2015-12-08 |
MARKET DATA |
No 237 (2768) |
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 |
1 800,00 |
1 835,93 |
47 |
970,00 |
1 015,72 |
20 |
2 770,00 |
2 851,65 |
67 |
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 |
99,86 |
99,85 |
99,860 |
99,860 |
99,860 |
99,860 |
99,860 |
295 000 |
294,59 |
2 |
PS0416 |
PL0000106340 |
101,33 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,09 |
99,12 |
99,090 |
99,090 |
99,090 |
99,090 |
99,090 |
10 000 |
9,91 |
1 |
PS1016 |
PL0000106795 |
102,76 |
102,75 |
102,760 |
102,760 |
102,740 |
102,750 |
102,749 |
925 000 |
955,95 |
17 |
PS0417 |
PL0000107058 |
104,24 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,43 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,58 |
106,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,67 |
104,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,89 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,48 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,06 |
112,91 |
112,950 |
112,950 |
112,940 |
112,940 |
112,945 |
20 000 |
22,73 |
2 |
PS0420 |
PL0000108510 |
97,40 |
97,11 |
97,230 |
97,230 |
97,110 |
97,130 |
97,156 |
105 000 |
103,00 |
9 |
DS1020 |
PL0000106126 |
114,10 |
113,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,37 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,50 |
118,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,80 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,15 |
108,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,50 |
103,10 |
103,430 |
103,430 |
103,230 |
103,230 |
103,360 |
110 000 |
115,04 |
6 |
DS0726 |
PL0000108866 |
95,38 |
95,00 |
95,200 |
95,200 |
95,200 |
95,200 |
95,200 |
10 000 |
9,61 |
2 |
WS0428 |
PL0000107611 |
93,57 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,04 |
127,84 |
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 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,65 |
99,65 |
99,650 |
99,650 |
99,570 |
99,570 |
99,590 |
200 000 |
200,52 |
5 |
WZ0119 |
PL0000107603 |
99,14 |
99,19 |
99,140 |
99,140 |
99,140 |
99,140 |
99,140 |
100 000 |
99,81 |
1 |
WZ0120 |
PL0000108601 |
98,45 |
98,46 |
98,430 |
98,430 |
98,410 |
98,410 |
98,414 |
25 000 |
24,77 |
2 |
WZ0121 |
PL0000106068 |
97,91 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,85 |
95,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,75 |
94,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 800 000 |
1 835,93 |
47 |
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 |
101,31 |
101,37 |
1,44 |
1,28 |
101,34 |
1,36 |
OK0716 |
PL0000107926 |
99,07 |
99,15 |
1,51 |
1,38 |
99,11 |
1,44 |
IZ0816 |
PL0000103529 |
101,38 |
101,75 |
--- |
--- |
101,57 |
--- |
PS1016 |
PL0000106795 |
102,73 |
102,81 |
1,58 |
1,49 |
102,77 |
1,53 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,22 |
104,35 |
1,61 |
1,52 |
104,29 |
1,56 |
OK0717 |
PL0000108502 |
97,42 |
97,53 |
1,62 |
1,55 |
97,48 |
1,58 |
DS1017 |
PL0000104543 |
106,57 |
106,73 |
1,66 |
1,57 |
106,65 |
1,61 |
WZ0118 |
PL0000104717 |
99,60 |
99,75 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
104,65 |
104,84 |
1,73 |
1,65 |
104,75 |
1,69 |
PS0718 |
PL0000107595 |
101,86 |
102,08 |
1,76 |
1,68 |
101,97 |
1,72 |
WZ0119 |
PL0000107603 |
98,99 |
99,34 |
--- |
--- |
99,17 |
--- |
PS0719 |
PL0000108148 |
104,44 |
104,67 |
1,97 |
1,90 |
104,56 |
1,93 |
DS1019 |
PL0000105441 |
113,03 |
113,23 |
1,97 |
1,92 |
113,13 |
1,95 |
WZ0120 |
PL0000108601 |
98,26 |
98,54 |
--- |
--- |
98,40 |
--- |
PS0420 |
PL0000108510 |
97,36 |
97,53 |
2,14 |
2,09 |
97,45 |
2,11 |
DS1020 |
PL0000106126 |
114,05 |
114,34 |
2,18 |
2,12 |
114,20 |
2,15 |
WZ0121 |
PL0000106068 |
97,86 |
98,09 |
--- |
--- |
97,98 |
--- |
PS0421 |
