2015-10-15 |
MARKET DATA |
No 200 (2731) |
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 |
440,00 |
463,15 |
32 |
1 105,00 |
1 200,03 |
22 |
1 545,00 |
1 663,18 |
54 |
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 |
100,06 |
100,06 |
100,060 |
100,060 |
100,060 |
100,060 |
100,060 |
50 000 |
53,11 |
3 |
OK0116 |
PL0000107587 |
99,58 |
99,60 |
99,580 |
99,580 |
99,580 |
99,580 |
99,580 |
7 500 |
7,47 |
1 |
PS0416 |
PL0000106340 |
101,69 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,71 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,06 |
103,04 |
103,040 |
103,040 |
103,040 |
103,040 |
103,040 |
50 000 |
53,86 |
1 |
PS0417 |
PL0000107058 |
104,53 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,04 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,98 |
106,97 |
106,990 |
106,990 |
106,990 |
106,990 |
106,990 |
30 000 |
33,65 |
1 |
PS0418 |
PL0000107314 |
104,70 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,64 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,44 |
104,45 |
104,440 |
104,440 |
104,400 |
104,400 |
104,411 |
35 000 |
36,81 |
3 |
DS1019 |
PL0000105441 |
113,30 |
113,35 |
113,270 |
113,270 |
113,230 |
113,230 |
113,248 |
27 500 |
32,63 |
2 |
PS0420 |
PL0000108510 |
97,18 |
97,14 |
97,160 |
97,200 |
97,100 |
97,140 |
97,160 |
95 000 |
92,99 |
8 |
DS1020 |
PL0000106126 |
114,32 |
114,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,42 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,80 |
118,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,77 |
120,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,24 |
110,20 |
110,340 |
110,340 |
110,200 |
110,200 |
110,300 |
35 000 |
39,98 |
5 |
DS0725 |
PL0000108197 |
105,17 |
105,04 |
105,270 |
105,290 |
105,100 |
105,100 |
105,237 |
60 000 |
63,60 |
5 |
DS0726 |
PL0000108866 |
97,53 |
97,45 |
97,500 |
97,520 |
97,500 |
97,520 |
97,512 |
50 000 |
49,05 |
3 |
WS0428 |
PL0000107611 |
98,08 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,00 |
133,28 |
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 |
109,40 |
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 |
99,65 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,30 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,70 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,27 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,80 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,55 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
440 000 |
463,15 |
32 |
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 |
99,56 |
99,62 |
1,65 |
1,42 |
99,59 |
1,54 |
PS0416 |
PL0000106340 |
101,65 |
101,73 |
1,73 |
1,58 |
101,69 |
1,66 |
OK0716 |
PL0000107926 |
98,69 |
98,80 |
1,74 |
1,59 |
98,75 |
1,65 |
IZ0816 |
PL0000103529 |
101,38 |
101,81 |
--- |
--- |
101,60 |
--- |
PS1016 |
PL0000106795 |
103,03 |
103,13 |
1,71 |
1,62 |
103,08 |
1,66 |
WZ0117 |
PL0000106936 |
99,94 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,49 |
104,61 |
1,72 |
1,64 |
104,55 |
1,68 |
OK0717 |
PL0000108502 |
97,01 |
97,13 |
1,73 |
1,66 |
97,07 |
1,70 |
DS1017 |
PL0000104543 |
106,93 |
107,05 |
1,72 |
1,66 |
106,99 |
1,69 |
WZ0118 |
PL0000104717 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,63 |
104,79 |
1,85 |
1,78 |
104,71 |
1,81 |
PS0718 |
PL0000107595 |
101,58 |
101,79 |
1,91 |
1,83 |
101,69 |
1,86 |
WZ0119 |
PL0000107603 |
99,25 |
99,42 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,33 |
104,56 |
2,04 |
1,98 |
104,45 |
2,01 |
DS1019 |
PL0000105441 |
113,21 |
113,41 |
2,04 |
1,99 |
113,31 |
2,01 |
WZ0120 |
PL0000108601 |
98,66 |
98,86 |
--- |
--- |
98,76 |
--- |
PS0420 |
PL0000108510 |
97,06 |
97,21 |
2,19 |
2,15 |
97,14 |
2,17 |
DS1020 |
PL0000106126 |
114,18 |
