2015-10-01 |
MARKET DATA |
No 190 (2721) |
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 |
690,00 |
716,09 |
49 |
465,00 |
504,54 |
10 |
1 155,00 |
1 220,63 |
59 |
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 |
100,24 |
100,25 |
100,240 |
100,240 |
100,240 |
100,240 |
100,240 |
25 000 |
26,54 |
2 |
OK0116 |
PL0000107587 |
99,51 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,85 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,67 |
98,68 |
98,680 |
98,680 |
98,680 |
98,680 |
98,680 |
35 000 |
34,54 |
2 |
PS1016 |
PL0000106795 |
103,18 |
103,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,62 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
96,99 |
96,98 |
96,980 |
96,990 |
96,980 |
96,990 |
96,982 |
55 000 |
53,34 |
2 |
DS1017 |
PL0000104543 |
107,05 |
107,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,65 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,63 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,18 |
104,00 |
104,170 |
104,170 |
104,160 |
104,160 |
104,164 |
77 500 |
81,22 |
9 |
DS1019 |
PL0000105441 |
112,93 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,70 |
96,42 |
96,570 |
96,750 |
96,570 |
96,670 |
96,709 |
75 000 |
73,03 |
6 |
DS1020 |
PL0000106126 |
113,87 |
113,63 |
113,940 |
113,950 |
113,940 |
113,950 |
113,947 |
80 000 |
95,13 |
6 |
DS1021 |
PL0000106670 |
118,20 |
118,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,20 |
119,77 |
120,200 |
120,200 |
120,200 |
120,200 |
120,200 |
10 000 |
12,04 |
1 |
DS1023 |
PL0000107264 |
109,40 |
109,07 |
109,310 |
109,450 |
109,300 |
109,450 |
109,334 |
25 000 |
28,28 |
3 |
DS0725 |
PL0000108197 |
104,05 |
103,65 |
103,830 |
104,150 |
103,830 |
104,150 |
103,955 |
60 000 |
62,76 |
8 |
DS0726 |
PL0000108866 |
96,30 |
96,02 |
96,050 |
96,400 |
96,050 |
96,300 |
96,286 |
35 000 |
33,87 |
3 |
WS0428 |
PL0000107611 |
95,50 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,00 |
131,79 |
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 |
101,90 |
101,650 |
101,650 |
101,650 |
101,650 |
101,650 |
7 500 |
9,74 |
1 |
IZ0823 |
PL0000105359 |
108,90 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,96 |
99,98 |
99,960 |
99,960 |
99,940 |
99,940 |
99,942 |
205 000 |
205,60 |
6 |
WZ0118 |
PL0000104717 |
99,62 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,25 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,43 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,03 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,65 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,36 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
690 000 |
716,09 |
49 |
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 |
99,49 |
99,54 |
1,68 |
1,51 |
99,52 |
1,58 |
PS0416 |
PL0000106340 |
101,80 |
101,88 |
1,69 |
1,55 |
101,84 |
1,62 |
OK0716 |
PL0000107926 |
98,63 |
98,75 |
1,73 |
1,58 |
98,69 |
1,65 |
IZ0816 |
PL0000103529 |
101,37 |
102,15 |
--- |
--- |
101,76 |
--- |
PS1016 |
PL0000106795 |
103,14 |
103,24 |
1,71 |
1,62 |
103,19 |
1,67 |
WZ0117 |
PL0000106936 |
99,93 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,58 |
104,74 |
1,73 |
1,63 |
104,66 |
1,68 |
OK0717 |
PL0000108502 |
96,89 |
97,02 |
1,77 |
1,69 |
96,96 |
1,72 |
DS1017 |
PL0000104543 |
106,97 |
107,14 |
1,76 |
1,68 |
107,06 |
1,72 |
WZ0118 |
PL0000104717 |
99,54 |
99,75 |
--- |
--- |
99,65 |
--- |
PS0418 |
PL0000107314 |
104,54 |
104,71 |
