2015-10-20 |
MARKET DATA |
No 203 (2734) |
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 |
332,50 |
343,42 |
29 |
2 110,00 |
2 097,41 |
17 |
2 442,50 |
2 440,83 |
46 |
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) |
OK0116 |
PL0000107587 |
99,59 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,66 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,73 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,04 |
103,10 |
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 |
97,02 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,89 |
106,92 |
106,890 |
106,890 |
106,890 |
106,890 |
106,890 |
15 000 |
16,03 |
1 |
PS0418 |
PL0000107314 |
104,58 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,54 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,20 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,05 |
113,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,94 |
96,81 |
96,940 |
96,950 |
96,810 |
96,810 |
96,865 |
40 000 |
39,04 |
5 |
DS1020 |
PL0000106126 |
114,06 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,12 |
98,12 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
10 000 |
9,90 |
1 |
DS1021 |
PL0000106670 |
118,39 |
118,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,34 |
120,32 |
120,150 |
120,150 |
120,150 |
120,150 |
120,150 |
2 500 |
3,02 |
1 |
DS1023 |
PL0000107264 |
109,69 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,66 |
104,45 |
104,660 |
104,660 |
104,540 |
104,540 |
104,615 |
205 000 |
216,08 |
17 |
DS0726 |
PL0000108866 |
96,91 |
96,84 |
96,770 |
96,770 |
96,770 |
96,770 |
96,770 |
10 000 |
9,74 |
2 |
WS0428 |
PL0000107611 |
96,05 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,85 |
132,42 |
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 |
101,62 |
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 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,65 |
99,74 |
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 |
98,79 |
98,83 |
98,790 |
98,790 |
98,780 |
98,780 |
98,788 |
50 000 |
49,61 |
2 |
WZ0121 |
PL0000106068 |
98,21 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,73 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,62 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
332 500 |
343,42 |
29 |
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 |
EUR1021 |
XS1306382364 |
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 |
99,57 |
99,63 |
1,66 |
1,43 |
99,60 |
1,55 |
PS0416 |
PL0000106340 |
101,64 |
101,70 |
1,70 |
1,59 |
101,67 |
1,65 |
OK0716 |
PL0000107926 |
98,71 |
98,80 |
1,73 |
1,60 |
98,76 |
1,66 |
IZ0816 |
PL0000103529 |
101,23 |
101,74 |
--- |
--- |
101,49 |
--- |
PS1016 |
PL0000106795 |
103,00 |
103,13 |
1,72 |
1,59 |
103,07 |
1,65 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,46 |
104,60 |
1,72 |
1,63 |
104,53 |
1,67 |
OK0717 |
PL0000108502 |
97,00 |
97,08 |
1,75 |
1,70 |
97,04 |
1,72 |
DS1017 |
PL0000104543 |
106,86 |
107,01 |
1,72 |
1,65 |
106,94 |
1,68 |
WZ0118 |
PL0000104717 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,55 |
104,75 |
1,87 |
1,79 |
104,65 |
1,83 |
PS0718 |
PL0000107595 |
101,52 |
101,69 |
1,93 |
1,86 |
101,61 |
1,89 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,18 |
104,37 |
2,08 |
2,03 |
104,28 |
2,05 |
DS1019 |
PL0000105441 |
113,03 |
113,27 |
2,07 |
2,01 |
113,15 |
2,04 |
WZ0120 |
PL0000108601 |
98,68 |
98,87 |
--- |
--- |
98,78 |
--- |
PS0420 |
PL0000108510 |
96,90 |
97,08 |
2,23 |
2,18 |
96,99 |
