2015-11-05 |
MARKET DATA |
No 215 (2746) |
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 |
705,00 |
737,37 |
57 |
2 630,00 |
2 871,59 |
31 |
3 335,00 |
3 608,97 |
88 |
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 |
99,67 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,55 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,90 |
98,95 |
98,900 |
98,900 |
98,900 |
98,900 |
98,900 |
7 500 |
7,42 |
1 |
PS1016 |
PL0000106795 |
103,00 |
103,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,52 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,32 |
97,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,03 |
107,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,86 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,95 |
101,95 |
101,930 |
101,950 |
101,930 |
101,950 |
101,941 |
35 000 |
35,94 |
4 |
PS0719 |
PL0000108148 |
104,63 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,40 |
113,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,46 |
97,43 |
97,450 |
97,460 |
97,420 |
97,430 |
97,440 |
120 000 |
117,90 |
11 |
DS1020 |
PL0000106126 |
114,40 |
114,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,57 |
98,59 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
10 000 |
9,96 |
1 |
DS1021 |
PL0000106670 |
118,66 |
118,50 |
118,740 |
118,740 |
118,580 |
118,580 |
118,620 |
75 000 |
89,14 |
7 |
WS0922 |
PL0000102646 |
120,20 |
120,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,53 |
109,55 |
109,380 |
109,380 |
109,340 |
109,340 |
109,363 |
70 000 |
76,67 |
5 |
DS0725 |
PL0000108197 |
103,95 |
103,85 |
103,950 |
103,950 |
103,760 |
103,850 |
103,892 |
270 000 |
283,07 |
20 |
DS0726 |
PL0000108866 |
96,08 |
96,12 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
25 000 |
24,18 |
1 |
WS0428 |
PL0000107611 |
94,81 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,10 |
130,75 |
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 |
101,37 |
101,37 |
101,370 |
101,370 |
101,370 |
101,370 |
101,370 |
10 000 |
12,93 |
1 |
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 |
99,67 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,35 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,77 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,29 |
98,250 |
98,250 |
98,250 |
98,250 |
98,250 |
5 000 |
4,94 |
1 |
WZ0124 |
PL0000107454 |
96,60 |
96,60 |
96,600 |
96,600 |
96,500 |
96,500 |
96,542 |
77 500 |
75,22 |
5 |
WZ0126 |
PL0000108817 |
95,35 |
95,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
705 000 |
737,37 |
57 |
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 |
101,54 |
101,64 |
1,58 |
1,37 |
101,59 |
1,47 |
OK0716 |
PL0000107926 |
98,87 |
98,99 |
1,62 |
1,44 |
98,93 |
1,53 |
IZ0816 |
PL0000103529 |
101,29 |
101,83 |
--- |
--- |
101,56 |
--- |
PS1016 |
PL0000106795 |
102,96 |
103,09 |
1,61 |
1,48 |
103,03 |
1,54 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,50 |
104,64 |
1,60 |
1,50 |
104,57 |
1,55 |
OK0717 |
PL0000108502 |
97,27 |
97,41 |
1,63 |
1,55 |
97,34 |
1,59 |
DS1017 |
PL0000104543 |
106,94 |
107,09 |
1,62 |
1,54 |
107,02 |
1,58 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,80 |
104,94 |
1,73 |
1,68 |
104,87 |
1,71 |
PS0718 |
PL0000107595 |
101,89 |
102,03 |
1,78 |
1,72 |
101,96 |
1,75 |
WZ0119 |
PL0000107603 |
99,28 |
99,45 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
104,56 |
104,76 |
1,96 |
1,91 |
104,66 |
1,93 |
DS1019 |
PL0000105441 |
113,30 |
113,53 |
1,97 |
1,92 |
113,42 |
1,94 |
WZ0120 |
PL0000108601 |
98,68 |
98,88 |
--- |
--- |
98,78 |
--- |
PS0420 |
PL0000108510 |
97,38 |
97,61 |
2,12 |
2,06 |
97,50 |
2,09 |
DS1020 |
PL0000106126 |
114,30 |
114,59 |
2,17 |
2,12 |
114,45 |
2,14 |
WZ0121 |
PL0000106068 |
98,19 |
98,38 |
--- |
--- |
98,29 |
--- |
PS0421 |
PL0000108916 |
98,44 |
98,73 |
2,30 |
2,25 |
98,59 |
2,27 |
DS1021 |
PL0000106670 |
