2015-12-03 |
MARKET DATA |
No 234 (2765) |
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 |
1 222,50 |
1 228,21 |
68 |
1 485,00 |
1 570,03 |
17 |
2 707,50 |
2 798,25 |
85 |
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 |
99,84 |
99,83 |
99,825 |
99,840 |
99,825 |
99,840 |
99,840 |
245 000 |
244,61 |
6 |
PS0416 |
PL0000106340 |
101,35 |
101,37 |
101,370 |
101,370 |
101,370 |
101,370 |
101,370 |
60 000 |
62,67 |
1 |
OK0716 |
PL0000107926 |
99,09 |
99,08 |
99,090 |
99,090 |
99,090 |
99,090 |
99,090 |
50 000 |
49,55 |
1 |
PS1016 |
PL0000106795 |
102,80 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,30 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,47 |
97,49 |
97,450 |
97,450 |
97,450 |
97,450 |
97,450 |
50 000 |
48,73 |
1 |
DS1017 |
PL0000104543 |
106,68 |
106,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,83 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,19 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,87 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,53 |
113,28 |
113,230 |
113,230 |
113,210 |
113,210 |
113,220 |
20 000 |
22,77 |
2 |
PS0420 |
PL0000108510 |
97,87 |
97,52 |
97,830 |
97,830 |
97,480 |
97,480 |
97,571 |
125 000 |
123,12 |
8 |
DS1020 |
PL0000106126 |
114,70 |
114,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,93 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,13 |
118,42 |
118,840 |
118,840 |
118,840 |
118,840 |
118,840 |
2 500 |
2,99 |
1 |
WS0922 |
PL0000102646 |
120,71 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,25 |
109,27 |
110,100 |
110,100 |
110,100 |
110,100 |
110,100 |
5 000 |
5,53 |
1 |
DS0725 |
PL0000108197 |
104,90 |
103,60 |
104,900 |
104,900 |
103,490 |
103,490 |
104,296 |
170 000 |
179,34 |
19 |
DS0726 |
PL0000108866 |
96,80 |
95,67 |
96,650 |
96,650 |
95,690 |
95,690 |
96,055 |
85 000 |
82,43 |
10 |
WS0428 |
PL0000107611 |
95,61 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,85 |
128,68 |
129,600 |
129,600 |
129,600 |
129,600 |
129,600 |
5 000 |
6,66 |
1 |
WS0437 |
PL0000104857 |
125,43 |
135,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,50 |
101,65 |
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 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,66 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,33 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,63 |
98,57 |
98,630 |
98,630 |
98,570 |
98,570 |
98,592 |
315 000 |
312,63 |
11 |
WZ0121 |
PL0000106068 |
98,09 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,33 |
96,24 |
96,330 |
96,330 |
96,270 |
96,270 |
96,291 |
85 000 |
82,41 |
5 |
WZ0126 |
PL0000108817 |
95,04 |
95,12 |
95,040 |
95,040 |
95,040 |
95,040 |
95,040 |
5 000 |
4,78 |
1 |
TOTAL |
1 222 500 |
1 228,21 |
68 |
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 |
101,39 |
1,43 |
1,31 |
101,37 |
1,36 |
OK0716 |
PL0000107926 |
99,04 |
99,10 |
1,54 |
1,44 |
99,07 |
1,49 |
IZ0816 |
PL0000103529 |
101,28 |
101,80 |
--- |
--- |
101,54 |
--- |
PS1016 |
PL0000106795 |
102,77 |
102,86 |
1,56 |
1,46 |
102,82 |
1,50 |
WZ0117 |
PL0000106936 |
99,97 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,29 |
104,41 |
1,58 |
1,50 |
104,35 |
1,54 |
OK0717 |
PL0000108502 |
97,45 |
97,56 |
1,59 |
1,52 |
97,51 |
1,56 |
DS1017 |
PL0000104543 |
106,65 |
106,84 |
1,63 |
1,53 |
106,75 |
1,58 |
WZ0118 |
PL0000104717 |
99,64 |
99,78 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
104,81 |
104,97 |
1,67 |
1,60 |
104,89 |
1,64 |
PS0718 |
PL0000107595 |
102,05 |
102,26 |
1,69 |
1,61 |
102,16 |
1,65 |
WZ0119 |
PL0000107603 |
99,30 |
99,45 |
--- |
--- |
99,38 |
--- |
PS0719 |
PL0000108148 |
104,85 |
105,06 |
1,85 |
1,80 |
104,96 |
1,82 |
DS1019 |
