2015-12-01 |
MARKET DATA |
No 232 (2763) |
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 |
387,50 |
396,79 |
26 |
1 535,00 |
1 716,46 |
24 |
1 922,50 |
2 113,24 |
50 |
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 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,36 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,03 |
99,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,82 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,31 |
104,36 |
104,360 |
104,360 |
104,360 |
104,360 |
104,360 |
7 500 |
8,04 |
1 |
OK0717 |
PL0000108502 |
97,45 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,74 |
106,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,83 |
104,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,05 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,88 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,51 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,88 |
97,72 |
97,780 |
97,890 |
97,780 |
97,890 |
97,804 |
70 000 |
69,10 |
4 |
DS1020 |
PL0000106126 |
114,68 |
114,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,94 |
98,74 |
98,820 |
98,900 |
98,740 |
98,900 |
98,798 |
155 000 |
155,02 |
10 |
DS1021 |
PL0000106670 |
119,09 |
118,95 |
118,950 |
118,950 |
118,950 |
118,950 |
118,950 |
15 000 |
17,93 |
1 |
WS0922 |
PL0000102646 |
120,69 |
120,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,19 |
110,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,86 |
104,70 |
104,610 |
104,940 |
104,610 |
104,940 |
104,786 |
120 000 |
127,14 |
9 |
DS0726 |
PL0000108866 |
96,83 |
96,71 |
96,880 |
96,880 |
96,880 |
96,880 |
96,880 |
20 000 |
19,56 |
1 |
WS0428 |
PL0000107611 |
95,66 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,45 |
129,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
125,54 |
135,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,50 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,70 |
110,50 |
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 |
99,67 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,28 |
99,39 |
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 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,30 |
96,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,06 |
95,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
387 500 |
396,79 |
26 |
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 |
101,41 |
1,50 |
1,36 |
101,38 |
1,43 |
OK0716 |
PL0000107926 |
99,02 |
99,08 |
1,54 |
1,45 |
99,05 |
1,49 |
IZ0816 |
PL0000103529 |
101,37 |
101,77 |
--- |
--- |
101,57 |
--- |
PS1016 |
PL0000106795 |
102,80 |
102,88 |
1,56 |
1,48 |
102,84 |
1,52 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,29 |
104,42 |
1,60 |
1,51 |
104,36 |
1,56 |
OK0717 |
PL0000108502 |
97,41 |
97,50 |
1,61 |
1,55 |
97,46 |
1,58 |
DS1017 |
PL0000104543 |
106,68 |
106,87 |
1,63 |
1,54 |
106,78 |
1,58 |
WZ0118 |
PL0000104717 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,97 |
1,69 |
1,61 |
104,88 |
1,65 |
PS0718 |
PL0000107595 |
102,00 |
102,21 |
1,72 |
1,64 |
102,11 |
1,67 |
WZ0119 |
PL0000107603 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
104,74 |
104,95 |
1,89 |
1,83 |
104,85 |
1,86 |
DS1019 |
PL0000105441 |
113,40 |
113,60 |
1,89 |
1,85 |
113,50 |
1,87 |
WZ0120 |
PL0000108601 |
98,61 |
98,78 |
--- |
--- |
98,70 |
--- |
PS0420 |
PL0000108510 |
97,67 |
97,88 |
2,06 |
2,01 |
97,78 |
2,03 |
DS1020 |
PL0000106126 |
114,55 |
114,82 |
2,09 |
2,03 |
114,69 |
2,06 |
WZ0121 |
PL0000106068 |
98,08 |
98,29 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
98,77 |
98,98 |
2,24 |
2,20 |
98,88 |
2,22 |
DS1021 |
PL0000106670 |
118,93 |
119,15 |
