2015-10-22 |
MARKET DATA |
No 205 (2736) |
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 |
942,50 |
961,47 |
50 |
2 050,00 |
2 080,65 |
6 |
2 992,50 |
3 042,11 |
56 |
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 |
99,62 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,65 |
101,66 |
101,660 |
101,660 |
101,660 |
101,660 |
101,660 |
40 000 |
41,67 |
1 |
OK0716 |
PL0000107926 |
98,78 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,07 |
103,07 |
103,070 |
103,070 |
103,070 |
103,070 |
103,070 |
25 000 |
25,77 |
1 |
PS0417 |
PL0000107058 |
104,55 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,19 |
97,10 |
97,100 |
97,100 |
97,100 |
97,100 |
97,100 |
100 000 |
97,10 |
3 |
DS1017 |
PL0000104543 |
107,06 |
106,91 |
106,890 |
107,040 |
106,890 |
107,040 |
106,935 |
55 000 |
58,82 |
3 |
PS0418 |
PL0000107314 |
104,72 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,71 |
101,62 |
101,630 |
101,740 |
101,630 |
101,740 |
101,713 |
250 000 |
255,87 |
8 |
PS0719 |
PL0000108148 |
104,44 |
104,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,25 |
113,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,31 |
96,97 |
97,030 |
97,310 |
97,030 |
97,310 |
97,257 |
225 000 |
220,53 |
11 |
DS1020 |
PL0000106126 |
114,32 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,67 |
98,29 |
98,600 |
98,670 |
98,550 |
98,670 |
98,626 |
45 000 |
44,83 |
6 |
DS1021 |
PL0000106670 |
118,78 |
118,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,90 |
120,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,28 |
109,85 |
110,100 |
110,200 |
110,100 |
110,200 |
110,133 |
75 000 |
82,61 |
3 |
DS0725 |
PL0000108197 |
105,22 |
104,62 |
104,550 |
105,290 |
104,550 |
105,220 |
105,098 |
117 500 |
124,46 |
13 |
DS0726 |
PL0000108866 |
97,48 |
97,02 |
97,440 |
97,440 |
97,440 |
97,440 |
97,440 |
10 000 |
9,81 |
1 |
WS0428 |
PL0000107611 |
96,83 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,00 |
133,34 |
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 |
101,35 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,40 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,68 |
99,71 |
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 |
98,72 |
98,85 |
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 |
96,75 |
96,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,50 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
942 500 |
961,47 |
50 |
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 |
99,59 |
99,64 |
1,66 |
1,45 |
99,62 |
1,53 |
PS0416 |
PL0000106340 |
101,61 |
101,68 |
1,69 |
1,56 |
101,65 |
1,61 |
OK0716 |
PL0000107926 |
98,73 |
98,82 |
1,72 |
1,60 |
98,78 |
1,66 |
IZ0816 |
PL0000103529 |
101,22 |
101,72 |
--- |
--- |
101,47 |
--- |
PS1016 |
PL0000106795 |
102,99 |
103,08 |
1,70 |
1,61 |
103,04 |
1,65 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,47 |
104,58 |
1,69 |
1,62 |
104,53 |
1,65 |
OK0717 |
PL0000108502 |
97,05 |
97,13 |
1,73 |
1,68 |
97,09 |
1,70 |
DS1017 |
PL0000104543 |
106,82 |
106,99 |
1,74 |
1,66 |
106,91 |
1,70 |
WZ0118 |
PL0000104717 |
99,66 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,53 |
104,71 |
1,87 |
1,80 |
104,62 |
1,84 |
PS0718 |
PL0000107595 |
101,49 |
101,65 |
1,93 |
