2015-12-14 |
MARKET DATA |
No 241 (2772) |
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 |
2 847,50 |
2 888,50 |
149 |
495,00 |
512,80 |
8 |
3 342,50 |
3 401,31 |
157 |
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 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,23 |
101,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,06 |
99,05 |
99,050 |
99,050 |
99,030 |
99,030 |
99,039 |
80 000 |
79,23 |
3 |
PS1016 |
PL0000106795 |
102,91 |
102,56 |
102,620 |
102,620 |
102,480 |
102,480 |
102,551 |
1 115 000 |
1 150,97 |
25 |
PS0417 |
PL0000107058 |
104,03 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,31 |
97,20 |
97,290 |
97,290 |
97,250 |
97,250 |
97,263 |
55 000 |
53,50 |
4 |
DS1017 |
PL0000104543 |
106,30 |
106,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,27 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,45 |
101,24 |
101,200 |
101,200 |
101,090 |
101,120 |
101,115 |
185 000 |
188,88 |
7 |
PS0719 |
PL0000108148 |
103,67 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,05 |
111,45 |
111,450 |
111,450 |
111,200 |
111,200 |
111,236 |
40 000 |
44,81 |
4 |
PS0420 |
PL0000108510 |
96,40 |
95,65 |
96,300 |
96,300 |
96,000 |
96,000 |
96,236 |
90 000 |
87,48 |
8 |
DS1020 |
PL0000106126 |
112,91 |
111,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,30 |
96,36 |
97,120 |
97,430 |
96,240 |
96,240 |
96,722 |
430 000 |
421,42 |
41 |
DS1021 |
PL0000106670 |
117,20 |
115,90 |
116,030 |
116,030 |
116,000 |
116,000 |
116,018 |
50 000 |
58,42 |
5 |
WS0922 |
PL0000102646 |
118,15 |
116,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
117,39 |
106,15 |
107,740 |
107,740 |
107,740 |
107,740 |
107,740 |
5 000 |
5,42 |
1 |
DS0725 |
PL0000108197 |
101,67 |
100,07 |
101,350 |
101,670 |
99,850 |
99,850 |
101,127 |
230 000 |
235,53 |
24 |
DS0726 |
PL0000108866 |
93,56 |
91,84 |
92,830 |
92,830 |
91,700 |
91,700 |
92,547 |
110 000 |
102,88 |
11 |
WS0428 |
PL0000107611 |
91,25 |
93,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,80 |
123,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,83 |
125,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,52 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,80 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
99,99 |
99,980 |
99,980 |
99,960 |
99,960 |
99,970 |
350 000 |
352,34 |
6 |
WZ0118 |
PL0000104717 |
99,60 |
99,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,11 |
98,90 |
99,050 |
99,050 |
98,910 |
98,910 |
99,020 |
52 500 |
52,35 |
5 |
WZ0120 |
PL0000108601 |
98,40 |
98,39 |
98,390 |
98,390 |
98,210 |
98,210 |
98,306 |
45 000 |
44,55 |
4 |
WZ0121 |
PL0000106068 |
97,73 |
97,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,46 |
95,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,59 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 837 500 |
2 877,79 |
148 |
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 |
101,21 |
101,32 |
1,55 |
1,26 |
101,27 |
1,39 |
OK0716 |
PL0000107926 |
99,03 |
99,14 |
1,61 |
1,43 |
99,09 |
1,51 |
IZ0816 |
PL0000103529 |
101,35 |
101,79 |
--- |
--- |
101,57 |
--- |
PS1016 |
PL0000106795 |
102,57 |
102,67 |
1,70 |
1,58 |
102,62 |
1,64 |
WZ0117 |
PL0000106936 |
99,97 |
100,03 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
103,99 |
104,12 |
1,74 |
1,65 |
104,06 |
1,69 |
OK0717 |
PL0000108502 |
97,24 |
97,37 |
1,76 |
1,67 |
97,31 |
1,71 |
DS1017 |
PL0000104543 |
106,22 |
106,41 |
1,81 |
1,71 |
106,32 |
1,76 |
WZ0118 |
PL0000104717 |
99,50 |
99,69 |
--- |
--- |
99,60 |
--- |
PS0418 |
PL0000107314 |
104,20 |
104,39 |
1,91 |
1,83 |
104,30 |
1,86 |
PS0718 |
PL0000107595 |
101,36 |
101,58 |
