2015-12-09 |
MARKET DATA |
No 238 (2769) |
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 |
1 415,00 |
1 429,74 |
56 |
550,00 |
576,26 |
8 |
1 965,00 |
2 006,00 |
64 |
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 |
99,85 |
99,86 |
99,860 |
99,860 |
99,860 |
99,860 |
99,860 |
100 000 |
99,86 |
1 |
PS0416 |
PL0000106340 |
101,31 |
101,33 |
101,310 |
101,310 |
101,310 |
101,310 |
101,310 |
50 000 |
52,23 |
1 |
OK0716 |
PL0000107926 |
99,08 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,72 |
102,71 |
102,720 |
102,720 |
102,710 |
102,710 |
102,717 |
235 000 |
242,82 |
4 |
PS0417 |
PL0000107058 |
104,20 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,37 |
97,34 |
97,350 |
97,350 |
97,340 |
97,340 |
97,341 |
130 000 |
126,54 |
3 |
DS1017 |
PL0000104543 |
106,48 |
106,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,55 |
104,55 |
104,520 |
104,520 |
104,490 |
104,490 |
104,508 |
50 000 |
53,43 |
4 |
PS0718 |
PL0000107595 |
101,74 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,24 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,75 |
112,70 |
112,630 |
112,630 |
112,610 |
112,610 |
112,619 |
35 000 |
39,66 |
3 |
PS0420 |
PL0000108510 |
97,09 |
96,89 |
97,000 |
97,000 |
96,970 |
96,970 |
96,980 |
30 000 |
29,38 |
3 |
DS1020 |
PL0000106126 |
113,76 |
113,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,98 |
97,84 |
97,770 |
97,780 |
97,770 |
97,780 |
97,776 |
130 000 |
128,74 |
2 |
DS1021 |
PL0000106670 |
117,89 |
117,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,18 |
119,06 |
118,970 |
118,970 |
118,970 |
118,970 |
118,970 |
5 000 |
6,01 |
1 |
DS1023 |
PL0000107264 |
108,65 |
108,39 |
108,460 |
108,460 |
108,450 |
108,450 |
108,453 |
45 000 |
49,04 |
4 |
DS0725 |
PL0000108197 |
102,85 |
102,43 |
102,570 |
102,580 |
102,520 |
102,520 |
102,563 |
75 000 |
77,85 |
9 |
DS0726 |
PL0000108866 |
94,68 |
94,25 |
94,630 |
94,630 |
94,340 |
94,400 |
94,506 |
180 000 |
171,82 |
17 |
WS0428 |
PL0000107611 |
92,97 |
96,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,90 |
126,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,59 |
130,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,58 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,10 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,01 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
350 000 |
352,37 |
4 |
WZ0118 |
PL0000104717 |
99,60 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,10 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,41 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,87 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,73 |
95,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,59 |
94,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 415 000 |
1 429,74 |
56 |
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 |
101,30 |
101,36 |
1,44 |
1,28 |
101,33 |
1,36 |
OK0716 |
PL0000107926 |
99,07 |
99,15 |
1,51 |
1,38 |
99,11 |
1,45 |
IZ0816 |
PL0000103529 |
101,31 |
101,79 |
--- |
--- |
101,55 |
--- |
PS1016 |
PL0000106795 |
102,70 |
102,77 |
1,60 |
1,52 |
102,74 |
1,55 |
WZ0117 |
PL0000106936 |
99,98 |
100,03 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,18 |
104,30 |
1,64 |
1,55 |
104,24 |
1,59 |
OK0717 |
PL0000108502 |
97,34 |
97,48 |
1,68 |
1,59 |
97,41 |
1,63 |
DS1017 |
PL0000104543 |
106,46 |
106,66 |
1,71 |
1,60 |
106,56 |
1,66 |
WZ0118 |
PL0000104717 |
99,54 |
99,68 |
--- |
--- |
99,61 |
--- |
PS0418 |
PL0000107314 |
104,53 |
104,72 |
1,78 |
1,70 |
104,63 |
1,74 |
PS0718 |
PL0000107595 |
101,70 |
101,92 |
1,83 |
1,74 |
101,81 |
1,78 |
WZ0119 |
PL0000107603 |
