2015-12-02 |
MARKET DATA |
No 233 (2764) |
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 |
157,50 |
172,93 |
7 |
1 685,00 |
1 826,98 |
21 |
1 842,50 |
1 999,92 |
28 |
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 |
99,81 |
99,81 |
99,810 |
99,810 |
99,810 |
99,810 |
99,810 |
75 000 |
74,86 |
1 |
PS0416 |
PL0000106340 |
101,37 |
101,39 |
101,390 |
101,390 |
101,390 |
101,390 |
101,390 |
2 500 |
2,61 |
1 |
OK0716 |
PL0000107926 |
99,04 |
99,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,81 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,33 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,46 |
97,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,70 |
106,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,84 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,07 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,92 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,56 |
113,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,90 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,76 |
114,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,00 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,23 |
119,22 |
119,250 |
119,280 |
119,250 |
119,280 |
119,269 |
75 000 |
89,92 |
4 |
WS0922 |
PL0000102646 |
120,81 |
120,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,27 |
110,40 |
110,400 |
110,400 |
110,400 |
110,400 |
110,400 |
5 000 |
5,54 |
1 |
DS0725 |
PL0000108197 |
104,95 |
104,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,90 |
96,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,66 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,86 |
130,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
125,73 |
135,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,50 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,30 |
111,70 |
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 |
99,66 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,32 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,63 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,10 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,27 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,20 |
95,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
157 500 |
172,93 |
7 |
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 |
101,34 |
101,40 |
1,51 |
1,36 |
101,37 |
1,43 |
OK0716 |
PL0000107926 |
99,02 |
99,09 |
1,55 |
1,44 |
99,06 |
1,48 |
IZ0816 |
PL0000103529 |
101,36 |
101,75 |
--- |
--- |
101,56 |
--- |
PS1016 |
PL0000106795 |
102,79 |
102,88 |
1,57 |
1,47 |
102,84 |
1,51 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,28 |
104,41 |
1,61 |
1,51 |
104,35 |
1,56 |
OK0717 |
PL0000108502 |
97,41 |
97,53 |
1,61 |
1,54 |
97,47 |
1,57 |
DS1017 |
PL0000104543 |
106,67 |
106,87 |
1,63 |
1,53 |
106,77 |
1,58 |
WZ0118 |
PL0000104717 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,80 |
104,98 |
1,68 |
1,61 |
104,89 |
1,64 |
PS0718 |
PL0000107595 |
102,03 |
102,23 |
1,70 |
1,63 |
102,13 |
1,67 |
WZ0119 |
PL0000107603 |
99,29 |
99,44 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
104,81 |
105,02 |
1,87 |
1,81 |
104,92 |
1,84 |
DS1019 |
PL0000105441 |
113,43 |
113,66 |
1,88 |
1,83 |
113,55 |
1,86 |
WZ0120 |
PL0000108601 |
98,60 |
98,77 |
--- |
--- |
98,69 |
--- |
PS0420 |
PL0000108510 |
97,72 |
97,91 |
2,05 |
2,00 |
97,82 |
2,02 |
DS1020 |
PL0000106126 |
114,59 |
114,83 |
2,08 |
2,03 |
114,71 |
2,05 |
WZ0121 |
PL0000106068 |
98,06 |
98,28 |
--- |
--- |
98,17 |
--- |
PS0421 |
PL0000108916 |
98,78 |
99,06 |
2,24 |
2,18 |
98,92 |
2,21 |
DS1021 |
PL0000106670 |
118,96 |
119,26 |
2,27 |
2,22 |
119,11 |
2,25 |
WS0922 |
PL0000102646 |
120,55 |
120,98 |
2,43 |
2,37 |
120,77 |
2,40 |
IZ0823 |
PL0000105359 |
106,07 |
113,93 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
110,05 |
110,43 |
2,57 |
2,52 |
110,24 |
2,55 |
WZ0124 |
PL0000107454 |
96,23 |
96,56 |
--- |
--- |
96,40 |
--- |
DS0725 |
PL0000108197 |
104,64 |
104,96 |
2,69 |
2,66 |
104,80 |
2,68 |
WZ0126 |
PL0000108817 |
94,99 |
95,38 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
96,60 |
97,00 |
2,87 |
2,83 |
96,80 |
2,85 |
WS0429 |
PL0000105391 |
123,59 |
134,27 |
3,51 |
2,67 |
128,93 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,36 |
101,41 |
1,46 |
1,33 |
101,39 |
1,38 |
OK0716 |
PL0000107926 |
99,03 |
99,10 |
1,53 |
1,42 |
99,07 |
1,47 |
IZ0816 |
PL0000103529 |
101,38 |
101,77 |
--- |
--- |
101,58 |
--- |
PS1016 |
PL0000106795 |
102,79 |
102,87 |
1,57 |
1,48 |
102,83 |
1,52 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,32 |
104,42 |
1,58 |
1,51 |
104,37 |
1,54 |
OK0717 |
PL0000108502 |
97,44 |
97,54 |
1,59 |
1,53 |
97,49 |
1,56 |
DS1017 |
PL0000104543 |
106,69 |
106,88 |
1,62 |
1,53 |
106,79 |
1,57 |
WZ0118 |
PL0000104717 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,81 |
104,98 |
1,68 |
1,61 |
104,90 |
1,64 |
PS0718 |
PL0000107595 |
102,05 |
102,25 |
1,70 |
1,62 |
102,15 |
1,66 |
WZ0119 |
PL0000107603 |
99,29 |
99,45 |
--- |
--- |
99,37 |
--- |
PS0719 |
PL0000108148 |
104,89 |
105,07 |
1,85 |
1,80 |
104,98 |
1,82 |
DS1019 |
PL0000105441 |
113,49 |
113,72 |
1,87 |
1,81 |
113,61 |
1,84 |
WZ0120 |
PL0000108601 |
98,60 |
98,76 |
--- |
--- |
98,68 |
--- |
PS0420 |
PL0000108510 |
97,80 |
98,00 |
2,03 |
1,98 |
97,90 |
2,00 |
DS1020 |
PL0000106126 |
114,69 |
114,90 |
2,06 |
2,02 |
114,80 |
2,04 |
WZ0121 |
PL0000106068 |
98,06 |
98,27 |
--- |
--- |
98,17 |
--- |
PS0421 |
PL0000108916 |
98,89 |
99,13 |
2,22 |
2,17 |
99,01 |
2,19 |
DS1021 |
PL0000106670 |
119,10 |
119,39 |
2,25 |
2,20 |
119,25 |
2,22 |
WS0922 |
PL0000102646 |
120,65 |
120,94 |
2,42 |
2,38 |
120,80 |
2,40 |
IZ0823 |
PL0000105359 |
108,59 |
112,30 |
--- |
--- |
110,45 |
--- |
DS1023 |
PL0000107264 |
110,20 |
110,63 |
2,55 |
2,50 |
110,42 |
2,52 |
WZ0124 |
PL0000107454 |
96,21 |
96,45 |
--- |
--- |
96,33 |
--- |
DS0725 |
PL0000108197 |
104,82 |
105,08 |
2,67 |
2,64 |
104,95 |
2,66 |
WZ0126 |
PL0000108817 |
95,10 |
95,39 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
96,73 |
97,13 |
2,86 |
2,81 |
96,93 |
2,84 |
WS0429 |
PL0000105391 |
129,43 |
130,72 |
3,04 |
2,94 |
130,08 |
2,99 |
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 |
1,470 |
1,470 |
1,470 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
180 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
150 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,450 |
1,470 |
1,455 |
220 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
290 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
210 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
TOTAL |
1 685 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.