2015-10-09 |
MARKET DATA |
No 196 (2727) |
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 |
992,50 |
1 034,08 |
45 |
1 015,00 |
1 079,41 |
15 |
2 007,50 |
2 113,49 |
60 |
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 |
100,14 |
100,14 |
100,140 |
100,140 |
100,140 |
100,140 |
100,140 |
127 500 |
135,41 |
2 |
OK0116 |
PL0000107587 |
99,55 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,76 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,71 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,15 |
103,15 |
103,150 |
103,150 |
103,150 |
103,150 |
103,150 |
25 000 |
26,94 |
2 |
PS0417 |
PL0000107058 |
104,63 |
104,63 |
104,630 |
104,630 |
104,630 |
104,630 |
104,630 |
100 000 |
106,85 |
5 |
OK0717 |
PL0000108502 |
97,03 |
97,06 |
97,060 |
97,060 |
97,040 |
97,040 |
97,051 |
22 500 |
21,84 |
3 |
DS1017 |
PL0000104543 |
107,05 |
107,04 |
107,060 |
107,070 |
107,040 |
107,040 |
107,068 |
200 000 |
224,29 |
7 |
PS0418 |
PL0000107314 |
104,71 |
104,72 |
104,710 |
104,710 |
104,710 |
104,710 |
104,710 |
10 000 |
10,65 |
1 |
PS0718 |
PL0000107595 |
101,72 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,41 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,21 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,16 |
97,06 |
97,010 |
97,010 |
97,010 |
97,010 |
97,010 |
10 000 |
9,77 |
1 |
DS1020 |
PL0000106126 |
114,31 |
114,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,75 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,75 |
120,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,12 |
110,15 |
110,150 |
110,150 |
110,150 |
110,150 |
110,150 |
7 500 |
8,55 |
1 |
DS0725 |
PL0000108197 |
104,98 |
104,99 |
104,950 |
105,050 |
104,950 |
105,050 |
105,016 |
50 000 |
52,86 |
4 |
DS0726 |
PL0000108866 |
97,10 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,59 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,50 |
132,50 |
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 |
101,54 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,49 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
99,98 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
35 000 |
35,13 |
2 |
WZ0118 |
PL0000104717 |
99,70 |
99,69 |
99,690 |
99,690 |
99,690 |
99,690 |
99,690 |
35 000 |
35,03 |
2 |
WZ0119 |
PL0000107603 |
99,32 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,75 |
98,70 |
98,710 |
98,760 |
98,710 |
98,760 |
98,739 |
370 000 |
366,77 |
15 |
WZ0121 |
PL0000106068 |
98,20 |
98,30 |
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 |
95,50 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
992 500 |
1 034,08 |
45 |
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 |
99,60 |
1,66 |
1,41 |
99,57 |
1,52 |
PS0416 |
PL0000106340 |
101,71 |
101,80 |
1,72 |
1,56 |
101,76 |
1,63 |
OK0716 |
PL0000107926 |
98,69 |
98,78 |
1,70 |
1,58 |
98,74 |
1,63 |
IZ0816 |
PL0000103529 |
101,36 |
101,85 |
--- |
--- |
101,61 |
--- |
PS1016 |
PL0000106795 |
103,07 |
103,18 |
1,72 |
1,61 |
103,13 |
1,66 |
WZ0117 |
PL0000106936 |
99,94 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,69 |
1,68 |
1,62 |
104,64 |
1,65 |
OK0717 |
PL0000108502 |
96,98 |
97,12 |
1,73 |
1,65 |
97,05 |
1,69 |
DS1017 |
PL0000104543 |
106,96 |
107,13 |
1,73 |
1,65 |
107,05 |
1,69 |
WZ0118 |
PL0000104717 |
99,57 |
99,73 |
--- |
--- |
99,65 |
--- |
PS0418 |
PL0000107314 |
104,65 |
104,80 |
1,85 |
1,79 |
104,73 |
1,82 |
PS0718 |
PL0000107595 |
101,67 |
101,81 |
1,88 |
1,82 |
101,74 |
1,85 |
WZ0119 |
PL0000107603 |
99,23 |
99,46 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,31 |
104,48 |
2,05 |