2,21 |
DS1020 |
PL0000106126 |
114,04 |
114,27 |
2,25 |
2,21 |
114,16 |
2,23 |
WZ0121 |
PL0000106068 |
98,17 |
98,43 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
118,36 |
118,80 |
2,43 |
2,36 |
118,58 |
2,39 |
WS0922 |
PL0000102646 |
120,31 |
120,73 |
2,51 |
2,45 |
120,52 |
2,48 |
IZ0823 |
PL0000105359 |
99,64 |
120,36 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
109,67 |
110,11 |
2,64 |
2,58 |
109,89 |
2,61 |
WZ0124 |
PL0000107454 |
96,69 |
96,98 |
--- |
--- |
96,84 |
--- |
DS0725 |
PL0000108197 |
104,61 |
104,89 |
2,70 |
2,67 |
104,75 |
2,69 |
WZ0126 |
PL0000108817 |
95,44 |
95,76 |
--- |
--- |
95,60 |
--- |
WS0429 |
PL0000105391 |
128,34 |
133,86 |
3,14 |
2,72 |
131,10 |
2,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,58 |
99,63 |
1,62 |
1,43 |
99,61 |
1,51 |
PS0416 |
PL0000106340 |
101,64 |
101,70 |
1,70 |
1,59 |
101,67 |
1,65 |
OK0716 |
PL0000107926 |
98,72 |
98,79 |
1,71 |
1,62 |
98,76 |
1,66 |
IZ0816 |
PL0000103529 |
101,25 |
101,73 |
--- |
--- |
101,49 |
--- |
PS1016 |
PL0000106795 |
103,02 |
103,11 |
1,70 |
1,61 |
103,07 |
1,65 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,46 |
104,58 |
1,72 |
1,64 |
104,52 |
1,68 |
OK0717 |
PL0000108502 |
96,99 |
97,07 |
1,75 |
1,71 |
97,03 |
1,73 |
DS1017 |
PL0000104543 |
106,85 |
106,96 |
1,73 |
1,67 |
106,91 |
1,70 |
WZ0118 |
PL0000104717 |
99,63 |
99,76 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,48 |
104,62 |
1,90 |
1,84 |
104,55 |
1,87 |
PS0718 |
PL0000107595 |
101,44 |
101,60 |
1,96 |
1,90 |
101,52 |
1,93 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,00 |
104,18 |
2,13 |
2,08 |
104,09 |
2,10 |
DS1019 |
PL0000105441 |
112,82 |
113,05 |
2,12 |
2,06 |
112,94 |
2,09 |
WZ0120 |
PL0000108601 |
98,74 |
98,86 |
--- |
--- |
98,80 |
--- |
PS0420 |
PL0000108510 |
96,73 |
96,85 |
2,27 |
2,24 |
96,79 |
2,25 |
DS1020 |
PL0000106126 |
113,79 |
113,98 |
2,30 |
2,26 |
113,89 |
2,28 |
WZ0121 |
PL0000106068 |
98,17 |
98,43 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
118,08 |
118,50 |
2,47 |
2,40 |
118,29 |
2,44 |
WS0922 |
PL0000102646 |
120,14 |
120,44 |
2,54 |
2,49 |
120,29 |
2,52 |
IZ0823 |
PL0000105359 |
108,56 |
113,20 |
--- |
--- |
110,88 |
--- |
DS1023 |
PL0000107264 |
109,36 |
109,68 |
2,68 |
2,64 |
109,52 |
2,66 |
WZ0124 |
PL0000107454 |
96,69 |
96,98 |
--- |
--- |
96,84 |
--- |
DS0725 |
PL0000108197 |
104,29 |
104,50 |
2,74 |
2,72 |
104,40 |
2,73 |
WZ0126 |
PL0000108817 |
95,44 |
95,75 |
--- |
--- |
95,60 |
--- |
WS0429 |
PL0000105391 |
128,39 |
132,80 |
3,13 |
2,80 |
130,60 |
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) |
(%) |
(%) |
(%) |
WZ0117 |
PL0000106936 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
400 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
400 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
15 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
50 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
400 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
400 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
15 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
35 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
10 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
195 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
40 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
5 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
20 |
TOTAL |
2 110 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.