99,06 |
99,28 |
--- |
--- |
99,17 |
--- |
PS0719 |
PL0000108148 |
104,18 |
104,40 |
2,04 |
1,98 |
104,29 |
2,01 |
DS1019 |
PL0000105441 |
112,70 |
112,98 |
2,05 |
1,98 |
112,84 |
2,02 |
WZ0120 |
PL0000108601 |
98,33 |
98,52 |
--- |
--- |
98,43 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,21 |
2,22 |
2,17 |
97,11 |
2,20 |
DS1020 |
PL0000106126 |
113,66 |
113,93 |
2,25 |
2,20 |
113,80 |
2,23 |
WZ0121 |
PL0000106068 |
97,77 |
98,00 |
--- |
--- |
97,89 |
--- |
PS0421 |
PL0000108916 |
97,92 |
98,19 |
2,41 |
2,36 |
98,06 |
2,39 |
DS1021 |
PL0000106670 |
117,83 |
118,12 |
2,45 |
2,40 |
117,98 |
2,42 |
WS0922 |
PL0000102646 |
119,11 |
119,53 |
2,63 |
2,57 |
119,32 |
2,60 |
IZ0823 |
PL0000105359 |
108,64 |
112,99 |
--- |
--- |
110,82 |
--- |
DS1023 |
PL0000107264 |
108,57 |
108,97 |
2,77 |
2,72 |
108,77 |
2,74 |
WZ0124 |
PL0000107454 |
95,67 |
95,91 |
--- |
--- |
95,79 |
--- |
DS0725 |
PL0000108197 |
102,78 |
103,14 |
2,91 |
2,87 |
102,96 |
2,89 |
WZ0126 |
PL0000108817 |
94,49 |
94,93 |
--- |
--- |
94,71 |
--- |
DS0726 |
PL0000108866 |
94,60 |
95,01 |
3,10 |
3,05 |
94,81 |
3,08 |
WS0429 |
PL0000105391 |
124,76 |
130,07 |
3,41 |
2,99 |
127,42 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,29 |
101,35 |
1,46 |
1,31 |
101,32 |
1,39 |
OK0716 |
PL0000107926 |
99,06 |
99,12 |
1,53 |
1,43 |
99,09 |
1,48 |
IZ0816 |
PL0000103529 |
101,43 |
101,82 |
--- |
--- |
101,63 |
--- |
PS1016 |
PL0000106795 |
102,69 |
102,74 |
1,61 |
1,55 |
102,72 |
1,58 |
WZ0117 |
PL0000106936 |
99,98 |
100,03 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,13 |
104,26 |
1,67 |
1,58 |
104,20 |
1,62 |
OK0717 |
PL0000108502 |
97,28 |
97,38 |
1,71 |
1,65 |
97,33 |
1,68 |
DS1017 |
PL0000104543 |
106,41 |
106,58 |
1,73 |
1,65 |
106,50 |
1,69 |
WZ0118 |
PL0000104717 |
99,56 |
99,68 |
--- |
--- |
99,62 |
--- |
PS0418 |
PL0000107314 |
104,42 |
104,62 |
1,82 |
1,74 |
104,52 |
1,78 |
PS0718 |
PL0000107595 |
101,59 |
101,73 |
1,87 |
1,81 |
101,66 |
1,84 |
WZ0119 |
PL0000107603 |
99,07 |
99,21 |
--- |
--- |
99,14 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,24 |
2,09 |
2,02 |
104,13 |
2,05 |
DS1019 |
PL0000105441 |
112,53 |
112,79 |
2,09 |
2,03 |
112,66 |
2,06 |
WZ0120 |
PL0000108601 |
98,37 |
98,49 |
--- |
--- |
98,43 |
--- |
PS0420 |
PL0000108510 |
96,82 |
97,01 |
2,27 |
2,22 |
96,92 |
2,24 |
DS1020 |
PL0000106126 |
113,44 |
113,69 |
2,30 |
2,25 |
113,57 |
2,27 |
WZ0121 |
PL0000106068 |
97,77 |
97,97 |
--- |
--- |
97,87 |
--- |
PS0421 |
PL0000108916 |
97,66 |
97,95 |
2,47 |
2,41 |
97,81 |
2,44 |
DS1021 |
PL0000106670 |
117,59 |
117,84 |
2,49 |
2,45 |
117,72 |
2,47 |
WS0922 |
PL0000102646 |
118,76 |
119,14 |
2,68 |
2,63 |
118,95 |
2,66 |
IZ0823 |
PL0000105359 |
108,67 |
112,94 |
--- |
--- |
110,81 |
--- |
DS1023 |
PL0000107264 |
108,14 |
108,53 |
2,83 |
2,78 |
108,34 |
2,80 |
WZ0124 |
PL0000107454 |
95,59 |
95,82 |
--- |
--- |
95,71 |
--- |
DS0725 |
PL0000108197 |
102,20 |
102,52 |
2,98 |
2,94 |
102,36 |
2,96 |
WZ0126 |
PL0000108817 |
94,52 |
94,93 |
--- |
--- |
94,73 |
--- |
DS0726 |
PL0000108866 |
94,02 |
94,41 |
3,17 |
3,12 |
94,22 |
3,15 |
WS0429 |
PL0000105391 |
124,91 |
128,01 |
3,40 |
3,15 |
126,46 |
3,27 |
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 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
0/2 |
2 |
1,350 |
1,350 |
1,350 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
160 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
100 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
150 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
45 |
TOTAL |
550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.