2015-12-07 |
MARKET DATA |
No 236 (2767) |
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 |
595,00 |
612,70 |
32 |
1 240,00 |
1 303,89 |
22 |
1 835,00 |
1 916,59 |
54 |
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 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,34 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,07 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,76 |
102,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,25 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,45 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,62 |
106,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,70 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,92 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,52 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,09 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,43 |
97,31 |
97,320 |
97,380 |
97,320 |
97,370 |
97,351 |
105 000 |
103,20 |
9 |
DS1020 |
PL0000106126 |
114,15 |
114,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,40 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,50 |
118,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,85 |
119,73 |
119,900 |
119,950 |
119,900 |
119,950 |
119,929 |
50 000 |
60,57 |
6 |
DS1023 |
PL0000107264 |
109,20 |
109,08 |
109,120 |
109,170 |
109,120 |
109,170 |
109,143 |
50 000 |
54,82 |
5 |
DS0725 |
PL0000108197 |
103,56 |
103,20 |
103,330 |
103,530 |
103,330 |
103,530 |
103,463 |
15 000 |
15,70 |
2 |
DS0726 |
PL0000108866 |
95,50 |
95,23 |
95,570 |
95,570 |
95,570 |
95,570 |
95,570 |
15 000 |
14,48 |
1 |
WS0428 |
PL0000107611 |
94,16 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,71 |
128,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,50 |
132,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,52 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,80 |
110,80 |
109,800 |
109,800 |
109,800 |
109,800 |
109,800 |
7 500 |
9,49 |
1 |
WZ0117 |
PL0000106936 |
99,99 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
322 500 |
324,65 |
5 |
WZ0118 |
PL0000104717 |
99,65 |
99,73 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
5 000 |
5,02 |
1 |
WZ0119 |
PL0000107603 |
99,13 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,46 |
98,51 |
98,460 |
98,460 |
98,450 |
98,450 |
98,458 |
25 000 |
24,78 |
2 |
WZ0121 |
PL0000106068 |
97,91 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,05 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,85 |
94,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
595 000 |
612,70 |
32 |
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 |
101,38 |
1,41 |
1,28 |
101,36 |
1,33 |
OK0716 |
PL0000107926 |
99,06 |
99,14 |
1,52 |
1,39 |
99,10 |
1,45 |
IZ0816 |
PL0000103529 |
101,41 |
101,76 |
--- |
--- |
101,59 |
--- |
PS1016 |
PL0000106795 |
102,75 |
102,84 |
1,56 |
1,46 |
102,80 |
1,51 |
WZ0117 |
PL0000106936 |
99,95 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
104,24 |
104,37 |
1,60 |
1,51 |
104,31 |
1,55 |
OK0717 |
PL0000108502 |
97,42 |
97,53 |
1,62 |
1,55 |
97,48 |
1,58 |
DS1017 |
PL0000104543 |
106,58 |
106,76 |
1,66 |
1,56 |
106,67 |
1,61 |
WZ0118 |
PL0000104717 |
99,57 |
99,75 |
--- |
--- |
99,66 |
--- |
PS0418 |
PL0000107314 |
104,64 |
104,82 |
1,74 |
1,66 |
104,73 |
1,70 |
PS0718 |
PL0000107595 |
101,83 |
102,05 |
1,78 |
1,69 |
101,94 |
1,73 |
WZ0119 |
PL0000107603 |
99,04 |
99,29 |
--- |
--- |
99,17 |
--- |
PS0719 |
PL0000108148 |
104,33 |
104,56 |
2,00 |
1,93 |
104,45 |
1,96 |
DS1019 |
PL0000105441 |
112,91 |
113,13 |
2,00 |
1,95 |
113,02 |
1,98 |
WZ0120 |
PL0000108601 |
98,28 |
98,54 |
--- |
--- |
98,41 |
--- |
PS0420 |
