2015-11-26 |
MARKET DATA |
No 229 (2760) |
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 |
322,50 |
356,58 |
24 |
3 990,00 |
4 085,61 |
24 |
4 312,50 |
4 442,19 |
48 |
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 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,38 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,04 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,88 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,40 |
104,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,46 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,80 |
106,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,95 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,15 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,06 |
105,10 |
105,100 |
105,120 |
105,100 |
105,120 |
105,118 |
65 000 |
69,07 |
4 |
DS1019 |
PL0000105441 |
113,73 |
113,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,08 |
98,04 |
98,060 |
98,130 |
98,060 |
98,130 |
98,113 |
20 000 |
19,80 |
2 |
DS1020 |
PL0000106126 |
115,00 |
115,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,21 |
99,22 |
99,220 |
99,300 |
99,220 |
99,300 |
99,270 |
100 000 |
100,47 |
8 |
DS1021 |
PL0000106670 |
119,48 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,17 |
121,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,66 |
110,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,44 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,52 |
97,33 |
97,550 |
97,550 |
97,390 |
97,400 |
97,457 |
35 000 |
34,42 |
4 |
WS0428 |
PL0000107611 |
96,18 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,40 |
131,00 |
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 |
101,60 |
101,59 |
101,590 |
101,620 |
101,590 |
101,610 |
101,601 |
102 500 |
132,83 |
6 |
IZ0823 |
PL0000105359 |
109,70 |
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 |
99,69 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,27 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,64 |
98,75 |
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 |
95,25 |
95,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
322 500 |
356,58 |
24 |
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 |
101,35 |
101,45 |
1,57 |
1,33 |
101,40 |
1,45 |
OK0716 |
PL0000107926 |
98,99 |
99,09 |
1,57 |
1,41 |
99,04 |
1,49 |
IZ0816 |
PL0000103529 |
101,11 |
101,66 |
--- |
--- |
101,39 |
--- |
PS1016 |
PL0000106795 |
102,83 |
102,91 |
1,56 |
1,47 |
102,87 |
1,52 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,33 |
104,46 |
1,59 |
1,50 |
104,40 |
1,54 |
OK0717 |
PL0000108502 |
97,41 |
97,57 |
1,60 |
1,50 |
97,49 |
1,55 |
DS1017 |
PL0000104543 |
106,74 |
106,93 |
1,62 |
1,52 |
106,84 |
1,57 |
WZ0118 |
PL0000104717 |
99,67 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
104,87 |
105,04 |
1,66 |
1,59 |
104,96 |
1,62 |
PS0718 |
PL0000107595 |
102,10 |
102,29 |
1,68 |
1,61 |
102,20 |
1,64 |
WZ0119 |
PL0000107603 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,97 |
105,16 |
1,83 |
1,77 |
105,07 |
1,80 |
DS1019 |
PL0000105441 |
113,64 |
113,85 |
1,84 |
1,79 |
113,75 |
1,82 |
WZ0120 |
PL0000108601 |
98,61 |
98,79 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,88 |
98,11 |
2,01 |
1,95 |
98,00 |
1,98 |
DS1020 |
PL0000106126 |
114,82 |
115,09 |
2,04 |
1,99 |
114,96 |
2,01 |
WZ0121 |
PL0000106068 |
98,08 |
98,30 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
99,03 |
99,31 |
2,19 |
2,13 |
99,17 |
2,16 |
DS1021 |
PL0000106670 |
119,34 |
119,63 |
2,21 |
2,17 |
119,49 |
2,19 |
WS0922 |
PL0000102646 |
120,87 |
121,31 |
2,39 |
2,33 |
121,09 |
2,36 |
IZ0823 |
PL0000105359 |
106,25 |
113,75 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
110,43 |
110,86 |
2,52 |
2,47 |
110,65 |
2,50 |
WZ0124 |
PL0000107454 |
96,26 |
96,58 |
--- |
--- |
96,42 |
--- |
DS0725 |
PL0000108197 |
105,12 |
105,39 |
2,64 |
2,61 |
105,26 |
2,62 |
WZ0126 |
PL0000108817 |
95,00 |
95,38 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
97,11 |
97,47 |
2,82 |
2,77 |
97,29 |
2,79 |
WS0429 |
PL0000105391 |
129,19 |
133,05 |
3,06 |
2,76 |
131,12 |
2,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,36 |
101,45 |
1,55 |
1,33 |
101,41 |
1,43 |
OK0716 |
PL0000107926 |
99,02 |
99,07 |
1,52 |
1,44 |
99,05 |
1,47 |
IZ0816 |
PL0000103529 |
101,30 |
101,76 |
--- |
--- |
101,53 |
--- |
PS1016 |
PL0000106795 |
102,85 |
102,92 |
1,54 |
1,46 |
102,89 |
1,49 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,37 |
104,46 |
1,57 |
1,50 |
104,42 |
1,53 |
OK0717 |
PL0000108502 |
97,42 |
97,55 |
1,59 |
1,51 |
97,49 |
1,55 |
DS1017 |
PL0000104543 |
106,78 |
106,95 |
1,60 |
1,51 |
106,87 |
1,55 |
WZ0118 |
PL0000104717 |
99,67 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
104,91 |
105,05 |
1,64 |
1,59 |
104,98 |
1,62 |
PS0718 |
PL0000107595 |
102,13 |
102,30 |
1,67 |
1,60 |
102,22 |
1,63 |
WZ0119 |
PL0000107603 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
105,00 |
105,16 |
1,82 |
1,77 |
105,08 |
1,80 |
DS1019 |
PL0000105441 |
113,64 |
113,85 |
1,84 |
1,79 |
113,75 |
1,82 |
WZ0120 |
PL0000108601 |
98,61 |
98,78 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,93 |
98,11 |
1,99 |
1,95 |
98,02 |
1,97 |
DS1020 |
PL0000106126 |
114,82 |
115,10 |
2,04 |
1,98 |
114,96 |
2,01 |
WZ0121 |
PL0000106068 |
98,08 |
98,30 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
99,05 |
99,34 |
2,19 |
2,13 |
99,20 |
2,16 |
DS1021 |
PL0000106670 |
119,35 |
119,56 |
2,21 |
2,18 |
119,46 |
2,20 |
WS0922 |
PL0000102646 |
120,94 |
121,30 |
2,38 |
2,33 |
121,12 |
2,36 |
IZ0823 |
PL0000105359 |
109,00 |
112,12 |
--- |
--- |
110,56 |
--- |
DS1023 |
PL0000107264 |
110,49 |
110,90 |
2,52 |
2,46 |
110,70 |
2,49 |
WZ0124 |
PL0000107454 |
96,31 |
96,49 |
--- |
--- |
96,40 |
--- |
DS0725 |
PL0000108197 |
105,16 |
105,49 |
2,63 |
2,60 |
105,33 |
2,61 |
WZ0126 |
PL0000108817 |
95,16 |
95,38 |
--- |
--- |
95,27 |
--- |
DS0726 |
PL0000108866 |
97,27 |
97,53 |
2,80 |
2,77 |
97,40 |
2,78 |
WS0429 |
PL0000105391 |
129,32 |
131,57 |
3,05 |
2,87 |
130,45 |
2,96 |
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 |
1,480 |
1,480 |
1,480 |
400 |
OK0716 |
PL0000107926 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
130 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
600 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
70 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
200 |
OK0716 |
PL0000107926 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
130 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
20 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
20 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
45 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
550 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,480 |
1,470 |
305 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,480 |
1,477 |
265 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
25 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
25 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
WZ0124 |
PL0000107454 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
110 |
TOTAL |
2 990 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.