2015-12-04 |
MARKET DATA |
No 235 (2766) |
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 |
1 767,50 |
1 795,32 |
104 |
1 210,00 |
1 285,51 |
15 |
2 977,50 |
3 080,83 |
119 |
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 |
99,85 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
102 500 |
102,35 |
2 |
PS0416 |
PL0000106340 |
101,34 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,08 |
99,07 |
99,070 |
99,070 |
99,070 |
99,070 |
99,070 |
100 000 |
99,07 |
2 |
PS1016 |
PL0000106795 |
102,78 |
102,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,30 |
104,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,46 |
97,47 |
97,440 |
97,440 |
97,420 |
97,440 |
97,439 |
290 000 |
282,57 |
8 |
DS1017 |
PL0000104543 |
106,63 |
106,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,66 |
104,71 |
104,640 |
104,640 |
104,630 |
104,630 |
104,631 |
50 000 |
53,48 |
2 |
PS0718 |
PL0000107595 |
101,89 |
101,85 |
101,840 |
101,860 |
101,810 |
101,810 |
101,840 |
135 000 |
138,74 |
11 |
PS0719 |
PL0000108148 |
104,52 |
104,31 |
104,520 |
104,520 |
104,490 |
104,490 |
104,496 |
100 000 |
105,70 |
6 |
DS1019 |
PL0000105441 |
113,10 |
112,86 |
112,930 |
112,930 |
112,930 |
112,930 |
112,930 |
5 000 |
5,68 |
1 |
PS0420 |
PL0000108510 |
97,32 |
97,05 |
97,300 |
97,300 |
96,900 |
96,900 |
97,077 |
115 000 |
112,71 |
11 |
DS1020 |
PL0000106126 |
114,04 |
113,71 |
113,890 |
113,980 |
113,770 |
113,980 |
113,902 |
190 000 |
217,61 |
14 |
PS0421 |
PL0000108916 |
98,30 |
97,94 |
98,300 |
98,300 |
97,900 |
97,900 |
98,097 |
415 000 |
412,25 |
26 |
DS1021 |
PL0000106670 |
118,20 |
114,05 |
118,040 |
118,040 |
118,040 |
118,040 |
118,040 |
5 000 |
5,94 |
1 |
WS0922 |
PL0000102646 |
119,63 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,99 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,23 |
102,65 |
102,600 |
103,020 |
102,600 |
103,020 |
102,858 |
80 000 |
83,25 |
9 |
DS0726 |
PL0000108866 |
95,25 |
94,65 |
94,670 |
94,690 |
94,670 |
94,690 |
94,677 |
30 000 |
28,68 |
3 |
WS0428 |
PL0000107611 |
93,90 |
96,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,96 |
127,45 |
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 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,60 |
111,80 |
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 |
99,65 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,17 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,53 |
98,50 |
98,360 |
98,360 |
98,360 |
98,360 |
98,360 |
55 000 |
54,46 |
1 |
WZ0121 |
PL0000106068 |
98,02 |
98,03 |
98,000 |
98,000 |
97,980 |
97,980 |
97,989 |
50 000 |
49,33 |
4 |
WZ0124 |
PL0000107454 |
96,05 |
96,00 |
96,030 |
96,030 |
96,000 |
96,000 |
96,012 |
45 000 |
43,50 |
3 |
WZ0126 |
PL0000108817 |
94,90 |
95,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 767 500 |
1 795,32 |
104 |
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 |
101,32 |
101,38 |
1,46 |
1,31 |
101,35 |
1,38 |
OK0716 |
PL0000107926 |
99,04 |
99,11 |
1,54 |
1,43 |
99,08 |
1,48 |
IZ0816 |
PL0000103529 |
101,36 |
101,78 |
--- |
--- |
101,57 |
--- |
PS1016 |
PL0000106795 |
102,73 |
102,82 |
1,59 |
1,49 |
102,78 |
1,54 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,24 |
104,35 |
1,61 |
1,53 |
104,30 |
1,57 |
OK0717 |
PL0000108502 |
97,41 |
97,50 |
1,62 |
1,57 |
97,46 |
1,59 |
DS1017 |
PL0000104543 |
106,55 |
106,75 |
1,68 |
1,57 |
106,65 |
1,62 |
WZ0118 |
PL0000104717 |
99,61 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,61 |
104,82 |
1,75 |
1,66 |
104,72 |
1,71 |
PS0718 |
PL0000107595 |
101,79 |
101,97 |
1,79 |
1,72 |
101,88 |
1,76 |
WZ0119 |
PL0000107603 |
99,14 |
99,36 |
--- |
--- |
99,25 |
--- |
PS0719 |
PL0000108148 |
104,33 |
104,57 |
2,00 |
1,93 |
104,45 |