114,47 |
2,23 |
2,17 |
114,33 |
2,20 |
WZ0121 |
PL0000106068 |
98,19 |
98,44 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
118,62 |
118,93 |
2,39 |
2,34 |
118,78 |
2,36 |
WS0922 |
PL0000102646 |
120,53 |
120,97 |
2,49 |
2,42 |
120,75 |
2,45 |
IZ0823 |
PL0000105359 |
107,11 |
116,13 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
109,93 |
110,37 |
2,61 |
2,55 |
110,15 |
2,58 |
WZ0124 |
PL0000107454 |
96,67 |
97,00 |
--- |
--- |
96,84 |
--- |
DS0725 |
PL0000108197 |
104,85 |
105,18 |
2,68 |
2,64 |
105,02 |
2,66 |
WZ0126 |
PL0000108817 |
95,38 |
95,79 |
--- |
--- |
95,59 |
--- |
WS0429 |
PL0000105391 |
128,47 |
134,42 |
3,13 |
2,68 |
131,45 |
2,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,56 |
99,61 |
1,65 |
1,46 |
99,59 |
1,54 |
PS0416 |
PL0000106340 |
101,67 |
101,74 |
1,70 |
1,57 |
101,71 |
1,62 |
OK0716 |
PL0000107926 |
98,69 |
98,77 |
1,74 |
1,63 |
98,73 |
1,68 |
IZ0816 |
PL0000103529 |
101,34 |
101,83 |
--- |
--- |
101,59 |
--- |
PS1016 |
PL0000106795 |
103,04 |
103,14 |
1,70 |
1,61 |
103,09 |
1,65 |
WZ0117 |
PL0000106936 |
99,94 |
100,00 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
104,48 |
104,62 |
1,72 |
1,63 |
104,55 |
1,68 |
OK0717 |
PL0000108502 |
97,02 |
97,10 |
1,73 |
1,68 |
97,06 |
1,70 |
DS1017 |
PL0000104543 |
106,95 |
107,04 |
1,71 |
1,67 |
107,00 |
1,69 |
WZ0118 |
PL0000104717 |
99,63 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,65 |
104,80 |
1,84 |
1,78 |
104,73 |
1,81 |
PS0718 |
PL0000107595 |
101,57 |
101,73 |
1,91 |
1,85 |
101,65 |
1,88 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,31 |
104,52 |
2,05 |
1,99 |
104,42 |
2,02 |
DS1019 |
PL0000105441 |
113,18 |
113,42 |
2,05 |
1,99 |
113,30 |
2,02 |
WZ0120 |
PL0000108601 |
98,68 |
98,83 |
--- |
--- |
98,76 |
--- |
PS0420 |
PL0000108510 |
97,06 |
97,21 |
2,19 |
2,15 |
97,14 |
2,17 |
DS1020 |
PL0000106126 |
114,21 |
114,49 |
2,22 |
2,17 |
114,35 |
2,19 |
WZ0121 |
PL0000106068 |
98,24 |
98,44 |
--- |
--- |
98,34 |
--- |
DS1021 |
PL0000106670 |
118,66 |
119,03 |
2,38 |
2,32 |
118,85 |
2,35 |
WS0922 |
PL0000102646 |
120,61 |
121,00 |
2,47 |
2,42 |
120,81 |
2,45 |
IZ0823 |
PL0000105359 |
108,59 |
112,86 |
--- |
--- |
110,73 |
--- |
DS1023 |
PL0000107264 |
109,88 |
110,25 |
2,62 |
2,57 |
110,07 |
2,59 |
WZ0124 |
PL0000107454 |
96,75 |
97,00 |
--- |
--- |
96,88 |
--- |
DS0725 |
PL0000108197 |
104,86 |
105,15 |
2,67 |
2,64 |
105,01 |
2,66 |
WZ0126 |
PL0000108817 |
95,46 |
95,80 |
--- |
--- |
95,63 |
--- |
WS0429 |
PL0000105391 |
129,40 |
133,69 |
3,06 |
2,73 |
131,55 |
2,89 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
160 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
15 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
15 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
50 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
90 |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
40 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
120 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
10 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
30 |
OK0717 |
PL0000108502 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
45 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
60 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
50 |
DS1019 |
PL0000105441 |
0/4 |
4 |
1,400 |
1,400 |
1,400 |
60 |
PS0718 |
PL0000107595 |
0/5 |
5 |
1,450 |
1,450 |
1,450 |
15 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
70 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
35 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
50 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
160 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
TOTAL |
1 105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.