2015-11-30 |
MARKET DATA |
No 231 (2762) |
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 |
865,00 |
920,99 |
65 |
1 200,00 |
1 363,49 |
17 |
2 065,00 |
2 284,48 |
82 |
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 |
99,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,38 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,02 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,85 |
102,87 |
102,840 |
102,840 |
102,840 |
102,840 |
102,840 |
100 000 |
103,33 |
1 |
PS0417 |
PL0000107058 |
104,33 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,44 |
97,45 |
97,450 |
97,450 |
97,440 |
97,440 |
97,443 |
15 000 |
14,62 |
2 |
DS1017 |
PL0000104543 |
106,93 |
106,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,21 |
104,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,10 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,93 |
104,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,65 |
113,49 |
113,520 |
113,520 |
113,470 |
113,500 |
113,496 |
105 000 |
119,77 |
9 |
PS0420 |
PL0000108510 |
97,95 |
97,81 |
97,950 |
97,950 |
97,800 |
97,830 |
97,904 |
90 000 |
88,93 |
8 |
DS1020 |
PL0000106126 |
114,82 |
114,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,08 |
98,93 |
98,920 |
98,970 |
98,860 |
98,920 |
98,920 |
240 000 |
240,31 |
22 |
DS1021 |
PL0000106670 |
119,30 |
119,09 |
119,240 |
119,250 |
119,240 |
119,250 |
119,248 |
80 000 |
95,88 |
3 |
WS0922 |
PL0000102646 |
120,99 |
120,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,51 |
110,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,22 |
104,75 |
105,220 |
105,220 |
104,720 |
105,000 |
104,829 |
95 000 |
100,68 |
8 |
DS0726 |
PL0000108866 |
97,27 |
96,89 |
96,730 |
96,920 |
96,730 |
96,870 |
96,867 |
75 000 |
73,32 |
5 |
WS0428 |
PL0000107611 |
95,68 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,06 |
130,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
127,56 |
132,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,55 |
101,60 |
101,550 |
101,600 |
101,450 |
101,600 |
101,499 |
65 000 |
84,16 |
7 |
IZ0823 |
PL0000105359 |
109,95 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,67 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,28 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,67 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,11 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,36 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,22 |
95,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
865 000 |
920,99 |
65 |
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 |
101,42 |
1,57 |
1,36 |
101,38 |
1,45 |
OK0716 |
PL0000107926 |
99,00 |
99,10 |
1,57 |
1,41 |
99,05 |
1,49 |
IZ0816 |
PL0000103529 |
101,42 |
101,91 |
--- |
--- |
101,67 |
--- |
PS1016 |
PL0000106795 |
102,81 |
102,90 |
1,56 |
1,46 |
102,86 |
1,51 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,31 |
104,45 |
1,60 |
1,50 |
104,38 |
1,55 |
OK0717 |
PL0000108502 |
97,41 |
97,53 |
1,61 |
1,53 |
97,47 |
1,57 |
DS1017 |
PL0000104543 |
106,72 |
106,90 |
1,62 |
1,53 |
106,81 |
1,57 |
WZ0118 |
PL0000104717 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,84 |
105,03 |
1,67 |
1,59 |
104,94 |
1,63 |
PS0718 |
PL0000107595 |
102,05 |
102,27 |
1,70 |
1,61 |
102,16 |
1,66 |
WZ0119 |
PL0000107603 |
99,25 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
104,86 |
105,08 |
1,86 |
1,79 |
104,97 |
1,83 |
DS1019 |
