2015-10-12 |
MARKET DATA |
No 197 (2728) |
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 |
280,00 |
289,64 |
19 |
1 100,00 |
1 143,36 |
14 |
1 380,00 |
1 433,00 |
33 |
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 |
100,12 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,55 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,74 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,69 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,09 |
103,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,55 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,00 |
97,03 |
97,000 |
97,000 |
96,990 |
96,990 |
96,993 |
15 000 |
14,55 |
2 |
DS1017 |
PL0000104543 |
107,00 |
107,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,65 |
104,68 |
104,650 |
104,650 |
104,630 |
104,630 |
104,640 |
115 000 |
122,36 |
4 |
PS0718 |
PL0000107595 |
101,60 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,32 |
104,31 |
104,310 |
104,310 |
104,310 |
104,310 |
104,310 |
35 000 |
36,76 |
2 |
DS1019 |
PL0000105441 |
113,14 |
113,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,02 |
96,98 |
97,060 |
97,080 |
96,960 |
97,000 |
97,022 |
65 000 |
63,52 |
6 |
DS1020 |
PL0000106126 |
114,20 |
114,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,66 |
118,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,59 |
120,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,97 |
110,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,90 |
104,92 |
104,900 |
104,900 |
104,900 |
104,900 |
104,900 |
5 000 |
5,28 |
1 |
DS0726 |
PL0000108866 |
97,20 |
96,96 |
97,200 |
97,200 |
97,110 |
97,110 |
97,139 |
35 000 |
34,19 |
3 |
WS0428 |
PL0000107611 |
96,42 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,30 |
131,75 |
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 |
101,56 |
101,70 |
101,540 |
101,540 |
101,540 |
101,540 |
101,540 |
10 000 |
12,97 |
1 |
IZ0823 |
PL0000105359 |
109,49 |
112,00 |
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 |
99,65 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,30 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,70 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,18 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,73 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,50 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
280 000 |
289,64 |
19 |
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 |
99,59 |
1,68 |
1,46 |
99,56 |
1,57 |
PS0416 |
PL0000106340 |
101,69 |
101,78 |
1,74 |
1,58 |
101,74 |
1,65 |
OK0716 |
PL0000107926 |
98,67 |
98,77 |
1,73 |
1,60 |
98,72 |
1,67 |
IZ0816 |
PL0000103529 |
101,27 |
101,83 |
--- |
--- |
101,55 |
--- |
PS1016 |
PL0000106795 |
103,07 |
103,16 |
1,71 |
1,63 |
103,12 |
1,66 |
WZ0117 |
PL0000106936 |
99,94 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,64 |
1,72 |
1,65 |
104,59 |
1,68 |
OK0717 |
PL0000108502 |
96,94 |
97,08 |
1,76 |
1,68 |
97,01 |
1,72 |
DS1017 |
PL0000104543 |
106,95 |
107,09 |
1,73 |
1,67 |
107,02 |
1,70 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,56 |
104,75 |
1,88 |
1,81 |
104,66 |
1,84 |
PS0718 |
PL0000107595 |
101,56 |
101,73 |
1,92 |
1,85 |
101,65 |
1,88 |
WZ0119 |
PL0000107603 |
99,27 |
99,44 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
