2015-11-19 |
MARKET DATA |
No 224 (2755) |
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 |
1 545,00 |
1 557,54 |
49 |
4 095,00 |
4 214,48 |
25 |
5 640,00 |
5 772,02 |
74 |
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 |
99,76 |
99,77 |
99,770 |
99,770 |
99,760 |
99,770 |
99,769 |
935 000 |
932,84 |
18 |
PS0416 |
PL0000106340 |
101,47 |
101,49 |
101,490 |
101,500 |
101,490 |
101,500 |
101,497 |
240 000 |
250,54 |
7 |
OK0716 |
PL0000107926 |
99,01 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,91 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,44 |
104,46 |
104,440 |
104,440 |
104,440 |
104,440 |
104,440 |
10 000 |
10,72 |
1 |
OK0717 |
PL0000108502 |
97,40 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,87 |
106,91 |
106,920 |
106,920 |
106,920 |
106,920 |
106,920 |
35 000 |
37,57 |
2 |
PS0418 |
PL0000107314 |
104,86 |
104,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,01 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,73 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,37 |
113,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,56 |
97,57 |
97,590 |
97,590 |
97,570 |
97,580 |
97,580 |
60 000 |
59,07 |
6 |
DS1020 |
PL0000106126 |
114,39 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,45 |
98,60 |
98,690 |
98,690 |
98,650 |
98,650 |
98,670 |
20 000 |
19,97 |
2 |
DS1021 |
PL0000106670 |
118,82 |
118,85 |
118,890 |
118,890 |
118,890 |
118,890 |
118,890 |
5 000 |
5,97 |
1 |
WS0922 |
PL0000102646 |
120,25 |
120,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,73 |
109,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,20 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,26 |
96,30 |
96,360 |
96,370 |
96,360 |
96,370 |
96,366 |
25 000 |
24,30 |
2 |
WS0428 |
PL0000107611 |
94,96 |
98,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,00 |
129,91 |
130,000 |
130,000 |
130,000 |
130,000 |
130,000 |
10 000 |
13,33 |
1 |
WS0437 |
PL0000104857 |
114,09 |
143,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,27 |
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 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,70 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,27 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,64 |
98,65 |
98,630 |
98,630 |
98,600 |
98,600 |
98,603 |
200 000 |
198,38 |
8 |
WZ0121 |
PL0000106068 |
98,10 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,45 |
96,55 |
96,450 |
96,450 |
96,450 |
96,450 |
96,450 |
5 000 |
4,85 |
1 |
WZ0126 |
PL0000108817 |
95,27 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 545 000 |
1 557,54 |
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 |
101,44 |
101,52 |
1,51 |
1,33 |
101,48 |
1,42 |
OK0716 |
PL0000107926 |
98,97 |
99,06 |
1,55 |
1,42 |
99,02 |
1,48 |
IZ0816 |
PL0000103529 |
101,11 |
101,66 |
--- |
--- |
101,39 |
--- |
PS1016 |
PL0000106795 |
102,86 |
102,98 |
1,59 |
1,46 |
102,92 |
1,53 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,36 |
104,50 |
1,61 |
1,52 |
104,43 |
1,57 |
OK0717 |
PL0000108502 |
97,36 |
97,49 |
1,61 |
1,53 |
97,43 |
1,57 |
DS1017 |
PL0000104543 |
106,83 |
106,96 |
1,61 |
1,54 |
106,90 |
1,57 |
WZ0118 |
PL0000104717 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,99 |
1,71 |
1,63 |
104,89 |
1,67 |
PS0718 |
PL0000107595 |
101,95 |
102,17 |
1,74 |
1,66 |
102,06 |
1,70 |
WZ0119 |
PL0000107603 |
99,24 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,62 |
104,84 |
1,93 |
1,87 |
104,73 |
1,90 |
DS1019 |
PL0000105441 |
113,27 |
113,54 |
1,95 |
1,88 |
113,41 |
1,91 |
WZ0120 |
PL0000108601 |
98,52 |
98,80 |
--- |
--- |
98,66 |
--- |
PS0420 |
PL0000108510 |
97,45 |
97,65 |
2,11 |
2,06 |
97,55 |
2,08 |
DS1020 |
PL0000106126 |
114,34 |
114,62 |
2,14 |
2,09 |
114,48 |
2,12 |
WZ0121 |
PL0000106068 |
98,07 |
98,33 |
--- |
--- |
98,20 |
--- |
PS0421 |
PL0000108916 |
98,49 |
98,73 |
2,30 |
