2015-10-16 |
MARKET DATA |
No 201 (2732) |
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 |
90,00 |
95,59 |
9 |
955,00 |
990,20 |
16 |
1 045,00 |
1 085,79 |
25 |
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 |
100,04 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,58 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,67 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,72 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,06 |
103,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,50 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,05 |
97,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,96 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,65 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,61 |
101,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,37 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,26 |
113,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,16 |
97,10 |
97,060 |
97,060 |
97,060 |
97,060 |
97,060 |
5 000 |
4,89 |
1 |
DS1020 |
PL0000106126 |
114,30 |
114,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,47 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,77 |
118,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,67 |
120,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,15 |
110,15 |
110,150 |
110,150 |
110,150 |
110,150 |
110,150 |
10 000 |
11,41 |
1 |
DS0725 |
PL0000108197 |
105,10 |
105,00 |
104,980 |
104,980 |
104,900 |
104,900 |
104,947 |
75 000 |
79,29 |
7 |
DS0726 |
PL0000108866 |
97,38 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,39 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,62 |
133,19 |
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 |
101,48 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,00 |
112,20 |
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 |
99,36 |
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 |
98,25 |
98,40 |
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 |
95,55 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
90 000 |
95,59 |
9 |
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 |
1,67 |
1,44 |
99,59 |
1,55 |
PS0416 |
PL0000106340 |
101,63 |
101,72 |
1,75 |
1,59 |
101,68 |
1,66 |
OK0716 |
PL0000107926 |
98,70 |
98,80 |
1,73 |
1,59 |
98,75 |
1,66 |
IZ0816 |
PL0000103529 |
101,20 |
101,82 |
--- |
--- |
101,51 |
--- |
PS1016 |
PL0000106795 |
103,03 |
103,13 |
1,70 |
1,61 |
103,08 |
1,66 |
WZ0117 |
PL0000106936 |
99,94 |
100,00 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
104,49 |
104,59 |
1,71 |
1,65 |
104,54 |
1,68 |
OK0717 |
PL0000108502 |
97,02 |
97,10 |
1,73 |
1,68 |
97,06 |
1,71 |
DS1017 |
PL0000104543 |
106,93 |
107,03 |
1,72 |
1,67 |
106,98 |
1,69 |
WZ0118 |
PL0000104717 |
99,63 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,63 |
104,83 |
1,84 |
1,76 |
104,73 |
1,80 |
PS0718 |
PL0000107595 |
101,59 |
101,79 |
1,90 |
1,83 |
101,69 |
1,86 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,34 |
104,52 |
2,04 |
1,99 |
104,43 |
2,01 |
DS1019 |
PL0000105441 |
113,23 |
113,48 |
2,03 |
1,97 |
113,36 |
2,00 |
WZ0120 |
PL0000108601 |
98,67 |
98,86 |
--- |
--- |
98,77 |
--- |
PS0420 |
PL0000108510 |
97,12 |
97,32 |
2,17 |
2,13 |
97,22 |
2,15 |
DS1020 |
PL0000106126 |
114,27 |
114,55 |
2,21 |
2,15 |
114,41 |
2,18 |
WZ0121 |
PL0000106068 |
98,22 |
98,44 |
--- |
--- |
98,33 |
--- |
DS1021 |
PL0000106670 |
118,73 |
119,08 |
2,37 |
2,31 |
118,91 |
2,34 |
WS0922 |
PL0000102646 |
120,65 |
121,10 |
2,47 |
2,40 |
120,88 |
2,43 |
IZ0823 |
PL0000105359 |
104,47 |
115,54 |
--- |
--- |
110,01 |
--- |
DS1023 |
PL0000107264 |
110,10 |
110,46 |
2,59 |
2,54 |
110,28 |
2,56 |
WZ0124 |
PL0000107454 |
96,68 |
96,97 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
105,02 |
105,36 |
2,66 |
2,62 |
105,19 |
2,64 |
WZ0126 |
PL0000108817 |
95,44 |
95,79 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
128,92 |
134,29 |
3,09 |
2,69 |
131,61 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,57 |
99,62 |
1,63 |
1,44 |
99,60 |
1,52 |
PS0416 |
PL0000106340 |
101,65 |
101,72 |
1,72 |
1,59 |
101,69 |
1,64 |
OK0716 |
PL0000107926 |
98,71 |
98,80 |
1,71 |
1,59 |
98,76 |
1,65 |
IZ0816 |
PL0000103529 |
101,33 |
101,80 |
--- |
--- |
101,57 |
--- |
PS1016 |
PL0000106795 |
103,04 |
103,13 |
1,69 |
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 |
1,67 |
OK0717 |
PL0000108502 |
97,00 |
97,10 |
1,74 |
1,68 |
97,05 |
1,71 |
DS1017 |
PL0000104543 |
106,92 |
107,02 |
1,72 |
1,67 |
106,97 |
1,70 |
WZ0118 |
PL0000104717 |
99,63 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,62 |
104,78 |
1,85 |
1,78 |
104,70 |
1,82 |
PS0718 |
PL0000107595 |
101,55 |
101,73 |
1,92 |
1,85 |
101,64 |
1,88 |
WZ0119 |
PL0000107603 |
99,28 |
99,39 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,23 |
104,44 |
2,07 |
2,01 |
104,34 |
2,04 |
DS1019 |
PL0000105441 |
113,10 |
113,38 |
2,06 |
2,00 |
113,24 |
2,03 |
WZ0120 |
PL0000108601 |
98,68 |
98,83 |
--- |
--- |
98,76 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,16 |
2,20 |
2,16 |
97,09 |
2,18 |
DS1020 |
PL0000106126 |
114,12 |
114,37 |
2,24 |
2,19 |
114,25 |
2,21 |
WZ0121 |
PL0000106068 |
98,18 |
98,46 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
118,55 |
118,92 |
2,40 |
2,34 |
118,74 |
2,37 |
WS0922 |
PL0000102646 |
120,46 |
120,89 |
2,49 |
2,43 |
120,68 |
2,46 |
IZ0823 |
PL0000105359 |
107,59 |
112,59 |
--- |
--- |
110,09 |
--- |
DS1023 |
PL0000107264 |
109,80 |
110,19 |
2,63 |
2,57 |
110,00 |
2,60 |
WZ0124 |
PL0000107454 |
96,70 |
96,99 |
--- |
--- |
96,85 |
--- |
DS0725 |
PL0000108197 |
104,81 |
105,06 |
2,68 |
2,65 |
104,94 |
2,67 |
WZ0126 |
PL0000108817 |
95,49 |
95,75 |
--- |
--- |
95,62 |
--- |
WS0429 |
PL0000105391 |
129,14 |
133,56 |
3,08 |
2,74 |
131,35 |
2,91 |
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 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
50 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
100 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
5 |
PS0418 |
PL0000107314 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
35 |
PS1016 |
PL0000106795 |
0/3 |
3 |
1,460 |
1,460 |
1,460 |
20 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
1,460 |
1,460 |
1,460 |
10 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
70 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
75 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
20 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
50 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
300 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
80 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
10 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
130 |
TOTAL |
955 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.