118,52 |
118,81 |
2,38 |
2,33 |
118,67 |
2,35 |
WS0922 |
PL0000102646 |
120,12 |
120,56 |
2,52 |
2,46 |
120,34 |
2,49 |
IZ0823 |
PL0000105359 |
106,91 |
113,24 |
--- |
--- |
110,08 |
--- |
DS1023 |
PL0000107264 |
109,34 |
109,70 |
2,68 |
2,63 |
109,52 |
2,65 |
WZ0124 |
PL0000107454 |
96,56 |
96,83 |
--- |
--- |
96,70 |
--- |
DS0725 |
PL0000108197 |
103,79 |
104,13 |
2,80 |
2,76 |
103,96 |
2,78 |
WZ0126 |
PL0000108817 |
95,30 |
95,68 |
--- |
--- |
95,49 |
--- |
DS0726 |
PL0000108866 |
95,95 |
96,35 |
2,94 |
2,90 |
96,15 |
2,92 |
WS0429 |
PL0000105391 |
124,40 |
134,41 |
3,45 |
2,67 |
129,41 |
3,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,53 |
101,60 |
1,60 |
1,45 |
101,57 |
1,51 |
OK0716 |
PL0000107926 |
98,88 |
98,97 |
1,60 |
1,47 |
98,93 |
1,53 |
IZ0816 |
PL0000103529 |
101,27 |
101,64 |
--- |
--- |
101,46 |
--- |
PS1016 |
PL0000106795 |
102,98 |
103,07 |
1,59 |
1,50 |
103,03 |
1,54 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,50 |
104,61 |
1,60 |
1,52 |
104,56 |
1,56 |
OK0717 |
PL0000108502 |
97,29 |
97,40 |
1,62 |
1,55 |
97,35 |
1,58 |
DS1017 |
PL0000104543 |
106,99 |
107,09 |
1,59 |
1,54 |
107,04 |
1,57 |
WZ0118 |
PL0000104717 |
99,63 |
99,77 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,82 |
104,93 |
1,73 |
1,68 |
104,88 |
1,70 |
PS0718 |
PL0000107595 |
101,90 |
102,00 |
1,77 |
1,73 |
101,95 |
1,75 |
WZ0119 |
PL0000107603 |
99,31 |
99,45 |
--- |
--- |
99,38 |
--- |
PS0719 |
PL0000108148 |
104,55 |
104,75 |
1,96 |
1,91 |
104,65 |
1,94 |
DS1019 |
PL0000105441 |
113,34 |
113,52 |
1,96 |
1,92 |
113,43 |
1,94 |
WZ0120 |
PL0000108601 |
98,74 |
98,87 |
--- |
--- |
98,81 |
--- |
PS0420 |
PL0000108510 |
97,39 |
97,50 |
2,12 |
2,09 |
97,45 |
2,10 |
DS1020 |
PL0000106126 |
114,30 |
114,54 |
2,17 |
2,13 |
114,42 |
2,15 |
WZ0121 |
PL0000106068 |
98,22 |
98,35 |
--- |
--- |
98,29 |
--- |
PS0421 |
PL0000108916 |
98,47 |
98,67 |
2,30 |
2,26 |
98,57 |
2,28 |
DS1021 |
PL0000106670 |
118,58 |
118,71 |
2,37 |
2,35 |
118,65 |
2,36 |
WS0922 |
PL0000102646 |
120,06 |
120,34 |
2,53 |
2,49 |
120,20 |
2,51 |
IZ0823 |
PL0000105359 |
108,88 |
112,98 |
--- |
--- |
110,93 |
--- |
DS1023 |
PL0000107264 |
109,44 |
109,63 |
2,67 |
2,64 |
109,54 |
2,65 |
WZ0124 |
PL0000107454 |
96,42 |
96,65 |
--- |
--- |
96,54 |
--- |
DS0725 |
PL0000108197 |
103,68 |
103,92 |
2,81 |
2,78 |
103,80 |
2,79 |
WZ0126 |
PL0000108817 |
95,24 |
95,64 |
--- |
--- |
95,44 |
--- |
DS0726 |
PL0000108866 |
95,81 |
96,22 |
2,96 |
2,91 |
96,02 |
2,94 |
WS0429 |
PL0000105391 |
127,02 |
131,43 |
3,24 |
2,89 |
129,23 |
3,06 |
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 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
120 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
135 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
80 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,400 |
1,420 |
1,409 |
350 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
130 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
190 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
5 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
35 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
175 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
15 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
80 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,460 |
1,454 |
165 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,460 |
1,459 |
270 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
170 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
200 |
DS1020 |
PL0000106126 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
25 |
DS1021 |
PL0000106670 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
105 |
WZ0124 |
PL0000107454 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
130 |
TOTAL |
2 630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.