2015-10-27 |
MARKET DATA |
No 208 (2739) |
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 |
1 505,00 |
1 564,53 |
106 |
330,00 |
334,51 |
5 |
1 835,00 |
1 899,04 |
111 |
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 |
99,64 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,67 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,86 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,10 |
103,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,65 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,34 |
97,36 |
97,370 |
97,380 |
97,330 |
97,330 |
97,351 |
110 000 |
107,09 |
5 |
DS1017 |
PL0000104543 |
107,15 |
107,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,01 |
104,96 |
105,000 |
105,010 |
104,890 |
104,890 |
104,966 |
95 000 |
101,54 |
6 |
PS0718 |
PL0000107595 |
102,03 |
101,95 |
102,010 |
102,030 |
102,010 |
102,020 |
102,019 |
235 000 |
241,29 |
8 |
PS0719 |
PL0000108148 |
104,92 |
104,80 |
104,920 |
104,920 |
104,920 |
104,920 |
104,920 |
5 000 |
5,29 |
1 |
DS1019 |
PL0000105441 |
113,69 |
113,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,79 |
97,57 |
97,820 |
97,820 |
97,750 |
97,750 |
97,802 |
85 000 |
83,78 |
10 |
DS1020 |
PL0000106126 |
114,88 |
114,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,12 |
98,85 |
99,050 |
99,120 |
99,050 |
99,100 |
99,115 |
330 000 |
330,45 |
17 |
DS1021 |
PL0000106670 |
119,38 |
119,10 |
119,100 |
119,310 |
119,100 |
119,310 |
119,234 |
95 000 |
113,33 |
11 |
WS0922 |
PL0000102646 |
121,31 |
121,08 |
121,420 |
121,420 |
121,420 |
121,420 |
121,420 |
20 000 |
24,40 |
2 |
DS1023 |
PL0000107264 |
110,65 |
110,38 |
110,600 |
110,760 |
110,600 |
110,640 |
110,629 |
50 000 |
55,34 |
7 |
DS0725 |
PL0000108197 |
108,28 |
104,98 |
105,050 |
105,510 |
105,050 |
105,510 |
105,294 |
370 000 |
392,74 |
29 |
DS0726 |
PL0000108866 |
97,82 |
97,48 |
97,590 |
97,800 |
97,590 |
97,620 |
97,768 |
60 000 |
59,05 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,00 |
133,92 |
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 |
101,57 |
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 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
50 000 |
50,23 |
2 |
WZ0118 |
PL0000104717 |
99,70 |
99,75 |
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 |
96,73 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,53 |
95,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 505 000 |
1 564,53 |
106 |
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) |
(%) |
PS0416 |
PL0000106340 |
101,62 |
101,70 |
1,62 |
1,46 |
101,66 |
1,54 |
OK0716 |
PL0000107926 |
98,81 |
98,92 |
1,63 |
1,48 |
98,87 |
1,55 |
IZ0816 |
PL0000103529 |
101,27 |
101,81 |
--- |
--- |
101,54 |
--- |
PS1016 |
PL0000106795 |
103,05 |
103,17 |
1,62 |
1,50 |
103,11 |
1,56 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,59 |
104,72 |
1,60 |
1,51 |
104,66 |
1,55 |
OK0717 |
PL0000108502 |
97,25 |
97,38 |
1,62 |
1,54 |
97,32 |
1,57 |
DS1017 |
PL0000104543 |
107,06 |
107,20 |
1,61 |
1,54 |
107,13 |
1,58 |
WZ0118 |
PL0000104717 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,99 |
1,76 |
1,68 |
104,89 |
