2015-11-24 |
MARKET DATA |
No 227 (2758) |
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 |
635,00 |
651,47 |
28 |
1 150,00 |
1 190,68 |
19 |
1 785,00 |
1 842,15 |
47 |
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 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,41 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,00 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,88 |
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 |
97,43 |
97,42 |
97,430 |
97,430 |
97,420 |
97,420 |
97,420 |
210 000 |
204,58 |
4 |
DS1017 |
PL0000104543 |
106,80 |
106,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,90 |
104,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,08 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,93 |
104,89 |
104,930 |
104,940 |
104,930 |
104,940 |
104,936 |
250 000 |
265,09 |
6 |
DS1019 |
PL0000105441 |
113,51 |
113,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,80 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,70 |
114,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,90 |
98,87 |
98,950 |
98,990 |
98,950 |
98,990 |
98,977 |
30 000 |
30,05 |
3 |
DS1021 |
PL0000106670 |
119,18 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,65 |
120,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,14 |
110,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,81 |
104,63 |
104,630 |
104,710 |
104,630 |
104,640 |
104,670 |
125 000 |
132,21 |
13 |
DS0726 |
PL0000108866 |
96,90 |
96,76 |
96,650 |
97,000 |
96,650 |
97,000 |
96,825 |
20 000 |
19,53 |
2 |
WS0428 |
PL0000107611 |
95,59 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,84 |
130,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,64 |
144,64 |
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 |
107,90 |
112,50 |
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 |
99,70 |
99,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,26 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,64 |
98,76 |
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 |
96,29 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
635 000 |
651,47 |
28 |
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 |
101,39 |
101,50 |
1,56 |
1,31 |
101,45 |
1,42 |
OK0716 |
PL0000107926 |
98,96 |
99,07 |
1,59 |
1,42 |
99,02 |
1,50 |
IZ0816 |
PL0000103529 |
101,17 |
101,68 |
--- |
--- |
101,43 |
--- |
PS1016 |
PL0000106795 |
102,84 |
102,95 |
1,59 |
1,47 |
102,90 |
1,52 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,33 |
104,46 |
1,62 |
1,53 |
104,40 |
1,57 |
OK0717 |
PL0000108502 |
97,39 |
97,51 |
1,60 |
1,53 |
97,45 |
1,57 |
DS1017 |
PL0000104543 |
106,74 |
106,94 |
1,64 |
1,54 |
106,84 |
1,59 |
WZ0118 |
PL0000104717 |
99,68 |
99,82 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
104,80 |
105,01 |
1,70 |
1,61 |
104,91 |
1,65 |
PS0718 |
PL0000107595 |
101,99 |
102,20 |
1,73 |
1,65 |
102,10 |
1,68 |
WZ0119 |
PL0000107603 |
99,23 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,70 |
104,92 |
1,91 |
1,85 |
104,81 |
1,88 |
DS1019 |
PL0000105441 |
113,36 |
113,60 |
1,92 |
1,86 |
113,48 |
1,89 |
WZ0120 |
PL0000108601 |
98,61 |
98,79 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,58 |
97,81 |
2,08 |
2,02 |
97,70 |
2,05 |
DS1020 |
PL0000106126 |
114,46 |
114,75 |
2,12 |
2,06 |
114,61 |
2,09 |
WZ0121 |
PL0000106068 |
98,08 |
98,29 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
98,67 |
98,95 |
2,26 |
2,21 |
98,81 |
2,23 |
DS1021 |
PL0000106670 |
118,88 |
119,17 |
2,30 |
2,25 |
119,03 |
2,27 |
