2015-10-21 |
MARKET DATA |
No 204 (2735) |
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 |
540,00 |
537,36 |
19 |
2 835,00 |
2 834,35 |
16 |
3 375,00 |
3 371,71 |
35 |
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 |
99,60 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,65 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,74 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,04 |
103,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,48 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,07 |
97,05 |
97,050 |
97,070 |
97,050 |
97,060 |
97,060 |
230 000 |
223,24 |
11 |
DS1017 |
PL0000104543 |
106,89 |
106,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,56 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,50 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,13 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,93 |
113,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,88 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,92 |
114,03 |
114,050 |
114,050 |
114,050 |
114,050 |
114,050 |
15 000 |
17,11 |
1 |
PS0421 |
PL0000108916 |
98,14 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,28 |
118,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,29 |
120,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,65 |
109,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,60 |
104,53 |
104,560 |
104,560 |
104,560 |
104,560 |
104,560 |
15 000 |
15,80 |
2 |
DS0726 |
PL0000108866 |
96,88 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,99 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,09 |
132,68 |
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 |
99,99 |
99,99 |
99,990 |
100,000 |
99,990 |
99,990 |
99,994 |
280 000 |
281,21 |
5 |
WZ0118 |
PL0000104717 |
99,68 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,30 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,71 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,20 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,73 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,55 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
540 000 |
537,36 |
19 |
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 |
99,58 |
99,63 |
1,64 |
1,45 |
99,61 |
1,52 |
PS0416 |
PL0000106340 |
101,63 |
101,70 |
1,70 |
1,57 |
101,67 |
1,63 |
OK0716 |
PL0000107926 |
98,72 |
98,80 |
1,72 |
1,61 |
98,76 |
1,66 |
IZ0816 |
PL0000103529 |
101,25 |
101,71 |
--- |
--- |
101,48 |
--- |
PS1016 |
PL0000106795 |
102,99 |
103,10 |
1,69 |
1,59 |
103,05 |
1,64 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,43 |
104,57 |
1,73 |
1,64 |
104,50 |
1,69 |
OK0717 |
PL0000108502 |
97,01 |
97,08 |
1,74 |
1,70 |
97,05 |
1,72 |
DS1017 |
PL0000104543 |
106,83 |
106,96 |
1,74 |
1,67 |
106,90 |
1,70 |
WZ0118 |
PL0000104717 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,49 |
104,69 |
1,89 |
1,81 |
104,59 |
1,85 |
PS0718 |
PL0000107595 |
101,45 |
101,63 |
1,95 |
1,88 |
101,54 |
1,92 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,25 |
2,12 |
2,06 |
104,15 |
2,09 |
DS1019 |
PL0000105441 |
112,83 |
113,07 |
2,12 |
2,06 |
112,95 |
2,09 |
WZ0120 |
PL0000108601 |
98,62 |
98,92 |
--- |
--- |
98,77 |
--- |
PS0420 |
PL0000108510 |
96,74 |
96,93 |
2,27 |
2,22 |
96,84 |
2,24 |
DS1020 |
PL0000106126 |
113,80 |
114,07 |
2,29 |
2,24 |
113,94 |
2,26 |
WZ0121 |
PL0000106068 |
97,98 |
98,43 |
--- |
--- |
98,21 |
--- |
DS1021 |
PL0000106670 |
118,14 |
118,57 |
2,46 |
2,39 |
118,36 |
2,42 |
WS0922 |
PL0000102646 |
120,04 |
120,47 |
2,55 |
2,49 |
120,26 |
2,52 |
IZ0823 |
PL0000105359 |
108,81 |
114,58 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
109,41 |
109,85 |
2,67 |
2,62 |
109,63 |
2,64 |
WZ0124 |
PL0000107454 |
96,56 |
96,97 |
--- |
--- |
96,77 |
--- |
DS0725 |
PL0000108197 |
104,37 |
104,62 |
2,73 |
2,70 |
104,50 |
2,72 |
WZ0126 |
PL0000108817 |
95,37 |
95,79 |
--- |
--- |
95,58 |
--- |
WS0429 |
PL0000105391 |
127,90 |
133,61 |
3,17 |
2,74 |
130,76 |
2,95 |
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 |
1,64 |
1,45 |
99,61 |
1,52 |
PS0416 |
PL0000106340 |
101,63 |
101,69 |
1,70 |
1,59 |
101,66 |
1,65 |
OK0716 |
PL0000107926 |
98,72 |
98,81 |
1,72 |
1,60 |
98,77 |
1,65 |
IZ0816 |
PL0000103529 |
101,25 |
101,71 |
--- |
--- |
101,48 |
--- |
PS1016 |
PL0000106795 |
103,02 |
103,11 |
1,67 |
1,58 |
103,07 |
1,62 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,46 |
104,60 |
1,72 |
1,62 |
104,53 |
1,67 |
OK0717 |
PL0000108502 |
97,04 |
97,11 |
1,73 |
1,68 |
97,08 |
1,70 |
DS1017 |
PL0000104543 |
106,86 |
106,99 |
1,72 |
1,66 |
106,93 |
1,69 |
WZ0118 |
PL0000104717 |
99,66 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,52 |
104,72 |
1,88 |
1,80 |
104,62 |
1,84 |
PS0718 |
PL0000107595 |
101,48 |
101,65 |
1,94 |
1,88 |
101,57 |
1,91 |
WZ0119 |
PL0000107603 |
99,28 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,11 |
104,31 |
2,10 |
2,04 |
104,21 |
2,07 |
DS1019 |
PL0000105441 |
112,91 |
113,13 |
2,10 |
2,04 |
113,02 |
2,07 |
WZ0120 |
PL0000108601 |
98,69 |
98,88 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
96,81 |
96,96 |
2,25 |
2,21 |
96,89 |
2,23 |
DS1020 |
PL0000106126 |
113,90 |
114,15 |
2,27 |
2,22 |
114,03 |
2,25 |
WZ0121 |
PL0000106068 |
98,16 |
98,43 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
118,22 |
118,67 |
2,44 |
2,37 |
118,45 |
2,41 |
WS0922 |
PL0000102646 |
120,25 |
120,60 |
2,52 |
2,47 |
120,43 |
2,50 |
IZ0823 |
PL0000105359 |
108,60 |
113,19 |
--- |
--- |
110,90 |
--- |
DS1023 |
PL0000107264 |
109,61 |
109,85 |
2,65 |
2,62 |
109,73 |
2,63 |
WZ0124 |
PL0000107454 |
96,68 |
96,93 |
--- |
--- |
96,81 |
--- |
DS0725 |
PL0000108197 |
104,47 |
104,67 |
2,72 |
2,70 |
104,57 |
2,71 |
WZ0126 |
PL0000108817 |
95,45 |
95,74 |
--- |
--- |
95,60 |
--- |
WS0429 |
PL0000105391 |
128,69 |
132,96 |
3,11 |
2,78 |
130,83 |
2,95 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
800 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
400 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
400 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
400 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
400 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
100 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
80 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
45 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
95 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
55 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
10 |
TOTAL |
2 835 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.