2015-10-06 |
MARKET DATA |
No 193 (2724) |
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 |
660,00 |
682,16 |
47 |
1 170,00 |
1 235,99 |
16 |
1 830,00 |
1 918,15 |
63 |
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 |
100,20 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,54 |
99,56 |
99,540 |
99,540 |
99,540 |
99,540 |
99,540 |
50 000 |
49,77 |
1 |
PS0416 |
PL0000106340 |
101,83 |
101,85 |
101,830 |
101,830 |
101,830 |
101,830 |
101,830 |
25 000 |
26,02 |
1 |
OK0716 |
PL0000107926 |
98,70 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,18 |
103,20 |
103,170 |
103,170 |
103,170 |
103,170 |
103,170 |
25 000 |
26,92 |
1 |
PS0417 |
PL0000107058 |
104,68 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,15 |
97,13 |
97,150 |
97,150 |
97,080 |
97,080 |
97,133 |
60 000 |
58,28 |
4 |
DS1017 |
PL0000104543 |
107,18 |
107,18 |
107,140 |
107,140 |
107,140 |
107,140 |
107,140 |
35 000 |
39,25 |
2 |
PS0418 |
PL0000107314 |
104,89 |
104,80 |
104,800 |
104,800 |
104,800 |
104,800 |
104,800 |
10 000 |
10,65 |
1 |
PS0718 |
PL0000107595 |
101,87 |
101,80 |
101,810 |
101,810 |
101,810 |
101,810 |
101,810 |
5 000 |
5,12 |
1 |
PS0719 |
PL0000108148 |
104,65 |
104,53 |
104,600 |
104,600 |
104,530 |
104,530 |
104,553 |
15 000 |
15,78 |
2 |
DS1019 |
PL0000105441 |
113,51 |
113,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,43 |
97,20 |
97,340 |
97,340 |
97,200 |
97,300 |
97,272 |
225 000 |
220,39 |
16 |
DS1020 |
PL0000106126 |
114,73 |
114,55 |
114,550 |
114,550 |
114,550 |
114,550 |
114,550 |
25 000 |
29,89 |
1 |
DS1021 |
PL0000106670 |
119,23 |
119,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,25 |
121,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,64 |
110,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,65 |
105,14 |
105,550 |
105,550 |
105,140 |
105,350 |
105,324 |
155 000 |
164,28 |
13 |
DS0726 |
PL0000108866 |
97,85 |
97,51 |
97,850 |
97,850 |
97,750 |
97,750 |
97,800 |
10 000 |
9,83 |
2 |
WS0428 |
PL0000107611 |
97,35 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,90 |
133,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,18 |
145,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,60 |
101,80 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
20 000 |
25,96 |
2 |
IZ0823 |
PL0000105359 |
109,49 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,94 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,59 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,26 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,52 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,00 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,75 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,37 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
660 000 |
682,16 |
47 |
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 |
101,13 |
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 |
104,60 |
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 |
100,60 |
101,00 |
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 |
99,52 |
99,57 |
1,62 |
1,45 |
99,55 |
1,52 |
PS0416 |
PL0000106340 |
101,80 |
101,88 |
1,64 |
1,50 |
101,84 |
1,57 |
OK0716 |
PL0000107926 |
98,69 |
98,81 |
1,67 |
1,51 |
98,75 |
1,59 |
IZ0816 |
PL0000103529 |
101,43 |
101,96 |
--- |
--- |
101,70 |
--- |
PS1016 |
PL0000106795 |
103,15 |
103,24 |
1,68 |
1,60 |
103,20 |
1,63 |
WZ0117 |
PL0000106936 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
104,64 |
104,80 |
1,68 |
1,58 |
104,72 |
1,63 |
OK0717 |
PL0000108502 |
97,09 |
97,22 |
1,66 |
1,58 |
97,16 |
1,62 |
DS1017 |
PL0000104543 |
107,14 |
107,30 |
1,67 |
1,59 |
107,22 |
1,63 |
WZ0118 |
PL0000104717 |
99,48 |
99,71 |
--- |
--- |
99,60 |
--- |
PS0418 |
