2015-12-10 |
MARKET DATA |
No 239 (2770) |
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 |
1 960,00 |
1 959,30 |
88 |
1 215,00 |
1 320,39 |
20 |
3 175,00 |
3 279,69 |
108 |
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 |
99,86 |
99,870 |
99,870 |
99,860 |
99,860 |
99,864 |
922 500 |
921,25 |
16 |
PS0416 |
PL0000106340 |
101,28 |
101,30 |
101,310 |
101,320 |
101,310 |
101,320 |
101,319 |
225 000 |
235,13 |
4 |
OK0716 |
PL0000107926 |
99,09 |
99,08 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
42 500 |
42,12 |
1 |
PS1016 |
PL0000106795 |
102,66 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,13 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,32 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,42 |
106,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,40 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,58 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,99 |
103,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,48 |
111,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,81 |
96,07 |
96,720 |
96,720 |
96,650 |
96,650 |
96,682 |
110 000 |
107,40 |
11 |
DS1020 |
PL0000106126 |
113,38 |
112,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,70 |
96,14 |
97,650 |
97,770 |
97,530 |
97,610 |
97,655 |
480 000 |
474,85 |
36 |
DS1021 |
PL0000106670 |
117,51 |
117,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,67 |
117,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,08 |
106,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,17 |
101,98 |
102,300 |
102,300 |
101,950 |
101,950 |
102,110 |
25 000 |
25,84 |
3 |
DS0726 |
PL0000108866 |
94,00 |
93,78 |
93,900 |
93,900 |
93,760 |
93,760 |
93,813 |
65 000 |
61,61 |
8 |
WS0428 |
PL0000107611 |
92,60 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,25 |
126,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,46 |
130,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,60 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,25 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,00 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,60 |
99,62 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
25 000 |
25,08 |
3 |
WZ0119 |
PL0000107603 |
99,13 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,42 |
98,46 |
98,460 |
98,460 |
98,460 |
98,460 |
98,460 |
45 000 |
44,62 |
4 |
WZ0121 |
PL0000106068 |
97,87 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,63 |
94,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 940 000 |
1 937,90 |
86 |
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 |
101,25 |
101,32 |
1,49 |
1,31 |
101,29 |
1,39 |
OK0716 |
PL0000107926 |
99,08 |
99,15 |
1,52 |
1,40 |
99,12 |
1,45 |
IZ0816 |
PL0000103529 |
101,39 |
101,81 |
--- |
--- |
101,60 |
--- |
PS1016 |
PL0000106795 |
102,64 |
102,70 |
1,64 |
1,57 |
102,67 |
1,60 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,11 |
104,22 |
1,67 |
1,59 |
104,17 |
1,62 |
OK0717 |
PL0000108502 |
97,27 |
97,37 |
1,73 |
1,67 |
97,32 |
1,70 |
DS1017 |
PL0000104543 |
106,34 |
106,53 |
1,76 |
1,66 |
106,44 |
1,70 |
WZ0118 |
PL0000104717 |
99,51 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0418 |
PL0000107314 |
104,37 |
104,57 |
1,84 |
1,76 |
104,47 |
1,80 |
PS0718 |
PL0000107595 |
101,53 |
101,69 |
1,89 |
1,83 |
101,61 |
1,86 |
WZ0119 |
PL0000107603 |
99,05 |
99,23 |
--- |
--- |
99,14 |
--- |
PS0719 |
PL0000108148 |
103,94 |
104,16 |
2,10 |
2,04 |
104,05 |
2,07 |
DS1019 |
PL0000105441 |
112,41 |
112,66 |
2,12 |
2,05 |
112,54 |
2,08 |
WZ0120 |
PL0000108601 |
98,34 |
98,50 |
--- |
--- |
98,42 |
--- |
PS0420 |
