2015-11-03 |
MARKET DATA |
No 213 (2744) |
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 |
752,50 |
796,03 |
70 |
825,00 |
872,06 |
11 |
1 577,50 |
1 668,09 |
81 |
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 |
101,60 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,89 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,03 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,55 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,36 |
97,39 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
20 000 |
19,47 |
3 |
DS1017 |
PL0000104543 |
107,09 |
107,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,94 |
105,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,07 |
102,02 |
102,050 |
102,070 |
102,050 |
102,070 |
102,067 |
195 000 |
200,40 |
15 |
PS0719 |
PL0000108148 |
104,93 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,65 |
113,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,84 |
97,69 |
97,840 |
97,840 |
97,660 |
97,750 |
97,752 |
95 000 |
93,62 |
8 |
DS1020 |
PL0000106126 |
114,83 |
114,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,98 |
98,89 |
98,930 |
98,940 |
98,930 |
98,940 |
98,935 |
20 000 |
20,00 |
2 |
DS1021 |
PL0000106670 |
119,21 |
119,00 |
119,230 |
119,230 |
118,980 |
118,980 |
119,040 |
30 000 |
35,76 |
4 |
WS0922 |
PL0000102646 |
120,95 |
120,77 |
120,830 |
120,830 |
120,720 |
120,820 |
120,803 |
90 000 |
109,33 |
8 |
DS1023 |
PL0000107264 |
110,25 |
110,07 |
110,250 |
110,270 |
110,250 |
110,270 |
110,264 |
35 000 |
38,63 |
3 |
DS0725 |
PL0000108197 |
104,80 |
104,43 |
104,760 |
104,760 |
104,380 |
104,400 |
104,470 |
227 500 |
239,75 |
24 |
DS0726 |
PL0000108866 |
97,00 |
96,80 |
96,980 |
96,980 |
96,930 |
96,930 |
96,936 |
40 000 |
39,06 |
3 |
WS0428 |
PL0000107611 |
96,07 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,05 |
132,05 |
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 |
101,42 |
101,57 |
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 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,73 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,31 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,75 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,28 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,65 |
96,83 |
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 |
752 500 |
796,03 |
70 |
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 |
101,57 |
101,65 |
1,59 |
1,43 |
101,61 |
1,51 |
OK0716 |
PL0000107926 |
98,86 |
98,97 |
1,60 |
1,45 |
98,92 |
1,52 |
IZ0816 |
PL0000103529 |
101,33 |
101,80 |
--- |
--- |
101,57 |
--- |
PS1016 |
PL0000106795 |
102,99 |
103,12 |
1,62 |
1,48 |
103,06 |
1,55 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,67 |
1,60 |
1,51 |
104,60 |
1,55 |
OK0717 |
PL0000108502 |
97,33 |
97,45 |
1,59 |
1,51 |
97,39 |
1,55 |
DS1017 |
PL0000104543 |
107,04 |
107,19 |
1,59 |
1,51 |
107,12 |
1,55 |
WZ0118 |
PL0000104717 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,85 |
105,02 |
1,72 |
1,65 |
104,94 |
1,69 |
PS0718 |
PL0000107595 |
101,95 |
102,08 |
1,76 |
1,71 |
102,02 |
1,73 |
WZ0119 |
PL0000107603 |
99,29 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0719 |
PL0000108148 |
104,81 |
105,01 |
1,90 |
1,84 |
104,91 |
1,87 |
DS1019 |
PL0000105441 |
113,58 |
113,82 |
1,91 |
1,86 |
113,70 |
1,88 |
WZ0120 |
PL0000108601 |
98,72 |
98,90 |
