2015-10-30 |
MARKET DATA |
No 211 (2742) |
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 |
1 147,50 |
1 179,64 |
100 |
445,00 |
441,16 |
6 |
1 592,50 |
1 620,81 |
106 |
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 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,62 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,88 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,06 |
103,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,62 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,37 |
97,38 |
97,370 |
97,370 |
97,370 |
97,370 |
97,370 |
50 000 |
48,69 |
4 |
DS1017 |
PL0000104543 |
107,10 |
107,17 |
107,180 |
107,180 |
107,180 |
107,180 |
107,180 |
5 000 |
5,37 |
1 |
PS0418 |
PL0000107314 |
104,92 |
104,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,98 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,92 |
104,88 |
104,890 |
104,960 |
104,890 |
104,910 |
104,920 |
100 000 |
105,82 |
6 |
DS1019 |
PL0000105441 |
113,69 |
113,62 |
113,710 |
113,710 |
113,710 |
113,710 |
113,710 |
20 000 |
22,77 |
1 |
PS0420 |
PL0000108510 |
97,80 |
97,65 |
97,740 |
97,800 |
97,740 |
97,800 |
97,780 |
225 000 |
221,78 |
21 |
DS1020 |
PL0000106126 |
114,92 |
114,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,01 |
98,89 |
99,100 |
99,100 |
99,000 |
99,010 |
99,021 |
180 000 |
180,13 |
12 |
DS1021 |
PL0000106670 |
119,30 |
119,17 |
119,300 |
119,300 |
119,300 |
119,300 |
119,300 |
5 000 |
5,97 |
1 |
WS0922 |
PL0000102646 |
121,24 |
121,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,50 |
110,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,30 |
104,86 |
104,880 |
105,220 |
104,880 |
105,000 |
105,097 |
467 500 |
495,52 |
46 |
DS0726 |
PL0000108866 |
97,40 |
97,10 |
97,400 |
97,400 |
97,250 |
97,250 |
97,349 |
35 000 |
34,31 |
4 |
WS0428 |
PL0000107611 |
97,85 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,79 |
132,39 |
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 |
109,55 |
112,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,69 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,31 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,74 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,29 |
98,32 |
98,330 |
98,350 |
98,330 |
98,350 |
98,345 |
60 000 |
59,30 |
4 |
WZ0124 |
PL0000107454 |
96,73 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,46 |
95,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 147 500 |
1 179,64 |
100 |
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 |
101,60 |
101,69 |
1,57 |
1,39 |
101,65 |
1,47 |
OK0716 |
PL0000107926 |
98,85 |
98,97 |
1,61 |
1,44 |
98,91 |
1,52 |
IZ0816 |
PL0000103529 |
101,26 |
101,87 |
--- |
--- |
101,57 |
--- |
PS1016 |
PL0000106795 |
103,02 |
103,15 |
1,60 |
1,47 |
103,09 |
1,53 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,58 |
104,72 |
1,58 |
1,48 |
104,65 |
1,53 |
OK0717 |
PL0000108502 |
97,32 |
97,46 |
1,59 |
1,50 |
97,39 |
1,54 |
DS1017 |
PL0000104543 |
107,07 |
107,22 |
1,58 |
1,51 |
107,15 |
1,54 |
WZ0118 |
PL0000104717 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,87 |
105,05 |
1,72 |
1,65 |
104,96 |
1,68 |
PS0718 |
PL0000107595 |
101,91 |
102,08 |
1,77 |
1,71 |
102,00 |
1,74 |
WZ0119 |
