2015-10-29 |
MARKET DATA |
No 210 (2741) |
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 |
1 230,00 |
1 268,06 |
66 |
205,00 |
208,94 |
3 |
1 435,00 |
1 477,00 |
69 |
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 |
99,65 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,75 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,97 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,82 |
103,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,62 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,36 |
97,36 |
97,370 |
97,370 |
97,300 |
97,300 |
97,339 |
155 000 |
150,88 |
8 |
DS1017 |
PL0000104543 |
107,18 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,90 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,02 |
101,96 |
102,000 |
102,020 |
101,970 |
101,970 |
101,998 |
490 000 |
503,14 |
16 |
PS0719 |
PL0000108148 |
104,90 |
104,82 |
104,850 |
104,900 |
104,780 |
104,780 |
104,857 |
110 000 |
116,32 |
6 |
DS1019 |
PL0000105441 |
113,71 |
113,61 |
113,610 |
113,610 |
113,610 |
113,610 |
113,610 |
20 000 |
22,75 |
1 |
PS0420 |
PL0000108510 |
97,76 |
97,57 |
97,600 |
97,760 |
97,600 |
97,760 |
97,725 |
100 000 |
98,51 |
7 |
DS1020 |
PL0000106126 |
114,95 |
114,74 |
114,870 |
114,870 |
114,740 |
114,740 |
114,854 |
40 000 |
45,99 |
3 |
PS0421 |
PL0000108916 |
98,98 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,31 |
119,02 |
119,050 |
119,100 |
119,050 |
119,050 |
119,075 |
20 000 |
23,84 |
3 |
WS0922 |
PL0000102646 |
121,18 |
120,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,50 |
110,27 |
110,350 |
110,350 |
110,040 |
110,150 |
110,180 |
30 000 |
33,08 |
3 |
DS0725 |
PL0000108197 |
105,25 |
104,81 |
105,130 |
105,130 |
104,750 |
104,750 |
104,961 |
155 000 |
164,07 |
15 |
DS0726 |
PL0000108866 |
97,40 |
97,05 |
97,000 |
97,000 |
96,990 |
96,990 |
96,995 |
20 000 |
19,54 |
2 |
WS0428 |
PL0000107611 |
96,72 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,38 |
132,90 |
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 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,40 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,70 |
99,74 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
30 000 |
30,06 |
1 |
WZ0119 |
PL0000107603 |
99,27 |
99,35 |
99,360 |
99,360 |
99,360 |
99,360 |
99,360 |
60 000 |
59,91 |
1 |
WZ0120 |
PL0000108601 |
98,71 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,20 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,67 |
96,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,46 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 230 000 |
1 268,06 |
66 |
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 |
100,90 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
105,23 |
105,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
114,60 |
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 |
101,65 |
101,73 |
1,49 |
1,32 |
101,69 |
1,41 |
OK0716 |
PL0000107926 |
98,85 |
98,97 |
1,60 |
1,43 |
98,91 |
1,52 |
IZ0816 |
PL0000103529 |
101,26 |
101,73 |
--- |
--- |
101,50 |
--- |
PS1016 |
PL0000106795 |
103,07 |
103,16 |
1,56 |
1,47 |
103,12 |
1,51 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,56 |
104,70 |
1,60 |
1,50 |
104,63 |
1,55 |
OK0717 |
PL0000108502 |
97,25 |
97,39 |
1,63 |
1,54 |
97,32 |
1,58 |
DS1017 |
PL0000104543 |
