2015-12-11 |
MARKET DATA |
No 240 (2771) |
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 |
1 030,00 |
1 041,66 |
70 |
725,00 |
766,85 |
19 |
1 755,00 |
1 808,51 |
89 |
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 |
99,870 |
99,870 |
99,870 |
99,870 |
99,870 |
100 000 |
99,87 |
3 |
PS0416 |
PL0000106340 |
101,26 |
101,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,07 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,62 |
102,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,08 |
104,09 |
104,060 |
104,060 |
104,050 |
104,050 |
104,052 |
60 000 |
64,25 |
4 |
OK0717 |
PL0000108502 |
97,28 |
97,28 |
97,280 |
97,280 |
97,260 |
97,260 |
97,262 |
175 000 |
170,22 |
7 |
DS1017 |
PL0000104543 |
106,28 |
106,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,31 |
104,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,50 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,87 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,31 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,63 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,18 |
112,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,47 |
96,98 |
97,230 |
97,230 |
96,820 |
96,850 |
97,017 |
225 000 |
221,17 |
17 |
DS1021 |
PL0000106670 |
117,29 |
116,61 |
116,640 |
116,640 |
116,640 |
116,640 |
116,640 |
25 000 |
29,36 |
2 |
WS0922 |
PL0000102646 |
118,45 |
117,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,77 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,75 |
100,91 |
101,550 |
101,550 |
100,960 |
101,090 |
101,163 |
260 000 |
266,33 |
24 |
DS0726 |
PL0000108866 |
93,61 |
92,89 |
93,300 |
93,300 |
92,700 |
92,700 |
93,011 |
35 000 |
32,90 |
4 |
WS0428 |
PL0000107611 |
91,50 |
94,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,40 |
124,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,20 |
127,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,60 |
101,69 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
25 000 |
32,45 |
3 |
IZ0823 |
PL0000105359 |
109,25 |
112,90 |
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 |
50 000 |
50,35 |
1 |
WZ0118 |
PL0000104717 |
99,61 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,12 |
99,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,42 |
98,42 |
98,400 |
98,400 |
98,400 |
98,400 |
98,400 |
5 000 |
4,95 |
1 |
WZ0121 |
PL0000106068 |
97,87 |
97,90 |
97,950 |
97,950 |
97,790 |
97,790 |
97,900 |
60 000 |
59,16 |
3 |
WZ0124 |
PL0000107454 |
95,62 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,50 |
94,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 020 000 |
1 031,00 |
69 |
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 |
101,23 |
101,33 |
1,52 |
1,25 |
101,28 |
1,39 |
OK0716 |
PL0000107926 |
99,06 |
99,14 |
1,56 |
1,42 |
99,10 |
1,49 |
IZ0816 |
PL0000103529 |
101,43 |
101,81 |
--- |
--- |
101,62 |
--- |
PS1016 |
PL0000106795 |
102,60 |
102,69 |
1,67 |
1,57 |
102,65 |
1,62 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,16 |
1,70 |
1,63 |
104,11 |
1,66 |
OK0717 |
PL0000108502 |
97,23 |
97,36 |
1,76 |
1,67 |
97,30 |
1,71 |
DS1017 |
PL0000104543 |
106,25 |
106,43 |
1,80 |
1,70 |
106,34 |
1,75 |
WZ0118 |
PL0000104717 |
99,53 |
99,66 |
--- |
--- |
99,60 |
--- |
PS0418 |
PL0000107314 |
104,25 |
104,44 |
1,89 |
1,81 |
104,35 |
1,85 |
PS0718 |
PL0000107595 |
101,41 |
101,61 |
1,94 |
1,86 |
101,51 |
1,90 |
WZ0119 |
PL0000107603 |
99,04 |
99,24 |
--- |
--- |
99,14 |
--- |
PS0719 |
PL0000108148 |
103,66 |
103,89 |
2,18 |
2,12 |
103,78 |
2,15 |
DS1019 |
PL0000105441 |
112,10 |
112,36 |
2,19 |
2,13 |
112,23 |
2,16 |
WZ0120 |
PL0000108601 |
98,33 |
98,49 |
--- |
--- |
98,41 |
--- |
PS0420 |
PL0000108510 |
96,40 |
96,61 |
2,38 |
2,32 |
96,51 |
2,35 |
DS1020 |
PL0000106126 |
112,92 |
113,20 |
2,40 |
