2015-11-10 |
MARKET DATA |
No 218 (2749) |
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 |
500,00 |
518,59 |
40 |
1 545,00 |
1 620,18 |
17 |
2 045,00 |
2 138,76 |
57 |
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 |
99,70 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,53 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,93 |
98,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,97 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,45 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,35 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,93 |
106,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,87 |
104,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,97 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,57 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,25 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,33 |
97,08 |
97,270 |
97,270 |
97,180 |
97,250 |
97,254 |
215 000 |
210,88 |
11 |
DS1020 |
PL0000106126 |
114,23 |
114,01 |
114,050 |
114,050 |
114,050 |
114,050 |
114,050 |
10 000 |
11,43 |
1 |
PS0421 |
PL0000108916 |
98,38 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,37 |
118,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,86 |
119,65 |
119,800 |
119,830 |
119,730 |
119,830 |
119,787 |
30 000 |
36,18 |
3 |
DS1023 |
PL0000107264 |
109,20 |
108,86 |
109,200 |
109,250 |
109,200 |
109,250 |
109,233 |
95 000 |
103,97 |
9 |
DS0725 |
PL0000108197 |
103,68 |
103,10 |
103,100 |
103,580 |
103,100 |
103,580 |
103,374 |
145 000 |
151,32 |
15 |
DS0726 |
PL0000108866 |
95,58 |
95,39 |
95,390 |
95,390 |
95,390 |
95,390 |
95,390 |
5 000 |
4,81 |
1 |
WS0428 |
PL0000107611 |
94,42 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,03 |
130,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
111,90 |
141,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,30 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,25 |
112,00 |
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 |
99,33 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,75 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,19 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,40 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,25 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
500 000 |
518,59 |
40 |
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 |
101,51 |
101,57 |
1,56 |
1,43 |
101,54 |
1,50 |
OK0716 |
PL0000107926 |
98,89 |
99,00 |
1,61 |
1,45 |
98,95 |
1,52 |
IZ0816 |
PL0000103529 |
101,12 |
101,62 |
--- |
--- |
101,37 |
--- |
PS1016 |
PL0000106795 |
102,93 |
103,02 |
1,61 |
1,51 |
102,98 |
1,56 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,38 |
104,52 |
1,66 |
1,56 |
104,45 |
1,61 |
OK0717 |
PL0000108502 |
97,28 |
97,42 |
1,64 |
1,55 |
97,35 |
1,59 |
DS1017 |
PL0000104543 |
106,80 |
106,94 |
1,67 |
1,60 |
106,87 |
1,63 |
WZ0118 |
PL0000104717 |
99,65 |
99,75 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,86 |
1,77 |
1,70 |
104,78 |
1,73 |
PS0718 |
PL0000107595 |
101,79 |
101,98 |
1,81 |
1,74 |
101,89 |
1,77 |
WZ0119 |
PL0000107603 |
99,29 |
99,44 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
104,26 |
104,48 |
2,04 |
1,98 |
104,37 |
2,01 |
DS1019 |
PL0000105441 |
112,91 |
113,16 |
2,06 |
2,00 |
113,04 |
2,03 |
WZ0120 |
PL0000108601 |
98,70 |
98,84 |
--- |
--- |
98,77 |
--- |
PS0420 |
PL0000108510 |
96,93 |
97,16 |
2,23 |
2,17 |
97,05 |
2,20 |
DS1020 |
PL0000106126 |
113,83 |
114,08 |
2,26 |
2,21 |
113,96 |
2,24 |
WZ0121 |
PL0000106068 |
98,14 |
98,32 |
--- |
--- |
98,23 |
--- |
PS0421 |
PL0000108916 |
97,97 |
98,23 |
2,40 |
2,35 |
98,10 |
