2015-10-08 |
MARKET DATA |
No 195 (2726) |
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 |
1 145,00 |
1 205,80 |
29 |
1 605,00 |
1 660,50 |
17 |
2 750,00 |
2 866,30 |
46 |
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 |
100,15 |
100,15 |
100,150 |
100,160 |
100,150 |
100,160 |
100,152 |
807 500 |
857,54 |
10 |
OK0116 |
PL0000107587 |
99,56 |
99,57 |
99,560 |
99,560 |
99,560 |
99,560 |
99,560 |
95 000 |
94,58 |
2 |
PS0416 |
PL0000106340 |
101,77 |
101,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,71 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,15 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,64 |
104,65 |
104,640 |
104,640 |
104,640 |
104,640 |
104,640 |
50 000 |
53,42 |
2 |
OK0717 |
PL0000108502 |
97,08 |
97,06 |
97,070 |
97,070 |
97,070 |
97,070 |
97,070 |
40 000 |
38,83 |
2 |
DS1017 |
PL0000104543 |
107,11 |
107,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,79 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,82 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,56 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,38 |
113,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,28 |
97,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,51 |
114,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,02 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,01 |
120,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,45 |
110,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,40 |
105,05 |
105,400 |
105,500 |
105,050 |
105,050 |
105,393 |
100 000 |
106,09 |
9 |
DS0726 |
PL0000108866 |
97,55 |
97,28 |
97,500 |
97,500 |
97,150 |
97,150 |
97,263 |
40 000 |
39,12 |
3 |
WS0428 |
PL0000107611 |
96,93 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,90 |
133,34 |
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 |
101,53 |
101,70 |
101,530 |
101,530 |
101,530 |
101,530 |
101,530 |
12 500 |
16,21 |
1 |
IZ0823 |
PL0000105359 |
109,49 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,61 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,28 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,65 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,20 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,79 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,49 |
95,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 145 000 |
1 205,80 |
29 |
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 |
99,53 |
99,58 |
1,65 |
1,47 |
99,56 |
1,54 |
PS0416 |
PL0000106340 |
101,74 |
101,84 |
1,68 |
1,50 |
101,79 |
1,59 |
OK0716 |
PL0000107926 |
98,70 |
98,82 |
1,68 |
1,52 |
98,76 |
1,60 |
IZ0816 |
PL0000103529 |
101,24 |
101,91 |
--- |
--- |
101,58 |
--- |
PS1016 |
PL0000106795 |
103,13 |
103,20 |
1,67 |
1,60 |
103,17 |
1,63 |
WZ0117 |
PL0000106936 |
99,93 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,62 |
104,71 |
1,67 |
1,61 |
104,67 |
1,64 |
OK0717 |
PL0000108502 |
97,04 |
97,15 |
1,70 |
1,63 |
97,10 |
1,66 |
DS1017 |
PL0000104543 |
107,07 |
107,23 |
1,68 |
1,61 |
107,15 |
1,65 |
WZ0118 |
PL0000104717 |
99,58 |
99,73 |
--- |
--- |
99,66 |
--- |
PS0418 |
PL0000107314 |
104,77 |
104,95 |
1,80 |
1,73 |
104,86 |
1,77 |
PS0718 |
PL0000107595 |
101,78 |
101,96 |
1,84 |
1,77 |
101,87 |
1,80 |
WZ0119 |
PL0000107603 |
99,25 |
99,47 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
104,51 |
104,71 |
2,00 |
1,94 |
104,61 |
1,97 |
DS1019 |
PL0000105441 |
113,36 |
113,62 |
2,02 |
1,96 |
113,49 |
1,99 |
WZ0120 |
PL0000108601 |
98,57 |
98,73 |
--- |
--- |
98,65 |
