2015-11-02 |
MARKET DATA |
No 212 (2743) |
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 |
457,50 |
475,74 |
46 |
695,00 |
699,04 |
8 |
1 152,50 |
1 174,78 |
54 |
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 |
99,66 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,61 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,87 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,04 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,55 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,35 |
97,34 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
15 000 |
14,60 |
2 |
DS1017 |
PL0000104543 |
107,07 |
107,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,88 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,95 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,89 |
104,83 |
104,810 |
104,810 |
104,810 |
104,810 |
104,810 |
10 000 |
10,57 |
1 |
DS1019 |
PL0000105441 |
113,66 |
113,64 |
113,670 |
113,670 |
113,670 |
113,670 |
113,670 |
7 500 |
8,54 |
1 |
PS0420 |
PL0000108510 |
97,73 |
97,63 |
97,630 |
97,730 |
97,620 |
97,720 |
97,658 |
90 000 |
88,60 |
9 |
DS1020 |
PL0000106126 |
114,79 |
114,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,98 |
98,87 |
98,880 |
98,880 |
98,880 |
98,880 |
98,880 |
40 000 |
39,97 |
3 |
DS1021 |
PL0000106670 |
119,15 |
119,07 |
119,190 |
119,190 |
119,130 |
119,140 |
119,141 |
22 500 |
26,84 |
3 |
WS0922 |
PL0000102646 |
120,99 |
120,95 |
120,850 |
120,850 |
120,850 |
120,850 |
120,850 |
5 000 |
6,08 |
1 |
DS1023 |
PL0000107264 |
110,20 |
110,15 |
110,200 |
110,200 |
110,200 |
110,200 |
110,200 |
10 000 |
11,03 |
2 |
DS0725 |
PL0000108197 |
104,95 |
104,68 |
104,950 |
104,950 |
104,600 |
104,700 |
104,760 |
207 500 |
219,26 |
23 |
DS0726 |
PL0000108866 |
97,05 |
96,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,42 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,24 |
131,73 |
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 |
101,44 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,55 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,98 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,70 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,80 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,28 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,65 |
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 |
407 500 |
425,49 |
45 |
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 |
101,58 |
101,68 |
1,59 |
1,39 |
101,63 |
1,49 |
OK0716 |
PL0000107926 |
98,85 |
98,96 |
1,61 |
1,46 |
98,91 |
1,53 |
IZ0816 |
PL0000103529 |
101,22 |
101,70 |
--- |
--- |
101,46 |
--- |
PS1016 |
PL0000106795 |
103,01 |
103,12 |
1,60 |
1,49 |
103,07 |
1,54 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,67 |
1,60 |
1,51 |
104,60 |
1,56 |
OK0717 |
PL0000108502 |
97,30 |
97,43 |
1,60 |
1,52 |
97,37 |
1,56 |
DS1017 |
PL0000104543 |
107,00 |
107,19 |
1,61 |
1,52 |
107,10 |
1,56 |
WZ0118 |
PL0000104717 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,84 |
105,02 |
1,73 |
1,66 |
104,93 |
1,69 |
PS0718 |
PL0000107595 |
101,92 |
102,07 |
1,77 |
1,71 |
102,00 |
1,74 |
WZ0119 |
PL0000107603 |
99,26 |
99,47 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
104,83 |
105,01 |
1,89 |
1,84 |
104,92 |
1,87 |
DS1019 |
PL0000105441 |
113,59 |
113,84 |
1,91 |
1,85 |
113,72 |
1,88 |
WZ0120 |
PL0000108601 |
