2015-11-12 |
MARKET DATA |
No 219 (2750) |
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 |
435,00 |
461,57 |
36 |
2 845,00 |
2 947,46 |
18 |
3 280,00 |
3 409,04 |
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 |
99,70 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,50 |
101,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,92 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,94 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,45 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,41 |
97,40 |
97,400 |
97,400 |
97,400 |
97,400 |
97,400 |
10 000 |
9,74 |
1 |
DS1017 |
PL0000104543 |
106,99 |
106,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,98 |
105,00 |
105,060 |
105,060 |
105,060 |
105,060 |
105,060 |
40 000 |
42,86 |
2 |
PS0718 |
PL0000107595 |
102,09 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,80 |
104,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,54 |
113,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,77 |
97,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,75 |
114,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,90 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,93 |
118,57 |
118,930 |
119,100 |
118,930 |
119,100 |
118,949 |
75 000 |
89,47 |
7 |
WS0922 |
PL0000102646 |
120,41 |
120,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,90 |
109,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,30 |
103,81 |
104,050 |
104,350 |
104,050 |
104,350 |
104,235 |
205 000 |
215,76 |
23 |
DS0726 |
PL0000108866 |
96,36 |
96,02 |
96,020 |
96,350 |
96,020 |
96,350 |
96,086 |
25 000 |
24,22 |
2 |
WS0428 |
PL0000107611 |
95,20 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,70 |
131,07 |
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 |
101,35 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,30 |
112,30 |
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 |
99,69 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,40 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,81 |
98,83 |
98,850 |
98,850 |
98,850 |
98,850 |
98,850 |
80 000 |
79,52 |
1 |
WZ0121 |
PL0000106068 |
98,30 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,50 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,35 |
95,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
435 000 |
461,57 |
36 |
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 |
101,45 |
101,56 |
1,63 |
1,39 |
101,51 |
1,50 |
OK0716 |
PL0000107926 |
98,90 |
99,02 |
1,62 |
1,44 |
98,96 |
1,53 |
IZ0816 |
PL0000103529 |
101,13 |
101,79 |
--- |
--- |
101,46 |
--- |
PS1016 |
PL0000106795 |
102,88 |
103,02 |
1,63 |
1,49 |
102,95 |
1,56 |
WZ0117 |
PL0000106936 |
99,95 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,41 |
104,55 |
1,62 |
1,52 |
104,48 |
1,57 |
OK0717 |
PL0000108502 |
97,31 |
97,49 |
1,63 |
1,52 |
97,40 |
1,57 |
DS1017 |
PL0000104543 |
106,81 |
107,02 |
1,65 |
1,55 |
106,92 |
1,60 |
WZ0118 |
PL0000104717 |
99,67 |
99,79 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,80 |
105,01 |
1,72 |
1,63 |
104,91 |
1,68 |
PS0718 |
PL0000107595 |
101,94 |
102,11 |
1,75 |
1,69 |
102,03 |
1,72 |
WZ0119 |
PL0000107603 |
99,32 |
99,47 |
--- |
--- |
99,40 |
--- |
PS0719 |
PL0000108148 |
104,54 |
104,77 |
1,96 |
1,90 |
104,66 |
1,93 |
DS1019 |
PL0000105441 |
113,24 |
113,50 |
1,97 |
1,91 |
113,37 |
1,94 |
WZ0120 |
PL0000108601 |
98,74 |
98,87 |
--- |
--- |
98,81 |
--- |
PS0420 |
PL0000108510 |
97,31 |
97,57 |
2,14 |
