2015-10-13 |
MARKET DATA |
No 198 (2729) |
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 |
485,00 |
493,75 |
36 |
1 205,00 |
1 312,45 |
20 |
1 690,00 |
1 806,20 |
56 |
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 |
100,11 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,55 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,72 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,69 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,07 |
103,09 |
103,070 |
103,070 |
103,070 |
103,070 |
103,070 |
25 000 |
26,92 |
1 |
PS0417 |
PL0000107058 |
104,53 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,00 |
96,98 |
97,000 |
97,000 |
97,000 |
97,000 |
97,000 |
5 000 |
4,85 |
1 |
DS1017 |
PL0000104543 |
106,98 |
106,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,60 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,57 |
101,55 |
101,550 |
101,550 |
101,550 |
101,550 |
101,550 |
5 000 |
5,11 |
1 |
PS0719 |
PL0000108148 |
104,49 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,15 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,02 |
96,78 |
97,020 |
97,020 |
96,770 |
96,770 |
96,949 |
35 000 |
34,18 |
4 |
DS1020 |
PL0000106126 |
114,17 |
113,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,25 |
98,22 |
98,250 |
98,250 |
98,250 |
98,250 |
98,250 |
10 000 |
9,92 |
1 |
DS1021 |
PL0000106670 |
118,60 |
118,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,46 |
120,36 |
120,110 |
120,110 |
120,110 |
120,110 |
120,110 |
10 000 |
12,05 |
1 |
DS1023 |
PL0000107264 |
109,92 |
109,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,90 |
104,43 |
104,840 |
104,840 |
104,260 |
104,260 |
104,579 |
145 000 |
152,69 |
15 |
DS0726 |
PL0000108866 |
97,15 |
96,81 |
96,840 |
96,840 |
96,830 |
96,830 |
96,835 |
20 000 |
19,48 |
2 |
WS0428 |
PL0000107611 |
95,80 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,50 |
132,00 |
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 |
101,55 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,49 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
99,97 |
99,970 |
99,970 |
99,960 |
99,960 |
99,960 |
150 000 |
150,54 |
5 |
WZ0118 |
PL0000104717 |
99,65 |
99,73 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
2 500 |
2,50 |
1 |
WZ0119 |
PL0000107603 |
99,30 |
99,36 |
99,300 |
99,300 |
99,300 |
99,300 |
99,300 |
7 500 |
7,48 |
1 |
WZ0120 |
PL0000108601 |
98,70 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,30 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,80 |
96,85 |
96,800 |
96,800 |
96,800 |
96,800 |
96,800 |
70 000 |
68,04 |
3 |
WZ0126 |
PL0000108817 |
95,56 |
95,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
485 000 |
493,75 |
36 |
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 |
99,54 |
99,59 |
1,66 |
1,48 |
99,57 |
1,55 |
PS0416 |
PL0000106340 |
101,70 |
101,76 |
1,71 |
1,60 |
101,73 |
1,65 |
OK0716 |
PL0000107926 |
98,66 |
98,76 |
1,75 |
1,62 |
98,71 |
1,68 |
IZ0816 |
PL0000103529 |
101,39 |
101,82 |
--- |
--- |
101,61 |
--- |
PS1016 |
PL0000106795 |
103,04 |
103,16 |
1,73 |
1,62 |
103,10 |
1,68 |
WZ0117 |
PL0000106936 |
99,94 |
100,02 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,48 |
104,61 |
1,74 |
1,66 |
104,55 |
1,70 |
OK0717 |
PL0000108502 |
96,97 |
97,05 |
1,75 |
1,70 |
97,01 |
1,72 |
DS1017 |
PL0000104543 |
106,95 |
107,06 |
1,73 |
1,68 |
107,01 |
1,70 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,55 |
104,74 |
1,88 |
1,81 |
104,65 |
1,85 |
PS0718 |
PL0000107595 |
101,52 |
101,71 |
1,93 |
1,86 |
101,62 |
1,89 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,22 |
