2015-10-07 |
MARKET DATA |
No 194 (2725) |
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 |
932,50 |
942,03 |
30 |
930,00 |
953,03 |
15 |
1 862,50 |
1 895,06 |
45 |
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 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,54 |
99,55 |
99,540 |
99,540 |
99,540 |
99,540 |
99,540 |
250 000 |
248,85 |
3 |
PS0416 |
PL0000106340 |
101,81 |
101,80 |
101,810 |
101,810 |
101,790 |
101,790 |
101,796 |
230 000 |
239,38 |
4 |
OK0716 |
PL0000107926 |
98,71 |
98,76 |
98,700 |
98,710 |
98,700 |
98,710 |
98,702 |
125 000 |
123,38 |
2 |
PS1016 |
PL0000106795 |
103,16 |
103,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,63 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,04 |
97,06 |
97,040 |
97,040 |
97,030 |
97,030 |
97,031 |
100 000 |
97,03 |
3 |
DS1017 |
PL0000104543 |
107,11 |
107,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,73 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,73 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,52 |
104,51 |
104,530 |
104,530 |
104,530 |
104,530 |
104,530 |
5 000 |
5,26 |
1 |
DS1019 |
PL0000105441 |
113,31 |
113,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,23 |
97,19 |
97,140 |
97,140 |
97,140 |
97,140 |
97,140 |
105 000 |
102,72 |
7 |
DS1020 |
PL0000106126 |
114,42 |
114,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,93 |
119,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,90 |
121,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,26 |
110,34 |
110,240 |
110,240 |
110,240 |
110,240 |
110,240 |
25 000 |
28,52 |
1 |
DS0725 |
PL0000108197 |
105,21 |
105,15 |
105,200 |
105,200 |
105,080 |
105,080 |
105,119 |
75 000 |
79,35 |
7 |
DS0726 |
PL0000108866 |
97,33 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,89 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,90 |
133,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,34 |
145,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,60 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,49 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
99,98 |
99,960 |
99,960 |
99,960 |
99,960 |
99,960 |
17 500 |
17,56 |
2 |
WZ0118 |
PL0000104717 |
99,61 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,28 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,60 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,01 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,79 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,52 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
932 500 |
942,03 |
30 |
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 |
99,52 |
99,56 |
1,63 |
1,50 |
99,54 |
1,57 |
PS0416 |
PL0000106340 |
101,79 |
101,85 |
1,64 |
1,53 |
101,82 |
1,59 |
OK0716 |
PL0000107926 |
98,69 |
98,79 |
1,68 |
1,55 |
98,74 |
1,61 |
IZ0816 |
PL0000103529 |
101,18 |
101,80 |
--- |
--- |
101,49 |
--- |
PS1016 |
PL0000106795 |
103,11 |
103,23 |
1,71 |
1,60 |
103,17 |
1,66 |
WZ0117 |
PL0000106936 |
99,90 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
104,60 |
104,71 |
1,70 |
1,63 |
104,66 |
1,66 |
OK0717 |
PL0000108502 |
97,02 |
97,17 |
1,70 |
1,61 |
97,10 |
1,65 |
DS1017 |
PL0000104543 |
107,07 |
107,21 |
1,70 |
1,63 |
107,14 |
1,66 |
WZ0118 |
PL0000104717 |
99,48 |
99,71 |
--- |
--- |
99,60 |
--- |
PS0418 |
PL0000107314 |
104,70 |
104,87 |
1,84 |
1,77 |
104,79 |
1,80 |
PS0718 |
PL0000107595 |
101,71 |
101,88 |
1,86 |
1,80 |
101,80 |
1,83 |
WZ0119 |
PL0000107603 |
99,19 |
99,45 |
--- |
--- |
99,32 |
--- |
PS0719 |
PL0000108148 |
104,44 |
104,60 |
2,02 |