2,08 |
97,44 |
2,11 |
DS1020 |
PL0000106126 |
114,23 |
114,52 |
2,18 |
2,12 |
114,38 |
2,15 |
WZ0121 |
PL0000106068 |
98,16 |
98,34 |
--- |
--- |
98,25 |
--- |
PS0421 |
PL0000108916 |
98,38 |
98,67 |
2,32 |
2,26 |
98,53 |
2,29 |
DS1021 |
PL0000106670 |
118,42 |
118,75 |
2,38 |
2,33 |
118,59 |
2,36 |
WS0922 |
PL0000102646 |
119,85 |
120,29 |
2,55 |
2,49 |
120,07 |
2,52 |
IZ0823 |
PL0000105359 |
106,73 |
113,06 |
--- |
--- |
109,90 |
--- |
DS1023 |
PL0000107264 |
109,12 |
109,57 |
2,71 |
2,65 |
109,35 |
2,67 |
WZ0124 |
PL0000107454 |
96,29 |
96,60 |
--- |
--- |
96,45 |
--- |
DS0725 |
PL0000108197 |
103,50 |
103,89 |
2,83 |
2,78 |
103,70 |
2,81 |
WZ0126 |
PL0000108817 |
95,17 |
95,56 |
--- |
--- |
95,37 |
--- |
DS0726 |
PL0000108866 |
95,67 |
96,19 |
2,98 |
2,92 |
95,93 |
2,95 |
WS0429 |
PL0000105391 |
126,24 |
131,86 |
3,30 |
2,86 |
129,05 |
3,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,48 |
101,57 |
1,57 |
1,37 |
101,53 |
1,46 |
OK0716 |
PL0000107926 |
98,91 |
99,03 |
1,60 |
1,42 |
98,97 |
1,51 |
IZ0816 |
PL0000103529 |
101,24 |
101,72 |
--- |
--- |
101,48 |
--- |
PS1016 |
PL0000106795 |
102,92 |
103,03 |
1,59 |
1,48 |
102,98 |
1,53 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,43 |
104,57 |
1,60 |
1,51 |
104,50 |
1,56 |
OK0717 |
PL0000108502 |
97,38 |
97,46 |
1,58 |
1,53 |
97,42 |
1,56 |
DS1017 |
PL0000104543 |
106,96 |
107,08 |
1,58 |
1,52 |
107,02 |
1,55 |
WZ0118 |
PL0000104717 |
99,67 |
99,79 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,96 |
105,11 |
1,66 |
1,59 |
105,04 |
1,62 |
PS0718 |
PL0000107595 |
102,04 |
102,26 |
1,71 |
1,63 |
102,15 |
1,67 |
WZ0119 |
PL0000107603 |
99,37 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0719 |
PL0000108148 |
104,75 |
104,98 |
1,90 |
1,84 |
104,87 |
1,87 |
DS1019 |
PL0000105441 |
113,47 |
113,76 |
1,92 |
1,84 |
113,62 |
1,88 |
WZ0120 |
PL0000108601 |
98,77 |
98,89 |
--- |
--- |
98,83 |
--- |
PS0420 |
PL0000108510 |
97,63 |
97,80 |
2,06 |
2,02 |
97,72 |
2,04 |
DS1020 |
PL0000106126 |
114,71 |
114,84 |
2,08 |
2,06 |
114,78 |
2,07 |
WZ0121 |
PL0000106068 |
98,26 |
98,43 |
--- |
--- |
98,35 |
--- |
PS0421 |
PL0000108916 |
98,73 |
99,01 |
2,25 |
2,19 |
98,87 |
2,22 |
DS1021 |
PL0000106670 |
118,88 |
119,13 |
2,31 |
2,27 |
119,01 |
2,29 |
WS0922 |
PL0000102646 |
120,33 |
120,73 |
2,48 |
2,43 |
120,53 |
2,45 |
IZ0823 |
PL0000105359 |
108,86 |
113,03 |
--- |
--- |
110,95 |
--- |
DS1023 |
PL0000107264 |
109,78 |
109,99 |
2,62 |
2,59 |
109,89 |
2,60 |
WZ0124 |
PL0000107454 |
96,47 |
96,66 |
--- |
--- |
96,57 |
--- |
DS0725 |
PL0000108197 |
104,12 |
104,33 |
2,76 |
2,73 |
104,23 |
2,74 |
WZ0126 |
PL0000108817 |
95,31 |
95,59 |
--- |
--- |
95,45 |
--- |
DS0726 |
PL0000108866 |
96,21 |
96,65 |
2,91 |
2,87 |
96,43 |
2,89 |
WS0429 |
PL0000105391 |
128,24 |
131,34 |
3,14 |
2,90 |
129,79 |
3,02 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
65 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
15 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,410 |
1,450 |
1,439 |
650 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
685 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
145 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
95 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
35 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
105 |
TOTAL |
1 845 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
1,550 |
1,550 |
1,550 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.