2015-11-04 |
MARKET DATA |
No 214 (2745) |
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 |
825,00 |
844,90 |
58 |
1 200,00 |
1 275,71 |
23 |
2 025,00 |
2 120,62 |
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 |
101,59 |
101,61 |
101,590 |
101,590 |
101,590 |
101,590 |
101,590 |
25 000 |
26,06 |
1 |
OK0716 |
PL0000107926 |
98,90 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,08 |
103,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,55 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,34 |
97,37 |
97,340 |
97,340 |
97,320 |
97,320 |
97,324 |
75 000 |
72,99 |
4 |
DS1017 |
PL0000104543 |
107,08 |
107,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,91 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,02 |
102,00 |
102,020 |
102,020 |
101,950 |
101,960 |
101,966 |
72 500 |
74,44 |
5 |
PS0719 |
PL0000108148 |
104,80 |
104,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,58 |
113,61 |
113,660 |
113,670 |
113,660 |
113,670 |
113,664 |
25 000 |
28,46 |
2 |
PS0420 |
PL0000108510 |
97,74 |
97,60 |
97,610 |
97,680 |
97,520 |
97,520 |
97,583 |
240 000 |
236,12 |
12 |
DS1020 |
PL0000106126 |
114,69 |
114,70 |
114,680 |
114,770 |
114,680 |
114,770 |
114,725 |
30 000 |
34,47 |
2 |
PS0421 |
PL0000108916 |
98,85 |
98,78 |
98,850 |
98,850 |
98,840 |
98,840 |
98,843 |
40 000 |
39,96 |
3 |
DS1021 |
PL0000106670 |
118,95 |
118,80 |
118,800 |
118,800 |
118,800 |
118,800 |
118,800 |
15 000 |
17,85 |
1 |
WS0922 |
PL0000102646 |
120,64 |
120,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,85 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,45 |
104,10 |
104,450 |
104,450 |
103,960 |
103,960 |
104,189 |
260 000 |
273,29 |
25 |
DS0726 |
PL0000108866 |
99,21 |
96,37 |
96,150 |
96,200 |
96,150 |
96,200 |
96,169 |
40 000 |
38,75 |
2 |
WS0428 |
PL0000107611 |
97,05 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,00 |
131,65 |
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 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,55 |
112,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,72 |
99,75 |
99,710 |
99,710 |
99,710 |
99,710 |
99,710 |
2 500 |
2,51 |
1 |
WZ0119 |
PL0000107603 |
99,31 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,75 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,24 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,60 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,36 |
95,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
825 000 |
844,90 |
58 |
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 |
101,56 |
101,62 |
1,59 |
1,47 |
101,59 |
1,53 |
OK0716 |
PL0000107926 |
98,86 |
98,97 |
1,61 |
1,45 |
98,92 |
1,53 |
IZ0816 |
PL0000103529 |
101,30 |
101,78 |
--- |
--- |
101,54 |
--- |
PS1016 |
PL0000106795 |
103,01 |
103,11 |
1,59 |
1,49 |
103,06 |
1,54 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,66 |
1,59 |
1,51 |
104,60 |
1,55 |
OK0717 |
PL0000108502 |
97,32 |
97,42 |
1,59 |
1,53 |
97,37 |
1,56 |
DS1017 |
PL0000104543 |
107,02 |
107,16 |
1,59 |
1,52 |
107,09 |
1,56 |
WZ0118 |
PL0000104717 |
99,66 |
99,77 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,87 |
105,03 |
1,71 |
1,65 |
104,95 |
1,68 |
PS0718 |
PL0000107595 |
101,99 |
102,10 |
1,74 |
1,70 |
102,05 |
1,72 |
WZ0119 |
PL0000107603 |
99,28 |
99,45 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
104,78 |
104,96 |
1,90 |
1,85 |
104,87 |
1,88 |
DS1019 |
PL0000105441 |
113,56 |
113,79 |
1,92 |
1,86 |
113,68 |
1,89 |
WZ0120 |
PL0000108601 |
98,72 |
98,88 |
--- |
--- |
98,80 |
--- |
PS0420 |