PL0000105441 |
113,46 |
113,68 |
1,87 |
1,82 |
113,57 |
1,84 |
WZ0120 |
PL0000108601 |
98,60 |
98,74 |
--- |
--- |
98,67 |
--- |
PS0420 |
PL0000108510 |
97,83 |
97,98 |
2,02 |
1,98 |
97,91 |
2,00 |
DS1020 |
PL0000106126 |
114,66 |
114,93 |
2,06 |
2,01 |
114,80 |
2,03 |
WZ0121 |
PL0000106068 |
98,06 |
98,27 |
--- |
--- |
98,17 |
--- |
PS0421 |
PL0000108916 |
98,89 |
99,17 |
2,22 |
2,16 |
99,03 |
2,19 |
DS1021 |
PL0000106670 |
119,07 |
119,35 |
2,25 |
2,20 |
119,21 |
2,23 |
WS0922 |
PL0000102646 |
120,67 |
121,11 |
2,41 |
2,35 |
120,89 |
2,38 |
IZ0823 |
PL0000105359 |
107,01 |
112,97 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
110,19 |
110,64 |
2,55 |
2,49 |
110,42 |
2,52 |
WZ0124 |
PL0000107454 |
96,22 |
96,54 |
--- |
--- |
96,38 |
--- |
DS0725 |
PL0000108197 |
104,84 |
105,15 |
2,67 |
2,63 |
105,00 |
2,65 |
WZ0126 |
PL0000108817 |
95,00 |
95,38 |
--- |
--- |
95,19 |
--- |
DS0726 |
PL0000108866 |
96,75 |
97,18 |
2,86 |
2,81 |
96,97 |
2,83 |
WS0429 |
PL0000105391 |
126,00 |
134,49 |
3,31 |
2,65 |
130,25 |
2,97 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,34 |
101,39 |
1,43 |
1,31 |
101,37 |
1,36 |
OK0716 |
PL0000107926 |
99,05 |
99,10 |
1,52 |
1,44 |
99,08 |
1,47 |
IZ0816 |
PL0000103529 |
101,37 |
101,79 |
--- |
--- |
101,58 |
--- |
PS1016 |
PL0000106795 |
102,77 |
102,83 |
1,56 |
1,49 |
102,80 |
1,53 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,27 |
104,37 |
1,59 |
1,52 |
104,32 |
1,56 |
OK0717 |
PL0000108502 |
97,44 |
97,50 |
1,60 |
1,56 |
97,47 |
1,58 |
DS1017 |
PL0000104543 |
106,60 |
106,78 |
1,66 |
1,56 |
106,69 |
1,61 |
WZ0118 |
PL0000104717 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,70 |
104,86 |
1,72 |
1,65 |
104,78 |
1,68 |
PS0718 |
PL0000107595 |
101,89 |
102,09 |
1,76 |
1,68 |
101,99 |
1,72 |
WZ0119 |
PL0000107603 |
99,20 |
99,41 |
--- |
--- |
99,31 |
--- |
PS0719 |
PL0000108148 |
104,50 |
104,73 |
1,95 |
1,89 |
104,62 |
1,92 |
DS1019 |
PL0000105441 |
113,10 |
113,30 |
1,96 |
1,91 |
113,20 |
1,94 |
WZ0120 |
PL0000108601 |
98,50 |
98,69 |
--- |
--- |
98,60 |
--- |
PS0420 |
PL0000108510 |
97,30 |
97,57 |
2,15 |
2,08 |
97,44 |
2,12 |
DS1020 |
PL0000106126 |
114,04 |
114,30 |
2,18 |
2,13 |
114,17 |
2,16 |
WZ0121 |
PL0000106068 |
97,99 |
98,22 |
--- |
--- |
98,11 |
--- |
PS0421 |
PL0000108916 |
98,21 |
98,50 |
2,36 |
2,30 |
98,36 |
2,32 |
DS1021 |
PL0000106670 |
118,23 |
118,52 |
2,39 |
2,34 |
118,38 |
2,36 |
WS0922 |
PL0000102646 |
119,61 |
120,04 |
2,56 |
2,50 |
119,83 |
2,53 |
IZ0823 |
PL0000105359 |
107,49 |
112,49 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
108,98 |
109,40 |
2,72 |
2,66 |
109,19 |
2,69 |
WZ0124 |
PL0000107454 |
96,02 |
96,30 |
--- |
--- |
96,16 |
--- |
DS0725 |
PL0000108197 |
103,34 |
103,65 |
2,85 |
2,81 |
103,50 |
2,83 |
WZ0126 |
PL0000108817 |
94,86 |
95,20 |
--- |
--- |
95,03 |
--- |
DS0726 |
PL0000108866 |
95,34 |
95,72 |
3,02 |
2,97 |
95,53 |
2,99 |
WS0429 |
PL0000105391 |
123,96 |
131,30 |
3,48 |
2,89 |
127,63 |
3,18 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
30 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
65 |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
10 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
210 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
100 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
50 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
10 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
35 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,490 |
1,484 |
645 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
150 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
TOTAL |
1 485 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.