2015-11-13 |
MARKET DATA |
No 220 (2751) |
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 |
647,50 |
647,28 |
40 |
1 030,00 |
1 079,37 |
10 |
1 677,50 |
1 726,65 |
50 |
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 |
99,71 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,51 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,95 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,94 |
102,99 |
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 |
97,42 |
97,41 |
97,410 |
97,420 |
97,400 |
97,400 |
97,409 |
247 500 |
241,09 |
10 |
DS1017 |
PL0000104543 |
106,97 |
106,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,04 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,10 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,93 |
104,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,69 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,89 |
97,85 |
97,860 |
97,910 |
97,860 |
97,860 |
97,881 |
80 000 |
78,98 |
5 |
DS1020 |
PL0000106126 |
115,00 |
114,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,13 |
99,04 |
99,130 |
99,130 |
99,130 |
99,130 |
99,130 |
10 000 |
10,03 |
1 |
DS1021 |
PL0000106670 |
119,35 |
119,27 |
119,460 |
119,460 |
119,460 |
119,460 |
119,460 |
15 000 |
17,97 |
1 |
WS0922 |
PL0000102646 |
120,80 |
120,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,40 |
110,25 |
110,080 |
110,080 |
110,080 |
110,080 |
110,080 |
5 000 |
5,52 |
1 |
DS0725 |
PL0000108197 |
104,85 |
104,53 |
104,620 |
104,900 |
104,590 |
104,900 |
104,712 |
120 000 |
126,88 |
11 |
DS0726 |
PL0000108866 |
96,95 |
96,80 |
96,800 |
96,950 |
96,750 |
96,950 |
96,842 |
30 000 |
29,29 |
4 |
WS0428 |
PL0000107611 |
95,83 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,50 |
130,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,65 |
145,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,73 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,30 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,72 |
99,74 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
20 000 |
20,06 |
1 |
WZ0119 |
PL0000107603 |
99,42 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,80 |
98,82 |
98,800 |
98,800 |
98,800 |
98,800 |
98,800 |
40 000 |
39,74 |
1 |
WZ0121 |
PL0000106068 |
98,26 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,58 |
96,57 |
96,580 |
96,610 |
96,580 |
96,580 |
96,591 |
80 000 |
77,72 |
5 |
WZ0126 |
PL0000108817 |
95,59 |
95,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
647 500 |
647,28 |
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 |
101,44 |
101,56 |
1,64 |
1,37 |
101,50 |
1,50 |
OK0716 |
PL0000107926 |
98,91 |
99,03 |
1,61 |
1,43 |
98,97 |
1,52 |
IZ0816 |
PL0000103529 |
101,11 |
101,66 |
--- |
--- |
101,39 |
--- |
PS1016 |
PL0000106795 |
102,88 |
103,02 |
1,63 |
1,48 |
102,95 |
1,55 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,43 |
104,57 |
1,60 |
1,50 |
104,50 |
1,55 |
OK0717 |
PL0000108502 |
97,39 |
97,53 |
1,58 |
1,49 |
97,46 |
1,54 |
DS1017 |
PL0000104543 |
106,91 |
107,07 |
1,60 |
1,52 |
106,99 |
1,56 |
WZ0118 |
PL0000104717 |
99,67 |
99,79 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,93 |
105,12 |
1,66 |
1,59 |
105,03 |
1,62 |
PS0718 |
PL0000107595 |
102,08 |
102,29 |
1,70 |
1,62 |
102,19 |
1,66 |
WZ0119 |
PL0000107603 |
99,36 |
99,50 |
--- |
--- |
99,43 |
--- |
PS0719 |
PL0000108148 |
104,86 |
105,09 |
1,87 |
1,81 |
104,98 |
1,84 |
DS1019 |
PL0000105441 |
113,63 |
113,91 |
1,87 |
