2015-11-25 |
MARKET DATA |
No 228 (2759) |
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 |
105,00 |
119,59 |
9 |
1 735,00 |
1 848,64 |
20 |
1 840,00 |
1 968,22 |
29 |
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 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,43 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,00 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,89 |
102,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,40 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,44 |
97,46 |
97,440 |
97,440 |
97,440 |
97,440 |
97,440 |
10 000 |
9,74 |
1 |
DS1017 |
PL0000104543 |
106,77 |
106,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,91 |
104,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,12 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,96 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,67 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,91 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,84 |
114,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,06 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,40 |
119,37 |
119,400 |
119,400 |
119,390 |
119,390 |
119,392 |
55 000 |
65,95 |
3 |
WS0922 |
PL0000102646 |
120,90 |
120,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,36 |
110,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,08 |
105,02 |
105,070 |
105,070 |
105,060 |
105,060 |
105,064 |
25 000 |
26,54 |
2 |
DS0726 |
PL0000108866 |
97,11 |
97,05 |
97,080 |
97,080 |
97,080 |
97,080 |
97,080 |
7 500 |
7,35 |
1 |
WS0428 |
PL0000107611 |
95,86 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,00 |
130,00 |
130,000 |
130,000 |
130,000 |
130,000 |
130,000 |
7 500 |
10,00 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,25 |
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 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,27 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,67 |
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 |
96,35 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
105 000 |
119,59 |
9 |
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 |
101,38 |
101,47 |
1,56 |
1,35 |
101,43 |
1,45 |
OK0716 |
PL0000107926 |
98,97 |
99,07 |
1,58 |
1,43 |
99,02 |
1,50 |
IZ0816 |
PL0000103529 |
101,11 |
101,68 |
--- |
--- |
101,40 |
--- |
PS1016 |
PL0000106795 |
102,83 |
102,93 |
1,59 |
1,48 |
102,88 |
1,53 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,33 |
104,46 |
1,61 |
1,52 |
104,40 |
1,56 |
OK0717 |
PL0000108502 |
97,38 |
97,52 |
1,61 |
1,52 |
97,45 |
1,57 |
DS1017 |
PL0000104543 |
106,74 |
106,93 |
1,63 |
1,54 |
106,84 |
1,58 |
WZ0118 |
PL0000104717 |
99,67 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
104,83 |
105,03 |
1,68 |
1,60 |
104,93 |
1,64 |
PS0718 |
PL0000107595 |
102,02 |
102,23 |
1,71 |
1,63 |
102,13 |
1,67 |
WZ0119 |
PL0000107603 |
99,24 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,85 |
105,06 |
1,86 |
1,81 |
104,96 |
1,83 |
DS1019 |
PL0000105441 |
113,55 |
113,73 |
1,87 |
1,83 |
113,64 |
1,85 |
WZ0120 |
PL0000108601 |
98,62 |
98,79 |
--- |
--- |
98,71 |
--- |
PS0420 |
PL0000108510 |
97,74 |
97,96 |
2,04 |
1,99 |
97,85 |
2,01 |
DS1020 |
PL0000106126 |
114,64 |
114,94 |
2,08 |
2,02 |
114,79 |
2,05 |
WZ0121 |
PL0000106068 |
98,08 |
98,29 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
98,81 |
99,10 |
2,23 |
2,18 |
98,96 |
2,20 |
DS1021 |
PL0000106670 |
119,10 |
119,40 |
2,26 |
2,21 |
119,25 |
2,23 |
WS0922 |
PL0000102646 |
120,60 |
121,05 |
2,43 |
2,37 |
120,83 |
2,40 |
IZ0823 |
PL0000105359 |
107,05 |
112,90 |
--- |
--- |
109,98 |
--- |
DS1023 |
PL0000107264 |
110,08 |
110,53 |
2,57 |
2,51 |
110,31 |
2,54 |
WZ0124 |
PL0000107454 |
96,26 |
96,58 |
--- |
--- |
96,42 |
--- |
DS0725 |
PL0000108197 |
104,68 |
105,06 |
2,69 |
2,65 |
104,87 |
2,67 |
WZ0126 |
PL0000108817 |
94,99 |
95,37 |
--- |
--- |
95,18 |
--- |
DS0726 |
PL0000108866 |
96,76 |
97,10 |
2,85 |
2,82 |
96,93 |
2,83 |
WS0429 |
PL0000105391 |
127,07 |
132,75 |
3,23 |
2,79 |
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 |
101,41 |
101,47 |
1,49 |
1,35 |
101,44 |
1,42 |
OK0716 |
PL0000107926 |
98,99 |
99,07 |
1,55 |
1,43 |
99,03 |
1,49 |
IZ0816 |
PL0000103529 |
101,15 |
101,67 |
--- |
--- |
101,41 |
--- |
PS1016 |
PL0000106795 |
102,86 |
102,93 |
1,56 |
1,48 |
102,90 |
1,51 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,37 |
104,46 |
1,58 |
1,52 |
104,42 |
1,55 |
OK0717 |
PL0000108502 |
97,42 |
97,52 |
1,59 |
1,52 |
97,47 |
1,56 |
DS1017 |
PL0000104543 |
106,75 |
106,93 |
1,63 |
1,54 |
106,84 |
1,58 |
WZ0118 |
PL0000104717 |
99,67 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
104,89 |
105,05 |
1,66 |
1,59 |
104,97 |
1,63 |
PS0718 |
PL0000107595 |
102,10 |
102,26 |
1,68 |
1,62 |
102,18 |
1,65 |
WZ0119 |
PL0000107603 |
99,24 |
99,37 |
--- |
--- |
99,31 |
--- |
PS0719 |
PL0000108148 |
104,91 |
105,13 |
1,85 |
1,79 |
105,02 |
1,82 |
DS1019 |
PL0000105441 |
113,64 |
113,83 |
1,85 |
1,80 |
113,74 |
1,82 |
WZ0120 |
PL0000108601 |
98,61 |
98,79 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,86 |
98,03 |
2,01 |
1,97 |
97,95 |
1,99 |
DS1020 |
PL0000106126 |
114,77 |
115,05 |
2,05 |
2,00 |
114,91 |
2,03 |
WZ0121 |
PL0000106068 |
98,08 |
98,30 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
99,01 |
99,26 |
2,19 |
2,14 |
99,14 |
2,17 |
DS1021 |
PL0000106670 |
119,25 |
119,49 |
2,23 |
2,19 |
119,37 |
2,21 |
WS0922 |
PL0000102646 |
120,81 |
121,26 |
2,40 |
2,34 |
121,04 |
2,37 |
IZ0823 |
PL0000105359 |
107,47 |
113,93 |
--- |
--- |
110,70 |
--- |
DS1023 |
PL0000107264 |
110,33 |
110,78 |
2,54 |
2,48 |
110,56 |
2,51 |
WZ0124 |
PL0000107454 |
96,31 |
96,48 |
--- |
--- |
96,40 |
--- |
DS0725 |
PL0000108197 |
105,03 |
105,26 |
2,65 |
2,62 |
105,15 |
2,64 |
WZ0126 |
PL0000108817 |
95,14 |
95,38 |
--- |
--- |
95,26 |
--- |
DS0726 |
PL0000108866 |
97,06 |
97,36 |
2,82 |
2,79 |
97,21 |
2,80 |
WS0429 |
PL0000105391 |
129,46 |
131,86 |
3,04 |
2,85 |
130,66 |
2,95 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
130 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
90 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,460 |
1,480 |
1,477 |
150 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
295 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
80 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
45 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
70 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
45 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
340 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
400 |
TOTAL |
1 735 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.