PL0000108510 |
97,16 |
97,36 |
2,18 |
2,14 |
97,26 |
2,16 |
DS1020 |
PL0000106126 |
113,83 |
114,11 |
2,22 |
2,17 |
113,97 |
2,19 |
WZ0121 |
PL0000106068 |
97,85 |
98,09 |
--- |
--- |
97,97 |
--- |
PS0421 |
PL0000108916 |
98,09 |
98,38 |
2,38 |
2,32 |
98,24 |
2,35 |
DS1021 |
PL0000106670 |
118,14 |
118,46 |
2,40 |
2,35 |
118,30 |
2,37 |
WS0922 |
PL0000102646 |
119,33 |
119,77 |
2,60 |
2,54 |
119,55 |
2,57 |
IZ0823 |
PL0000105359 |
106,24 |
113,81 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,79 |
109,13 |
2,74 |
2,70 |
108,96 |
2,72 |
WZ0124 |
PL0000107454 |
95,81 |
96,18 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
102,94 |
103,28 |
2,89 |
2,85 |
103,11 |
2,87 |
WZ0126 |
PL0000108817 |
94,67 |
95,04 |
--- |
--- |
94,86 |
--- |
DS0726 |
PL0000108866 |
94,86 |
95,31 |
3,07 |
3,02 |
95,09 |
3,04 |
WS0429 |
PL0000105391 |
122,00 |
131,78 |
3,64 |
2,85 |
126,89 |
3,24 |
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 |
1,41 |
1,28 |
101,36 |
1,33 |
OK0716 |
PL0000107926 |
99,06 |
99,14 |
1,52 |
1,39 |
99,10 |
1,45 |
IZ0816 |
PL0000103529 |
101,41 |
101,76 |
--- |
--- |
101,59 |
--- |
PS1016 |
PL0000106795 |
102,75 |
102,83 |
1,56 |
1,47 |
102,79 |
1,52 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,24 |
104,36 |
1,60 |
1,52 |
104,30 |
1,56 |
OK0717 |
PL0000108502 |
97,42 |
97,54 |
1,62 |
1,54 |
97,48 |
1,58 |
DS1017 |
PL0000104543 |
106,57 |
106,74 |
1,66 |
1,57 |
106,66 |
1,61 |
WZ0118 |
PL0000104717 |
99,62 |
99,76 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
104,66 |
104,85 |
1,73 |
1,65 |
104,76 |
1,69 |
PS0718 |
PL0000107595 |
101,87 |
102,09 |
1,76 |
1,68 |
101,98 |
1,72 |
WZ0119 |
PL0000107603 |
99,10 |
99,33 |
--- |
--- |
99,22 |
--- |
PS0719 |
PL0000108148 |
104,46 |
104,68 |
1,96 |
1,90 |
104,57 |
1,93 |
DS1019 |
PL0000105441 |
113,06 |
113,27 |
1,97 |
1,91 |
113,17 |
1,94 |
WZ0120 |
PL0000108601 |
98,40 |
98,55 |
--- |
--- |
98,48 |
--- |
PS0420 |
PL0000108510 |
97,35 |
97,53 |
2,14 |
2,09 |
97,44 |
2,12 |
DS1020 |
PL0000106126 |
114,12 |
114,33 |
2,16 |
2,12 |
114,23 |
2,14 |
WZ0121 |
PL0000106068 |
97,86 |
98,09 |
--- |
--- |
97,98 |
--- |
PS0421 |
PL0000108916 |
98,34 |
98,60 |
2,33 |
2,28 |
98,47 |
2,30 |
DS1021 |
PL0000106670 |
118,42 |
118,72 |
2,35 |
2,30 |
118,57 |
2,33 |
WS0922 |
PL0000102646 |
119,78 |
120,16 |
2,54 |
2,48 |
119,97 |
2,51 |
IZ0823 |
PL0000105359 |
109,34 |
111,41 |
--- |
--- |
110,38 |
--- |
DS1023 |
PL0000107264 |
109,15 |
109,53 |
2,69 |
2,64 |
109,34 |
2,67 |
WZ0124 |
PL0000107454 |
95,80 |
96,03 |
--- |
--- |
95,92 |
--- |
DS0725 |
PL0000108197 |
103,47 |
103,76 |
2,83 |
2,80 |
103,62 |
2,81 |
WZ0126 |
PL0000108817 |
94,74 |
94,99 |
--- |
--- |
94,87 |
--- |
DS0726 |
PL0000108866 |
95,38 |
95,76 |
3,01 |
2,97 |
95,57 |
2,99 |
WS0429 |
PL0000105391 |
127,34 |
128,73 |
3,20 |
3,09 |
128,04 |
3,15 |
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 |
1,450 |
1,450 |
1,450 |
110 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
55 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
100 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
10 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
115 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
15 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
35 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
75 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
15 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,470 |
1,466 |
245 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
275 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
30 |
TOTAL |
1 240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.