--- |
PS0420 |
PL0000108510 |
97,24 |
97,44 |
2,14 |
2,09 |
97,34 |
2,12 |
DS1020 |
PL0000106126 |
114,50 |
114,77 |
2,18 |
2,12 |
114,64 |
2,15 |
WZ0121 |
PL0000106068 |
97,98 |
98,36 |
--- |
--- |
98,17 |
--- |
DS1021 |
PL0000106670 |
118,99 |
119,41 |
2,34 |
2,27 |
119,20 |
2,30 |
WS0922 |
PL0000102646 |
120,98 |
121,40 |
2,43 |
2,37 |
121,19 |
2,40 |
IZ0823 |
PL0000105359 |
99,40 |
112,16 |
--- |
--- |
105,78 |
--- |
DS1023 |
PL0000107264 |
110,42 |
110,75 |
2,55 |
2,50 |
110,59 |
2,53 |
WZ0124 |
PL0000107454 |
96,61 |
96,94 |
--- |
--- |
96,78 |
--- |
DS0725 |
PL0000108197 |
105,29 |
105,65 |
2,63 |
2,59 |
105,47 |
2,61 |
WZ0126 |
PL0000108817 |
95,30 |
95,80 |
--- |
--- |
95,55 |
--- |
WS0429 |
PL0000105391 |
128,33 |
135,88 |
3,14 |
2,57 |
132,11 |
2,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,53 |
99,58 |
1,65 |
1,47 |
99,56 |
1,54 |
PS0416 |
PL0000106340 |
101,75 |
101,82 |
1,67 |
1,54 |
101,79 |
1,59 |
OK0716 |
PL0000107926 |
98,69 |
98,79 |
1,69 |
1,56 |
98,74 |
1,63 |
IZ0816 |
PL0000103529 |
101,40 |
101,81 |
--- |
--- |
101,61 |
--- |
PS1016 |
PL0000106795 |
103,13 |
103,20 |
1,67 |
1,60 |
103,17 |
1,63 |
WZ0117 |
PL0000106936 |
99,94 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,70 |
1,68 |
1,62 |
104,66 |
1,64 |
OK0717 |
PL0000108502 |
96,98 |
97,08 |
1,73 |
1,67 |
97,03 |
1,70 |
DS1017 |
PL0000104543 |
107,00 |
107,17 |
1,72 |
1,64 |
107,09 |
1,68 |
WZ0118 |
PL0000104717 |
99,58 |
99,72 |
--- |
--- |
99,65 |
--- |
PS0418 |
PL0000107314 |
104,67 |
104,85 |
1,84 |
1,77 |
104,76 |
1,81 |
PS0718 |
PL0000107595 |
101,70 |
101,81 |
1,86 |
1,82 |
101,76 |
1,84 |
WZ0119 |
PL0000107603 |
99,23 |
99,45 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,40 |
104,54 |
2,03 |
1,99 |
104,47 |
2,01 |
DS1019 |
PL0000105441 |
113,16 |
113,43 |
2,07 |
2,00 |
113,30 |
2,03 |
WZ0120 |
PL0000108601 |
98,61 |
98,73 |
--- |
--- |
98,67 |
--- |
PS0420 |
PL0000108510 |
97,07 |
97,24 |
2,18 |
2,14 |
97,16 |
2,16 |
DS1020 |
PL0000106126 |
114,26 |
114,54 |
2,22 |
2,17 |
114,40 |
2,20 |
WZ0121 |
PL0000106068 |
98,14 |
98,40 |
--- |
--- |
98,27 |
--- |
DS1021 |
PL0000106670 |
118,76 |
119,15 |
2,37 |
2,31 |
118,96 |
2,34 |
WS0922 |
PL0000102646 |
120,76 |
121,08 |
2,46 |
2,42 |
120,92 |
2,44 |
IZ0823 |
PL0000105359 |
108,57 |
112,06 |
--- |
--- |
110,32 |
--- |
DS1023 |
PL0000107264 |
110,08 |
110,30 |
2,59 |
2,56 |
110,19 |
2,58 |
WZ0124 |
PL0000107454 |
96,73 |
96,96 |
--- |
--- |
96,85 |
--- |
DS0725 |
PL0000108197 |
104,91 |
105,23 |
2,67 |
2,63 |
105,07 |
2,65 |
WZ0126 |
PL0000108817 |
95,42 |
95,80 |
--- |
--- |
95,61 |
--- |
WS0429 |
PL0000105391 |
130,29 |
133,87 |
2,99 |
2,72 |
132,08 |
2,86 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
400 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
30 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
10 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,450 |
1,520 |
1,477 |
130 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
170 |
WZ0126 |
PL0000108817 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
100 |
DS1015 |
PL0000103602 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
400 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
60 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
15 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
120 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
65 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
50 |
TOTAL |
1 605 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.