2015-11-17 |
MARKET DATA |
No 222 (2753) |
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 |
915,00 |
946,79 |
59 |
150,00 |
161,01 |
3 |
1 065,00 |
1 107,80 |
62 |
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 |
99,73 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,51 |
101,51 |
101,510 |
101,510 |
101,510 |
101,510 |
101,510 |
135 000 |
140,88 |
3 |
OK0716 |
PL0000107926 |
98,96 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,92 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,46 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,41 |
97,45 |
97,410 |
97,410 |
97,410 |
97,410 |
97,410 |
50 000 |
48,71 |
1 |
DS1017 |
PL0000104543 |
106,90 |
106,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,98 |
105,00 |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
10 000 |
10,71 |
1 |
PS0718 |
PL0000107595 |
102,15 |
102,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,01 |
104,85 |
105,010 |
105,010 |
104,990 |
105,000 |
105,000 |
30 000 |
31,81 |
3 |
DS1019 |
PL0000105441 |
113,75 |
113,58 |
113,710 |
113,710 |
113,700 |
113,700 |
113,705 |
20 000 |
22,82 |
2 |
PS0420 |
PL0000108510 |
97,91 |
97,64 |
97,880 |
97,880 |
97,590 |
97,590 |
97,639 |
190 000 |
187,13 |
14 |
DS1020 |
PL0000106126 |
114,92 |
114,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,08 |
98,67 |
98,850 |
98,850 |
98,670 |
98,770 |
98,806 |
155 000 |
154,91 |
16 |
DS1021 |
PL0000106670 |
119,35 |
119,08 |
119,350 |
119,390 |
119,350 |
119,390 |
119,362 |
125 000 |
149,69 |
9 |
WS0922 |
PL0000102646 |
120,85 |
120,68 |
120,850 |
120,850 |
120,850 |
120,850 |
120,850 |
5 000 |
6,09 |
1 |
DS1023 |
PL0000107264 |
110,30 |
109,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,78 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,91 |
96,40 |
96,910 |
96,910 |
96,400 |
96,400 |
96,806 |
70 000 |
68,32 |
7 |
WS0428 |
PL0000107611 |
95,51 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,03 |
128,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,11 |
144,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,30 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,85 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,01 |
100,01 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
125 000 |
125,72 |
2 |
WZ0118 |
PL0000104717 |
99,73 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,43 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,74 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,23 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,53 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,32 |
95,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
915 000 |
946,79 |
59 |
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 |
101,47 |
101,54 |
1,53 |
1,37 |
101,51 |
1,44 |
OK0716 |
PL0000107926 |
98,94 |
99,04 |
1,57 |
1,42 |
98,99 |
1,50 |
IZ0816 |
PL0000103529 |
101,12 |
101,86 |
--- |
--- |
101,49 |
--- |
PS1016 |
PL0000106795 |
102,90 |
103,01 |
1,59 |
1,47 |
102,96 |
1,52 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,43 |
104,55 |
1,59 |
1,51 |
104,49 |
1,55 |
OK0717 |
PL0000108502 |
97,38 |
97,53 |
1,59 |
1,50 |
97,46 |
1,54 |
DS1017 |
PL0000104543 |
106,87 |
107,06 |
1,61 |
1,51 |
106,97 |
1,56 |
WZ0118 |
PL0000104717 |
99,71 |
99,83 |
--- |
--- |
99,77 |
--- |
PS0418 |
PL0000107314 |
104,94 |
105,12 |
1,66 |
1,58 |
105,03 |
1,62 |
PS0718 |
PL0000107595 |
102,13 |
102,30 |