1,72 |
PS0718 |
PL0000107595 |
101,80 |
102,00 |
1,82 |
1,74 |
101,90 |
1,78 |
WZ0119 |
PL0000107603 |
99,23 |
99,42 |
--- |
--- |
99,33 |
--- |
PS0719 |
PL0000108148 |
104,63 |
104,86 |
1,95 |
1,89 |
104,75 |
1,92 |
DS1019 |
PL0000105441 |
113,43 |
113,67 |
1,96 |
1,91 |
113,55 |
1,94 |
WZ0120 |
PL0000108601 |
98,65 |
98,92 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,40 |
97,66 |
2,11 |
2,05 |
97,53 |
2,08 |
DS1020 |
PL0000106126 |
114,54 |
114,79 |
2,14 |
2,09 |
114,67 |
2,12 |
WZ0121 |
PL0000106068 |
98,13 |
98,58 |
--- |
--- |
98,36 |
--- |
DS1021 |
PL0000106670 |
119,00 |
119,25 |
2,31 |
2,27 |
119,13 |
2,29 |
WS0922 |
PL0000102646 |
120,75 |
121,14 |
2,44 |
2,39 |
120,95 |
2,41 |
IZ0823 |
PL0000105359 |
104,51 |
115,49 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
110,03 |
110,42 |
2,59 |
2,54 |
110,23 |
2,57 |
WZ0124 |
PL0000107454 |
96,57 |
96,93 |
--- |
--- |
96,75 |
--- |
DS0725 |
PL0000108197 |
104,75 |
105,13 |
2,69 |
2,64 |
104,94 |
2,66 |
WZ0126 |
PL0000108817 |
95,29 |
95,73 |
--- |
--- |
95,51 |
--- |
WS0429 |
PL0000105391 |
125,90 |
136,58 |
3,33 |
2,51 |
131,24 |
2,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,65 |
101,72 |
1,56 |
1,42 |
101,69 |
1,48 |
OK0716 |
PL0000107926 |
98,84 |
98,95 |
1,59 |
1,44 |
98,90 |
1,51 |
IZ0816 |
PL0000103529 |
101,27 |
101,75 |
--- |
--- |
101,51 |
--- |
PS1016 |
PL0000106795 |
103,07 |
103,17 |
1,60 |
1,50 |
103,12 |
1,55 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,75 |
1,58 |
1,49 |
104,68 |
1,54 |
OK0717 |
PL0000108502 |
97,28 |
97,42 |
1,60 |
1,51 |
97,35 |
1,56 |
DS1017 |
PL0000104543 |
107,12 |
107,27 |
1,58 |
1,51 |
107,20 |
1,54 |
WZ0118 |
PL0000104717 |
99,67 |
99,78 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,87 |
105,07 |
1,73 |
1,65 |
104,97 |
1,69 |
PS0718 |
PL0000107595 |
101,91 |
102,06 |
1,78 |
1,72 |
101,99 |
1,75 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,81 |
105,00 |
1,90 |
1,85 |
104,91 |
1,87 |
DS1019 |
PL0000105441 |
113,60 |
113,87 |
1,92 |
1,86 |
113,74 |
1,89 |
WZ0120 |
PL0000108601 |
98,69 |
98,88 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,64 |
97,84 |
2,05 |
2,01 |
97,74 |
2,03 |
DS1020 |
PL0000106126 |
114,76 |
115,03 |
2,10 |
2,05 |
114,90 |
2,07 |
WZ0121 |
PL0000106068 |
98,15 |
98,45 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
119,23 |
119,53 |
2,28 |
2,23 |
119,38 |
2,25 |
WS0922 |
PL0000102646 |
121,23 |
121,60 |
2,38 |
2,32 |
121,42 |
2,35 |
IZ0823 |
PL0000105359 |
108,60 |
113,92 |
--- |
--- |
111,26 |
--- |
DS1023 |
PL0000107264 |
110,54 |
110,80 |
2,52 |
2,49 |
110,67 |
2,51 |
WZ0124 |
PL0000107454 |
96,68 |
96,92 |
--- |
--- |
96,80 |
--- |
DS0725 |
PL0000108197 |
105,24 |
105,52 |
2,63 |
2,60 |
105,38 |
2,61 |
WZ0126 |
PL0000108817 |
95,45 |
95,71 |
--- |
--- |
95,58 |
--- |
WS0429 |
PL0000105391 |
130,02 |
134,19 |
3,01 |
2,69 |
132,11 |
2,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
55 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
200 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
25 |
TOTAL |
330 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.