2,25 |
98,61 |
2,27 |
DS1021 |
PL0000106670 |
118,72 |
119,00 |
2,33 |
2,28 |
118,86 |
2,30 |
WS0922 |
PL0000102646 |
120,16 |
120,58 |
2,50 |
2,44 |
120,37 |
2,47 |
IZ0823 |
PL0000105359 |
106,97 |
112,98 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
109,64 |
110,02 |
2,63 |
2,58 |
109,83 |
2,61 |
WZ0124 |
PL0000107454 |
96,27 |
96,60 |
--- |
--- |
96,44 |
--- |
DS0725 |
PL0000108197 |
104,05 |
104,44 |
2,76 |
2,72 |
104,25 |
2,74 |
WZ0126 |
PL0000108817 |
94,99 |
95,38 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
96,05 |
96,53 |
2,93 |
2,88 |
96,29 |
2,91 |
WS0429 |
PL0000105391 |
128,45 |
131,91 |
3,12 |
2,85 |
130,18 |
2,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,44 |
101,52 |
1,51 |
1,33 |
101,48 |
1,42 |
OK0716 |
PL0000107926 |
98,97 |
99,04 |
1,55 |
1,45 |
99,01 |
1,49 |
IZ0816 |
PL0000103529 |
101,15 |
101,67 |
--- |
--- |
101,41 |
--- |
PS1016 |
PL0000106795 |
102,86 |
102,96 |
1,59 |
1,49 |
102,91 |
1,54 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,36 |
104,49 |
1,61 |
1,52 |
104,43 |
1,57 |
OK0717 |
PL0000108502 |
97,37 |
97,45 |
1,61 |
1,56 |
97,41 |
1,58 |
DS1017 |
PL0000104543 |
106,81 |
106,94 |
1,62 |
1,55 |
106,88 |
1,58 |
WZ0118 |
PL0000104717 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,98 |
1,71 |
1,63 |
104,89 |
1,67 |
PS0718 |
PL0000107595 |
101,95 |
102,16 |
1,74 |
1,66 |
102,06 |
1,70 |
WZ0119 |
PL0000107603 |
99,23 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,69 |
104,86 |
1,91 |
1,86 |
104,78 |
1,89 |
DS1019 |
PL0000105441 |
113,32 |
113,57 |
1,94 |
1,88 |
113,45 |
1,90 |
WZ0120 |
PL0000108601 |
98,58 |
98,71 |
--- |
--- |
98,65 |
--- |
PS0420 |
PL0000108510 |
97,51 |
97,68 |
2,09 |
2,05 |
97,60 |
2,07 |
DS1020 |
PL0000106126 |
114,37 |
114,66 |
2,14 |
2,08 |
114,52 |
2,11 |
WZ0121 |
PL0000106068 |
98,05 |
98,32 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
98,56 |
98,73 |
2,28 |
2,25 |
98,65 |
2,26 |
DS1021 |
PL0000106670 |
118,77 |
118,93 |
2,32 |
2,29 |
118,85 |
2,30 |
WS0922 |
PL0000102646 |
120,16 |
120,60 |
2,50 |
2,44 |
120,38 |
2,47 |
IZ0823 |
PL0000105359 |
108,16 |
112,85 |
--- |
--- |
110,51 |
--- |
DS1023 |
PL0000107264 |
109,65 |
110,03 |
2,63 |
2,58 |
109,84 |
2,61 |
WZ0124 |
PL0000107454 |
96,36 |
96,64 |
--- |
--- |
96,50 |
--- |
DS0725 |
PL0000108197 |
104,09 |
104,42 |
2,76 |
2,72 |
104,26 |
2,74 |
WZ0126 |
PL0000108817 |
95,18 |
95,43 |
--- |
--- |
95,31 |
--- |
DS0726 |
PL0000108866 |
96,12 |
96,44 |
2,93 |
2,89 |
96,28 |
2,91 |
WS0429 |
PL0000105391 |
128,83 |
130,34 |
3,09 |
2,97 |
129,59 |
3,03 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
230 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
45 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
30 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
30 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
80 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
400 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
400 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
400 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
400 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,340 |
1,340 |
1,340 |
400 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,340 |
1,340 |
1,340 |
200 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,340 |
1,340 |
1,340 |
75 |
WZ0119 |
PL0000107603 |
1/4 |
3 |
1,340 |
1,340 |
1,340 |
10 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
75 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
75 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,370 |
1,420 |
1,418 |
605 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
395 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
200 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
1,340 |
1,340 |
1,340 |
35 |
TOTAL |
4 095 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.