2015-10-14 |
MARKET DATA |
No 199 (2730) |
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 |
807,50 |
813,75 |
36 |
380,00 |
416,50 |
12 |
1 187,50 |
1 230,25 |
48 |
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 |
100,09 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,56 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,72 |
101,73 |
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 |
103,10 |
103,080 |
103,080 |
103,080 |
103,080 |
103,080 |
30 000 |
32,31 |
1 |
PS0417 |
PL0000107058 |
104,53 |
104,55 |
104,580 |
104,580 |
104,570 |
104,580 |
104,577 |
60 000 |
64,10 |
4 |
OK0717 |
PL0000108502 |
97,02 |
97,01 |
97,010 |
97,040 |
97,010 |
97,040 |
97,030 |
545 000 |
528,82 |
15 |
DS1017 |
PL0000104543 |
106,97 |
106,98 |
106,980 |
106,980 |
106,960 |
106,960 |
106,974 |
32 500 |
36,43 |
4 |
PS0418 |
PL0000107314 |
104,64 |
104,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,49 |
104,22 |
104,300 |
104,300 |
104,290 |
104,290 |
104,292 |
75 000 |
78,77 |
4 |
DS1019 |
PL0000105441 |
113,20 |
113,09 |
113,270 |
113,270 |
113,270 |
113,270 |
113,270 |
5 000 |
5,93 |
1 |
PS0420 |
PL0000108510 |
97,05 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,15 |
113,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,23 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,65 |
118,44 |
118,780 |
118,780 |
118,780 |
118,780 |
118,780 |
5 000 |
6,22 |
1 |
WS0922 |
PL0000102646 |
120,55 |
120,37 |
120,450 |
120,450 |
120,450 |
120,450 |
120,450 |
25 000 |
30,20 |
3 |
DS1023 |
PL0000107264 |
109,90 |
109,82 |
110,070 |
110,070 |
110,070 |
110,070 |
110,070 |
10 000 |
11,40 |
1 |
DS0725 |
PL0000108197 |
104,85 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,28 |
96,88 |
97,280 |
97,280 |
97,280 |
97,280 |
97,280 |
20 000 |
19,57 |
2 |
WS0428 |
PL0000107611 |
96,27 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,90 |
132,65 |
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 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,96 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,64 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,30 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,69 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,33 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,82 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,69 |
95,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
807 500 |
813,75 |
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 |
1,67 |
1,49 |
99,57 |
1,56 |
PS0416 |
PL0000106340 |
101,65 |
101,75 |
1,78 |
1,60 |
101,70 |
1,69 |
OK0716 |
PL0000107926 |
98,64 |
98,75 |
1,78 |
1,64 |
98,70 |
1,70 |
IZ0816 |
PL0000103529 |
101,30 |
101,81 |
--- |
--- |
101,56 |
--- |
PS1016 |
PL0000106795 |
103,03 |
103,12 |
1,74 |
1,65 |
103,08 |
1,69 |
WZ0117 |
PL0000106936 |
99,94 |
100,00 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
104,43 |
104,57 |
1,77 |
1,68 |
104,50 |
1,73 |
OK0717 |
PL0000108502 |
96,95 |
97,05 |
1,76 |
1,70 |
97,00 |
1,73 |
DS1017 |
PL0000104543 |
106,87 |
107,00 |
1,76 |
1,70 |
106,94 |
1,73 |
WZ0118 |
PL0000104717 |
99,61 |
99,75 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
104,49 |
104,67 |
1,91 |
1,84 |
104,58 |
1,87 |
PS0718 |
PL0000107595 |
101,43 |
101,64 |
1,96 |
1,88 |
101,54 |
1,92 |
WZ0119 |
PL0000107603 |
99,22 |
99,40 |
--- |
--- |
99,31 |
--- |