--- |
--- |
98,81 |
--- |
PS0420 |
PL0000108510 |
97,64 |
97,85 |
2,06 |
2,01 |
97,75 |
2,03 |
DS1020 |
PL0000106126 |
114,69 |
114,94 |
2,10 |
2,05 |
114,82 |
2,08 |
WZ0121 |
PL0000106068 |
98,26 |
98,43 |
--- |
--- |
98,35 |
--- |
PS0421 |
PL0000108916 |
98,82 |
99,07 |
2,23 |
2,18 |
98,95 |
2,20 |
DS1021 |
PL0000106670 |
119,01 |
119,28 |
2,30 |
2,26 |
119,15 |
2,28 |
WS0922 |
PL0000102646 |
120,74 |
121,17 |
2,44 |
2,38 |
120,96 |
2,41 |
IZ0823 |
PL0000105359 |
99,72 |
120,29 |
--- |
--- |
110,01 |
--- |
DS1023 |
PL0000107264 |
110,05 |
110,37 |
2,59 |
2,54 |
110,21 |
2,57 |
WZ0124 |
PL0000107454 |
96,57 |
96,86 |
--- |
--- |
96,72 |
--- |
DS0725 |
PL0000108197 |
104,55 |
104,85 |
2,71 |
2,67 |
104,70 |
2,69 |
WZ0126 |
PL0000108817 |
95,31 |
95,68 |
--- |
--- |
95,50 |
--- |
DS0726 |
PL0000108866 |
96,68 |
97,15 |
2,86 |
2,81 |
96,92 |
2,83 |
WS0429 |
PL0000105391 |
104,83 |
150,28 |
5,23 |
1,58 |
127,56 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,58 |
101,64 |
1,57 |
1,45 |
101,61 |
1,51 |
OK0716 |
PL0000107926 |
98,85 |
98,97 |
1,62 |
1,45 |
98,91 |
1,53 |
IZ0816 |
PL0000103529 |
101,32 |
101,68 |
--- |
--- |
101,50 |
--- |
PS1016 |
PL0000106795 |
103,01 |
103,12 |
1,60 |
1,48 |
103,07 |
1,54 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,67 |
1,60 |
1,51 |
104,60 |
1,55 |
OK0717 |
PL0000108502 |
97,32 |
97,43 |
1,59 |
1,52 |
97,38 |
1,56 |
DS1017 |
PL0000104543 |
107,06 |
107,18 |
1,58 |
1,52 |
107,12 |
1,55 |
WZ0118 |
PL0000104717 |
99,68 |
99,77 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,91 |
105,03 |
1,70 |
1,65 |
104,97 |
1,67 |
PS0718 |
PL0000107595 |
101,91 |
102,06 |
1,77 |
1,71 |
101,99 |
1,74 |
WZ0119 |
PL0000107603 |
99,29 |
99,47 |
--- |
--- |
99,38 |
--- |
PS0719 |
PL0000108148 |
104,76 |
104,95 |
1,91 |
1,86 |
104,86 |
1,88 |
DS1019 |
PL0000105441 |
113,52 |
113,72 |
1,93 |
1,88 |
113,62 |
1,90 |
WZ0120 |
PL0000108601 |
98,72 |
98,90 |
--- |
--- |
98,81 |
--- |
PS0420 |
PL0000108510 |
97,63 |
97,74 |
2,06 |
2,03 |
97,69 |
2,04 |
DS1020 |
PL0000106126 |
114,63 |
114,88 |
2,11 |
2,07 |
114,76 |
2,09 |
WZ0121 |
PL0000106068 |
98,26 |
98,39 |
--- |
--- |
98,33 |
--- |
PS0421 |
PL0000108916 |
98,75 |
98,99 |
2,24 |
2,20 |
98,87 |
2,22 |
DS1021 |
PL0000106670 |
118,87 |
119,05 |
2,33 |
2,30 |
118,96 |
2,31 |
WS0922 |
PL0000102646 |
120,66 |
120,85 |
2,45 |
2,42 |
120,76 |
2,43 |
IZ0823 |
PL0000105359 |
109,07 |
112,78 |
--- |
--- |
110,93 |
--- |
DS1023 |
PL0000107264 |
109,86 |
110,18 |
2,61 |
2,57 |
110,02 |
2,59 |
WZ0124 |
PL0000107454 |
96,61 |
96,86 |
--- |
--- |
96,74 |
--- |
DS0725 |
PL0000108197 |
104,34 |
104,59 |
2,73 |
2,70 |
104,47 |
2,72 |
WZ0126 |
PL0000108817 |
95,38 |
95,67 |
--- |
--- |
95,53 |
--- |
DS0726 |
PL0000108866 |
96,44 |
96,89 |
2,89 |
2,84 |
96,67 |
2,86 |
WS0429 |
PL0000105391 |
128,74 |
132,26 |
3,10 |
2,83 |
130,50 |
2,97 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1020 |
PL0000106126 |
1/9 |
8 |
1,300 |
1,300 |
1,300 |
320 |
PS0718 |
PL0000107595 |
1/9 |
8 |
1,390 |
1,390 |
1,390 |
45 |
PS0719 |
PL0000108148 |
1/9 |
8 |
1,400 |
1,400 |
1,400 |
30 |
PS0420 |
PL0000108510 |
1/9 |
8 |
1,390 |
1,420 |
1,396 |
265 |
WZ0119 |
PL0000107603 |
1/9 |
8 |
1,350 |
1,350 |
1,350 |
15 |
WZ0120 |
PL0000108601 |
1/9 |
8 |
1,400 |
1,400 |
1,400 |
140 |
TOTAL |
825 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.