1,98 |
104,52 |
2,00 |
DS1019 |
PL0000105441 |
113,29 |
113,53 |
2,04 |
1,98 |
113,41 |
2,01 |
WZ0120 |
PL0000108601 |
98,49 |
98,71 |
--- |
--- |
98,60 |
--- |
PS0420 |
PL0000108510 |
97,12 |
97,33 |
2,17 |
2,12 |
97,23 |
2,14 |
DS1020 |
PL0000106126 |
114,37 |
114,66 |
2,21 |
2,15 |
114,52 |
2,18 |
WZ0121 |
PL0000106068 |
97,97 |
98,35 |
--- |
--- |
98,16 |
--- |
DS1021 |
PL0000106670 |
118,87 |
119,30 |
2,36 |
2,29 |
119,09 |
2,32 |
WS0922 |
PL0000102646 |
120,86 |
121,25 |
2,45 |
2,39 |
121,06 |
2,42 |
IZ0823 |
PL0000105359 |
103,96 |
115,04 |
--- |
--- |
109,50 |
--- |
DS1023 |
PL0000107264 |
110,22 |
110,66 |
2,57 |
2,52 |
110,44 |
2,55 |
WZ0124 |
PL0000107454 |
96,57 |
96,94 |
--- |
--- |
96,76 |
--- |
DS0725 |
PL0000108197 |
105,15 |
105,46 |
2,64 |
2,61 |
105,31 |
2,63 |
WZ0126 |
PL0000108817 |
95,31 |
95,81 |
--- |
--- |
95,56 |
--- |
WS0429 |
PL0000105391 |
128,96 |
135,17 |
3,10 |
2,63 |
132,07 |
2,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,51 |
99,57 |
1,67 |
1,46 |
99,54 |
1,57 |
PS0416 |
PL0000106340 |
101,76 |
101,82 |
1,70 |
1,59 |
101,79 |
1,64 |
OK0716 |
PL0000107926 |
98,67 |
98,78 |
1,70 |
1,56 |
98,73 |
1,62 |
IZ0816 |
PL0000103529 |
101,41 |
101,81 |
--- |
--- |
101,61 |
--- |
PS1016 |
PL0000106795 |
103,14 |
103,21 |
1,68 |
1,62 |
103,18 |
1,65 |
WZ0117 |
PL0000106936 |
99,93 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,69 |
1,70 |
1,64 |
104,64 |
1,67 |
OK0717 |
PL0000108502 |
96,98 |
97,08 |
1,72 |
1,67 |
97,03 |
1,69 |
DS1017 |
PL0000104543 |
107,08 |
107,19 |
1,69 |
1,64 |
107,14 |
1,66 |
WZ0118 |
PL0000104717 |
99,58 |
99,73 |
--- |
--- |
99,66 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,83 |
1,84 |
1,79 |
104,76 |
1,81 |
PS0718 |
PL0000107595 |
101,68 |
101,81 |
1,87 |
1,83 |
101,75 |
1,85 |
WZ0119 |
PL0000107603 |
99,24 |
99,46 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,47 |
104,56 |
2,01 |
1,99 |
104,52 |
2,00 |
DS1019 |
PL0000105441 |
113,25 |
113,43 |
2,05 |
2,01 |
113,34 |
2,03 |
WZ0120 |
PL0000108601 |
98,56 |
98,73 |
--- |
--- |
98,65 |
--- |
PS0420 |
PL0000108510 |
97,12 |
97,25 |
2,17 |
2,14 |
97,19 |
2,15 |
DS1020 |
PL0000106126 |
114,35 |
114,62 |
2,21 |
2,16 |
114,49 |
2,18 |
WZ0121 |
PL0000106068 |
97,98 |
98,36 |
--- |
--- |
98,17 |
--- |
DS1021 |
PL0000106670 |
118,86 |
119,22 |
2,36 |
2,30 |
119,04 |
2,33 |
WS0922 |
PL0000102646 |
120,84 |
121,15 |
2,45 |
2,41 |
121,00 |
2,43 |
IZ0823 |
PL0000105359 |
108,46 |
112,30 |
--- |
--- |
110,38 |
--- |
DS1023 |
PL0000107264 |
110,14 |
110,39 |
2,59 |
2,55 |
110,27 |
2,57 |
WZ0124 |
PL0000107454 |
96,72 |
96,93 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
104,99 |
105,23 |
2,66 |
2,63 |
105,11 |
2,65 |
WZ0126 |
PL0000108817 |
95,40 |
95,80 |
--- |
--- |
95,60 |
--- |
WS0429 |
PL0000105391 |
130,01 |
134,31 |
3,01 |
2,69 |
132,16 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
120 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
5 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
340 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
110 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
65 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
15 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
45 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
75 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
40 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
90 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
25 |
TOTAL |
930 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.