2015-11-18 |
MARKET DATA |
No 223 (2754) |
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 |
1 315,00 |
1 312,64 |
49 |
890,00 |
910,09 |
9 |
2 205,00 |
2 222,74 |
58 |
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 |
99,77 |
99,76 |
99,760 |
99,770 |
99,760 |
99,760 |
99,769 |
692 500 |
690,90 |
11 |
PS0416 |
PL0000106340 |
101,51 |
101,51 |
101,490 |
101,490 |
101,490 |
101,490 |
101,490 |
100 000 |
104,35 |
2 |
OK0716 |
PL0000107926 |
98,96 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,90 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,45 |
104,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,40 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,87 |
106,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,85 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,01 |
102,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,70 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,43 |
113,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,57 |
97,49 |
97,560 |
97,560 |
97,530 |
97,530 |
97,540 |
60 000 |
59,04 |
5 |
DS1020 |
PL0000106126 |
114,45 |
114,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,70 |
98,53 |
98,530 |
98,580 |
98,530 |
98,550 |
98,544 |
205 000 |
204,36 |
11 |
DS1021 |
PL0000106670 |
119,00 |
118,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,36 |
120,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,90 |
109,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,35 |
104,18 |
104,400 |
104,460 |
104,230 |
104,230 |
104,383 |
35 000 |
36,90 |
5 |
DS0726 |
PL0000108866 |
96,33 |
96,26 |
96,260 |
96,260 |
96,220 |
96,220 |
96,235 |
40 000 |
38,82 |
4 |
WS0428 |
PL0000107611 |
94,75 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,22 |
129,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
113,73 |
143,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,20 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,20 |
112,20 |
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 |
99,74 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,38 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,74 |
98,65 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
50 000 |
49,64 |
2 |
WZ0121 |
PL0000106068 |
98,25 |
98,24 |
98,250 |
98,250 |
98,240 |
98,240 |
98,247 |
15 000 |
14,82 |
2 |
WZ0124 |
PL0000107454 |
96,44 |
96,41 |
96,310 |
96,410 |
96,290 |
96,410 |
96,350 |
112 500 |
109,04 |
6 |
WZ0126 |
PL0000108817 |
95,25 |
95,30 |
95,200 |
95,200 |
95,200 |
95,200 |
95,200 |
5 000 |
4,79 |
1 |
TOTAL |
1 315 000 |
1 312,64 |
49 |
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 |
1,51 |
1,35 |
101,51 |
1,42 |
OK0716 |
PL0000107926 |
98,94 |
99,04 |
1,58 |
1,43 |
98,99 |
1,51 |
IZ0816 |
PL0000103529 |
101,12 |
101,67 |
--- |
--- |
101,40 |
--- |
PS1016 |
PL0000106795 |
102,87 |
102,99 |
1,61 |
1,48 |
102,93 |
1,55 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,38 |
104,52 |
1,62 |
1,52 |
104,45 |
1,57 |
OK0717 |
PL0000108502 |
97,36 |
97,50 |
1,61 |
1,52 |
97,43 |
1,56 |
DS1017 |
PL0000104543 |
106,83 |
106,98 |
1,62 |
1,55 |
106,91 |
1,58 |
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 |
102,20 |
1,73 |
1,65 |
102,10 |
1,69 |
WZ0119 |
PL0000107603 |
99,35 |
99,50 |
--- |
--- |
99,43 |
--- |
PS0719 |
PL0000108148 |
104,67 |
104,89 |
1,92 |
1,86 |
104,78 |
1,89 |
DS1019 |
PL0000105441 |
113,36 |
113,63 |
1,93 |
1,87 |
113,50 |
1,90 |
