2015-10-02 |
MARKET DATA |
No 191 (2722) |
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 |
747,50 |
790,11 |
61 |
825,00 |
864,21 |
9 |
1 572,50 |
1 654,32 |
70 |
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 |
100,22 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,53 |
99,53 |
99,530 |
99,540 |
99,520 |
99,520 |
99,531 |
62 500 |
62,21 |
6 |
PS0416 |
PL0000106340 |
101,84 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,71 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,24 |
103,22 |
103,240 |
103,240 |
103,240 |
103,240 |
103,240 |
50 000 |
53,87 |
1 |
PS0417 |
PL0000107058 |
104,73 |
104,71 |
104,680 |
104,680 |
104,680 |
104,680 |
104,680 |
2 500 |
2,67 |
1 |
OK0717 |
PL0000108502 |
97,15 |
97,04 |
97,180 |
97,180 |
97,130 |
97,130 |
97,162 |
45 000 |
43,72 |
3 |
DS1017 |
PL0000104543 |
107,23 |
107,14 |
107,260 |
107,260 |
107,260 |
107,260 |
107,260 |
35 000 |
39,28 |
2 |
PS0418 |
PL0000107314 |
104,91 |
104,76 |
104,830 |
104,830 |
104,830 |
104,830 |
104,830 |
2 500 |
2,66 |
1 |
PS0718 |
PL0000107595 |
101,88 |
101,68 |
101,820 |
101,820 |
101,820 |
101,820 |
101,820 |
12 500 |
12,79 |
2 |
PS0719 |
PL0000108148 |
104,63 |
104,22 |
104,270 |
104,600 |
104,270 |
104,600 |
104,292 |
37 500 |
39,35 |
6 |
DS1019 |
PL0000105441 |
113,54 |
113,09 |
113,500 |
113,500 |
113,500 |
113,500 |
113,500 |
5 000 |
5,94 |
1 |
PS0420 |
PL0000108510 |
97,32 |
96,79 |
96,830 |
97,320 |
96,830 |
97,320 |
96,937 |
190 000 |
185,46 |
14 |
DS1020 |
PL0000106126 |
114,68 |
114,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,19 |
118,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,25 |
120,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,44 |
109,63 |
110,250 |
110,550 |
110,250 |
110,320 |
110,322 |
240 000 |
273,87 |
17 |
DS0725 |
PL0000108197 |
105,21 |
104,20 |
104,340 |
105,350 |
104,340 |
105,350 |
105,028 |
60 000 |
63,41 |
6 |
DS0726 |
PL0000108866 |
97,40 |
96,65 |
96,950 |
96,950 |
96,950 |
96,950 |
96,950 |
5 000 |
4,87 |
1 |
WS0428 |
PL0000107611 |
97,10 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,00 |
135,00 |
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 |
101,95 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,60 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,94 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,60 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,15 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,45 |
98,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,91 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,67 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,45 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
747 500 |
790,11 |
61 |
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 |
101,15 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
105,40 |
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 |
104,50 |
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 |
99,51 |
99,57 |
1,62 |
1,42 |
99,54 |
1,52 |
PS0416 |
PL0000106340 |
101,80 |
101,87 |
1,67 |
1,55 |
101,84 |
1,60 |
OK0716 |
PL0000107926 |
98,66 |
98,74 |
1,70 |
1,59 |
98,70 |
1,65 |
IZ0816 |
PL0000103529 |
101,48 |
101,98 |
--- |
--- |
101,73 |
--- |
PS1016 |
PL0000106795 |
103,13 |
103,24 |
1,72 |
1,61 |
103,19 |
1,66 |
WZ0117 |
PL0000106936 |
99,91 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,73 |
1,72 |
1,63 |
104,66 |
1,68 |
OK0717 |
PL0000108502 |
96,96 |
97,07 |
1,73 |
1,66 |
97,02 |
1,69 |
DS1017 |
PL0000104543 |
107,00 |
107,16 |
1,74 |
1,67 |
107,08 |
1,71 |
WZ0118 |
PL0000104717 |
99,49 |