1,96 |
1,87 |
101,47 |
1,91 |
WZ0119 |
PL0000107603 |
99,02 |
99,27 |
--- |
--- |
99,15 |
--- |
PS0719 |
PL0000108148 |
103,50 |
103,72 |
2,23 |
2,16 |
103,61 |
2,19 |
DS1019 |
PL0000105441 |
111,87 |
112,13 |
2,25 |
2,18 |
112,00 |
2,22 |
WZ0120 |
PL0000108601 |
98,29 |
98,50 |
--- |
--- |
98,40 |
--- |
PS0420 |
PL0000108510 |
96,21 |
96,37 |
2,42 |
2,38 |
96,29 |
2,40 |
DS1020 |
PL0000106126 |
112,59 |
112,87 |
2,46 |
2,41 |
112,73 |
2,44 |
WZ0121 |
PL0000106068 |
97,69 |
97,93 |
--- |
--- |
97,81 |
--- |
PS0421 |
PL0000108916 |
97,00 |
97,24 |
2,60 |
2,55 |
97,12 |
2,58 |
DS1021 |
PL0000106670 |
116,64 |
116,93 |
2,64 |
2,59 |
116,79 |
2,62 |
WS0922 |
PL0000102646 |
117,65 |
118,10 |
2,84 |
2,78 |
117,88 |
2,81 |
IZ0823 |
PL0000105359 |
107,32 |
113,31 |
--- |
--- |
110,32 |
--- |
DS1023 |
PL0000107264 |
106,95 |
107,40 |
2,99 |
2,93 |
107,18 |
2,96 |
WZ0124 |
PL0000107454 |
95,42 |
95,83 |
--- |
--- |
95,63 |
--- |
DS0725 |
PL0000108197 |
101,00 |
101,39 |
3,12 |
3,08 |
101,20 |
3,10 |
WZ0126 |
PL0000108817 |
94,37 |
94,83 |
--- |
--- |
94,60 |
--- |
DS0726 |
PL0000108866 |
92,92 |
93,34 |
3,30 |
3,25 |
93,13 |
3,27 |
WS0429 |
PL0000105391 |
121,21 |
131,32 |
3,70 |
2,89 |
126,27 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,14 |
101,31 |
1,74 |
1,28 |
101,23 |
1,50 |
OK0716 |
PL0000107926 |
98,87 |
99,06 |
1,88 |
1,56 |
98,97 |
1,72 |
IZ0816 |
PL0000103529 |
100,98 |
102,16 |
--- |
--- |
101,57 |
--- |
PS1016 |
PL0000106795 |
102,43 |
102,57 |
1,86 |
1,70 |
102,50 |
1,78 |
WZ0117 |
PL0000106936 |
99,91 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
103,87 |
104,02 |
1,83 |
1,72 |
103,95 |
1,77 |
OK0717 |
PL0000108502 |
97,09 |
97,25 |
1,85 |
1,75 |
97,17 |
1,80 |
DS1017 |
PL0000104543 |
106,02 |
106,20 |
1,91 |
1,82 |
106,11 |
1,87 |
WZ0118 |
PL0000104717 |
99,47 |
99,65 |
--- |
--- |
99,56 |
--- |
PS0418 |
PL0000107314 |
103,98 |
104,14 |
2,00 |
1,93 |
104,06 |
1,97 |
PS0718 |
PL0000107595 |
101,00 |
101,29 |
2,10 |
1,98 |
101,15 |
2,04 |
WZ0119 |
PL0000107603 |
99,02 |
99,19 |
--- |
--- |
99,11 |
--- |
PS0719 |
PL0000108148 |
102,95 |
103,25 |
2,38 |
2,30 |
103,10 |
2,34 |
DS1019 |
PL0000105441 |
111,28 |
111,56 |
2,40 |
2,33 |
111,42 |
2,36 |
WZ0120 |
PL0000108601 |
98,20 |
98,43 |
--- |
--- |
98,32 |
--- |
PS0420 |
PL0000108510 |
95,49 |
95,79 |
2,60 |
2,53 |
95,64 |
2,57 |
DS1020 |
PL0000106126 |
111,79 |
112,09 |
2,63 |
2,57 |
111,94 |
2,60 |
WZ0121 |
PL0000106068 |
97,40 |
97,93 |
--- |
--- |
97,67 |
--- |
PS0421 |
PL0000108916 |
96,33 |
96,53 |
2,74 |
2,70 |
96,43 |
2,72 |
DS1021 |
PL0000106670 |
115,84 |
116,09 |
2,78 |
2,74 |
115,97 |
2,76 |
WS0922 |
PL0000102646 |
116,64 |
117,11 |
2,99 |
2,92 |
116,88 |
2,96 |
IZ0823 |
PL0000105359 |
106,23 |
114,83 |
--- |
--- |
110,53 |
--- |
DS1023 |
PL0000107264 |
105,91 |
106,38 |
3,14 |
3,07 |
106,15 |
3,10 |
WZ0124 |
PL0000107454 |
95,21 |
95,82 |
--- |
--- |
95,52 |
--- |
DS0725 |
PL0000108197 |
99,82 |
100,31 |
3,27 |
3,21 |
100,07 |
3,24 |
WZ0126 |
PL0000108817 |
94,28 |
94,71 |
--- |
--- |
94,50 |
--- |
DS0726 |
PL0000108866 |
91,70 |
92,11 |
3,44 |
3,39 |
91,91 |
3,42 |
WS0429 |
PL0000105391 |
117,07 |
129,50 |
4,06 |
3,03 |
123,29 |
3,53 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
60 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
PS0416 |
PL0000106340 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
80 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
130 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
120 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
TOTAL |
495 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.