PL0000107314 |
104,84 |
105,03 |
1,78 |
1,71 |
104,94 |
1,75 |
PS0718 |
PL0000107595 |
101,82 |
101,98 |
1,82 |
1,77 |
101,90 |
1,79 |
WZ0119 |
PL0000107603 |
99,18 |
99,45 |
--- |
--- |
99,32 |
--- |
PS0719 |
PL0000108148 |
104,57 |
104,77 |
1,99 |
1,93 |
104,67 |
1,96 |
DS1019 |
PL0000105441 |
113,44 |
113,72 |
2,01 |
1,94 |
113,58 |
1,97 |
WZ0120 |
PL0000108601 |
98,49 |
98,71 |
--- |
--- |
98,60 |
--- |
PS0420 |
PL0000108510 |
97,29 |
97,45 |
2,13 |
2,09 |
97,37 |
2,11 |
DS1020 |
PL0000106126 |
114,59 |
114,89 |
2,16 |
2,11 |
114,74 |
2,14 |
WZ0121 |
PL0000106068 |
97,98 |
98,36 |
--- |
--- |
98,17 |
--- |
DS1021 |
PL0000106670 |
119,14 |
119,57 |
2,32 |
2,25 |
119,36 |
2,28 |
WS0922 |
PL0000102646 |
121,14 |
121,58 |
2,41 |
2,35 |
121,36 |
2,38 |
IZ0823 |
PL0000105359 |
108,03 |
113,97 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
110,53 |
110,94 |
2,53 |
2,48 |
110,74 |
2,51 |
WZ0124 |
PL0000107454 |
96,61 |
96,94 |
--- |
--- |
96,78 |
--- |
DS0725 |
PL0000108197 |
105,50 |
105,84 |
2,60 |
2,57 |
105,67 |
2,58 |
WZ0126 |
PL0000108817 |
95,31 |
95,80 |
--- |
--- |
95,56 |
--- |
WS0429 |
PL0000105391 |
130,21 |
135,08 |
3,00 |
2,63 |
132,65 |
2,81 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,52 |
99,57 |
1,62 |
1,45 |
99,55 |
1,52 |
PS0416 |
PL0000106340 |
101,80 |
101,86 |
1,64 |
1,53 |
101,83 |
1,59 |
OK0716 |
PL0000107926 |
98,67 |
98,78 |
1,70 |
1,55 |
98,73 |
1,62 |
IZ0816 |
PL0000103529 |
101,45 |
101,91 |
--- |
--- |
101,68 |
--- |
PS1016 |
PL0000106795 |
103,12 |
103,23 |
1,71 |
1,61 |
103,18 |
1,65 |
WZ0117 |
PL0000106936 |
99,91 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,73 |
1,70 |
1,62 |
104,67 |
1,66 |
OK0717 |
PL0000108502 |
97,08 |
97,16 |
1,66 |
1,62 |
97,12 |
1,64 |
DS1017 |
PL0000104543 |
107,10 |
107,20 |
1,69 |
1,64 |
107,15 |
1,66 |
WZ0118 |
PL0000104717 |
99,55 |
99,71 |
--- |
--- |
99,63 |
--- |
PS0418 |
PL0000107314 |
104,72 |
104,92 |
1,83 |
1,75 |
104,82 |
1,79 |
PS0718 |
PL0000107595 |
101,71 |
101,84 |
1,86 |
1,82 |
101,78 |
1,84 |
WZ0119 |
PL0000107603 |
99,19 |
99,45 |
--- |
--- |
99,32 |
--- |
PS0719 |
PL0000108148 |
104,50 |
104,64 |
2,00 |
1,97 |
104,57 |
1,99 |
DS1019 |
PL0000105441 |
113,31 |
113,58 |
2,04 |
1,97 |
113,45 |
2,00 |
WZ0120 |
PL0000108601 |
98,50 |
98,71 |
--- |
--- |
98,61 |
--- |
PS0420 |
PL0000108510 |
97,20 |
97,34 |
2,15 |
2,12 |
97,27 |
2,13 |
DS1020 |
PL0000106126 |
114,43 |
114,67 |
2,20 |
2,15 |
114,55 |
2,17 |
WZ0121 |
PL0000106068 |
97,97 |
98,36 |
--- |
--- |
98,17 |
--- |
DS1021 |
PL0000106670 |
118,92 |
119,34 |
2,35 |
2,29 |
119,13 |
2,32 |
WS0922 |
PL0000102646 |
121,07 |
121,31 |
2,42 |
2,39 |
121,19 |
2,40 |
IZ0823 |
PL0000105359 |
108,58 |
111,55 |
--- |
--- |
110,07 |
--- |
DS1023 |
PL0000107264 |
110,28 |
110,56 |
2,57 |
2,53 |
110,42 |
2,55 |
WZ0124 |
PL0000107454 |
96,70 |
96,94 |
--- |
--- |
96,82 |
--- |
DS0725 |
PL0000108197 |
105,20 |
105,42 |
2,64 |
2,61 |
105,31 |
2,63 |
WZ0126 |
PL0000108817 |
95,32 |
95,80 |
--- |
--- |
95,56 |
--- |
WS0429 |
PL0000105391 |
130,12 |
134,73 |
3,01 |
2,66 |
132,43 |
2,83 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
20 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
330 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
150 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
115 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
85 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
70 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
75 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
205 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
15 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
45 |
TOTAL |
1 170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.