1,87 |
101,57 |
1,90 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,08 |
104,30 |
2,10 |
2,04 |
104,19 |
2,07 |
DS1019 |
PL0000105441 |
112,86 |
113,11 |
2,11 |
2,05 |
112,99 |
2,08 |
WZ0120 |
PL0000108601 |
98,69 |
98,88 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
96,79 |
97,02 |
2,26 |
2,20 |
96,91 |
2,23 |
DS1020 |
PL0000106126 |
113,85 |
114,12 |
2,28 |
2,23 |
113,99 |
2,26 |
WZ0121 |
PL0000106068 |
98,17 |
98,43 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
118,20 |
118,63 |
2,45 |
2,38 |
118,42 |
2,41 |
WS0922 |
PL0000102646 |
120,07 |
120,50 |
2,54 |
2,48 |
120,29 |
2,51 |
IZ0823 |
PL0000105359 |
104,42 |
115,58 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
109,46 |
109,91 |
2,67 |
2,61 |
109,69 |
2,64 |
WZ0124 |
PL0000107454 |
96,68 |
96,93 |
--- |
--- |
96,81 |
--- |
DS0725 |
PL0000108197 |
104,35 |
104,73 |
2,73 |
2,69 |
104,54 |
2,71 |
WZ0126 |
PL0000108817 |
95,35 |
95,73 |
--- |
--- |
95,54 |
--- |
WS0429 |
PL0000105391 |
127,55 |
133,86 |
3,20 |
2,72 |
130,71 |
2,95 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,60 |
99,66 |
1,62 |
1,37 |
99,63 |
1,49 |
PS0416 |
PL0000106340 |
101,63 |
101,71 |
1,65 |
1,50 |
101,67 |
1,58 |
OK0716 |
PL0000107926 |
98,76 |
98,87 |
1,68 |
1,53 |
98,82 |
1,60 |
IZ0816 |
PL0000103529 |
101,24 |
101,79 |
--- |
--- |
101,52 |
--- |
PS1016 |
PL0000106795 |
103,04 |
103,12 |
1,65 |
1,57 |
103,08 |
1,61 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,67 |
1,65 |
1,56 |
104,60 |
1,61 |
OK0717 |
PL0000108502 |
97,17 |
97,25 |
1,66 |
1,61 |
97,21 |
1,63 |
DS1017 |
PL0000104543 |
107,02 |
107,14 |
1,65 |
1,59 |
107,08 |
1,62 |
WZ0118 |
PL0000104717 |
99,66 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,70 |
104,90 |
1,80 |
1,72 |
104,80 |
1,76 |
PS0718 |
PL0000107595 |
101,69 |
101,85 |
1,86 |
1,80 |
101,77 |
1,83 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,42 |
104,59 |
2,01 |
1,96 |
104,51 |
1,99 |
DS1019 |
PL0000105441 |
113,23 |
113,49 |
2,02 |
1,96 |
113,36 |
1,99 |
WZ0120 |
PL0000108601 |
98,70 |
98,88 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,26 |
97,37 |
2,14 |
2,12 |
97,32 |
2,13 |
DS1020 |
PL0000106126 |
114,30 |
114,59 |
2,19 |
2,14 |
114,45 |
2,17 |
WZ0121 |
PL0000106068 |
98,16 |
98,43 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
118,75 |
119,18 |
2,36 |
2,29 |
118,97 |
2,32 |
WS0922 |
PL0000102646 |
120,86 |
121,18 |
2,43 |
2,39 |
121,02 |
2,41 |
IZ0823 |
PL0000105359 |
108,71 |
113,46 |
--- |
--- |
111,09 |
--- |
DS1023 |
PL0000107264 |
110,23 |
110,56 |
2,57 |
2,52 |
110,40 |
2,54 |
WZ0124 |
PL0000107454 |
96,70 |
96,93 |
--- |
--- |
96,82 |
--- |
DS0725 |
PL0000108197 |
105,15 |
105,38 |
2,64 |
2,61 |
105,27 |
2,63 |
WZ0126 |
PL0000108817 |
95,39 |
95,72 |
--- |
--- |
95,56 |
--- |
WS0429 |
PL0000105391 |
130,25 |
134,03 |
2,99 |
2,70 |
132,14 |
2,84 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
260 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
55 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
25 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
110 |
TOTAL |
450 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
1 600 |
TOTAL |
1 600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.