2015-10-19 |
MARKET DATA |
No 202 (2733) |
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 |
200,00 |
199,35 |
13 |
1 055,00 |
1 056,16 |
19 |
1 255,00 |
1 255,51 |
32 |
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 |
100,02 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,59 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,68 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,72 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,06 |
103,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,48 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,04 |
97,04 |
97,050 |
97,050 |
97,040 |
97,040 |
97,047 |
55 000 |
53,38 |
6 |
DS1017 |
PL0000104543 |
106,91 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,59 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,53 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,20 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,13 |
113,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,99 |
96,98 |
97,030 |
97,030 |
96,990 |
96,990 |
97,006 |
25 000 |
24,44 |
4 |
DS1020 |
PL0000106126 |
114,06 |
114,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,26 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,50 |
118,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,40 |
120,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,77 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,78 |
104,81 |
104,820 |
104,820 |
104,820 |
104,820 |
104,820 |
20 000 |
21,12 |
2 |
DS0726 |
PL0000108866 |
97,03 |
97,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,11 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,50 |
132,44 |
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 |
101,40 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,40 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
99,99 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
100 000 |
100,42 |
1 |
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 |
98,72 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,20 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,78 |
96,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,55 |
95,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
200 000 |
199,35 |
13 |
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 |
101,02 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
105,25 |
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 |
EUR1021 |
XS1306382364 |
100,50 |
100,70 |
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 |
99,57 |
99,62 |
1,65 |
1,45 |
99,60 |
1,53 |
PS0416 |
PL0000106340 |
101,61 |
101,71 |
1,78 |
1,59 |
101,66 |
1,68 |
OK0716 |
PL0000107926 |
98,69 |
98,80 |
1,75 |
1,60 |
98,75 |
1,67 |
IZ0816 |
PL0000103529 |
101,17 |
101,76 |
--- |
--- |
101,47 |
--- |
PS1016 |
PL0000106795 |
103,00 |
103,11 |
1,73 |
1,62 |
103,06 |
1,67 |
WZ0117 |
PL0000106936 |
99,94 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,46 |
104,60 |
1,73 |
1,63 |
104,53 |
1,68 |
OK0717 |
PL0000108502 |
96,98 |
97,09 |
1,76 |
1,69 |
97,04 |
1,72 |
DS1017 |
PL0000104543 |
106,86 |
107,00 |
1,75 |
1,68 |
106,93 |
1,71 |
WZ0118 |
PL0000104717 |
99,61 |
99,75 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
104,54 |
104,74 |
1,88 |
1,80 |
104,64 |
1,84 |
PS0718 |
PL0000107595 |
101,49 |
101,69 |
1,94 |
1,86 |
101,59 |
1,90 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,15 |
104,38 |
2,09 |
2,03 |
104,27 |
2,06 |
DS1019 |
PL0000105441 |
113,01 |
113,27 |
2,08 |
2,02 |
113,14 |
2,05 |
WZ0120 |
PL0000108601 |
98,68 |
98,86 |
--- |
--- |
98,77 |
--- |
PS0420 |
PL0000108510 |
96,88 |
97,11 |
2,23 |
2,18 |
97,00 |
2,20 |
DS1020 |
PL0000106126 |
113,99 |
114,27 |
2,26 |
2,21 |
114,13 |
2,24 |
WZ0121 |
PL0000106068 |
98,17 |
98,44 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
118,32 |
118,75 |
2,43 |
2,36 |
118,54 |
2,40 |
WS0922 |
PL0000102646 |
120,26 |
120,69 |
2,52 |
2,46 |
120,48 |
2,49 |
IZ0823 |
PL0000105359 |
104,43 |
115,57 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
109,64 |
110,04 |
2,65 |
2,59 |
109,84 |
2,62 |
WZ0124 |
PL0000107454 |
96,70 |
97,01 |
--- |
--- |
96,86 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,95 |
2,70 |
2,66 |
104,78 |
2,68 |
WZ0126 |
PL0000108817 |
95,31 |
95,78 |
--- |
--- |
95,55 |
--- |
WS0429 |
PL0000105391 |
128,12 |
134,54 |
3,16 |
2,67 |
131,33 |
2,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,57 |
99,63 |
1,65 |
1,42 |
99,60 |
1,53 |
PS0416 |
PL0000106340 |
101,66 |
101,72 |
1,68 |
1,57 |
101,69 |
1,63 |
OK0716 |
PL0000107926 |
98,71 |
98,79 |
1,72 |
1,61 |
98,75 |
1,67 |
IZ0816 |
PL0000103529 |
101,24 |
101,75 |
--- |
--- |
101,50 |
--- |
PS1016 |
PL0000106795 |
103,03 |
103,11 |
1,70 |
1,62 |
103,07 |
1,66 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,46 |
104,60 |
1,73 |
1,63 |
104,53 |
1,68 |
OK0717 |
PL0000108502 |
97,00 |
97,07 |
1,74 |
1,70 |
97,04 |
1,72 |
DS1017 |
PL0000104543 |
106,88 |
107,01 |
1,74 |
1,67 |
106,95 |
1,70 |
WZ0118 |
PL0000104717 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,57 |
104,74 |
1,87 |
1,80 |
104,66 |
1,83 |
PS0718 |
PL0000107595 |
101,51 |
101,64 |
1,93 |
1,88 |
101,58 |
1,90 |
WZ0119 |
PL0000107603 |
99,27 |
99,39 |
--- |
--- |
99,33 |
--- |
PS0719 |
PL0000108148 |
104,18 |
104,36 |
2,08 |
2,03 |
104,27 |
2,06 |
DS1019 |
PL0000105441 |
113,03 |
113,26 |
2,08 |
2,02 |
113,15 |
2,05 |
WZ0120 |
PL0000108601 |
98,70 |
98,87 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
96,93 |
97,04 |
2,22 |
2,19 |
96,99 |
2,21 |
DS1020 |
PL0000106126 |
114,04 |
114,24 |
2,25 |
2,21 |
114,14 |
2,23 |
WZ0121 |
PL0000106068 |
98,17 |
98,43 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
118,37 |
118,75 |
2,43 |
2,36 |
118,56 |
2,40 |
WS0922 |
PL0000102646 |
120,35 |
120,70 |
2,51 |
2,46 |
120,53 |
2,48 |
IZ0823 |
PL0000105359 |
108,66 |
113,21 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
109,67 |
110,04 |
2,64 |
2,59 |
109,86 |
2,62 |
WZ0124 |
PL0000107454 |
96,74 |
97,01 |
--- |
--- |
96,88 |
--- |
DS0725 |
PL0000108197 |
104,59 |
104,86 |
2,71 |
2,67 |
104,73 |
2,69 |
WZ0126 |
PL0000108817 |
95,49 |
95,76 |
--- |
--- |
95,63 |
--- |
WS0429 |
PL0000105391 |
128,81 |
133,23 |
3,10 |
2,76 |
131,02 |
2,93 |
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 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
20 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
15 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
20 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
10 |
WZ0120 |
PL0000108601 |
1/3 |
2 |
1,450 |
1,450 |
1,450 |
75 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
145 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,460 |
1,454 |
100 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
165 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,450 |
1,460 |
1,455 |
420 |
TOTAL |
1 055 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.