PL0000108510 |
97,71 |
97,84 |
2,04 |
2,01 |
97,78 |
2,02 |
DS1020 |
PL0000106126 |
114,66 |
114,91 |
2,11 |
2,06 |
114,79 |
2,08 |
WZ0121 |
PL0000106068 |
98,18 |
98,53 |
--- |
--- |
98,36 |
--- |
PS0421 |
PL0000108916 |
98,81 |
99,03 |
2,23 |
2,19 |
98,92 |
2,21 |
DS1021 |
PL0000106670 |
118,90 |
119,20 |
2,32 |
2,27 |
119,05 |
2,29 |
WS0922 |
PL0000102646 |
120,59 |
120,92 |
2,46 |
2,41 |
120,76 |
2,43 |
IZ0823 |
PL0000105359 |
104,92 |
115,08 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
109,76 |
110,20 |
2,62 |
2,57 |
109,98 |
2,60 |
WZ0124 |
PL0000107454 |
96,57 |
96,93 |
--- |
--- |
96,75 |
--- |
DS0725 |
PL0000108197 |
104,37 |
104,62 |
2,73 |
2,70 |
104,50 |
2,71 |
WZ0126 |
PL0000108817 |
95,30 |
95,78 |
--- |
--- |
95,54 |
--- |
DS0726 |
PL0000108866 |
96,43 |
96,88 |
2,89 |
2,84 |
96,66 |
2,86 |
WS0429 |
PL0000105391 |
123,92 |
134,08 |
3,49 |
2,69 |
129,00 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,56 |
101,62 |
1,59 |
1,47 |
101,59 |
1,53 |
OK0716 |
PL0000107926 |
98,86 |
98,97 |
1,61 |
1,45 |
98,92 |
1,53 |
IZ0816 |
PL0000103529 |
101,31 |
101,68 |
--- |
--- |
101,50 |
--- |
PS1016 |
PL0000106795 |
103,00 |
103,11 |
1,60 |
1,49 |
103,06 |
1,54 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,53 |
104,62 |
1,59 |
1,53 |
104,58 |
1,56 |
OK0717 |
PL0000108502 |
97,29 |
97,41 |
1,61 |
1,54 |
97,35 |
1,58 |
DS1017 |
PL0000104543 |
107,04 |
107,14 |
1,58 |
1,53 |
107,09 |
1,56 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,89 |
105,00 |
1,70 |
1,66 |
104,95 |
1,68 |
PS0718 |
PL0000107595 |
101,93 |
102,04 |
1,76 |
1,72 |
101,99 |
1,74 |
WZ0119 |
PL0000107603 |
99,28 |
99,45 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
104,67 |
104,86 |
1,93 |
1,88 |
104,77 |
1,91 |
DS1019 |
PL0000105441 |
113,42 |
113,65 |
1,95 |
1,89 |
113,54 |
1,92 |
WZ0120 |
PL0000108601 |
98,72 |
98,87 |
--- |
--- |
98,80 |
--- |
PS0420 |
PL0000108510 |
97,50 |
97,65 |
2,09 |
2,05 |
97,58 |
2,07 |
DS1020 |
PL0000106126 |
114,49 |
114,74 |
2,14 |
2,09 |
114,62 |
2,12 |
WZ0121 |
PL0000106068 |
98,20 |
98,38 |
--- |
--- |
98,29 |
--- |
PS0421 |
PL0000108916 |
98,65 |
98,95 |
2,26 |
2,20 |
98,80 |
2,23 |
DS1021 |
PL0000106670 |
118,67 |
118,86 |
2,36 |
2,33 |
118,77 |
2,34 |
WS0922 |
PL0000102646 |
120,33 |
120,66 |
2,49 |
2,45 |
120,50 |
2,47 |
IZ0823 |
PL0000105359 |
107,93 |
113,62 |
--- |
--- |
110,78 |
--- |
DS1023 |
PL0000107264 |
109,73 |
110,01 |
2,63 |
2,59 |
109,87 |
2,61 |
WZ0124 |
PL0000107454 |
96,56 |
96,84 |
--- |
--- |
96,70 |
--- |
DS0725 |
PL0000108197 |
104,07 |
104,34 |
2,76 |
2,73 |
104,21 |
2,75 |
WZ0126 |
PL0000108817 |
95,30 |
95,66 |
--- |
--- |
95,48 |
--- |
DS0726 |
PL0000108866 |
96,27 |
96,57 |
2,91 |
2,87 |
96,42 |
2,89 |
WS0429 |
PL0000105391 |
127,71 |
132,24 |
3,18 |
2,83 |
129,98 |
3,01 |
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 |
1,400 |
1,400 |
1,400 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
130 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
30 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
80 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
240 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,410 |
1,430 |
1,428 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,410 |
1,430 |
1,418 |
75 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
90 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,410 |
1,450 |
1,432 |
265 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
55 |
TOTAL |
1 200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.