1,68 |
1,61 |
102,22 |
1,64 |
WZ0119 |
PL0000107603 |
99,40 |
99,52 |
--- |
--- |
99,46 |
--- |
PS0719 |
PL0000108148 |
104,98 |
105,17 |
1,84 |
1,78 |
105,08 |
1,81 |
DS1019 |
PL0000105441 |
113,71 |
113,93 |
1,85 |
1,80 |
113,82 |
1,82 |
WZ0120 |
PL0000108601 |
98,72 |
98,85 |
--- |
--- |
98,79 |
--- |
PS0420 |
PL0000108510 |
97,86 |
98,07 |
2,01 |
1,96 |
97,97 |
1,98 |
DS1020 |
PL0000106126 |
114,84 |
115,14 |
2,05 |
1,99 |
114,99 |
2,02 |
WZ0121 |
PL0000106068 |
98,21 |
98,40 |
--- |
--- |
98,31 |
--- |
PS0421 |
PL0000108916 |
99,05 |
99,35 |
2,18 |
2,13 |
99,20 |
2,15 |
DS1021 |
PL0000106670 |
119,31 |
119,59 |
2,23 |
2,19 |
119,45 |
2,21 |
WS0922 |
PL0000102646 |
120,76 |
121,21 |
2,42 |
2,35 |
120,99 |
2,39 |
IZ0823 |
PL0000105359 |
107,06 |
112,89 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
110,25 |
110,65 |
2,55 |
2,50 |
110,45 |
2,53 |
WZ0124 |
PL0000107454 |
96,41 |
96,70 |
--- |
--- |
96,56 |
--- |
DS0725 |
PL0000108197 |
104,70 |
105,10 |
2,69 |
2,64 |
104,90 |
2,67 |
WZ0126 |
PL0000108817 |
95,26 |
95,65 |
--- |
--- |
95,46 |
--- |
DS0726 |
PL0000108866 |
96,87 |
97,30 |
2,84 |
2,79 |
97,09 |
2,82 |
WS0429 |
PL0000105391 |
122,93 |
137,95 |
3,57 |
2,41 |
130,44 |
2,97 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,48 |
101,53 |
1,51 |
1,39 |
101,51 |
1,44 |
OK0716 |
PL0000107926 |
98,95 |
99,05 |
1,56 |
1,41 |
99,00 |
1,48 |
IZ0816 |
PL0000103529 |
101,12 |
101,68 |
--- |
--- |
101,40 |
--- |
PS1016 |
PL0000106795 |
102,90 |
103,01 |
1,59 |
1,47 |
102,96 |
1,52 |
WZ0117 |
PL0000106936 |
99,98 |
100,05 |
--- |
--- |
100,02 |
--- |
PS0417 |
PL0000107058 |
104,41 |
104,54 |
1,60 |
1,51 |
104,48 |
1,55 |
OK0717 |
PL0000108502 |
97,36 |
97,48 |
1,60 |
1,53 |
97,42 |
1,57 |
DS1017 |
PL0000104543 |
106,81 |
107,01 |
1,64 |
1,54 |
106,91 |
1,59 |
WZ0118 |
PL0000104717 |
99,71 |
99,83 |
--- |
--- |
99,77 |
--- |
PS0418 |
PL0000107314 |
104,83 |
105,02 |
1,70 |
1,62 |
104,93 |
1,66 |
PS0718 |
PL0000107595 |
101,99 |
102,13 |
1,73 |
1,68 |
102,06 |
1,70 |
WZ0119 |
PL0000107603 |
99,36 |
99,54 |
--- |
--- |
99,45 |
--- |
PS0719 |
PL0000108148 |
104,76 |
104,88 |
1,90 |
1,86 |
104,82 |
1,88 |
DS1019 |
PL0000105441 |
113,34 |
113,60 |
1,94 |
1,88 |
113,47 |
1,91 |
WZ0120 |
PL0000108601 |
98,71 |
98,83 |
--- |
--- |
98,77 |
--- |
PS0420 |
PL0000108510 |
97,48 |
97,69 |
2,10 |
2,05 |
97,59 |
2,07 |
DS1020 |
PL0000106126 |
114,39 |
114,70 |
2,14 |
2,08 |
114,55 |
2,11 |
WZ0121 |
PL0000106068 |
98,21 |
98,40 |
--- |
--- |
98,31 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,79 |
2,28 |
2,24 |
98,69 |
2,26 |
DS1021 |
PL0000106670 |
118,88 |
119,12 |
2,30 |
2,27 |
119,00 |
2,29 |
WS0922 |
PL0000102646 |
120,28 |
120,73 |
2,49 |
2,42 |
120,51 |
2,45 |
IZ0823 |
PL0000105359 |
106,87 |
113,08 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
109,67 |
109,96 |
2,63 |
2,59 |
109,82 |
2,61 |
WZ0124 |
PL0000107454 |
96,49 |
96,69 |
--- |
--- |
96,59 |
--- |
DS0725 |
PL0000108197 |
104,24 |
104,55 |
2,74 |
2,71 |
104,40 |
2,72 |
WZ0126 |
PL0000108817 |
95,26 |
95,65 |
--- |
--- |
95,46 |
--- |
DS0726 |
PL0000108866 |
96,22 |
96,61 |
2,91 |
2,87 |
96,42 |
2,89 |
WS0429 |
PL0000105391 |
125,97 |
132,80 |
3,32 |
2,79 |
129,39 |
3,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
40 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,380 |
1,390 |
1,384 |
110 |
TOTAL |
150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.