2015-11-16 |
MARKET DATA |
No 221 (2752) |
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 |
392,50 |
397,46 |
30 |
165,00 |
167,16 |
4 |
557,50 |
564,61 |
34 |
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 |
99,72 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,52 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,97 |
99,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,95 |
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 |
97,41 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,96 |
107,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,05 |
105,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,16 |
102,18 |
102,160 |
102,160 |
102,160 |
102,160 |
102,160 |
12 500 |
12,87 |
1 |
PS0719 |
PL0000108148 |
105,04 |
105,03 |
105,060 |
105,100 |
105,060 |
105,100 |
105,083 |
115 000 |
122,03 |
6 |
DS1019 |
PL0000105441 |
113,80 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,00 |
97,93 |
97,950 |
98,000 |
97,880 |
97,880 |
97,911 |
165 000 |
162,95 |
13 |
DS1020 |
PL0000106126 |
115,00 |
115,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,12 |
99,17 |
99,110 |
99,110 |
99,090 |
99,090 |
99,095 |
40 000 |
40,09 |
4 |
DS1021 |
PL0000106670 |
119,40 |
119,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,95 |
121,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,45 |
110,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,05 |
104,95 |
104,870 |
104,870 |
104,870 |
104,870 |
104,870 |
10 000 |
10,59 |
1 |
DS0726 |
PL0000108866 |
97,11 |
97,00 |
97,000 |
97,150 |
97,000 |
97,150 |
97,056 |
50 000 |
48,92 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,57 |
130,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,63 |
145,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,20 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,90 |
112,50 |
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 |
99,71 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,74 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,22 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,50 |
96,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,46 |
95,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
392 500 |
397,46 |
30 |
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 |
101,46 |
101,52 |
1,57 |
1,44 |
101,49 |
1,50 |
OK0716 |
PL0000107926 |
98,92 |
99,03 |
1,60 |
1,43 |
98,98 |
1,51 |
IZ0816 |
PL0000103529 |
101,11 |
101,65 |
--- |
--- |
101,38 |
--- |
PS1016 |
PL0000106795 |
102,90 |
103,01 |
1,60 |
1,48 |
102,96 |
1,53 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,38 |
104,52 |
1,63 |
1,53 |
104,45 |
1,58 |
OK0717 |
PL0000108502 |
97,36 |
97,50 |
1,60 |
1,51 |
97,43 |
1,56 |
DS1017 |
PL0000104543 |
106,81 |
107,02 |
1,64 |
1,54 |
106,92 |
1,59 |
WZ0118 |
PL0000104717 |
99,68 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
104,87 |
105,07 |
1,69 |
1,61 |
104,97 |
1,65 |
PS0718 |
PL0000107595 |
102,04 |
102,26 |
1,71 |
1,63 |
102,15 |
1,67 |
WZ0119 |
PL0000107603 |
99,33 |
99,50 |
--- |
--- |
99,42 |
--- |
PS0719 |
PL0000108148 |
104,85 |
105,07 |
1,87 |
1,81 |
104,96 |