1,91 |
1,84 |
104,63 |
1,87 |
PS0718 |
PL0000107595 |
101,47 |
101,66 |
1,95 |
1,88 |
101,57 |
1,92 |
WZ0119 |
PL0000107603 |
99,08 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0719 |
PL0000108148 |
103,88 |
104,08 |
2,17 |
2,12 |
103,98 |
2,15 |
DS1019 |
PL0000105441 |
112,67 |
112,90 |
2,20 |
2,14 |
112,79 |
2,17 |
WZ0120 |
PL0000108601 |
98,30 |
98,57 |
--- |
--- |
98,44 |
--- |
PS0420 |
PL0000108510 |
96,34 |
96,55 |
2,35 |
2,30 |
96,45 |
2,33 |
DS1020 |
PL0000106126 |
113,43 |
113,68 |
2,39 |
2,35 |
113,56 |
2,37 |
WZ0121 |
PL0000106068 |
97,87 |
98,24 |
--- |
--- |
98,06 |
--- |
DS1021 |
PL0000106670 |
117,75 |
118,15 |
2,55 |
2,48 |
117,95 |
2,51 |
WS0922 |
PL0000102646 |
119,49 |
119,87 |
2,65 |
2,59 |
119,68 |
2,62 |
IZ0823 |
PL0000105359 |
107,54 |
114,19 |
--- |
--- |
110,87 |
--- |
DS1023 |
PL0000107264 |
108,79 |
109,13 |
2,77 |
2,72 |
108,96 |
2,74 |
WZ0124 |
PL0000107454 |
96,53 |
96,89 |
--- |
--- |
96,71 |
--- |
DS0725 |
PL0000108197 |
103,47 |
103,76 |
2,84 |
2,80 |
103,62 |
2,82 |
WZ0126 |
PL0000108817 |
95,20 |
95,66 |
--- |
--- |
95,43 |
--- |
WS0429 |
PL0000105391 |
124,59 |
135,15 |
3,44 |
2,63 |
129,87 |
3,03 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,50 |
99,54 |
1,64 |
1,51 |
99,52 |
1,58 |
PS0416 |
PL0000106340 |
101,83 |
101,88 |
1,63 |
1,55 |
101,86 |
1,58 |
OK0716 |
PL0000107926 |
98,65 |
98,70 |
1,70 |
1,64 |
98,68 |
1,67 |
IZ0816 |
PL0000103529 |
101,39 |
102,02 |
--- |
--- |
101,71 |
--- |
PS1016 |
PL0000106795 |
103,15 |
103,24 |
1,70 |
1,62 |
103,20 |
1,66 |
WZ0117 |
PL0000106936 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,74 |
1,72 |
1,63 |
104,67 |
1,67 |
OK0717 |
PL0000108502 |
96,96 |
97,07 |
1,72 |
1,66 |
97,02 |
1,69 |
DS1017 |
PL0000104543 |
107,03 |
107,20 |
1,73 |
1,65 |
107,12 |
1,69 |
WZ0118 |
PL0000104717 |
99,57 |
99,71 |
--- |
--- |
99,64 |
--- |
PS0418 |
PL0000107314 |
104,61 |
104,76 |
1,88 |
1,82 |
104,69 |
1,85 |
PS0718 |
PL0000107595 |
101,55 |
101,70 |
1,92 |
1,87 |
101,63 |
1,89 |
WZ0119 |
PL0000107603 |
99,11 |
99,33 |
--- |
--- |
99,22 |
--- |
PS0719 |
PL0000108148 |
104,12 |
104,29 |
2,11 |
2,06 |
104,21 |
2,08 |
DS1019 |
PL0000105441 |
112,88 |
113,17 |
2,15 |
2,08 |
113,03 |
2,11 |
WZ0120 |
PL0000108601 |
98,37 |
98,58 |
--- |
--- |
98,48 |
--- |
PS0420 |
PL0000108510 |
96,64 |
96,80 |
2,28 |
2,24 |
96,72 |
2,26 |
DS1020 |
PL0000106126 |
113,83 |
114,10 |
2,32 |
2,26 |
113,97 |
2,29 |
WZ0121 |
PL0000106068 |
97,87 |
98,21 |
--- |
--- |
98,04 |
--- |
DS1021 |
PL0000106670 |
118,18 |
118,62 |
2,48 |
2,41 |
118,40 |
2,44 |
WS0922 |
PL0000102646 |
120,14 |
120,48 |
2,55 |
2,51 |
120,31 |
2,53 |
IZ0823 |
PL0000105359 |
106,91 |
114,97 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
109,32 |
109,58 |
2,69 |
2,66 |
109,45 |
2,68 |
WZ0124 |
PL0000107454 |
96,60 |
96,90 |
--- |
--- |
96,75 |
--- |
DS0725 |
PL0000108197 |
103,99 |
104,23 |
2,78 |
2,75 |
104,11 |
2,76 |
WZ0126 |
PL0000108817 |
95,21 |
95,66 |
--- |
--- |
95,44 |
--- |
WS0429 |
PL0000105391 |
127,80 |
132,64 |
3,19 |
2,82 |
130,22 |
3,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
50 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
45 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
140 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
200 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
TOTAL |
465 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.