107,04 |
107,19 |
1,60 |
1,53 |
107,12 |
1,56 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,81 |
105,02 |
1,75 |
1,66 |
104,92 |
1,70 |
PS0718 |
PL0000107595 |
101,87 |
102,08 |
1,79 |
1,71 |
101,98 |
1,75 |
WZ0119 |
PL0000107603 |
99,25 |
99,40 |
--- |
--- |
99,33 |
--- |
PS0719 |
PL0000108148 |
104,77 |
104,98 |
1,91 |
1,85 |
104,88 |
1,88 |
DS1019 |
PL0000105441 |
113,55 |
113,81 |
1,93 |
1,86 |
113,68 |
1,90 |
WZ0120 |
PL0000108601 |
98,69 |
98,88 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,61 |
97,86 |
2,06 |
2,00 |
97,74 |
2,03 |
DS1020 |
PL0000106126 |
114,71 |
115,00 |
2,10 |
2,05 |
114,86 |
2,07 |
WZ0121 |
PL0000106068 |
98,17 |
98,46 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
119,02 |
119,36 |
2,30 |
2,25 |
119,19 |
2,28 |
WS0922 |
PL0000102646 |
120,96 |
121,41 |
2,41 |
2,35 |
121,19 |
2,38 |
IZ0823 |
PL0000105359 |
106,31 |
114,52 |
--- |
--- |
110,42 |
--- |
DS1023 |
PL0000107264 |
110,32 |
110,74 |
2,55 |
2,50 |
110,53 |
2,52 |
WZ0124 |
PL0000107454 |
96,59 |
96,91 |
--- |
--- |
96,75 |
--- |
DS0725 |
PL0000108197 |
105,02 |
105,36 |
2,65 |
2,62 |
105,19 |
2,64 |
WZ0126 |
PL0000108817 |
95,34 |
95,69 |
--- |
--- |
95,52 |
--- |
WS0429 |
PL0000105391 |
99,65 |
150,17 |
5,78 |
1,58 |
124,91 |
3,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,61 |
101,69 |
1,57 |
1,41 |
101,65 |
1,49 |
OK0716 |
PL0000107926 |
98,85 |
98,96 |
1,60 |
1,45 |
98,91 |
1,52 |
IZ0816 |
PL0000103529 |
101,27 |
101,74 |
--- |
--- |
101,51 |
--- |
PS1016 |
PL0000106795 |
103,02 |
103,16 |
1,61 |
1,47 |
103,09 |
1,54 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
104,58 |
104,72 |
1,58 |
1,49 |
104,65 |
1,54 |
OK0717 |
PL0000108502 |
97,29 |
97,41 |
1,60 |
1,53 |
97,35 |
1,57 |
DS1017 |
PL0000104543 |
107,06 |
107,20 |
1,59 |
1,52 |
107,13 |
1,56 |
WZ0118 |
PL0000104717 |
99,65 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,83 |
105,01 |
1,74 |
1,67 |
104,92 |
1,70 |
PS0718 |
PL0000107595 |
101,85 |
102,01 |
1,80 |
1,74 |
101,93 |
1,77 |
WZ0119 |
PL0000107603 |
99,22 |
99,38 |
--- |
--- |
99,30 |
--- |
PS0719 |
PL0000108148 |
104,72 |
104,89 |
1,92 |
1,88 |
104,81 |
1,90 |
DS1019 |
PL0000105441 |
113,43 |
113,67 |
1,96 |
1,90 |
113,55 |
1,93 |
WZ0120 |
PL0000108601 |
98,68 |
98,88 |
--- |
--- |
98,78 |
--- |
PS0420 |
PL0000108510 |
97,52 |
97,66 |
2,08 |
2,05 |
97,59 |
2,07 |
DS1020 |
PL0000106126 |
114,62 |
114,85 |
2,12 |
2,08 |
114,74 |
2,10 |
WZ0121 |
PL0000106068 |
98,17 |
98,46 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
118,97 |
119,20 |
2,31 |
2,28 |
119,09 |
2,29 |
WS0922 |
PL0000102646 |
120,75 |
121,09 |
2,44 |
2,39 |
120,92 |
2,41 |
IZ0823 |
PL0000105359 |
108,57 |
114,01 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
110,04 |
110,41 |
2,59 |
2,54 |
110,23 |
2,56 |
WZ0124 |
PL0000107454 |
96,64 |
96,89 |
--- |
--- |
96,77 |
--- |
DS0725 |
PL0000108197 |
104,64 |
104,94 |
2,70 |
2,66 |
104,79 |
2,68 |
WZ0126 |
PL0000108817 |
95,39 |
95,68 |
--- |
--- |
95,54 |
--- |
WS0429 |
PL0000105391 |
128,96 |
133,24 |
3,09 |
2,76 |
131,10 |
2,92 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
100 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
70 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
35 |
TOTAL |
205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.