1,84 |
DS1019 |
PL0000105441 |
113,61 |
113,89 |
1,88 |
1,81 |
113,75 |
1,84 |
WZ0120 |
PL0000108601 |
98,71 |
98,88 |
--- |
--- |
98,80 |
--- |
PS0420 |
PL0000108510 |
97,79 |
98,03 |
2,02 |
1,97 |
97,91 |
1,99 |
DS1020 |
PL0000106126 |
114,79 |
115,09 |
2,06 |
2,00 |
114,94 |
2,03 |
WZ0121 |
PL0000106068 |
98,19 |
98,39 |
--- |
--- |
98,29 |
--- |
PS0421 |
PL0000108916 |
98,99 |
99,29 |
2,20 |
2,14 |
99,14 |
2,17 |
DS1021 |
PL0000106670 |
119,23 |
119,55 |
2,25 |
2,20 |
119,39 |
2,22 |
WS0922 |
PL0000102646 |
120,70 |
121,15 |
2,43 |
2,36 |
120,93 |
2,40 |
IZ0823 |
PL0000105359 |
107,79 |
113,06 |
--- |
--- |
110,43 |
--- |
DS1023 |
PL0000107264 |
110,12 |
110,57 |
2,57 |
2,51 |
110,35 |
2,54 |
WZ0124 |
PL0000107454 |
96,38 |
96,66 |
--- |
--- |
96,52 |
--- |
DS0725 |
PL0000108197 |
104,64 |
105,03 |
2,70 |
2,65 |
104,84 |
2,67 |
WZ0126 |
PL0000108817 |
95,23 |
95,62 |
--- |
--- |
95,43 |
--- |
DS0726 |
PL0000108866 |
96,79 |
97,25 |
2,85 |
2,80 |
97,02 |
2,82 |
WS0429 |
PL0000105391 |
124,55 |
135,09 |
3,43 |
2,61 |
129,82 |
3,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,50 |
101,55 |
1,48 |
1,37 |
101,53 |
1,42 |
OK0716 |
PL0000107926 |
98,95 |
99,04 |
1,55 |
1,42 |
99,00 |
1,48 |
IZ0816 |
PL0000103529 |
101,11 |
101,65 |
--- |
--- |
101,38 |
--- |
PS1016 |
PL0000106795 |
102,92 |
103,02 |
1,57 |
1,47 |
102,97 |
1,52 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,43 |
104,54 |
1,59 |
1,52 |
104,49 |
1,55 |
OK0717 |
PL0000108502 |
97,38 |
97,49 |
1,59 |
1,52 |
97,44 |
1,55 |
DS1017 |
PL0000104543 |
106,93 |
107,04 |
1,58 |
1,53 |
106,99 |
1,55 |
WZ0118 |
PL0000104717 |
99,68 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
105,02 |
105,12 |
1,63 |
1,59 |
105,07 |
1,61 |
PS0718 |
PL0000107595 |
102,14 |
102,24 |
1,67 |
1,64 |
102,19 |
1,66 |
WZ0119 |
PL0000107603 |
99,33 |
99,48 |
--- |
--- |
99,41 |
--- |
PS0719 |
PL0000108148 |
104,98 |
105,17 |
1,84 |
1,78 |
105,08 |
1,81 |
DS1019 |
PL0000105441 |
113,76 |
113,94 |
1,84 |
1,80 |
113,85 |
1,82 |
WZ0120 |
PL0000108601 |
98,72 |
98,85 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,96 |
98,09 |
1,98 |
1,95 |
98,03 |
1,97 |
DS1020 |
PL0000106126 |
114,97 |
115,17 |
2,03 |
1,99 |
115,07 |
2,01 |
WZ0121 |
PL0000106068 |
98,20 |
98,39 |
--- |
--- |
98,30 |
--- |
PS0421 |
PL0000108916 |
99,08 |
99,28 |
2,18 |
2,14 |
99,18 |
2,16 |
DS1021 |
PL0000106670 |
119,37 |
119,56 |
2,23 |
2,20 |
119,47 |
2,21 |
WS0922 |
PL0000102646 |
120,90 |
121,30 |
2,40 |
2,34 |
121,10 |
2,37 |
IZ0823 |
PL0000105359 |
109,22 |
112,88 |
--- |
--- |
111,05 |
--- |
DS1023 |
PL0000107264 |
110,36 |
110,74 |
2,54 |
2,49 |
110,55 |
2,51 |
WZ0124 |
PL0000107454 |
96,46 |
96,66 |
--- |
--- |
96,56 |
--- |
DS0725 |
PL0000108197 |
104,90 |
105,17 |
2,67 |
2,63 |
105,04 |
2,65 |
WZ0126 |
PL0000108817 |
95,36 |
95,64 |
--- |
--- |
95,50 |
--- |
DS0726 |
PL0000108866 |
97,01 |
97,41 |
2,83 |
2,78 |
97,21 |
2,80 |
WS0429 |
PL0000105391 |
127,16 |
133,34 |
3,22 |
2,75 |
130,25 |
2,98 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
85 |
TOTAL |
165 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.