2,34 |
113,06 |
2,37 |
WZ0121 |
PL0000106068 |
97,77 |
98,04 |
--- |
--- |
97,91 |
--- |
PS0421 |
PL0000108916 |
97,29 |
97,53 |
2,54 |
2,50 |
97,41 |
2,52 |
DS1021 |
PL0000106670 |
117,03 |
117,32 |
2,58 |
2,53 |
117,18 |
2,55 |
WS0922 |
PL0000102646 |
118,10 |
118,53 |
2,78 |
2,71 |
118,32 |
2,74 |
IZ0823 |
PL0000105359 |
107,86 |
113,77 |
--- |
--- |
110,82 |
--- |
DS1023 |
PL0000107264 |
107,40 |
107,84 |
2,93 |
2,87 |
107,62 |
2,90 |
WZ0124 |
PL0000107454 |
95,56 |
95,92 |
--- |
--- |
95,74 |
--- |
DS0725 |
PL0000108197 |
101,49 |
101,85 |
3,06 |
3,02 |
101,67 |
3,04 |
WZ0126 |
PL0000108817 |
94,45 |
94,90 |
--- |
--- |
94,68 |
--- |
DS0726 |
PL0000108866 |
93,40 |
93,83 |
3,24 |
3,19 |
93,62 |
3,22 |
WS0429 |
PL0000105391 |
121,33 |
131,90 |
3,69 |
2,84 |
126,62 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,23 |
101,33 |
1,52 |
1,25 |
101,28 |
1,39 |
OK0716 |
PL0000107926 |
99,03 |
99,13 |
1,61 |
1,44 |
99,08 |
1,52 |
IZ0816 |
PL0000103529 |
101,41 |
101,81 |
--- |
--- |
101,61 |
--- |
PS1016 |
PL0000106795 |
102,58 |
102,67 |
1,70 |
1,59 |
102,63 |
1,64 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,01 |
104,11 |
1,73 |
1,66 |
104,06 |
1,70 |
OK0717 |
PL0000108502 |
97,24 |
97,32 |
1,75 |
1,70 |
97,28 |
1,73 |
DS1017 |
PL0000104543 |
106,23 |
106,39 |
1,81 |
1,73 |
106,31 |
1,77 |
WZ0118 |
PL0000104717 |
99,54 |
99,67 |
--- |
--- |
99,61 |
--- |
PS0418 |
PL0000107314 |
104,29 |
104,38 |
1,87 |
1,83 |
104,34 |
1,85 |
PS0718 |
PL0000107595 |
101,32 |
101,50 |
1,97 |
1,90 |
101,41 |
1,94 |
WZ0119 |
PL0000107603 |
99,07 |
99,21 |
--- |
--- |
99,14 |
--- |
PS0719 |
PL0000108148 |
103,45 |
103,68 |
2,24 |
2,18 |
103,57 |
2,21 |
DS1019 |
PL0000105441 |
111,91 |
112,12 |
2,24 |
2,19 |
112,02 |
2,21 |
WZ0120 |
PL0000108601 |
98,32 |
98,45 |
--- |
--- |
98,39 |
--- |
PS0420 |
PL0000108510 |
96,13 |
96,33 |
2,44 |
2,39 |
96,23 |
2,42 |
DS1020 |
PL0000106126 |
112,60 |
112,85 |
2,46 |
2,41 |
112,73 |
2,44 |
WZ0121 |
PL0000106068 |
97,68 |
97,93 |
--- |
--- |
97,81 |
--- |
PS0421 |
PL0000108916 |
96,97 |
97,22 |
2,61 |
2,56 |
97,10 |
2,58 |
DS1021 |
PL0000106670 |
116,70 |
116,94 |
2,63 |
2,59 |
116,82 |
2,61 |
WS0922 |
PL0000102646 |
117,63 |
118,06 |
2,85 |
2,78 |
117,85 |
2,81 |
IZ0823 |
PL0000105359 |
108,42 |
113,53 |
--- |
--- |
110,98 |
--- |
DS1023 |
PL0000107264 |
106,91 |
107,36 |
3,00 |
2,93 |
107,14 |
2,97 |
WZ0124 |
PL0000107454 |
95,41 |
95,82 |
--- |
--- |
95,62 |
--- |
DS0725 |
PL0000108197 |
101,00 |
101,32 |
3,12 |
3,09 |
101,16 |
3,10 |
WZ0126 |
PL0000108817 |
94,42 |
94,83 |
--- |
--- |
94,63 |
--- |
DS0726 |
PL0000108866 |
92,93 |
93,32 |
3,30 |
3,25 |
93,13 |
3,27 |
WS0429 |
PL0000105391 |
123,61 |
126,67 |
3,50 |
3,25 |
125,14 |
3,38 |
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 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
10 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
35 |
PS0416 |
PL0000106340 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
40 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
10 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
10 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
40 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
40 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
25 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
175 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
1,450 |
1,470 |
1,465 |
65 |
DS0725 |
PL0000108197 |
0/4 |
4 |
1,000 |
1,000 |
1,000 |
100 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
150 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
5 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
10 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
10 |
TOTAL |
725 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.