2015-10-23 |
MARKET DATA |
No 206 (2737) |
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 |
1 062,50 |
1 095,19 |
68 |
75,00 |
77,39 |
2 |
1 137,50 |
1 172,58 |
70 |
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 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,66 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,80 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,08 |
103,08 |
103,060 |
103,090 |
103,060 |
103,090 |
103,079 |
190 000 |
195,90 |
4 |
PS0417 |
PL0000107058 |
104,59 |
104,52 |
104,530 |
104,530 |
104,520 |
104,520 |
104,525 |
50 000 |
53,46 |
3 |
OK0717 |
PL0000108502 |
97,27 |
97,21 |
97,210 |
97,270 |
97,210 |
97,250 |
97,239 |
35 000 |
34,03 |
3 |
DS1017 |
PL0000104543 |
107,07 |
107,00 |
107,010 |
107,010 |
107,000 |
107,000 |
107,003 |
40 000 |
42,81 |
2 |
PS0418 |
PL0000107314 |
104,85 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,90 |
101,79 |
101,800 |
101,900 |
101,790 |
101,870 |
101,804 |
155 000 |
158,79 |
8 |
PS0719 |
PL0000108148 |
104,67 |
104,53 |
104,500 |
104,620 |
104,500 |
104,620 |
104,591 |
110 000 |
115,97 |
4 |
DS1019 |
PL0000105441 |
113,48 |
113,40 |
113,330 |
113,330 |
113,300 |
113,300 |
113,318 |
25 000 |
28,34 |
2 |
PS0420 |
PL0000108510 |
97,55 |
97,28 |
97,300 |
97,590 |
97,300 |
97,500 |
97,551 |
277 500 |
272,81 |
22 |
DS1020 |
PL0000106126 |
114,64 |
114,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,90 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,15 |
119,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,20 |
120,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,75 |
110,30 |
110,350 |
110,750 |
110,310 |
110,750 |
110,408 |
50 000 |
55,22 |
6 |
DS0725 |
PL0000108197 |
105,53 |
105,17 |
105,300 |
105,530 |
105,070 |
105,530 |
105,213 |
130 000 |
137,86 |
14 |
DS0726 |
PL0000108866 |
97,99 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,33 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,00 |
134,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,83 |
147,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,35 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,40 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,69 |
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 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,73 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,53 |
95,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 062 500 |
1 095,19 |
68 |
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 |
101,00 |
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 |
114,70 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,75 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
117,25 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
100,60 |
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 |
99,60 |
99,66 |
1,63 |
1,39 |
99,63 |
1,51 |
PS0416 |
PL0000106340 |
101,62 |
101,71 |
1,66 |
1,48 |
101,67 |
1,56 |
OK0716 |
PL0000107926 |
98,77 |
98,88 |
1,68 |
1,52 |
98,83 |
1,59 |
IZ0816 |
PL0000103529 |
101,26 |
101,77 |
--- |
--- |
101,52 |
--- |
PS1016 |
PL0000106795 |
103,05 |
103,17 |
1,63 |
1,51 |
103,11 |
1,57 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,68 |
1,63 |
1,55 |
104,62 |
1,59 |
OK0717 |
PL0000108502 |
97,16 |
97,25 |
1,66 |
1,61 |
97,21 |
1,63 |
DS1017 |
PL0000104543 |
106,98 |