PS0719 |
PL0000108148 |
104,12 |
104,32 |
2,10 |
2,05 |
104,22 |
2,07 |
DS1019 |
PL0000105441 |
112,94 |
113,22 |
2,11 |
2,04 |
113,08 |
2,08 |
WZ0120 |
PL0000108601 |
98,64 |
98,84 |
--- |
--- |
98,74 |
--- |
PS0420 |
PL0000108510 |
96,74 |
96,94 |
2,26 |
2,22 |
96,84 |
2,24 |
DS1020 |
PL0000106126 |
113,86 |
114,15 |
2,29 |
2,24 |
114,01 |
2,27 |
WZ0121 |
PL0000106068 |
98,22 |
98,44 |
--- |
--- |
98,33 |
--- |
DS1021 |
PL0000106670 |
118,21 |
118,63 |
2,46 |
2,39 |
118,42 |
2,42 |
WS0922 |
PL0000102646 |
120,08 |
120,50 |
2,55 |
2,49 |
120,29 |
2,52 |
IZ0823 |
PL0000105359 |
108,22 |
112,80 |
--- |
--- |
110,51 |
--- |
DS1023 |
PL0000107264 |
109,52 |
109,96 |
2,66 |
2,61 |
109,74 |
2,64 |
WZ0124 |
PL0000107454 |
96,69 |
96,95 |
--- |
--- |
96,82 |
--- |
DS0725 |
PL0000108197 |
104,34 |
104,66 |
2,73 |
2,70 |
104,50 |
2,72 |
WZ0126 |
PL0000108817 |
95,39 |
95,78 |
--- |
--- |
95,59 |
--- |
WS0429 |
PL0000105391 |
128,22 |
134,11 |
3,15 |
2,70 |
131,17 |
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 |
99,59 |
1,67 |
1,49 |
99,57 |
1,56 |
PS0416 |
PL0000106340 |
101,70 |
101,77 |
1,69 |
1,56 |
101,74 |
1,62 |
OK0716 |
PL0000107926 |
98,66 |
98,77 |
1,76 |
1,61 |
98,72 |
1,68 |
IZ0816 |
PL0000103529 |
101,39 |
101,81 |
--- |
--- |
101,60 |
--- |
PS1016 |
PL0000106795 |
103,07 |
103,13 |
1,70 |
1,64 |
103,10 |
1,67 |
WZ0117 |
PL0000106936 |
99,94 |
100,00 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
104,51 |
104,60 |
1,72 |
1,66 |
104,56 |
1,69 |
OK0717 |
PL0000108502 |
96,97 |
97,08 |
1,75 |
1,68 |
97,03 |
1,71 |
DS1017 |
PL0000104543 |
106,95 |
107,06 |
1,72 |
1,67 |
107,01 |
1,70 |
WZ0118 |
PL0000104717 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,71 |
1,86 |
1,82 |
104,66 |
1,84 |
PS0718 |
PL0000107595 |
101,55 |
101,69 |
1,92 |
1,87 |
101,62 |
1,89 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,27 |
104,42 |
2,06 |
2,02 |
104,35 |
2,04 |
DS1019 |
PL0000105441 |
113,17 |
113,32 |
2,06 |
2,02 |
113,25 |
2,04 |
WZ0120 |
PL0000108601 |
98,66 |
98,86 |
--- |
--- |
98,76 |
--- |
PS0420 |
PL0000108510 |
96,95 |
97,07 |
2,21 |
2,18 |
97,01 |
2,20 |
DS1020 |
PL0000106126 |
114,04 |
114,28 |
2,26 |
2,21 |
114,16 |
2,24 |
WZ0121 |
PL0000106068 |
98,27 |
98,41 |
--- |
--- |
98,34 |
--- |
DS1021 |
PL0000106670 |
118,59 |
118,82 |
2,40 |
2,36 |
118,71 |
2,38 |
WS0922 |
PL0000102646 |
120,49 |
120,76 |
2,49 |
2,46 |
120,63 |
2,47 |
IZ0823 |
PL0000105359 |
108,45 |
112,75 |
--- |
--- |
110,60 |
--- |
DS1023 |
PL0000107264 |
109,84 |
110,07 |
2,62 |
2,59 |
109,96 |
2,61 |
WZ0124 |
PL0000107454 |
96,76 |
96,96 |
--- |
--- |
96,86 |
--- |
DS0725 |
PL0000108197 |
104,61 |
104,91 |
2,70 |
2,67 |
104,76 |
2,69 |
WZ0126 |
PL0000108817 |
95,54 |
95,80 |
--- |
--- |
95,67 |
--- |
WS0429 |
PL0000105391 |
129,30 |
133,22 |
3,07 |
2,77 |
131,26 |
2,92 |
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 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
5 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,400 |
1,420 |
1,403 |
120 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
10 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
25 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
30 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
70 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
TOTAL |
380 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.