104,40 |
2,07 |
2,03 |
104,31 |
2,05 |
DS1019 |
PL0000105441 |
113,06 |
113,33 |
2,08 |
2,02 |
113,20 |
2,05 |
WZ0120 |
PL0000108601 |
98,67 |
98,87 |
--- |
--- |
98,77 |
--- |
PS0420 |
PL0000108510 |
96,95 |
97,07 |
2,21 |
2,18 |
97,01 |
2,20 |
DS1020 |
PL0000106126 |
114,08 |
114,33 |
2,25 |
2,20 |
114,21 |
2,23 |
WZ0121 |
PL0000106068 |
98,14 |
98,43 |
--- |
--- |
98,29 |
--- |
DS1021 |
PL0000106670 |
118,56 |
118,86 |
2,40 |
2,35 |
118,71 |
2,38 |
WS0922 |
PL0000102646 |
120,38 |
120,83 |
2,51 |
2,45 |
120,61 |
2,48 |
IZ0823 |
PL0000105359 |
106,46 |
112,55 |
--- |
--- |
109,51 |
--- |
DS1023 |
PL0000107264 |
109,85 |
110,30 |
2,62 |
2,56 |
110,08 |
2,59 |
WZ0124 |
PL0000107454 |
96,69 |
97,02 |
--- |
--- |
96,86 |
--- |
DS0725 |
PL0000108197 |
104,74 |
105,08 |
2,69 |
2,65 |
104,91 |
2,67 |
WZ0126 |
PL0000108817 |
95,43 |
95,81 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
128,61 |
134,30 |
3,12 |
2,69 |
131,46 |
2,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,54 |
99,59 |
1,66 |
1,48 |
99,57 |
1,55 |
PS0416 |
PL0000106340 |
101,69 |
101,75 |
1,73 |
1,62 |
101,72 |
1,67 |
OK0716 |
PL0000107926 |
98,65 |
98,74 |
1,76 |
1,64 |
98,70 |
1,70 |
IZ0816 |
PL0000103529 |
101,39 |
101,81 |
--- |
--- |
101,60 |
--- |
PS1016 |
PL0000106795 |
103,03 |
103,13 |
1,74 |
1,65 |
103,08 |
1,69 |
WZ0117 |
PL0000106936 |
99,93 |
100,00 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
104,43 |
104,55 |
1,78 |
1,70 |
104,49 |
1,74 |
OK0717 |
PL0000108502 |
96,90 |
97,01 |
1,79 |
1,72 |
96,96 |
1,75 |
DS1017 |
PL0000104543 |
106,86 |
107,00 |
1,77 |
1,70 |
106,93 |
1,74 |
WZ0118 |
PL0000104717 |
99,61 |
99,75 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
104,47 |
104,63 |
1,92 |
1,85 |
104,55 |
1,88 |
PS0718 |
PL0000107595 |
101,41 |
101,58 |
1,97 |
1,91 |
101,50 |
1,94 |
WZ0119 |
PL0000107603 |
99,24 |
99,40 |
--- |
--- |
99,32 |
--- |
PS0719 |
PL0000108148 |
104,09 |
104,28 |
2,11 |
2,06 |
104,19 |
2,08 |
DS1019 |
PL0000105441 |
112,92 |
113,17 |
2,12 |
2,06 |
113,05 |
2,09 |
WZ0120 |
PL0000108601 |
98,68 |
98,85 |
--- |
--- |
98,77 |
--- |
PS0420 |
PL0000108510 |
96,68 |
96,87 |
2,28 |
2,23 |
96,78 |
2,25 |
DS1020 |
PL0000106126 |
113,83 |
114,09 |
2,30 |
2,25 |
113,96 |
2,28 |
WZ0121 |
PL0000106068 |
98,23 |
98,39 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
118,16 |
118,56 |
2,47 |
2,40 |
118,36 |
2,44 |
WS0922 |
PL0000102646 |
120,15 |
120,49 |
2,54 |
2,49 |
120,32 |
2,52 |
IZ0823 |
PL0000105359 |
108,57 |
112,74 |
--- |
--- |
110,66 |
--- |
DS1023 |
PL0000107264 |
109,45 |
109,83 |
2,67 |
2,62 |
109,64 |
2,65 |
WZ0124 |
PL0000107454 |
96,71 |
96,94 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
104,28 |
104,59 |
2,74 |
2,71 |
104,44 |
2,72 |
WZ0126 |
PL0000108817 |
95,47 |
95,78 |
--- |
--- |
95,63 |
--- |
WS0429 |
PL0000105391 |
128,60 |
132,69 |
3,12 |
2,81 |
130,65 |
2,96 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
280 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
120 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,400 |
1,420 |
1,413 |
30 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
10 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
110 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
35 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
255 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
115 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
90 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
30 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
40 |
TOTAL |
1 205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.