PL0000105441 |
113,58 |
113,75 |
1,85 |
1,81 |
113,67 |
1,83 |
WZ0120 |
PL0000108601 |
98,61 |
98,78 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,84 |
98,05 |
2,02 |
1,96 |
97,95 |
1,99 |
DS1020 |
PL0000106126 |
114,70 |
114,99 |
2,06 |
2,00 |
114,85 |
2,03 |
WZ0121 |
PL0000106068 |
98,08 |
98,30 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
98,95 |
99,19 |
2,21 |
2,16 |
99,07 |
2,18 |
DS1021 |
PL0000106670 |
119,14 |
119,42 |
2,24 |
2,20 |
119,28 |
2,22 |
WS0922 |
PL0000102646 |
120,80 |
121,23 |
2,40 |
2,34 |
121,02 |
2,37 |
IZ0823 |
PL0000105359 |
108,33 |
113,00 |
--- |
--- |
110,67 |
--- |
DS1023 |
PL0000107264 |
110,31 |
110,73 |
2,54 |
2,48 |
110,52 |
2,51 |
WZ0124 |
PL0000107454 |
96,27 |
96,59 |
--- |
--- |
96,43 |
--- |
DS0725 |
PL0000108197 |
105,00 |
105,40 |
2,65 |
2,61 |
105,20 |
2,63 |
WZ0126 |
PL0000108817 |
95,00 |
95,37 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
97,03 |
97,44 |
2,82 |
2,78 |
97,24 |
2,80 |
WS0429 |
PL0000105391 |
127,09 |
132,80 |
3,22 |
2,78 |
129,95 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,36 |
101,43 |
1,50 |
1,33 |
101,40 |
1,40 |
OK0716 |
PL0000107926 |
99,00 |
99,09 |
1,57 |
1,42 |
99,05 |
1,49 |
IZ0816 |
PL0000103529 |
101,39 |
101,73 |
--- |
--- |
101,56 |
--- |
PS1016 |
PL0000106795 |
102,83 |
102,89 |
1,54 |
1,48 |
102,86 |
1,51 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,30 |
104,44 |
1,60 |
1,51 |
104,37 |
1,55 |
OK0717 |
PL0000108502 |
97,42 |
97,51 |
1,60 |
1,54 |
97,47 |
1,57 |
DS1017 |
PL0000104543 |
106,70 |
106,88 |
1,63 |
1,54 |
106,79 |
1,58 |
WZ0118 |
PL0000104717 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,81 |
105,00 |
1,68 |
1,60 |
104,91 |
1,64 |
PS0718 |
PL0000107595 |
102,01 |
102,23 |
1,71 |
1,63 |
102,12 |
1,67 |
WZ0119 |
PL0000107603 |
99,26 |
99,45 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
104,78 |
105,00 |
1,88 |
1,82 |
104,89 |
1,85 |
DS1019 |
PL0000105441 |
113,41 |
113,66 |
1,89 |
1,83 |
113,54 |
1,86 |
WZ0120 |
PL0000108601 |
98,63 |
98,76 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,79 |
97,94 |
2,03 |
1,99 |
97,87 |
2,01 |
DS1020 |
PL0000106126 |
114,59 |
114,81 |
2,08 |
2,04 |
114,70 |
2,06 |
WZ0121 |
PL0000106068 |
98,08 |
98,30 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
98,82 |
98,98 |
2,23 |
2,20 |
98,90 |
2,22 |
DS1021 |
PL0000106670 |
118,97 |
119,23 |
2,27 |
2,23 |
119,10 |
2,25 |
WS0922 |
PL0000102646 |
120,59 |
120,89 |
2,43 |
2,39 |
120,74 |
2,41 |
IZ0823 |
PL0000105359 |
108,31 |
112,97 |
--- |
--- |
110,64 |
--- |
DS1023 |
PL0000107264 |
110,11 |
110,50 |
2,57 |
2,51 |
110,31 |
2,54 |
WZ0124 |
PL0000107454 |
96,31 |
96,49 |
--- |
--- |
96,40 |
--- |
DS0725 |
PL0000108197 |
104,73 |
105,05 |
2,68 |
2,65 |
104,89 |
2,67 |
WZ0126 |
PL0000108817 |
95,13 |
95,39 |
--- |
--- |
95,26 |
--- |
DS0726 |
PL0000108866 |
96,78 |
97,09 |
2,85 |
2,82 |
96,94 |
2,83 |
WS0429 |
PL0000105391 |
128,75 |
131,15 |
3,09 |
2,91 |
129,95 |
3,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
40 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
70 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
180 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
480 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,430 |
1,470 |
1,455 |
300 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
TOTAL |
1 200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.