1,81 |
113,77 |
1,84 |
WZ0120 |
PL0000108601 |
98,77 |
98,89 |
--- |
--- |
98,83 |
--- |
PS0420 |
PL0000108510 |
97,78 |
97,96 |
2,03 |
1,98 |
97,87 |
2,00 |
DS1020 |
PL0000106126 |
114,77 |
115,05 |
2,07 |
2,01 |
114,91 |
2,04 |
WZ0121 |
PL0000106068 |
98,24 |
98,43 |
--- |
--- |
98,34 |
--- |
PS0421 |
PL0000108916 |
98,98 |
99,23 |
2,20 |
2,15 |
99,11 |
2,17 |
DS1021 |
PL0000106670 |
119,11 |
119,42 |
2,27 |
2,22 |
119,27 |
2,24 |
WS0922 |
PL0000102646 |
120,67 |
121,11 |
2,43 |
2,37 |
120,89 |
2,40 |
IZ0823 |
PL0000105359 |
107,42 |
112,93 |
--- |
--- |
110,18 |
--- |
DS1023 |
PL0000107264 |
110,06 |
110,50 |
2,58 |
2,52 |
110,28 |
2,55 |
WZ0124 |
PL0000107454 |
96,39 |
96,63 |
--- |
--- |
96,51 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,94 |
2,70 |
2,66 |
104,77 |
2,68 |
WZ0126 |
PL0000108817 |
95,27 |
95,63 |
--- |
--- |
95,45 |
--- |
DS0726 |
PL0000108866 |
96,71 |
97,15 |
2,86 |
2,81 |
96,93 |
2,83 |
WS0429 |
PL0000105391 |
129,46 |
132,39 |
3,04 |
2,82 |
130,93 |
2,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,49 |
101,55 |
1,53 |
1,39 |
101,52 |
1,46 |
OK0716 |
PL0000107926 |
98,93 |
99,03 |
1,58 |
1,43 |
98,98 |
1,50 |
IZ0816 |
PL0000103529 |
101,22 |
101,65 |
--- |
--- |
101,44 |
--- |
PS1016 |
PL0000106795 |
102,91 |
103,01 |
1,59 |
1,49 |
102,96 |
1,54 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,40 |
104,52 |
1,62 |
1,54 |
104,46 |
1,58 |
OK0717 |
PL0000108502 |
97,36 |
97,44 |
1,60 |
1,55 |
97,40 |
1,57 |
DS1017 |
PL0000104543 |
106,94 |
107,05 |
1,58 |
1,53 |
107,00 |
1,55 |
WZ0118 |
PL0000104717 |
99,69 |
99,81 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
105,01 |
105,11 |
1,63 |
1,59 |
105,06 |
1,61 |
PS0718 |
PL0000107595 |
102,07 |
102,27 |
1,70 |
1,63 |
102,17 |
1,66 |
WZ0119 |
PL0000107603 |
99,39 |
99,51 |
--- |
--- |
99,45 |
--- |
PS0719 |
PL0000108148 |
104,91 |
105,10 |
1,86 |
1,80 |
105,01 |
1,83 |
DS1019 |
PL0000105441 |
113,67 |
113,93 |
1,86 |
1,80 |
113,80 |
1,83 |
WZ0120 |
PL0000108601 |
98,73 |
98,86 |
--- |
--- |
98,80 |
--- |
PS0420 |
PL0000108510 |
97,86 |
98,04 |
2,01 |
1,96 |
97,95 |
1,98 |
DS1020 |
PL0000106126 |
114,97 |
115,10 |
2,03 |
2,00 |
115,04 |
2,02 |
WZ0121 |
PL0000106068 |
98,20 |
98,39 |
--- |
--- |
98,30 |
--- |
PS0421 |
PL0000108916 |
99,09 |
99,29 |
2,18 |
2,14 |
99,19 |
2,16 |
DS1021 |
PL0000106670 |
119,32 |
119,56 |
2,24 |
2,20 |
119,44 |
2,22 |
WS0922 |
PL0000102646 |
120,75 |
121,16 |
2,42 |
2,36 |
120,96 |
2,39 |
IZ0823 |
PL0000105359 |
107,86 |
114,68 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
110,33 |
110,60 |
2,54 |
2,51 |
110,47 |
2,53 |
WZ0124 |
PL0000107454 |
96,48 |
96,64 |
--- |
--- |
96,56 |
--- |
DS0725 |
PL0000108197 |
104,78 |
104,98 |
2,68 |
2,66 |
104,88 |
2,67 |
WZ0126 |
PL0000108817 |
95,39 |
95,63 |
--- |
--- |
95,51 |
--- |
DS0726 |
PL0000108866 |
96,91 |
97,26 |
2,84 |
2,80 |
97,09 |
2,82 |
WS0429 |
PL0000105391 |
130,00 |
131,09 |
3,00 |
2,92 |
130,55 |
2,96 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,300 |
1,300 |
1,300 |
200 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
70 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
360 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
5 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
35 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
110 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
250 |
TOTAL |
1 030 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.