99,73 |
--- |
--- |
99,61 |
--- |
PS0418 |
PL0000107314 |
104,59 |
104,78 |
1,89 |
1,81 |
104,69 |
1,85 |
PS0718 |
PL0000107595 |
101,54 |
101,72 |
1,93 |
1,86 |
101,63 |
1,89 |
WZ0119 |
PL0000107603 |
99,08 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0719 |
PL0000108148 |
104,10 |
104,26 |
2,11 |
2,07 |
104,18 |
2,09 |
DS1019 |
PL0000105441 |
112,90 |
113,12 |
2,14 |
2,09 |
113,01 |
2,11 |
WZ0120 |
PL0000108601 |
98,36 |
98,58 |
--- |
--- |
98,47 |
--- |
PS0420 |
PL0000108510 |
96,63 |
96,83 |
2,28 |
2,24 |
96,73 |
2,26 |
DS1020 |
PL0000106126 |
113,80 |
114,08 |
2,32 |
2,27 |
113,94 |
2,29 |
WZ0121 |
PL0000106068 |
97,87 |
98,25 |
--- |
--- |
98,06 |
--- |
DS1021 |
PL0000106670 |
118,20 |
118,55 |
2,47 |
2,42 |
118,38 |
2,44 |
WS0922 |
PL0000102646 |
119,95 |
120,39 |
2,58 |
2,52 |
120,17 |
2,55 |
IZ0823 |
PL0000105359 |
104,12 |
114,89 |
--- |
--- |
109,51 |
--- |
DS1023 |
PL0000107264 |
109,24 |
109,67 |
2,71 |
2,65 |
109,46 |
2,68 |
WZ0124 |
PL0000107454 |
96,52 |
96,92 |
--- |
--- |
96,72 |
--- |
DS0725 |
PL0000108197 |
103,94 |
104,27 |
2,78 |
2,74 |
104,11 |
2,76 |
WZ0126 |
PL0000108817 |
95,17 |
95,65 |
--- |
--- |
95,41 |
--- |
WS0429 |
PL0000105391 |
125,05 |
135,38 |
3,41 |
2,61 |
130,22 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,51 |
99,55 |
1,62 |
1,49 |
99,53 |
1,56 |
PS0416 |
PL0000106340 |
101,82 |
101,89 |
1,64 |
1,51 |
101,86 |
1,57 |
OK0716 |
PL0000107926 |
98,69 |
98,77 |
1,66 |
1,56 |
98,73 |
1,61 |
IZ0816 |
PL0000103529 |
101,45 |
101,94 |
--- |
--- |
101,70 |
--- |
PS1016 |
PL0000106795 |
103,20 |
103,29 |
1,65 |
1,57 |
103,25 |
1,60 |
WZ0117 |
PL0000106936 |
99,91 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
104,66 |
104,80 |
1,68 |
1,59 |
104,73 |
1,63 |
OK0717 |
PL0000108502 |
97,10 |
97,22 |
1,65 |
1,58 |
97,16 |
1,61 |
DS1017 |
PL0000104543 |
107,19 |
107,29 |
1,65 |
1,61 |
107,24 |
1,63 |
WZ0118 |
PL0000104717 |
99,54 |
99,73 |
--- |
--- |
99,64 |
--- |
PS0418 |
PL0000107314 |
104,85 |
104,97 |
1,78 |
1,74 |
104,91 |
1,76 |
PS0718 |
PL0000107595 |
101,80 |
101,91 |
1,83 |
1,79 |
101,86 |
1,81 |
WZ0119 |
PL0000107603 |
99,10 |
99,34 |
--- |
--- |
99,22 |
--- |
PS0719 |
PL0000108148 |
104,56 |
104,71 |
1,99 |
1,95 |
104,64 |
1,97 |
DS1019 |
PL0000105441 |
113,46 |
113,63 |
2,01 |
1,97 |
113,55 |
1,98 |
WZ0120 |
PL0000108601 |
98,42 |
98,63 |
--- |
--- |
98,53 |
--- |
PS0420 |
PL0000108510 |
97,23 |
97,35 |
2,14 |
2,11 |
97,29 |
2,13 |
DS1020 |
PL0000106126 |
114,49 |
114,76 |
2,19 |
2,13 |
114,63 |
2,16 |
WZ0121 |
PL0000106068 |
97,88 |
98,27 |
--- |
--- |
98,08 |
--- |
DS1021 |
PL0000106670 |
118,99 |
119,38 |
2,34 |
2,28 |
119,19 |
2,31 |
WS0922 |
PL0000102646 |
121,10 |
121,41 |
2,42 |
2,38 |
121,26 |
2,40 |
IZ0823 |
PL0000105359 |
107,20 |
116,02 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
110,28 |
110,51 |
2,57 |
2,54 |
110,40 |
2,55 |
WZ0124 |
PL0000107454 |
96,57 |
96,91 |
--- |
--- |
96,74 |
--- |
DS0725 |
PL0000108197 |
105,07 |
105,30 |
2,65 |
2,63 |
105,19 |
2,64 |
WZ0126 |
PL0000108817 |
95,35 |
95,68 |
--- |
--- |
95,52 |
--- |
WS0429 |
PL0000105391 |
128,83 |
135,58 |
3,11 |
2,60 |
132,21 |
2,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
100 |
WZ0120 |
PL0000108601 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
85 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
75 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
185 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
130 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
200 |
TOTAL |
825 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.