1,96 |
DS1019 |
PL0000105441 |
112,94 |
113,17 |
2,00 |
1,94 |
113,06 |
1,97 |
WZ0120 |
PL0000108601 |
98,48 |
98,67 |
--- |
--- |
98,58 |
--- |
PS0420 |
PL0000108510 |
97,15 |
97,43 |
2,19 |
2,12 |
97,29 |
2,15 |
DS1020 |
PL0000106126 |
113,87 |
114,16 |
2,22 |
2,16 |
114,02 |
2,19 |
WZ0121 |
PL0000106068 |
97,99 |
98,21 |
--- |
--- |
98,10 |
--- |
PS0421 |
PL0000108916 |
98,09 |
98,39 |
2,38 |
2,32 |
98,24 |
2,35 |
DS1021 |
PL0000106670 |
118,03 |
118,37 |
2,42 |
2,36 |
118,20 |
2,39 |
WS0922 |
PL0000102646 |
119,43 |
119,89 |
2,59 |
2,52 |
119,66 |
2,56 |
IZ0823 |
PL0000105359 |
107,77 |
112,28 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,80 |
109,27 |
2,74 |
2,68 |
109,04 |
2,71 |
WZ0124 |
PL0000107454 |
95,96 |
96,23 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
103,04 |
103,49 |
2,88 |
2,83 |
103,27 |
2,85 |
WZ0126 |
PL0000108817 |
94,79 |
95,15 |
--- |
--- |
94,97 |
--- |
DS0726 |
PL0000108866 |
95,03 |
95,48 |
3,05 |
3,00 |
95,26 |
3,03 |
WS0429 |
PL0000105391 |
125,32 |
129,99 |
3,36 |
2,99 |
127,66 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,33 |
101,38 |
1,43 |
1,31 |
101,36 |
1,36 |
OK0716 |
PL0000107926 |
99,05 |
99,12 |
1,53 |
1,41 |
99,09 |
1,46 |
IZ0816 |
PL0000103529 |
101,42 |
101,78 |
--- |
--- |
101,60 |
--- |
PS1016 |
PL0000106795 |
102,74 |
102,84 |
1,58 |
1,47 |
102,79 |
1,53 |
WZ0117 |
PL0000106936 |
99,96 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,28 |
104,37 |
1,58 |
1,52 |
104,33 |
1,55 |
OK0717 |
PL0000108502 |
97,44 |
97,53 |
1,60 |
1,55 |
97,49 |
1,57 |
DS1017 |
PL0000104543 |
106,61 |
106,77 |
1,65 |
1,56 |
106,69 |
1,60 |
WZ0118 |
PL0000104717 |
99,57 |
99,75 |
--- |
--- |
99,66 |
--- |
PS0418 |
PL0000107314 |
104,63 |
104,77 |
1,74 |
1,68 |
104,70 |
1,71 |
PS0718 |
PL0000107595 |
101,81 |
102,03 |
1,79 |
1,70 |
101,92 |
1,74 |
WZ0119 |
PL0000107603 |
99,03 |
99,30 |
--- |
--- |
99,17 |
--- |
PS0719 |
PL0000108148 |
104,32 |
104,55 |
2,00 |
1,94 |
104,44 |
1,97 |
DS1019 |
PL0000105441 |
112,86 |
113,15 |
2,02 |
1,95 |
113,01 |
1,98 |
WZ0120 |
PL0000108601 |
98,30 |
98,53 |
--- |
--- |
98,42 |
--- |
PS0420 |
PL0000108510 |
97,12 |
97,34 |
2,19 |
2,14 |
97,23 |
2,17 |
DS1020 |
PL0000106126 |
113,83 |
114,12 |
2,22 |
2,17 |
113,98 |
2,19 |
WZ0121 |
PL0000106068 |
97,87 |
98,10 |
--- |
--- |
97,99 |
--- |
PS0421 |
PL0000108916 |
98,08 |
98,38 |
2,38 |
2,32 |
98,23 |
2,35 |
DS1021 |
PL0000106670 |
118,15 |
118,39 |
2,40 |
2,36 |
118,27 |
2,38 |
WS0922 |
PL0000102646 |
119,28 |
119,74 |
2,61 |
2,54 |
119,51 |
2,58 |
IZ0823 |
PL0000105359 |
108,12 |
112,74 |
--- |
--- |
110,43 |
--- |
DS1023 |
PL0000107264 |
108,72 |
109,05 |
2,75 |
2,71 |
108,89 |
2,73 |
WZ0124 |
PL0000107454 |
95,80 |
96,06 |
--- |
--- |
95,93 |
--- |
DS0725 |
PL0000108197 |
102,85 |
103,13 |
2,90 |
2,87 |
102,99 |
2,89 |
WZ0126 |
PL0000108817 |
94,66 |
95,04 |
--- |
--- |
94,85 |
--- |
DS0726 |
PL0000108866 |
94,80 |
95,11 |
3,08 |
3,04 |
94,96 |
3,06 |
WS0429 |
PL0000105391 |
126,12 |
128,47 |
3,30 |
3,11 |
127,30 |
3,20 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
50 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
45 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
210 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
40 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
1,420 |
1,470 |
1,451 |
470 |
DS1019 |
PL0000105441 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
50 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
25 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
15 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
285 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
20 |
TOTAL |
1 210 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.