2015-11-27 |
MARKET DATA |
No 230 (2761) |
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 |
5,00 |
5,33 |
1 |
1 275,00 |
1 438,20 |
11 |
1 280,00 |
1 443,52 |
12 |
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 |
99,79 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,39 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,04 |
99,08 |
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 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,45 |
97,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,78 |
106,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,90 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,11 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,98 |
105,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,70 |
113,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,01 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,90 |
115,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,17 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,55 |
119,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
121,10 |
121,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,62 |
110,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,45 |
105,38 |
105,380 |
105,380 |
105,380 |
105,380 |
105,380 |
5 000 |
5,33 |
1 |
DS0726 |
PL0000108866 |
97,45 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
96,17 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,42 |
131,11 |
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 |
101,55 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,40 |
112,20 |
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 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,30 |
99,43 |
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 |
98,15 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,35 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,25 |
95,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
5 000 |
5,33 |
1 |
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 |
101,33 |
101,44 |
1,60 |
1,33 |
101,39 |
1,45 |
OK0716 |
PL0000107926 |
99,00 |
99,10 |
1,56 |
1,40 |
99,05 |
1,48 |
IZ0816 |
PL0000103529 |
101,36 |
101,80 |
--- |
--- |
101,58 |
--- |
PS1016 |
PL0000106795 |
102,82 |
102,90 |
1,56 |
1,47 |
102,86 |
1,52 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,32 |
104,45 |
1,59 |
1,50 |
104,39 |
1,55 |
OK0717 |
PL0000108502 |
97,43 |
97,55 |
1,59 |
1,52 |
97,49 |
1,55 |
DS1017 |
PL0000104543 |
106,74 |
106,94 |
1,61 |
1,51 |
106,84 |
1,56 |
WZ0118 |
PL0000104717 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,88 |
105,07 |
1,65 |
1,58 |
104,98 |
1,61 |
PS0718 |
PL0000107595 |
102,09 |
102,31 |
1,68 |
1,60 |
102,20 |
1,64 |
WZ0119 |
PL0000107603 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,96 |
105,17 |
1,83 |
1,77 |
105,07 |
1,80 |
DS1019 |
PL0000105441 |
113,63 |
113,88 |
1,84 |
1,78 |
113,76 |
1,81 |
WZ0120 |
PL0000108601 |
98,61 |
98,78 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,95 |
98,17 |
1,99 |
1,94 |
98,06 |
1,96 |
DS1020 |
PL0000106126 |
114,86 |
115,15 |
2,03 |
1,97 |
115,01 |
2,00 |
WZ0121 |
PL0000106068 |
98,08 |
98,30 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
99,07 |
99,37 |
2,18 |
2,12 |
99,22 |
2,15 |
DS1021 |
PL0000106670 |
119,39 |
119,68 |
2,21 |
2,16 |
119,54 |
2,18 |
WS0922 |
PL0000102646 |
120,98 |
121,42 |
2,37 |
2,31 |
121,20 |
2,34 |
IZ0823 |
PL0000105359 |
106,92 |
113,71 |
--- |
--- |
110,32 |
--- |
DS1023 |
PL0000107264 |
110,50 |
110,94 |
2,52 |
2,46 |
110,72 |
2,49 |
WZ0124 |
PL0000107454 |
96,26 |
96,58 |
--- |
--- |
96,42 |
--- |
DS0725 |
PL0000108197 |
105,20 |
105,56 |
2,63 |
2,59 |
105,38 |
2,61 |
WZ0126 |
PL0000108817 |
95,00 |
95,37 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
97,18 |
97,57 |
2,81 |
2,76 |
97,38 |
2,78 |
WS0429 |
PL0000105391 |
128,01 |
132,79 |
3,15 |
2,78 |
130,40 |
2,96 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,37 |
101,43 |
1,50 |
1,36 |
101,40 |
1,43 |
OK0716 |
PL0000107926 |
99,02 |
99,10 |
1,53 |
1,40 |
99,06 |
1,47 |
IZ0816 |
PL0000103529 |
101,42 |
101,84 |
--- |
--- |
101,63 |
--- |
PS1016 |
PL0000106795 |
102,85 |
102,92 |
1,53 |
1,45 |
102,89 |
1,49 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,37 |
104,45 |
1,56 |
1,50 |
104,41 |
1,53 |
OK0717 |
PL0000108502 |
97,42 |
97,55 |
1,60 |
1,52 |
97,49 |
1,55 |
DS1017 |
PL0000104543 |
106,76 |
106,93 |
1,60 |
1,52 |
106,85 |
1,56 |
WZ0118 |
PL0000104717 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,88 |
105,06 |
1,65 |
1,58 |
104,97 |
1,62 |
PS0718 |
PL0000107595 |
102,08 |
102,27 |
1,69 |
1,61 |
102,18 |
1,65 |
WZ0119 |
PL0000107603 |
99,27 |
99,45 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
104,93 |
105,16 |
1,84 |
1,77 |
105,05 |
1,80 |
DS1019 |
PL0000105441 |
113,65 |
113,86 |
1,84 |
1,79 |
113,76 |
1,81 |
WZ0120 |
PL0000108601 |
98,61 |
98,78 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,97 |
98,11 |
1,98 |
1,95 |
98,04 |
1,97 |
DS1020 |
PL0000106126 |
114,85 |
115,13 |
2,03 |
1,98 |
114,99 |
2,00 |
WZ0121 |
PL0000106068 |
98,11 |
98,30 |
--- |
--- |
98,21 |
--- |
PS0421 |
PL0000108916 |
99,09 |
99,28 |
2,18 |
2,14 |
99,19 |
2,16 |
DS1021 |
PL0000106670 |
119,37 |
119,60 |
2,21 |
2,17 |
119,49 |
2,19 |
WS0922 |
PL0000102646 |
120,98 |
121,37 |
2,37 |
2,32 |
121,18 |
2,35 |
IZ0823 |
PL0000105359 |
108,87 |
112,69 |
--- |
--- |
110,78 |
--- |
DS1023 |
PL0000107264 |
110,51 |
110,93 |
2,51 |
2,46 |
110,72 |
2,49 |
WZ0124 |
PL0000107454 |
96,31 |
96,58 |
--- |
--- |
96,45 |
--- |
DS0725 |
PL0000108197 |
105,25 |
105,56 |
2,62 |
2,59 |
105,41 |
2,61 |
WZ0126 |
PL0000108817 |
95,16 |
95,38 |
--- |
--- |
95,27 |
--- |
DS0726 |
PL0000108866 |
97,27 |
97,60 |
2,80 |
2,76 |
97,44 |
2,78 |
WS0429 |
PL0000105391 |
129,54 |
131,61 |
3,03 |
2,87 |
130,58 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
70 |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
350 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
110 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
240 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
20 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
160 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
280 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
25 |
TOTAL |
1 275 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.