PL0000108510 |
96,73 |
96,94 |
2,29 |
2,24 |
96,84 |
2,27 |
DS1020 |
PL0000106126 |
113,27 |
113,56 |
2,33 |
2,27 |
113,42 |
2,30 |
WZ0121 |
PL0000106068 |
97,76 |
98,03 |
--- |
--- |
97,90 |
--- |
PS0421 |
PL0000108916 |
97,52 |
97,74 |
2,50 |
2,45 |
97,63 |
2,47 |
DS1021 |
PL0000106670 |
117,41 |
117,72 |
2,52 |
2,46 |
117,57 |
2,49 |
WS0922 |
PL0000102646 |
118,57 |
119,00 |
2,71 |
2,65 |
118,79 |
2,68 |
IZ0823 |
PL0000105359 |
108,41 |
113,09 |
--- |
--- |
110,75 |
--- |
DS1023 |
PL0000107264 |
107,97 |
108,40 |
2,85 |
2,79 |
108,19 |
2,82 |
WZ0124 |
PL0000107454 |
95,56 |
95,89 |
--- |
--- |
95,73 |
--- |
DS0725 |
PL0000108197 |
102,09 |
102,45 |
2,99 |
2,95 |
102,27 |
2,97 |
WZ0126 |
PL0000108817 |
94,46 |
94,93 |
--- |
--- |
94,70 |
--- |
DS0726 |
PL0000108866 |
93,78 |
94,16 |
3,20 |
3,15 |
93,97 |
3,18 |
WS0429 |
PL0000105391 |
121,51 |
132,08 |
3,68 |
2,83 |
126,80 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,26 |
101,32 |
1,47 |
1,31 |
101,29 |
1,39 |
OK0716 |
PL0000107926 |
99,05 |
99,12 |
1,57 |
1,45 |
99,09 |
1,50 |
IZ0816 |
PL0000103529 |
101,43 |
101,81 |
--- |
--- |
101,62 |
--- |
PS1016 |
PL0000106795 |
102,63 |
102,71 |
1,65 |
1,56 |
102,67 |
1,60 |
WZ0117 |
PL0000106936 |
99,98 |
100,03 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,08 |
104,18 |
1,69 |
1,62 |
104,13 |
1,65 |
OK0717 |
PL0000108502 |
97,30 |
97,39 |
1,71 |
1,65 |
97,35 |
1,68 |
DS1017 |
PL0000104543 |
106,33 |
106,50 |
1,76 |
1,67 |
106,42 |
1,71 |
WZ0118 |
PL0000104717 |
99,56 |
99,65 |
--- |
--- |
99,61 |
--- |
PS0418 |
PL0000107314 |
104,38 |
104,51 |
1,84 |
1,78 |
104,45 |
1,81 |
PS0718 |
PL0000107595 |
101,49 |
101,68 |
1,91 |
1,83 |
101,59 |
1,87 |
WZ0119 |
PL0000107603 |
99,09 |
99,21 |
--- |
--- |
99,15 |
--- |
PS0719 |
PL0000108148 |
103,82 |
104,05 |
2,14 |
2,07 |
103,94 |
2,10 |
DS1019 |
PL0000105441 |
112,28 |
112,51 |
2,15 |
2,09 |
112,40 |
2,12 |
WZ0120 |
PL0000108601 |
98,38 |
98,50 |
--- |
--- |
98,44 |
--- |
PS0420 |
PL0000108510 |
96,57 |
96,77 |
2,33 |
2,28 |
96,67 |
2,31 |
DS1020 |
PL0000106126 |
113,11 |
113,38 |
2,36 |
2,31 |
113,25 |
2,33 |
WZ0121 |
PL0000106068 |
97,76 |
98,01 |
--- |
--- |
97,89 |
--- |
PS0421 |
PL0000108916 |
97,47 |
97,66 |
2,51 |
2,47 |
97,57 |
2,49 |
DS1021 |
PL0000106670 |
117,25 |
117,56 |
2,54 |
2,49 |
117,41 |
2,52 |
WS0922 |
PL0000102646 |
118,36 |
118,75 |
2,74 |
2,68 |
118,56 |
2,71 |
IZ0823 |
PL0000105359 |
108,44 |
113,49 |
--- |
--- |
110,97 |
--- |
DS1023 |
PL0000107264 |
107,60 |
107,99 |
2,90 |
2,85 |
107,80 |
2,87 |
WZ0124 |
PL0000107454 |
95,53 |
95,74 |
--- |
--- |
95,64 |
--- |
DS0725 |
PL0000108197 |
101,65 |
102,04 |
3,05 |
3,00 |
101,85 |
3,02 |
WZ0126 |
PL0000108817 |
94,55 |
94,88 |
--- |
--- |
94,72 |
--- |
DS0726 |
PL0000108866 |
93,66 |
93,88 |
3,21 |
3,19 |
93,77 |
3,20 |
WS0429 |
PL0000105391 |
121,67 |
129,40 |
3,66 |
3,04 |
125,54 |
3,34 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
100 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
5 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
20 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
35 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
430 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
10 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
115 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
25 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
65 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
PS0416 |
PL0000106340 |
4/11 |
7 |
1,400 |
1,400 |
1,400 |
310 |
TOTAL |
1 215 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.