2015-10-28 |
MARKET DATA |
No 209 (2740) |
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 |
795,00 |
826,98 |
55 |
1 345,00 |
1 341,23 |
10 |
2 140,00 |
2 168,21 |
65 |
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 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,66 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,87 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,09 |
103,11 |
103,090 |
103,090 |
103,090 |
103,090 |
103,090 |
25 000 |
25,79 |
1 |
PS0417 |
PL0000107058 |
104,64 |
104,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,38 |
97,39 |
97,380 |
97,380 |
97,360 |
97,360 |
97,370 |
20 000 |
19,47 |
2 |
DS1017 |
PL0000104543 |
107,20 |
107,20 |
107,200 |
107,200 |
107,200 |
107,200 |
107,200 |
20 000 |
21,45 |
2 |
PS0418 |
PL0000107314 |
105,01 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,05 |
102,05 |
102,030 |
102,050 |
102,030 |
102,050 |
102,040 |
20 000 |
20,54 |
2 |
PS0719 |
PL0000108148 |
105,00 |
105,00 |
105,020 |
105,020 |
105,020 |
105,020 |
105,020 |
5 000 |
5,29 |
1 |
DS1019 |
PL0000105441 |
113,84 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,97 |
97,82 |
98,020 |
98,030 |
97,960 |
98,000 |
97,993 |
55 000 |
54,32 |
6 |
DS1020 |
PL0000106126 |
115,20 |
115,06 |
115,200 |
115,230 |
115,170 |
115,170 |
115,209 |
135 000 |
155,63 |
13 |
PS0421 |
PL0000108916 |
99,23 |
99,11 |
99,110 |
99,310 |
99,110 |
99,210 |
99,210 |
80 000 |
80,19 |
5 |
DS1021 |
PL0000106670 |
119,54 |
119,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,55 |
121,40 |
121,450 |
121,460 |
121,450 |
121,460 |
121,457 |
35 000 |
42,71 |
2 |
DS1023 |
PL0000107264 |
110,90 |
110,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,75 |
105,54 |
105,620 |
105,820 |
105,620 |
105,820 |
105,688 |
42 500 |
45,28 |
5 |
DS0726 |
PL0000108866 |
98,09 |
97,68 |
97,580 |
98,000 |
97,580 |
97,850 |
97,787 |
137 500 |
135,37 |
11 |
WS0428 |
PL0000107611 |
97,49 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,00 |
134,20 |
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 |
101,57 |
101,67 |
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 |
99,990 |
99,990 |
99,980 |
99,980 |
99,980 |
195 000 |
195,88 |
4 |
WZ0118 |
PL0000104717 |
99,70 |
99,75 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
25 000 |
25,04 |
1 |
WZ0119 |
PL0000107603 |
99,29 |
99,38 |
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 |
98,19 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,71 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,53 |
95,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
795 000 |
826,98 |
55 |
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 |
101,63 |
101,74 |
1,58 |
1,36 |
101,69 |
1,46 |
OK0716 |
PL0000107926 |
98,83 |
98,97 |
1,61 |
1,42 |
98,90 |
1,51 |
IZ0816 |
PL0000103529 |
101,21 |
101,74 |
--- |
--- |
101,48 |
--- |
PS1016 |
PL0000106795 |
103,08 |
103,19 |
1,58 |
1,47 |
103,14 |
1,52 |
WZ0117 |
PL0000106936 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,75 |
1,58 |
1,49 |
104,68 |
1,53 |
OK0717 |
PL0000108502 |
97,29 |
97,42 |
1,59 |
1,52 |
97,36 |
1,55 |
DS1017 |
PL0000104543 |
107,09 |
107,25 |
1,59 |
1,51 |
107,17 |
1,55 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,88 |
105,08 |
1,72 |
1,64 |
104,98 |
1,68 |
PS0718 |
PL0000107595 |
101,94 |
102,10 |
1,76 |
1,70 |
102,02 |