98,72 |
98,90 |
--- |
--- |
98,81 |
--- |
PS0420 |
PL0000108510 |
97,69 |
97,84 |
2,04 |
2,01 |
97,77 |
2,02 |
DS1020 |
PL0000106126 |
114,75 |
114,99 |
2,09 |
2,05 |
114,87 |
2,07 |
WZ0121 |
PL0000106068 |
98,26 |
98,43 |
--- |
--- |
98,35 |
--- |
PS0421 |
PL0000108916 |
98,92 |
99,15 |
2,21 |
2,16 |
99,04 |
2,19 |
DS1021 |
PL0000106670 |
119,11 |
119,38 |
2,29 |
2,24 |
119,25 |
2,27 |
WS0922 |
PL0000102646 |
120,93 |
121,33 |
2,41 |
2,35 |
121,13 |
2,38 |
IZ0823 |
PL0000105359 |
99,72 |
120,29 |
--- |
--- |
110,01 |
--- |
DS1023 |
PL0000107264 |
110,12 |
110,50 |
2,58 |
2,53 |
110,31 |
2,55 |
WZ0124 |
PL0000107454 |
96,56 |
96,87 |
--- |
--- |
96,72 |
--- |
DS0725 |
PL0000108197 |
104,77 |
105,04 |
2,68 |
2,65 |
104,91 |
2,67 |
WZ0126 |
PL0000108817 |
95,31 |
95,68 |
--- |
--- |
95,50 |
--- |
DS0726 |
PL0000108866 |
96,97 |
97,36 |
2,83 |
2,79 |
97,17 |
2,81 |
WS0429 |
PL0000105391 |
124,96 |
135,59 |
3,40 |
2,58 |
130,28 |
2,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,59 |
101,65 |
1,57 |
1,45 |
101,62 |
1,51 |
OK0716 |
PL0000107926 |
98,85 |
98,96 |
1,61 |
1,46 |
98,91 |
1,53 |
IZ0816 |
PL0000103529 |
101,32 |
101,69 |
--- |
--- |
101,51 |
--- |
PS1016 |
PL0000106795 |
103,02 |
103,12 |
1,59 |
1,49 |
103,07 |
1,54 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,67 |
1,60 |
1,51 |
104,60 |
1,56 |
OK0717 |
PL0000108502 |
97,31 |
97,43 |
1,59 |
1,52 |
97,37 |
1,56 |
DS1017 |
PL0000104543 |
107,04 |
107,19 |
1,59 |
1,52 |
107,12 |
1,55 |
WZ0118 |
PL0000104717 |
99,67 |
99,78 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,85 |
105,01 |
1,73 |
1,66 |
104,93 |
1,69 |
PS0718 |
PL0000107595 |
101,89 |
102,00 |
1,78 |
1,74 |
101,95 |
1,76 |
WZ0119 |
PL0000107603 |
99,29 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0719 |
PL0000108148 |
104,78 |
104,92 |
1,90 |
1,87 |
104,85 |
1,89 |
DS1019 |
PL0000105441 |
113,56 |
113,80 |
1,92 |
1,86 |
113,68 |
1,89 |
WZ0120 |
PL0000108601 |
98,76 |
98,91 |
--- |
--- |
98,84 |
--- |
PS0420 |
PL0000108510 |
97,65 |
97,76 |
2,05 |
2,03 |
97,71 |
2,04 |
DS1020 |
PL0000106126 |
114,67 |
114,92 |
2,11 |
2,06 |
114,80 |
2,08 |
WZ0121 |
PL0000106068 |
98,26 |
98,43 |
--- |
--- |
98,35 |
--- |
PS0421 |
PL0000108916 |
98,82 |
99,06 |
2,23 |
2,18 |
98,94 |
2,20 |
DS1021 |
PL0000106670 |
118,97 |
119,20 |
2,31 |
2,27 |
119,09 |
2,29 |
WS0922 |
PL0000102646 |
120,80 |
121,05 |
2,43 |
2,39 |
120,93 |
2,41 |
IZ0823 |
PL0000105359 |
109,10 |
114,45 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
110,00 |
110,27 |
2,59 |
2,56 |
110,14 |
2,57 |
WZ0124 |
PL0000107454 |
96,61 |
96,87 |
--- |
--- |
96,74 |
--- |
DS0725 |
PL0000108197 |
104,66 |
104,84 |
2,70 |
2,67 |
104,75 |
2,69 |
WZ0126 |
PL0000108817 |
95,38 |
95,67 |
--- |
--- |
95,53 |
--- |
DS0726 |
PL0000108866 |
96,80 |
97,16 |
2,85 |
2,81 |
96,98 |
2,83 |
WS0429 |
PL0000105391 |
125,32 |
150,29 |
3,38 |
1,58 |
137,81 |
2,42 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
5 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
5 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
400 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
105 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
35 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
35 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
60 |
TOTAL |
695 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.