PL0000107603 |
99,22 |
99,46 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,77 |
104,94 |
1,91 |
1,86 |
104,86 |
1,88 |
DS1019 |
PL0000105441 |
113,49 |
113,73 |
1,94 |
1,88 |
113,61 |
1,91 |
WZ0120 |
PL0000108601 |
98,68 |
98,88 |
--- |
--- |
98,78 |
--- |
PS0420 |
PL0000108510 |
97,56 |
97,76 |
2,07 |
2,03 |
97,66 |
2,05 |
DS1020 |
PL0000106126 |
114,67 |
114,91 |
2,11 |
2,06 |
114,79 |
2,09 |
WZ0121 |
PL0000106068 |
98,17 |
98,39 |
--- |
--- |
98,28 |
--- |
DS1021 |
PL0000106670 |
119,03 |
119,32 |
2,30 |
2,26 |
119,18 |
2,28 |
WS0922 |
PL0000102646 |
120,80 |
121,24 |
2,43 |
2,37 |
121,02 |
2,40 |
IZ0823 |
PL0000105359 |
103,95 |
116,05 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
110,16 |
110,51 |
2,57 |
2,53 |
110,34 |
2,55 |
WZ0124 |
PL0000107454 |
96,57 |
97,03 |
--- |
--- |
96,80 |
--- |
DS0725 |
PL0000108197 |
104,75 |
104,99 |
2,69 |
2,66 |
104,87 |
2,67 |
WZ0126 |
PL0000108817 |
95,30 |
95,78 |
--- |
--- |
95,54 |
--- |
WS0429 |
PL0000105391 |
122,86 |
138,26 |
3,58 |
2,39 |
130,56 |
2,96 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,60 |
101,68 |
1,57 |
1,41 |
101,64 |
1,49 |
OK0716 |
PL0000107926 |
98,86 |
98,96 |
1,59 |
1,45 |
98,91 |
1,52 |
IZ0816 |
PL0000103529 |
101,22 |
101,74 |
--- |
--- |
101,48 |
--- |
PS1016 |
PL0000106795 |
103,04 |
103,15 |
1,58 |
1,47 |
103,10 |
1,52 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,57 |
104,67 |
1,58 |
1,52 |
104,62 |
1,55 |
OK0717 |
PL0000108502 |
97,32 |
97,44 |
1,59 |
1,51 |
97,38 |
1,55 |
DS1017 |
PL0000104543 |
107,04 |
107,20 |
1,60 |
1,52 |
107,12 |
1,56 |
WZ0118 |
PL0000104717 |
99,65 |
99,78 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,88 |
105,04 |
1,72 |
1,65 |
104,96 |
1,68 |
PS0718 |
PL0000107595 |
101,92 |
102,04 |
1,77 |
1,72 |
101,98 |
1,75 |
WZ0119 |
PL0000107603 |
99,25 |
99,47 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
104,86 |
105,03 |
1,88 |
1,84 |
104,95 |
1,86 |
DS1019 |
PL0000105441 |
113,62 |
113,86 |
1,91 |
1,85 |
113,74 |
1,88 |
WZ0120 |
PL0000108601 |
98,71 |
98,90 |
--- |
--- |
98,81 |
--- |
PS0420 |
PL0000108510 |
97,71 |
97,83 |
2,04 |
2,01 |
97,77 |
2,02 |
DS1020 |
PL0000106126 |
114,78 |
115,03 |
2,09 |
2,04 |
114,91 |
2,06 |
WZ0121 |
PL0000106068 |
98,25 |
98,43 |
--- |
--- |
98,34 |
--- |
DS1021 |
PL0000106670 |
119,12 |
119,35 |
2,29 |
2,25 |
119,24 |
2,27 |
WS0922 |
PL0000102646 |
121,04 |
121,34 |
2,40 |
2,35 |
121,19 |
2,38 |
IZ0823 |
PL0000105359 |
109,03 |
112,89 |
--- |
--- |
110,96 |
--- |
DS1023 |
PL0000107264 |
110,25 |
110,59 |
2,56 |
2,52 |
110,42 |
2,54 |
WZ0124 |
PL0000107454 |
96,63 |
96,87 |
--- |
--- |
96,75 |
--- |
DS0725 |
PL0000108197 |
104,89 |
105,12 |
2,67 |
2,64 |
105,01 |
2,66 |
WZ0126 |
PL0000108817 |
95,39 |
95,67 |
--- |
--- |
95,53 |
--- |
WS0429 |
PL0000105391 |
130,38 |
132,65 |
2,98 |
2,80 |
131,52 |
2,89 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
360 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
20 |
OK0116 |
PL0000107587 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
5 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
30 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
30 |
TOTAL |
445 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.