2,01 |
104,40 |
2,03 |
DS1019 |
PL0000105441 |
113,11 |
113,36 |
2,08 |
2,02 |
113,24 |
2,04 |
WZ0120 |
PL0000108601 |
98,57 |
98,72 |
--- |
--- |
98,65 |
--- |
PS0420 |
PL0000108510 |
97,03 |
97,21 |
2,19 |
2,15 |
97,12 |
2,17 |
DS1020 |
PL0000106126 |
114,18 |
114,47 |
2,24 |
2,18 |
114,33 |
2,21 |
WZ0121 |
PL0000106068 |
98,08 |
98,41 |
--- |
--- |
98,25 |
--- |
DS1021 |
PL0000106670 |
118,62 |
119,05 |
2,40 |
2,33 |
118,84 |
2,36 |
WS0922 |
PL0000102646 |
120,59 |
120,96 |
2,48 |
2,43 |
120,78 |
2,46 |
IZ0823 |
PL0000105359 |
99,72 |
120,29 |
--- |
--- |
110,01 |
--- |
DS1023 |
PL0000107264 |
109,98 |
110,41 |
2,60 |
2,55 |
110,20 |
2,58 |
WZ0124 |
PL0000107454 |
96,63 |
96,96 |
--- |
--- |
96,80 |
--- |
DS0725 |
PL0000108197 |
104,76 |
105,13 |
2,69 |
2,64 |
104,95 |
2,67 |
WZ0126 |
PL0000108817 |
95,31 |
95,79 |
--- |
--- |
95,55 |
--- |
WS0429 |
PL0000105391 |
126,54 |
135,78 |
3,28 |
2,58 |
131,16 |
2,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,54 |
99,58 |
1,63 |
1,48 |
99,56 |
1,56 |
PS0416 |
PL0000106340 |
101,74 |
101,80 |
1,67 |
1,56 |
101,77 |
1,61 |
OK0716 |
PL0000107926 |
98,68 |
98,78 |
1,71 |
1,58 |
98,73 |
1,65 |
IZ0816 |
PL0000103529 |
101,39 |
101,81 |
--- |
--- |
101,60 |
--- |
PS1016 |
PL0000106795 |
103,11 |
103,18 |
1,68 |
1,61 |
103,15 |
1,64 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,65 |
1,70 |
1,65 |
104,61 |
1,67 |
OK0717 |
PL0000108502 |
96,99 |
97,08 |
1,73 |
1,68 |
97,04 |
1,70 |
DS1017 |
PL0000104543 |
107,00 |
107,08 |
1,71 |
1,68 |
107,04 |
1,69 |
WZ0118 |
PL0000104717 |
99,66 |
99,77 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,76 |
1,87 |
1,81 |
104,68 |
1,84 |
PS0718 |
PL0000107595 |
101,58 |
101,75 |
1,91 |
1,85 |
101,67 |
1,88 |
WZ0119 |
PL0000107603 |
99,27 |
99,47 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
104,34 |
104,45 |
2,04 |
2,01 |
104,40 |
2,03 |
DS1019 |
PL0000105441 |
113,08 |
113,35 |
2,08 |
2,02 |
113,22 |
2,05 |
WZ0120 |
PL0000108601 |
98,71 |
98,88 |
--- |
--- |
98,80 |
--- |
PS0420 |
PL0000108510 |
96,95 |
97,10 |
2,21 |
2,18 |
97,03 |
2,19 |
DS1020 |
PL0000106126 |
114,19 |
114,44 |
2,23 |
2,19 |
114,32 |
2,21 |
WZ0121 |
PL0000106068 |
98,13 |
98,39 |
--- |
--- |
98,26 |
--- |
DS1021 |
PL0000106670 |
118,62 |
119,01 |
2,40 |
2,33 |
118,82 |
2,36 |
WS0922 |
PL0000102646 |
120,60 |
120,96 |
2,48 |
2,43 |
120,78 |
2,46 |
IZ0823 |
PL0000105359 |
108,32 |
112,35 |
--- |
--- |
110,34 |
--- |
DS1023 |
PL0000107264 |
109,96 |
110,21 |
2,61 |
2,57 |
110,09 |
2,59 |
WZ0124 |
PL0000107454 |
96,71 |
96,94 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
104,84 |
105,15 |
2,68 |
2,64 |
105,00 |
2,66 |
WZ0126 |
PL0000108817 |
95,42 |
95,81 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
128,99 |
134,74 |
3,09 |
2,66 |
131,87 |
2,87 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
15 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
65 |
OK0717 |
PL0000108502 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
10 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
40 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
100 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
15 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
40 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
255 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
40 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
20 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
255 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
130 |
TOTAL |
1 015 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.