1,73 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,83 |
105,05 |
1,90 |
1,84 |
104,94 |
1,87 |
DS1019 |
PL0000105441 |
113,63 |
113,89 |
1,91 |
1,85 |
113,76 |
1,88 |
WZ0120 |
PL0000108601 |
98,69 |
98,89 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,68 |
97,90 |
2,04 |
1,99 |
97,79 |
2,02 |
DS1020 |
PL0000106126 |
114,80 |
115,09 |
2,09 |
2,03 |
114,95 |
2,06 |
WZ0121 |
PL0000106068 |
98,17 |
98,46 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
119,27 |
119,59 |
2,27 |
2,22 |
119,43 |
2,24 |
WS0922 |
PL0000102646 |
121,17 |
121,54 |
2,38 |
2,33 |
121,36 |
2,36 |
IZ0823 |
PL0000105359 |
104,54 |
115,46 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
110,61 |
110,95 |
2,51 |
2,47 |
110,78 |
2,49 |
WZ0124 |
PL0000107454 |
96,63 |
96,95 |
--- |
--- |
96,79 |
--- |
DS0725 |
PL0000108197 |
105,28 |
105,59 |
2,63 |
2,59 |
105,44 |
2,61 |
WZ0126 |
PL0000108817 |
95,36 |
95,72 |
--- |
--- |
95,54 |
--- |
WS0429 |
PL0000105391 |
126,71 |
137,47 |
3,26 |
2,45 |
132,09 |
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 |
101,71 |
1,56 |
1,42 |
101,68 |
1,48 |
OK0716 |
PL0000107926 |
98,84 |
98,94 |
1,60 |
1,46 |
98,89 |
1,53 |
IZ0816 |
PL0000103529 |
101,27 |
101,76 |
--- |
--- |
101,52 |
--- |
PS1016 |
PL0000106795 |
103,06 |
103,14 |
1,60 |
1,52 |
103,10 |
1,56 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,61 |
104,75 |
1,58 |
1,49 |
104,68 |
1,53 |
OK0717 |
PL0000108502 |
97,29 |
97,43 |
1,59 |
1,51 |
97,36 |
1,55 |
DS1017 |
PL0000104543 |
107,17 |
107,24 |
1,55 |
1,52 |
107,21 |
1,53 |
WZ0118 |
PL0000104717 |
99,68 |
99,77 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,94 |
105,08 |
1,70 |
1,64 |
105,01 |
1,67 |
PS0718 |
PL0000107595 |
101,99 |
102,08 |
1,75 |
1,71 |
102,04 |
1,73 |
WZ0119 |
PL0000107603 |
99,26 |
99,42 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,88 |
105,06 |
1,88 |
1,83 |
104,97 |
1,86 |
DS1019 |
PL0000105441 |
113,67 |
113,95 |
1,90 |
1,84 |
113,81 |
1,87 |
WZ0120 |
PL0000108601 |
98,70 |
98,89 |
--- |
--- |
98,80 |
--- |
PS0420 |
PL0000108510 |
97,78 |
97,99 |
2,02 |
1,97 |
97,89 |
1,99 |
DS1020 |
PL0000106126 |
114,92 |
115,20 |
2,07 |
2,01 |
115,06 |
2,04 |
WZ0121 |
PL0000106068 |
98,17 |
98,46 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
119,37 |
119,67 |
2,25 |
2,20 |
119,52 |
2,23 |
WS0922 |
PL0000102646 |
121,34 |
121,64 |
2,36 |
2,32 |
121,49 |
2,34 |
IZ0823 |
PL0000105359 |
108,82 |
113,42 |
--- |
--- |
111,12 |
--- |
DS1023 |
PL0000107264 |
110,76 |
111,10 |
2,50 |
2,45 |
110,93 |
2,47 |
WZ0124 |
PL0000107454 |
96,67 |
96,93 |
--- |
--- |
96,80 |
--- |
DS0725 |
PL0000108197 |
105,52 |
105,72 |
2,60 |
2,58 |
105,62 |
2,59 |
WZ0126 |
PL0000108817 |
95,46 |
95,71 |
--- |
--- |
95,59 |
--- |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
45 |
DS0726 |
PL0000108866 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
40 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
80 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
0,750 |
0,750 |
0,750 |
200 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
55 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
85 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
30 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
TOTAL |
545 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
800 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.