104,25 |
104,43 |
2,07 |
2,02 |
104,34 |
2,04 |
DS1019 |
PL0000105441 |
113,05 |
113,33 |
2,09 |
2,02 |
113,19 |
2,05 |
WZ0120 |
PL0000108601 |
98,67 |
98,87 |
--- |
--- |
98,77 |
--- |
PS0420 |
PL0000108510 |
96,89 |
97,16 |
2,23 |
2,16 |
97,03 |
2,19 |
DS1020 |
PL0000106126 |
114,12 |
114,35 |
2,25 |
2,20 |
114,24 |
2,22 |
WZ0121 |
PL0000106068 |
98,12 |
98,43 |
--- |
--- |
98,28 |
--- |
DS1021 |
PL0000106670 |
118,52 |
118,92 |
2,41 |
2,35 |
118,72 |
2,38 |
WS0922 |
PL0000102646 |
120,47 |
120,90 |
2,50 |
2,44 |
120,69 |
2,47 |
IZ0823 |
PL0000105359 |
99,69 |
120,31 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
109,96 |
110,41 |
2,61 |
2,55 |
110,19 |
2,58 |
WZ0124 |
PL0000107454 |
96,69 |
96,99 |
--- |
--- |
96,84 |
--- |
DS0725 |
PL0000108197 |
104,80 |
105,20 |
2,68 |
2,64 |
105,00 |
2,66 |
WZ0126 |
PL0000108817 |
95,33 |
95,80 |
--- |
--- |
95,57 |
--- |
WS0429 |
PL0000105391 |
128,67 |
134,43 |
3,12 |
2,68 |
131,55 |
2,89 |
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 |
1,68 |
1,50 |
99,56 |
1,57 |
PS0416 |
PL0000106340 |
101,72 |
101,77 |
1,69 |
1,59 |
101,75 |
1,63 |
OK0716 |
PL0000107926 |
98,66 |
98,76 |
1,74 |
1,61 |
98,71 |
1,68 |
IZ0816 |
PL0000103529 |
101,38 |
101,82 |
--- |
--- |
101,60 |
--- |
PS1016 |
PL0000106795 |
103,07 |
103,14 |
1,71 |
1,65 |
103,11 |
1,67 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,51 |
104,62 |
1,73 |
1,66 |
104,57 |
1,69 |
OK0717 |
PL0000108502 |
96,96 |
97,05 |
1,75 |
1,70 |
97,01 |
1,72 |
DS1017 |
PL0000104543 |
106,96 |
107,04 |
1,73 |
1,69 |
107,00 |
1,71 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,61 |
104,73 |
1,86 |
1,82 |
104,67 |
1,84 |
PS0718 |
PL0000107595 |
101,55 |
101,68 |
1,92 |
1,87 |
101,62 |
1,89 |
WZ0119 |
PL0000107603 |
99,27 |
99,43 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,26 |
104,43 |
2,06 |
2,02 |
104,35 |
2,04 |
DS1019 |
PL0000105441 |
113,08 |
113,36 |
2,08 |
2,01 |
113,22 |
2,05 |
WZ0120 |
PL0000108601 |
98,68 |
98,87 |
--- |
--- |
98,78 |
--- |
PS0420 |
PL0000108510 |
96,92 |
97,03 |
2,22 |
2,19 |
96,98 |
2,20 |
DS1020 |
PL0000106126 |
114,09 |
114,33 |
2,25 |
2,21 |
114,21 |
2,23 |
WZ0121 |
PL0000106068 |
98,15 |
98,39 |
--- |
--- |
98,27 |
--- |
DS1021 |
PL0000106670 |
118,50 |
118,85 |
2,41 |
2,36 |
118,68 |
2,38 |
WS0922 |
PL0000102646 |
120,54 |
120,84 |
2,49 |
2,45 |
120,69 |
2,47 |
IZ0823 |
PL0000105359 |
108,50 |
112,47 |
--- |
--- |
110,49 |
--- |
DS1023 |
PL0000107264 |
109,89 |
110,14 |
2,62 |
2,58 |
110,02 |
2,60 |
WZ0124 |
PL0000107454 |
96,70 |
96,97 |
--- |
--- |
96,84 |
--- |
DS0725 |
PL0000108197 |
104,74 |
105,07 |
2,69 |
2,65 |
104,91 |
2,67 |
WZ0126 |
PL0000108817 |
95,42 |
95,77 |
--- |
--- |
95,60 |
--- |
WS0429 |
PL0000105391 |
129,81 |
133,71 |
3,03 |
2,73 |
131,76 |
2,88 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
65 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
165 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
75 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
80 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,460 |
1,451 |
100 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
120 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
400 |
TOTAL |
1 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.