2015-10-26 |
MARKET DATA |
No 207 (2738) |
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 |
1 817,50 |
1 892,99 |
118 |
0,00 |
0,00 |
0 |
1 817,50 |
1 892,99 |
118 |
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 |
99,63 |
99,66 |
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 |
98,85 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,07 |
103,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,63 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,28 |
97,30 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
25 000 |
24,33 |
1 |
DS1017 |
PL0000104543 |
107,21 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,92 |
104,90 |
104,920 |
104,920 |
104,920 |
104,920 |
104,920 |
10 000 |
10,68 |
1 |
PS0718 |
PL0000107595 |
101,93 |
101,27 |
101,870 |
101,940 |
101,820 |
101,850 |
101,883 |
615 000 |
630,57 |
23 |
PS0719 |
PL0000108148 |
104,75 |
104,68 |
104,750 |
104,760 |
104,750 |
104,760 |
104,758 |
95 000 |
100,32 |
3 |
DS1019 |
PL0000105441 |
113,52 |
113,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,60 |
97,48 |
97,620 |
97,670 |
97,600 |
97,600 |
97,647 |
295 000 |
290,31 |
19 |
DS1020 |
PL0000106126 |
114,66 |
114,60 |
114,610 |
114,610 |
114,590 |
114,590 |
114,595 |
60 000 |
68,78 |
5 |
PS0421 |
PL0000108916 |
98,85 |
98,80 |
98,750 |
98,950 |
98,740 |
98,750 |
98,841 |
65 000 |
64,91 |
5 |
DS1021 |
PL0000106670 |
119,24 |
113,32 |
119,000 |
119,000 |
119,000 |
119,000 |
119,000 |
15 000 |
17,86 |
2 |
WS0922 |
PL0000102646 |
121,15 |
121,02 |
121,150 |
121,150 |
120,850 |
120,850 |
121,101 |
35 000 |
42,58 |
4 |
DS1023 |
PL0000107264 |
110,60 |
110,36 |
110,300 |
110,400 |
110,200 |
110,200 |
110,334 |
105 000 |
115,89 |
12 |
DS0725 |
PL0000108197 |
105,52 |
104,90 |
105,520 |
105,520 |
104,850 |
104,850 |
105,240 |
487 500 |
517,16 |
42 |
DS0726 |
PL0000108866 |
97,77 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
97,17 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,25 |
133,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,21 |
147,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,35 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,40 |
112,65 |
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 |
99,74 |
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 |
98,71 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,19 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,74 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,69 |
95,65 |
95,690 |
95,690 |
95,690 |
95,690 |
95,690 |
10 000 |
9,62 |
1 |
TOTAL |
1 817 500 |
1 892,99 |
118 |
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 |
100,94 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
105,20 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
114,50 |
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) |
(%) |
PS0416 |
PL0000106340 |
101,63 |
101,71 |
1,62 |
1,46 |
101,67 |
1,54 |
OK0716 |
PL0000107926 |
98,78 |
98,91 |
1,67 |
1,49 |
98,85 |
1,57 |
IZ0816 |
PL0000103529 |
101,26 |
101,83 |
--- |
--- |
101,55 |
--- |
PS1016 |
PL0000106795 |
103,03 |
103,16 |
1,64 |
1,52 |
103,10 |
1,57 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,55 |
