2015-11-20 |
MARKET DATA |
No 225 (2756) |
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 |
55,00 |
55,46 |
6 |
925,00 |
967,41 |
7 |
980,00 |
1 022,87 |
13 |
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 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,44 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,96 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,90 |
102,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,38 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,40 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,86 |
106,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,88 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,05 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,83 |
104,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,57 |
113,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,76 |
97,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,67 |
114,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,88 |
98,68 |
98,770 |
98,770 |
98,770 |
98,770 |
98,770 |
10 000 |
9,99 |
1 |
DS1021 |
PL0000106670 |
119,08 |
118,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,62 |
120,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,02 |
110,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,53 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,70 |
96,44 |
96,700 |
96,700 |
96,700 |
96,700 |
96,700 |
10 000 |
9,75 |
1 |
WS0428 |
PL0000107611 |
95,31 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,94 |
130,10 |
129,820 |
129,820 |
129,820 |
129,820 |
129,820 |
5 000 |
6,66 |
1 |
WS0437 |
PL0000104857 |
114,73 |
144,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,30 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,20 |
109,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,73 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,37 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,66 |
98,64 |
98,640 |
98,640 |
98,640 |
98,640 |
98,640 |
10 000 |
9,92 |
1 |
WZ0121 |
PL0000106068 |
98,15 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,40 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,15 |
95,25 |
95,100 |
95,100 |
95,080 |
95,080 |
95,090 |
20 000 |
19,14 |
2 |
TOTAL |
55 000 |
55,46 |
6 |
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 |
101,40 |
101,51 |
1,58 |
1,33 |
101,46 |
1,44 |
OK0716 |
PL0000107926 |
98,95 |
99,04 |
1,59 |
1,45 |
99,00 |
1,52 |
IZ0816 |
PL0000103529 |
101,12 |
101,67 |
--- |
--- |
101,40 |
--- |
PS1016 |
PL0000106795 |
102,84 |
102,95 |
1,60 |
1,49 |
102,90 |
1,54 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,33 |
104,47 |
1,63 |
1,53 |
104,40 |
1,58 |
OK0717 |
PL0000108502 |
97,33 |
97,47 |
1,64 |
1,55 |
97,40 |
1,59 |
DS1017 |
PL0000104543 |
106,72 |
106,93 |
1,66 |
1,55 |
106,83 |
1,60 |
WZ0118 |
PL0000104717 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,98 |
1,71 |
1,63 |
104,88 |
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 |
104,66 |
104,88 |
1,92 |
1,86 |
104,77 |
1,89 |
DS1019 |
PL0000105441 |
113,36 |
113,58 |
1,92 |
1,87 |
113,47 |
1,90 |
WZ0120 |
PL0000108601 |
98,57 |
98,78 |
--- |
--- |
98,68 |
--- |
PS0420 |
PL0000108510 |
97,52 |
97,73 |
2,09 |
2,04 |
97,63 |
2,06 |
DS1020 |
PL0000106126 |
114,40 |
114,64 |
2,13 |
2,08 |
114,52 |
2,11 |
WZ0121 |
PL0000106068 |
98,06 |
98,32 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
98,56 |
98,76 |
2,28 |
2,24 |
98,66 |
2,26 |
DS1021 |
PL0000106670 |
118,76 |
119,05 |
2,32 |
2,27 |
118,91 |
2,29 |
WS0922 |
PL0000102646 |
120,20 |
120,59 |
2,49 |
2,44 |
120,40 |
2,46 |
IZ0823 |
PL0000105359 |
106,87 |
113,08 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
109,74 |
110,08 |
2,62 |
2,57 |
109,91 |
2,60 |
WZ0124 |
PL0000107454 |
96,29 |
96,61 |
--- |
--- |
96,45 |
--- |
DS0725 |
PL0000108197 |
104,20 |
104,51 |
2,75 |
2,71 |
104,36 |
2,73 |
WZ0126 |
PL0000108817 |
95,04 |
95,43 |
--- |
--- |
95,24 |
--- |
DS0726 |
PL0000108866 |
96,17 |
96,50 |
2,92 |
2,88 |
96,34 |
2,90 |
WS0429 |
PL0000105391 |
126,98 |
132,83 |
3,23 |
2,78 |
129,91 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,42 |
101,52 |
1,54 |
1,31 |
101,47 |
1,42 |
OK0716 |
PL0000107926 |
98,95 |
99,06 |
1,59 |
1,42 |
99,01 |
1,50 |
IZ0816 |
PL0000103529 |
101,20 |
101,67 |
--- |
--- |
101,44 |
--- |
PS1016 |
PL0000106795 |
102,84 |
102,96 |
1,60 |
1,48 |
102,90 |
1,54 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,36 |
104,47 |
1,61 |
1,53 |
104,42 |
1,57 |
OK0717 |
PL0000108502 |
97,36 |
97,48 |
1,62 |
1,54 |
97,42 |
1,58 |
DS1017 |
PL0000104543 |
106,83 |
106,95 |
1,60 |
1,54 |
106,89 |
1,57 |
WZ0118 |
PL0000104717 |
99,67 |
99,79 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,87 |
105,02 |
1,67 |
1,61 |
104,95 |
1,64 |
PS0718 |
PL0000107595 |
102,02 |
102,21 |
1,72 |
1,64 |
102,12 |
1,68 |
WZ0119 |
PL0000107603 |
99,24 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,79 |
104,96 |
1,88 |
1,84 |
104,88 |
1,86 |
DS1019 |
PL0000105441 |
113,54 |
113,72 |
1,88 |
1,84 |
113,63 |
1,86 |
WZ0120 |
PL0000108601 |
98,60 |
98,78 |
--- |
--- |
98,69 |
--- |
PS0420 |
PL0000108510 |
97,70 |
97,90 |
2,05 |
2,00 |
97,80 |
2,02 |
DS1020 |
PL0000106126 |
114,59 |
114,84 |
2,09 |
2,04 |
114,72 |
2,07 |
WZ0121 |
PL0000106068 |
98,04 |
98,30 |
--- |
--- |
98,17 |
--- |
PS0421 |
PL0000108916 |
98,76 |
99,03 |
2,24 |
2,19 |
98,90 |
2,22 |
DS1021 |
PL0000106670 |
119,00 |
119,21 |
2,28 |
2,24 |
119,11 |
2,26 |
WS0922 |
PL0000102646 |
120,56 |
120,96 |
2,44 |
2,38 |
120,76 |
2,41 |
IZ0823 |
PL0000105359 |
108,60 |
112,61 |
--- |
--- |
110,61 |
--- |
DS1023 |
PL0000107264 |
109,98 |
110,40 |
2,59 |
2,53 |
110,19 |
2,56 |
WZ0124 |
PL0000107454 |
96,28 |
96,49 |
--- |
--- |
96,39 |
--- |
DS0725 |
PL0000108197 |
104,44 |
104,81 |
2,72 |
2,68 |
104,63 |
2,70 |
WZ0126 |
PL0000108817 |
95,06 |
95,34 |
--- |
--- |
95,20 |
--- |
DS0726 |
PL0000108866 |
96,65 |
96,93 |
2,87 |
2,83 |
96,79 |
2,85 |
WS0429 |
PL0000105391 |
129,07 |
130,86 |
3,07 |
2,93 |
129,97 |
3,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0116 |
PL0000107587 |
0/3 |
3 |
1,330 |
1,330 |
1,330 |
365 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,330 |
1,330 |
1,330 |
30 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,330 |
1,330 |
1,330 |
155 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
80 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
275 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
20 |
TOTAL |
925 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.