2,28 |
2,24 |
119,04 |
2,26 |
WS0922 |
PL0000102646 |
120,52 |
120,93 |
2,44 |
2,38 |
120,73 |
2,41 |
IZ0823 |
PL0000105359 |
107,08 |
113,34 |
--- |
--- |
110,21 |
--- |
DS1023 |
PL0000107264 |
110,03 |
110,47 |
2,58 |
2,52 |
110,25 |
2,55 |
WZ0124 |
PL0000107454 |
96,27 |
96,59 |
--- |
--- |
96,43 |
--- |
DS0725 |
PL0000108197 |
104,62 |
104,94 |
2,70 |
2,66 |
104,78 |
2,68 |
WZ0126 |
PL0000108817 |
95,01 |
95,40 |
--- |
--- |
95,21 |
--- |
DS0726 |
PL0000108866 |
96,60 |
96,98 |
2,87 |
2,83 |
96,79 |
2,85 |
WS0429 |
PL0000105391 |
127,42 |
132,14 |
3,20 |
2,83 |
129,78 |
3,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,35 |
101,41 |
1,50 |
1,36 |
101,38 |
1,43 |
OK0716 |
PL0000107926 |
99,02 |
99,09 |
1,54 |
1,43 |
99,06 |
1,48 |
IZ0816 |
PL0000103529 |
101,39 |
101,77 |
--- |
--- |
101,58 |
--- |
PS1016 |
PL0000106795 |
102,80 |
102,87 |
1,56 |
1,49 |
102,84 |
1,52 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,28 |
104,41 |
1,61 |
1,52 |
104,35 |
1,56 |
OK0717 |
PL0000108502 |
97,43 |
97,52 |
1,60 |
1,54 |
97,48 |
1,56 |
DS1017 |
PL0000104543 |
106,72 |
106,87 |
1,61 |
1,54 |
106,80 |
1,57 |
WZ0118 |
PL0000104717 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,81 |
104,99 |
1,68 |
1,60 |
104,90 |
1,64 |
PS0718 |
PL0000107595 |
102,03 |
102,24 |
1,70 |
1,62 |
102,14 |
1,66 |
WZ0119 |
PL0000107603 |
99,24 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0719 |
PL0000108148 |
104,85 |
105,08 |
1,86 |
1,79 |
104,97 |
1,82 |
DS1019 |
PL0000105441 |
113,46 |
113,74 |
1,88 |
1,81 |
113,60 |
1,85 |
WZ0120 |
PL0000108601 |
98,60 |
98,77 |
--- |
--- |
98,69 |
--- |
PS0420 |
PL0000108510 |
97,81 |
97,98 |
2,02 |
1,98 |
97,90 |
2,00 |
DS1020 |
PL0000106126 |
114,66 |
114,95 |
2,07 |
2,01 |
114,81 |
2,04 |
WZ0121 |
PL0000106068 |
98,06 |
98,28 |
--- |
--- |
98,17 |
--- |
PS0421 |
PL0000108916 |
98,88 |
99,15 |
2,22 |
2,17 |
99,02 |
2,19 |
DS1021 |
PL0000106670 |
119,03 |
119,33 |
2,26 |
2,21 |
119,18 |
2,24 |
WS0922 |
PL0000102646 |
120,63 |
120,90 |
2,42 |
2,38 |
120,77 |
2,40 |
IZ0823 |
PL0000105359 |
108,58 |
111,87 |
--- |
--- |
110,23 |
--- |
DS1023 |
PL0000107264 |
110,15 |
110,60 |
2,56 |
2,50 |
110,38 |
2,53 |
WZ0124 |
PL0000107454 |
96,24 |
96,56 |
--- |
--- |
96,40 |
--- |
DS0725 |
PL0000108197 |
104,79 |
105,11 |
2,68 |
2,64 |
104,95 |
2,66 |
WZ0126 |
PL0000108817 |
95,00 |
95,38 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
96,75 |
97,12 |
2,86 |
2,81 |
96,94 |
2,83 |
WS0429 |
PL0000105391 |
128,26 |
131,98 |
3,13 |
2,84 |
130,12 |
2,98 |
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 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
80 |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
50 |
PS0416 |
PL0000106340 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
60 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
150 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
165 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,400 |
1,460 |
1,448 |
50 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
125 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
65 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,460 |
1,416 |
190 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
60 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
100 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
80 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
100 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
70 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
55 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
TOTAL |
1 535 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.