104,67 |
1,63 |
1,55 |
104,61 |
1,59 |
OK0717 |
PL0000108502 |
97,19 |
97,33 |
1,65 |
1,57 |
97,26 |
1,61 |
DS1017 |
PL0000104543 |
107,03 |
107,17 |
1,63 |
1,56 |
107,10 |
1,60 |
WZ0118 |
PL0000104717 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,99 |
1,76 |
1,68 |
104,89 |
1,72 |
PS0718 |
PL0000107595 |
101,84 |
101,99 |
1,80 |
1,75 |
101,92 |
1,77 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,64 |
104,87 |
1,95 |
1,89 |
104,76 |
1,92 |
DS1019 |
PL0000105441 |
113,41 |
113,67 |
1,97 |
1,91 |
113,54 |
1,94 |
WZ0120 |
PL0000108601 |
98,68 |
98,88 |
--- |
--- |
98,78 |
--- |
PS0420 |
PL0000108510 |
97,41 |
97,67 |
2,11 |
2,05 |
97,54 |
2,08 |
DS1020 |
PL0000106126 |
114,61 |
114,85 |
2,13 |
2,08 |
114,73 |
2,11 |
WZ0121 |
PL0000106068 |
98,15 |
98,45 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
119,07 |
119,51 |
2,30 |
2,23 |
119,29 |
2,27 |
WS0922 |
PL0000102646 |
121,05 |
121,47 |
2,40 |
2,34 |
121,26 |
2,37 |
IZ0823 |
PL0000105359 |
108,72 |
114,68 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
110,55 |
110,90 |
2,52 |
2,48 |
110,73 |
2,50 |
WZ0124 |
PL0000107454 |
96,63 |
96,95 |
--- |
--- |
96,79 |
--- |
DS0725 |
PL0000108197 |
105,45 |
105,78 |
2,61 |
2,57 |
105,62 |
2,59 |
WZ0126 |
PL0000108817 |
95,34 |
95,72 |
--- |
--- |
95,53 |
--- |
WS0429 |
PL0000105391 |
126,39 |
137,84 |
3,29 |
2,42 |
132,12 |
2,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,64 |
101,70 |
1,60 |
1,48 |
101,67 |
1,54 |
OK0716 |
PL0000107926 |
98,83 |
98,91 |
1,60 |
1,49 |
98,87 |
1,54 |
IZ0816 |
PL0000103529 |
101,26 |
101,76 |
--- |
--- |
101,51 |
--- |
PS1016 |
PL0000106795 |
103,05 |
103,17 |
1,62 |
1,51 |
103,11 |
1,56 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,72 |
1,60 |
1,52 |
104,66 |
1,56 |
OK0717 |
PL0000108502 |
97,23 |
97,36 |
1,63 |
1,55 |
97,30 |
1,58 |
DS1017 |
PL0000104543 |
107,06 |
107,19 |
1,62 |
1,55 |
107,13 |
1,58 |
WZ0118 |
PL0000104717 |
99,66 |
99,77 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,77 |
104,98 |
1,77 |
1,69 |
104,88 |
1,73 |
PS0718 |
PL0000107595 |
101,81 |
101,91 |
1,81 |
1,78 |
101,86 |
1,80 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,60 |
104,79 |
1,96 |
1,91 |
104,70 |
1,93 |
DS1019 |
PL0000105441 |
113,38 |
113,64 |
1,98 |
1,92 |
113,51 |
1,95 |
WZ0120 |
PL0000108601 |
98,69 |
98,88 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,37 |
97,57 |
2,12 |
2,07 |
97,47 |
2,09 |
DS1020 |
PL0000106126 |
114,48 |
114,76 |
2,16 |
2,10 |
114,62 |
2,13 |
WZ0121 |
PL0000106068 |
98,16 |
98,46 |
--- |
--- |
98,31 |
--- |
DS1021 |
PL0000106670 |
118,87 |
119,10 |
2,34 |
2,30 |
118,99 |
2,32 |
WS0922 |
PL0000102646 |
120,81 |
121,06 |
2,44 |
2,40 |
120,94 |
2,42 |
IZ0823 |
PL0000105359 |
108,39 |
113,97 |
--- |
--- |
111,18 |
--- |
DS1023 |
PL0000107264 |
110,09 |
110,46 |
2,58 |
2,54 |
110,28 |
2,56 |
WZ0124 |
PL0000107454 |
96,69 |
96,95 |
--- |
--- |
96,82 |
--- |
DS0725 |
PL0000108197 |
104,72 |
104,99 |
2,69 |
2,66 |
104,86 |
2,67 |
WZ0126 |
PL0000108817 |
95,42 |
95,73 |
--- |
--- |
95,58 |
--- |
WS0429 |
PL0000105391 |
129,21 |
133,44 |
3,07 |
2,75 |
131,33 |
2,91 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.