WZ0120 |
PL0000108601 |
98,71 |
98,85 |
--- |
--- |
98,78 |
--- |
PS0420 |
PL0000108510 |
97,53 |
97,72 |
2,09 |
2,04 |
97,63 |
2,06 |
DS1020 |
PL0000106126 |
114,41 |
114,71 |
2,14 |
2,08 |
114,56 |
2,11 |
WZ0121 |
PL0000106068 |
98,22 |
98,38 |
--- |
--- |
98,30 |
--- |
PS0421 |
PL0000108916 |
98,61 |
98,82 |
2,27 |
2,23 |
98,72 |
2,25 |
DS1021 |
PL0000106670 |
118,95 |
119,16 |
2,29 |
2,26 |
119,06 |
2,27 |
WS0922 |
PL0000102646 |
120,29 |
120,73 |
2,48 |
2,42 |
120,51 |
2,45 |
IZ0823 |
PL0000105359 |
106,97 |
113,03 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
109,80 |
110,19 |
2,61 |
2,56 |
110,00 |
2,59 |
WZ0124 |
PL0000107454 |
96,31 |
96,60 |
--- |
--- |
96,46 |
--- |
DS0725 |
PL0000108197 |
104,24 |
104,53 |
2,74 |
2,71 |
104,39 |
2,72 |
WZ0126 |
PL0000108817 |
95,19 |
95,58 |
--- |
--- |
95,39 |
--- |
DS0726 |
PL0000108866 |
96,27 |
96,71 |
2,91 |
2,86 |
96,49 |
2,88 |
WS0429 |
PL0000105391 |
123,65 |
139,33 |
3,51 |
2,31 |
131,49 |
2,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,48 |
101,54 |
1,49 |
1,35 |
101,51 |
1,42 |
OK0716 |
PL0000107926 |
98,95 |
99,04 |
1,57 |
1,43 |
99,00 |
1,49 |
IZ0816 |
PL0000103529 |
101,12 |
101,67 |
--- |
--- |
101,40 |
--- |
PS1016 |
PL0000106795 |
102,88 |
102,99 |
1,60 |
1,48 |
102,94 |
1,54 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,41 |
104,50 |
1,60 |
1,53 |
104,46 |
1,56 |
OK0717 |
PL0000108502 |
97,36 |
97,47 |
1,61 |
1,54 |
97,42 |
1,57 |
DS1017 |
PL0000104543 |
106,84 |
106,94 |
1,62 |
1,57 |
106,89 |
1,59 |
WZ0118 |
PL0000104717 |
99,69 |
99,81 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
104,83 |
104,99 |
1,70 |
1,63 |
104,91 |
1,67 |
PS0718 |
PL0000107595 |
101,94 |
102,15 |
1,75 |
1,67 |
102,05 |
1,71 |
WZ0119 |
PL0000107603 |
99,32 |
99,44 |
--- |
--- |
99,38 |
--- |
PS0719 |
PL0000108148 |
104,67 |
104,83 |
1,92 |
1,88 |
104,75 |
1,90 |
DS1019 |
PL0000105441 |
113,27 |
113,53 |
1,96 |
1,89 |
113,40 |
1,92 |
WZ0120 |
PL0000108601 |
98,50 |
98,73 |
--- |
--- |
98,62 |
--- |
PS0420 |
PL0000108510 |
97,44 |
97,61 |
2,11 |
2,07 |
97,53 |
2,09 |
DS1020 |
PL0000106126 |
114,33 |
114,60 |
2,15 |
2,10 |
114,47 |
2,12 |
WZ0121 |
PL0000106068 |
98,07 |
98,27 |
--- |
--- |
98,17 |
--- |
PS0421 |
PL0000108916 |
98,46 |
98,61 |
2,30 |
2,27 |
98,54 |
2,29 |
DS1021 |
PL0000106670 |
118,70 |
118,87 |
2,33 |
2,31 |
118,79 |
2,32 |
WS0922 |
PL0000102646 |
120,13 |
120,53 |
2,51 |
2,45 |
120,33 |
2,48 |
IZ0823 |
PL0000105359 |
108,39 |
112,73 |
--- |
--- |
110,56 |
--- |
DS1023 |
PL0000107264 |
109,47 |
109,90 |
2,66 |
2,60 |
109,69 |
2,63 |
WZ0124 |
PL0000107454 |
96,30 |
96,45 |
--- |
--- |
96,38 |
--- |
DS0725 |
PL0000108197 |
103,93 |
104,25 |
2,78 |
2,74 |
104,09 |
2,76 |
WZ0126 |
PL0000108817 |
95,13 |
95,36 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
96,15 |
96,43 |
2,92 |
2,89 |
96,29 |
2,91 |
WS0429 |
PL0000105391 |
125,34 |
133,16 |
3,37 |
2,76 |
129,25 |
3,06 |
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 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
170 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
120 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
25 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
40 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
40 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,320 |
1,420 |
1,408 |
455 |
TOTAL |
890 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.