107,13 |
1,66 |
1,59 |
107,06 |
1,62 |
WZ0118 |
PL0000104717 |
99,66 |
99,77 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,72 |
104,92 |
1,79 |
1,71 |
104,82 |
1,75 |
PS0718 |
PL0000107595 |
101,77 |
101,92 |
1,83 |
1,77 |
101,85 |
1,80 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,47 |
104,65 |
2,00 |
1,95 |
104,56 |
1,97 |
DS1019 |
PL0000105441 |
113,30 |
113,48 |
2,00 |
1,96 |
113,39 |
1,98 |
WZ0120 |
PL0000108601 |
98,69 |
98,88 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,21 |
97,43 |
2,16 |
2,10 |
97,32 |
2,13 |
DS1020 |
PL0000106126 |
114,38 |
114,61 |
2,18 |
2,13 |
114,50 |
2,15 |
WZ0121 |
PL0000106068 |
98,16 |
98,41 |
--- |
--- |
98,29 |
--- |
DS1021 |
PL0000106670 |
118,86 |
119,23 |
2,34 |
2,28 |
119,05 |
2,31 |
WS0922 |
PL0000102646 |
120,87 |
121,21 |
2,43 |
2,38 |
121,04 |
2,40 |
IZ0823 |
PL0000105359 |
104,46 |
115,54 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
110,26 |
110,63 |
2,56 |
2,51 |
110,45 |
2,54 |
WZ0124 |
PL0000107454 |
96,64 |
96,90 |
--- |
--- |
96,77 |
--- |
DS0725 |
PL0000108197 |
105,11 |
105,50 |
2,65 |
2,60 |
105,31 |
2,62 |
WZ0126 |
PL0000108817 |
95,34 |
95,73 |
--- |
--- |
95,54 |
--- |
WS0429 |
PL0000105391 |
128,95 |
134,77 |
3,09 |
2,65 |
131,86 |
2,87 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0116 |
PL0000107587 |
99,61 |
99,66 |
1,59 |
1,39 |
99,64 |
1,47 |
PS0416 |
PL0000106340 |
101,64 |
101,71 |
1,62 |
1,48 |
101,68 |
1,54 |
OK0716 |
PL0000107926 |
98,78 |
98,87 |
1,66 |
1,54 |
98,83 |
1,59 |
IZ0816 |
PL0000103529 |
101,26 |
101,77 |
--- |
--- |
101,52 |
--- |
PS1016 |
PL0000106795 |
103,05 |
103,11 |
1,63 |
1,57 |
103,08 |
1,60 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,66 |
1,63 |
1,56 |
104,61 |
1,60 |
OK0717 |
PL0000108502 |
97,22 |
97,31 |
1,63 |
1,57 |
97,27 |
1,60 |
DS1017 |
PL0000104543 |
107,03 |
107,18 |
1,64 |
1,56 |
107,11 |
1,60 |
WZ0118 |
PL0000104717 |
99,66 |
99,77 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,79 |
105,01 |
1,77 |
1,68 |
104,90 |
1,72 |
PS0718 |
PL0000107595 |
101,86 |
101,96 |
1,80 |
1,76 |
101,91 |
1,78 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,62 |
104,79 |
1,96 |
1,91 |
104,71 |
1,93 |
DS1019 |
PL0000105441 |
113,43 |
113,71 |
1,97 |
1,90 |
113,57 |
1,94 |
WZ0120 |
PL0000108601 |
98,68 |
98,88 |
--- |
--- |
98,78 |
--- |
PS0420 |
PL0000108510 |
97,50 |
97,61 |
2,09 |
2,06 |
97,56 |
2,07 |
DS1020 |
PL0000106126 |
114,60 |
114,89 |
2,13 |
2,08 |
114,75 |
2,11 |
WZ0121 |
PL0000106068 |
98,15 |
98,45 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
119,08 |
119,52 |
2,30 |
2,23 |
119,30 |
2,27 |
WS0922 |
PL0000102646 |
121,15 |
121,45 |
2,39 |
2,35 |
121,30 |
2,37 |
IZ0823 |
PL0000105359 |
108,67 |
113,58 |
--- |
--- |
111,13 |
--- |
DS1023 |
PL0000107264 |
110,65 |
110,86 |
2,51 |
2,48 |
110,76 |
2,50 |
WZ0124 |
PL0000107454 |
96,68 |
96,92 |
--- |
--- |
96,80 |
--- |
DS0725 |
PL0000108197 |
105,41 |
105,67 |
2,61 |
2,58 |
105,54 |
2,60 |
WZ0126 |
PL0000108817 |
95,42 |
95,73 |
--- |
--- |
95,58 |
--- |
WS0429 |
PL0000105391 |
130,56 |
134,46 |
2,96 |
2,67 |
132,51 |
2,82 |
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 |
3/7 |
4 |
1,350 |
1,350 |
1,350 |
55 |
PS0719 |
PL0000108148 |
3/7 |
4 |
1,350 |
1,350 |
1,350 |
20 |
TOTAL |
75 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.