PL0000108916 |
98,32 |
98,58 |
2,33 |
2,28 |
98,45 |
2,31 |
DS1021 |
PL0000106670 |
118,43 |
118,73 |
2,35 |
2,30 |
118,58 |
2,33 |
WS0922 |
PL0000102646 |
119,76 |
120,15 |
2,54 |
2,48 |
119,96 |
2,51 |
IZ0823 |
PL0000105359 |
108,31 |
112,72 |
--- |
--- |
110,52 |
--- |
DS1023 |
PL0000107264 |
109,09 |
109,53 |
2,70 |
2,64 |
109,31 |
2,67 |
WZ0124 |
PL0000107454 |
95,81 |
96,13 |
--- |
--- |
95,97 |
--- |
DS0725 |
PL0000108197 |
103,46 |
103,75 |
2,83 |
2,80 |
103,61 |
2,81 |
WZ0126 |
PL0000108817 |
94,68 |
95,08 |
--- |
--- |
94,88 |
--- |
DS0726 |
PL0000108866 |
95,33 |
95,78 |
3,02 |
2,97 |
95,56 |
2,99 |
WS0429 |
PL0000105391 |
125,35 |
130,95 |
3,36 |
2,92 |
128,15 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,30 |
101,37 |
1,46 |
1,28 |
101,34 |
1,36 |
OK0716 |
PL0000107926 |
99,07 |
99,14 |
1,51 |
1,39 |
99,11 |
1,44 |
IZ0816 |
PL0000103529 |
101,39 |
101,80 |
--- |
--- |
101,60 |
--- |
PS1016 |
PL0000106795 |
102,72 |
102,78 |
1,59 |
1,52 |
102,75 |
1,55 |
WZ0117 |
PL0000106936 |
99,97 |
100,02 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,32 |
1,63 |
1,54 |
104,26 |
1,58 |
OK0717 |
PL0000108502 |
97,38 |
97,47 |
1,65 |
1,59 |
97,43 |
1,62 |
DS1017 |
PL0000104543 |
106,47 |
106,68 |
1,71 |
1,60 |
106,58 |
1,65 |
WZ0118 |
PL0000104717 |
99,52 |
99,68 |
--- |
--- |
99,60 |
--- |
PS0418 |
PL0000107314 |
104,59 |
104,73 |
1,76 |
1,70 |
104,66 |
1,73 |
PS0718 |
PL0000107595 |
101,70 |
101,92 |
1,83 |
1,74 |
101,81 |
1,78 |
WZ0119 |
PL0000107603 |
99,08 |
99,22 |
--- |
--- |
99,15 |
--- |
PS0719 |
PL0000108148 |
104,23 |
104,38 |
2,02 |
1,98 |
104,31 |
2,00 |
DS1019 |
PL0000105441 |
112,71 |
112,93 |
2,05 |
2,00 |
112,82 |
2,02 |
WZ0120 |
PL0000108601 |
98,36 |
98,51 |
--- |
--- |
98,44 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,15 |
2,22 |
2,19 |
97,08 |
2,20 |
DS1020 |
PL0000106126 |
113,64 |
113,89 |
2,26 |
2,21 |
113,77 |
2,23 |
WZ0121 |
PL0000106068 |
97,77 |
97,99 |
--- |
--- |
97,88 |
--- |
PS0421 |
PL0000108916 |
97,94 |
98,18 |
2,41 |
2,36 |
98,06 |
2,39 |
DS1021 |
PL0000106670 |
117,87 |
118,16 |
2,44 |
2,40 |
118,02 |
2,42 |
WS0922 |
PL0000102646 |
119,11 |
119,53 |
2,63 |
2,57 |
119,32 |
2,60 |
IZ0823 |
PL0000105359 |
108,65 |
112,88 |
--- |
--- |
110,77 |
--- |
DS1023 |
PL0000107264 |
108,64 |
108,96 |
2,76 |
2,72 |
108,80 |
2,74 |
WZ0124 |
PL0000107454 |
95,70 |
95,95 |
--- |
--- |
95,83 |
--- |
DS0725 |
PL0000108197 |
102,82 |
103,14 |
2,91 |
2,87 |
102,98 |
2,89 |
WZ0126 |
PL0000108817 |
94,60 |
94,94 |
--- |
--- |
94,77 |
--- |
DS0726 |
PL0000108866 |
94,65 |
95,04 |
3,10 |
3,05 |
94,85 |
3,07 |
WS0429 |
PL0000105391 |
125,86 |
128,58 |
3,32 |
3,10 |
127,22 |
3,21 |
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 |
1,470 |
1,470 |
1,470 |
10 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
5 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
220 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
PS0416 |
PL0000106340 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
50 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
55 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
10 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
40 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
5 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
30 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
120 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
15 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
85 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
60 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
165 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
TOTAL |
970 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.