 |
--- |
PS1016 |
PL0000106795 |
103,14 |
103,27 |
1,74 |
1,62 |
103,21 |
1,67 |
WZ0117 |
PL0000106936 |
99,91 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
104,58 |
104,71 |
1,75 |
1,66 |
104,65 |
1,70 |
OK0717 |
PL0000108502 |
96,87 |
96,96 |
1,77 |
1,72 |
96,92 |
1,74 |
DS1017 |
PL0000104543 |
106,91 |
107,10 |
1,80 |
1,71 |
107,01 |
1,76 |
WZ0118 |
PL0000104717 |
99,55 |
99,80 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
104,45 |
104,65 |
1,95 |
1,87 |
104,55 |
1,91 |
PS0718 |
PL0000107595 |
101,35 |
101,56 |
2,00 |
1,92 |
101,46 |
1,96 |
WZ0119 |
PL0000107603 |
99,14 |
99,38 |
--- |
--- |
99,26 |
--- |
PS0719 |
PL0000108148 |
103,77 |
103,97 |
2,20 |
2,15 |
103,87 |
2,18 |
DS1019 |
PL0000105441 |
112,56 |
112,78 |
2,23 |
2,18 |
112,67 |
2,20 |
WZ0120 |
PL0000108601 |
98,34 |
98,61 |
--- |
--- |
98,48 |
--- |
PS0420 |
PL0000108510 |
96,22 |
96,44 |
2,38 |
2,33 |
96,33 |
2,35 |
DS1020 |
PL0000106126 |
113,31 |
113,58 |
2,42 |
2,37 |
113,45 |
2,39 |
WZ0121 |
PL0000106068 |
97,93 |
98,27 |
--- |
--- |
98,10 |
--- |
DS1021 |
PL0000106670 |
117,59 |
117,90 |
2,58 |
2,53 |
117,75 |
2,55 |
WS0922 |
PL0000102646 |
119,32 |
119,71 |
2,67 |
2,62 |
119,52 |
2,65 |
IZ0823 |
PL0000105359 |
106,05 |
112,96 |
--- |
--- |
109,51 |
--- |
DS1023 |
PL0000107264 |
108,65 |
109,03 |
2,78 |
2,73 |
108,84 |
2,76 |
WZ0124 |
PL0000107454 |
96,61 |
96,91 |
--- |
--- |
96,76 |
--- |
DS0725 |
PL0000108197 |
103,23 |
103,58 |
2,86 |
2,82 |
103,41 |
2,84 |
WZ0126 |
PL0000108817 |
95,23 |
95,74 |
--- |
--- |
95,49 |
--- |
WS0429 |
PL0000105391 |
126,28 |
134,50 |
3,31 |
2,68 |
130,39 |
2,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,49 |
99,54 |
1,63 |
1,47 |
99,52 |
1,54 |
PS0416 |
PL0000106340 |
101,84 |
101,90 |
1,66 |
1,56 |
101,87 |
1,61 |
OK0716 |
PL0000107926 |
98,63 |
98,74 |
1,71 |
1,57 |
98,69 |
1,64 |
IZ0816 |
PL0000103529 |
101,49 |
101,99 |
--- |
--- |
101,74 |
--- |
PS1016 |
PL0000106795 |
103,16 |
103,23 |
1,72 |
1,65 |
103,20 |
1,68 |
WZ0117 |
PL0000106936 |
99,93 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,72 |
1,74 |
1,66 |
104,66 |
1,69 |
OK0717 |
PL0000108502 |
96,90 |
96,98 |
1,75 |
1,71 |
96,94 |
1,73 |
DS1017 |
PL0000104543 |
106,99 |
107,08 |
1,77 |
1,72 |
107,04 |
1,74 |
WZ0118 |
PL0000104717 |
99,55 |
99,77 |
--- |
--- |
99,66 |
--- |
PS0418 |
PL0000107314 |
104,52 |
104,64 |
1,92 |
1,87 |
104,58 |
1,90 |
PS0718 |
PL0000107595 |
101,42 |
101,55 |
1,97 |
1,93 |
101,49 |
1,95 |
WZ0119 |
PL0000107603 |
99,08 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0719 |
PL0000108148 |
103,86 |
104,01 |
2,18 |
2,14 |
103,94 |
2,16 |
DS1019 |
PL0000105441 |
112,64 |
112,83 |
2,21 |
2,16 |
112,74 |
2,19 |
WZ0120 |
PL0000108601 |
98,30 |
98,57 |
--- |
--- |
98,44 |
--- |
PS0420 |
PL0000108510 |
96,33 |
96,47 |
2,35 |
2,32 |
96,40 |
2,34 |
DS1020 |
PL0000106126 |
113,46 |
113,72 |
2,39 |
2,34 |
113,59 |
2,37 |
WZ0121 |
PL0000106068 |
97,87 |
98,25 |
--- |
--- |
98,06 |
--- |
DS1021 |
PL0000106670 |
117,72 |
118,14 |
2,55 |
2,49 |
117,93 |
2,52 |
WS0922 |
PL0000102646 |
119,56 |
119,91 |
2,64 |
2,59 |
119,74 |
2,61 |
IZ0823 |
PL0000105359 |
108,30 |
110,93 |
--- |
--- |
109,62 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,07 |
2,77 |
2,73 |
108,92 |
2,75 |
WZ0124 |
PL0000107454 |
96,61 |
96,89 |
--- |
--- |
96,75 |
--- |
DS0725 |
PL0000108197 |
103,44 |
103,72 |
2,84 |
2,81 |
103,58 |
2,82 |
WZ0126 |
PL0000108817 |
95,23 |
95,70 |
--- |
--- |
95,47 |
--- |
WS0429 |
PL0000105391 |
127,90 |
132,06 |
3,18 |
2,86 |
129,98 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
80 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
170 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
110 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
95 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
35 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
170 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
35 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
TOTAL |
1 110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.