WS0922 |
PL0000102646 |
120,34 |
120,78 |
2,47 |
2,41 |
120,56 |
2,44 |
IZ0823 |
PL0000105359 |
107,09 |
112,86 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
109,79 |
110,23 |
2,61 |
2,55 |
110,01 |
2,58 |
WZ0124 |
PL0000107454 |
96,26 |
96,53 |
--- |
--- |
96,40 |
--- |
DS0725 |
PL0000108197 |
104,30 |
104,69 |
2,73 |
2,69 |
104,50 |
2,71 |
WZ0126 |
PL0000108817 |
94,94 |
95,33 |
--- |
--- |
95,14 |
--- |
DS0726 |
PL0000108866 |
96,41 |
96,80 |
2,89 |
2,85 |
96,61 |
2,87 |
WS0429 |
PL0000105391 |
128,95 |
130,57 |
3,08 |
2,95 |
129,76 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,39 |
101,48 |
1,56 |
1,35 |
101,44 |
1,45 |
OK0716 |
PL0000107926 |
98,98 |
99,06 |
1,56 |
1,44 |
99,02 |
1,50 |
IZ0816 |
PL0000103529 |
101,17 |
101,68 |
--- |
--- |
101,43 |
--- |
PS1016 |
PL0000106795 |
102,86 |
102,92 |
1,57 |
1,50 |
102,89 |
1,53 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,33 |
104,46 |
1,62 |
1,53 |
104,40 |
1,57 |
OK0717 |
PL0000108502 |
97,40 |
97,46 |
1,60 |
1,56 |
97,43 |
1,58 |
DS1017 |
PL0000104543 |
106,74 |
106,94 |
1,64 |
1,54 |
106,84 |
1,59 |
WZ0118 |
PL0000104717 |
99,68 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
104,89 |
105,03 |
1,66 |
1,60 |
104,96 |
1,63 |
PS0718 |
PL0000107595 |
102,05 |
102,22 |
1,70 |
1,64 |
102,14 |
1,67 |
WZ0119 |
PL0000107603 |
99,23 |
99,37 |
--- |
--- |
99,30 |
--- |
PS0719 |
PL0000108148 |
104,89 |
105,03 |
1,85 |
1,81 |
104,96 |
1,83 |
DS1019 |
PL0000105441 |
113,47 |
113,73 |
1,89 |
1,83 |
113,60 |
1,86 |
WZ0120 |
PL0000108601 |
98,61 |
98,79 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,75 |
97,95 |
2,04 |
1,99 |
97,85 |
2,01 |
DS1020 |
PL0000106126 |
114,62 |
114,84 |
2,08 |
2,04 |
114,73 |
2,06 |
WZ0121 |
PL0000106068 |
98,08 |
98,30 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
98,80 |
99,03 |
2,24 |
2,19 |
98,92 |
2,21 |
DS1021 |
PL0000106670 |
119,11 |
119,39 |
2,26 |
2,21 |
119,25 |
2,23 |
WS0922 |
PL0000102646 |
120,59 |
121,05 |
2,44 |
2,37 |
120,82 |
2,40 |
IZ0823 |
PL0000105359 |
107,51 |
112,85 |
--- |
--- |
110,18 |
--- |
DS1023 |
PL0000107264 |
110,10 |
110,56 |
2,57 |
2,51 |
110,33 |
2,54 |
WZ0124 |
PL0000107454 |
96,26 |
96,49 |
--- |
--- |
96,38 |
--- |
DS0725 |
PL0000108197 |
104,71 |
105,04 |
2,69 |
2,65 |
104,88 |
2,67 |
WZ0126 |
PL0000108817 |
95,14 |
95,35 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
96,71 |
97,07 |
2,86 |
2,82 |
96,89 |
2,84 |
WS0429 |
PL0000105391 |
128,88 |
130,79 |
3,08 |
2,94 |
129,84 |
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) |
(%) |
(%) |
(%) |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
80 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
50 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
25 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
150 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
50 |
WZ0121 |
PL0000106068 |
2/3 |
1 |
1,470 |
1,470 |
1,470 |
25 |
OK0116 |
PL0000107587 |
0/2 |
2 |
1,470 |
1,470 |
1,470 |
30 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
80 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,460 |
1,470 |
1,466 |
125 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,470 |
1,465 |
40 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
55 |
DS1020 |
PL0000106126 |
2/9 |
7 |
1,470 |
1,470 |
1,470 |
200 |
DS1023 |
PL0000107264 |
2/9 |
7 |
1,440 |
1,440 |
1,440 |
30 |
WZ0124 |
PL0000107454 |
2/9 |
7 |
1,470 |
1,470 |
1,470 |
150 |
TOTAL |
1 150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.