2,37 |
DS1021 |
PL0000106670 |
117,94 |
118,25 |
2,47 |
2,42 |
118,10 |
2,44 |
WS0922 |
PL0000102646 |
119,32 |
119,77 |
2,63 |
2,57 |
119,55 |
2,60 |
IZ0823 |
PL0000105359 |
105,86 |
113,26 |
--- |
--- |
109,56 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,99 |
2,78 |
2,72 |
108,77 |
2,75 |
WZ0124 |
PL0000107454 |
96,28 |
96,61 |
--- |
--- |
96,45 |
--- |
DS0725 |
PL0000108197 |
102,97 |
103,27 |
2,89 |
2,86 |
103,12 |
2,87 |
WZ0126 |
PL0000108817 |
95,15 |
95,56 |
--- |
--- |
95,36 |
--- |
DS0726 |
PL0000108866 |
95,06 |
95,49 |
3,05 |
3,00 |
95,28 |
3,02 |
WS0429 |
PL0000105391 |
125,72 |
130,86 |
3,34 |
2,94 |
128,29 |
3,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,51 |
101,58 |
1,56 |
1,41 |
101,55 |
1,48 |
OK0716 |
PL0000107926 |
98,91 |
99,00 |
1,58 |
1,45 |
98,96 |
1,51 |
IZ0816 |
PL0000103529 |
101,16 |
101,62 |
--- |
--- |
101,39 |
--- |
PS1016 |
PL0000106795 |
102,95 |
103,04 |
1,59 |
1,49 |
103,00 |
1,54 |
WZ0117 |
PL0000106936 |
99,96 |
100,02 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,42 |
104,54 |
1,63 |
1,55 |
104,48 |
1,59 |
OK0717 |
PL0000108502 |
97,32 |
97,39 |
1,61 |
1,57 |
97,36 |
1,59 |
DS1017 |
PL0000104543 |
106,88 |
106,97 |
1,63 |
1,58 |
106,93 |
1,60 |
WZ0118 |
PL0000104717 |
99,66 |
99,77 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,83 |
104,92 |
1,71 |
1,68 |
104,88 |
1,69 |
PS0718 |
PL0000107595 |
101,87 |
102,02 |
1,78 |
1,72 |
101,95 |
1,75 |
WZ0119 |
PL0000107603 |
99,30 |
99,47 |
--- |
--- |
99,39 |
--- |
PS0719 |
PL0000108148 |
104,43 |
104,63 |
1,99 |
1,94 |
104,53 |
1,96 |
DS1019 |
PL0000105441 |
113,16 |
113,38 |
2,00 |
1,94 |
113,27 |
1,97 |
WZ0120 |
PL0000108601 |
98,72 |
98,86 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,18 |
97,33 |
2,17 |
2,13 |
97,26 |
2,15 |
DS1020 |
PL0000106126 |
114,08 |
114,34 |
2,21 |
2,16 |
114,21 |
2,19 |
WZ0121 |
PL0000106068 |
98,16 |
98,34 |
--- |
--- |
98,25 |
--- |
PS0421 |
PL0000108916 |
98,21 |
98,48 |
2,35 |
2,30 |
98,35 |
2,32 |
DS1021 |
PL0000106670 |
118,25 |
118,45 |
2,42 |
2,38 |
118,35 |
2,40 |
WS0922 |
PL0000102646 |
119,63 |
119,92 |
2,59 |
2,55 |
119,78 |
2,57 |
IZ0823 |
PL0000105359 |
108,44 |
112,69 |
--- |
--- |
110,57 |
--- |
DS1023 |
PL0000107264 |
109,07 |
109,30 |
2,71 |
2,68 |
109,19 |
2,70 |
WZ0124 |
PL0000107454 |
96,29 |
96,59 |
--- |
--- |
96,44 |
--- |
DS0725 |
PL0000108197 |
103,31 |
103,62 |
2,85 |
2,81 |
103,47 |
2,83 |
WZ0126 |
PL0000108817 |
95,20 |
95,57 |
--- |
--- |
95,39 |
--- |
DS0726 |
PL0000108866 |
95,38 |
95,82 |
3,01 |
2,96 |
95,60 |
2,98 |
WS0429 |
PL0000105391 |
126,49 |
130,97 |
3,28 |
2,93 |
128,73 |
3,10 |
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 |
2/3 |
1 |
1,430 |
1,430 |
1,430 |
30 |
DS1020 |
PL0000106126 |
2/3 |
1 |
1,430 |
1,430 |
1,430 |
85 |
PS0718 |
PL0000107595 |
2/3 |
1 |
1,430 |
1,430 |
1,430 |
200 |
PS0719 |
PL0000108148 |
2/3 |
1 |
1,430 |
1,430 |
1,430 |
5 |
PS0416 |
PL0000106340 |
0/2 |
2 |
1,430 |
1,430 |
1,430 |
25 |
DS1021 |
PL0000106670 |
0/2 |
2 |
1,430 |
1,430 |
1,430 |
10 |
PS0420 |
PL0000108510 |
0/2 |
2 |
1,410 |
1,410 |
1,410 |
95 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
120 |
DS1020 |
PL0000106126 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
320 |
PS0417 |
PL0000107058 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0719 |
PL0000108148 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
55 |
PS0420 |
PL0000108510 |
2/9 |
7 |
1,410 |
1,450 |
1,444 |
450 |
WZ0120 |
PL0000108601 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
140 |
TOTAL |
1 545 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.