2015-11-23 |
MARKET DATA |
No 226 (2757) |
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 |
180,00 |
183,30 |
12 |
1 075,00 |
1 123,77 |
18 |
1 255,00 |
1 307,07 |
30 |
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 |
101,42 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,99 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,89 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,35 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,39 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,78 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,84 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,03 |
102,06 |
102,060 |
102,060 |
102,060 |
102,060 |
102,060 |
20 000 |
20,58 |
1 |
PS0719 |
PL0000108148 |
104,77 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,44 |
113,44 |
113,420 |
113,420 |
113,410 |
113,410 |
113,413 |
20 000 |
22,78 |
2 |
PS0420 |
PL0000108510 |
97,66 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,51 |
114,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,78 |
98,69 |
98,780 |
98,810 |
98,700 |
98,700 |
98,793 |
140 000 |
139,95 |
9 |
DS1021 |
PL0000106670 |
118,92 |
118,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,38 |
120,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,82 |
109,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,38 |
104,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,36 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
94,92 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,50 |
130,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,28 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,50 |
111,50 |
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 |
99,68 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,26 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,65 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,11 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,32 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
180 000 |
183,30 |
12 |
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 |
101,41 |
101,50 |
1,54 |
1,33 |
101,46 |
1,42 |
OK0716 |
PL0000107926 |
98,96 |
99,05 |
1,58 |
1,44 |
99,01 |
1,51 |
IZ0816 |
PL0000103529 |
101,11 |
101,68 |
--- |
--- |
101,40 |
--- |
PS1016 |
PL0000106795 |
102,85 |
102,95 |
1,59 |
1,48 |
102,90 |
1,53 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,34 |
104,47 |
1,62 |
1,53 |
104,41 |
1,57 |
OK0717 |
PL0000108502 |
97,35 |
97,49 |
1,63 |
1,54 |
97,42 |
1,58 |
DS1017 |
PL0000104543 |
106,73 |
106,93 |
1,65 |
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 |
101,97 |
102,17 |
1,73 |
1,66 |
102,07 |
1,70 |
WZ0119 |
PL0000107603 |
99,24 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,70 |
104,88 |
1,91 |
1,86 |
104,79 |
1,88 |
DS1019 |
PL0000105441 |
113,40 |
113,60 |
1,91 |
1,86 |
113,50 |
1,89 |
WZ0120 |
PL0000108601 |
98,53 |
98,80 |
--- |
--- |
98,67 |
--- |
PS0420 |
PL0000108510 |
97,57 |
97,78 |
2,08 |
2,03 |
97,68 |
2,05 |
DS1020 |
PL0000106126 |
114,45 |
114,73 |
2,12 |
2,06 |
114,59 |
2,09 |
WZ0121 |
PL0000106068 |
98,04 |
98,29 |
--- |
--- |
98,17 |
--- |
PS0421 |
PL0000108916 |
98,60 |
98,90 |
2,28 |
2,22 |
98,75 |
2,25 |
DS1021 |
PL0000106670 |
118,85 |
119,14 |
2,30 |
2,25 |
119,00 |
2,28 |
WS0922 |
PL0000102646 |
120,31 |
120,74 |
2,48 |
2,41 |
120,53 |
2,44 |
IZ0823 |
PL0000105359 |
107,02 |
112,93 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
109,76 |
110,20 |
2,62 |
2,56 |
109,98 |
2,59 |
WZ0124 |
PL0000107454 |
96,28 |
96,48 |
--- |
--- |
96,38 |
--- |
DS0725 |
PL0000108197 |
104,29 |
104,68 |
2,74 |
2,69 |
104,49 |
2,71 |
WZ0126 |
PL0000108817 |
94,90 |
95,28 |
--- |
--- |
95,09 |
--- |
DS0726 |
PL0000108866 |
96,23 |
96,69 |
2,91 |
2,86 |
96,46 |
2,89 |
WS0429 |
PL0000105391 |
126,61 |
132,34 |
3,26 |
2,82 |
129,48 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,41 |
101,49 |
1,54 |
1,35 |
101,45 |
1,45 |
OK0716 |
PL0000107926 |
98,98 |
99,05 |
1,55 |
1,44 |
99,02 |
1,49 |
IZ0816 |
PL0000103529 |
101,18 |
101,67 |
--- |
--- |
101,43 |
--- |
PS1016 |
PL0000106795 |
102,86 |
102,92 |
1,57 |
1,51 |
102,89 |
1,54 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,33 |
104,46 |
1,62 |
1,53 |
104,40 |
1,57 |
OK0717 |
PL0000108502 |
97,36 |
97,48 |
1,62 |
1,54 |
97,42 |
1,58 |
DS1017 |
PL0000104543 |
106,74 |
106,90 |
1,64 |
1,56 |
106,82 |
1,60 |
WZ0118 |
PL0000104717 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,77 |
104,95 |
1,71 |
1,64 |
104,86 |
1,68 |
PS0718 |
PL0000107595 |
101,95 |
102,11 |
1,74 |
1,68 |
102,03 |
1,71 |
WZ0119 |
PL0000107603 |
99,24 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,70 |
104,85 |
1,91 |
1,87 |
104,78 |
1,88 |
DS1019 |
PL0000105441 |
113,33 |
113,53 |
1,93 |
1,88 |
113,43 |
1,91 |
WZ0120 |
PL0000108601 |
98,61 |
98,79 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,51 |
97,66 |
2,09 |
2,06 |
97,59 |
2,07 |
DS1020 |
PL0000106126 |
114,39 |
114,66 |
2,13 |
2,08 |
114,53 |
2,10 |
WZ0121 |
PL0000106068 |
98,08 |
98,29 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
98,66 |
98,85 |
2,26 |
2,23 |
98,76 |
2,24 |
DS1021 |
PL0000106670 |
118,80 |
119,06 |
2,31 |
2,27 |
118,93 |
2,29 |
WS0922 |
PL0000102646 |
120,21 |
120,59 |
2,49 |
2,44 |
120,40 |
2,46 |
IZ0823 |
PL0000105359 |
107,94 |
112,01 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
109,70 |
110,07 |
2,62 |
2,57 |
109,89 |
2,60 |
WZ0124 |
PL0000107454 |
96,25 |
96,49 |
--- |
--- |
96,37 |
--- |
DS0725 |
PL0000108197 |
104,21 |
104,50 |
2,74 |
2,71 |
104,36 |
2,73 |
WZ0126 |
PL0000108817 |
95,12 |
95,34 |
--- |
--- |
95,23 |
--- |
DS0726 |
PL0000108866 |
96,31 |
96,59 |
2,90 |
2,87 |
96,45 |
2,89 |
WS0429 |
PL0000105391 |
129,06 |
130,48 |
3,07 |
2,96 |
129,77 |
3,01 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
100 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,410 |
1,440 |
1,435 |
120 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,380 |
1,450 |
1,415 |
100 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
100 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,450 |
1,407 |
105 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
130 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,390 |
1,470 |
1,458 |
255 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
5 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
25 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
TOTAL |
1 075 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.