2015-12-15 |
MARKET DATA |
No 242 (2773) |
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 |
1 847,50 |
1 863,02 |
141 |
690,00 |
764,84 |
14 |
2 537,50 |
2 627,86 |
155 |
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 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,20 |
101,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,98 |
98,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,54 |
102,48 |
102,530 |
102,530 |
102,530 |
102,530 |
102,530 |
10 000 |
10,32 |
1 |
PS0417 |
PL0000107058 |
103,93 |
103,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,32 |
97,11 |
97,110 |
97,130 |
97,110 |
97,130 |
97,120 |
20 000 |
19,42 |
2 |
DS1017 |
PL0000104543 |
106,18 |
106,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,25 |
104,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,26 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,40 |
103,03 |
102,900 |
102,900 |
102,880 |
102,880 |
102,890 |
10 000 |
10,42 |
2 |
DS1019 |
PL0000105441 |
111,78 |
111,20 |
111,200 |
111,200 |
111,200 |
111,200 |
111,200 |
10 000 |
11,20 |
2 |
PS0420 |
PL0000108510 |
96,05 |
95,42 |
96,030 |
96,200 |
95,900 |
96,200 |
96,063 |
100 000 |
97,03 |
9 |
DS1020 |
PL0000106126 |
112,57 |
111,71 |
112,490 |
112,680 |
112,490 |
112,680 |
112,538 |
145 000 |
164,28 |
13 |
PS0421 |
PL0000108916 |
97,18 |
95,98 |
95,980 |
96,590 |
95,980 |
96,590 |
96,259 |
230 000 |
224,36 |
21 |
DS1021 |
PL0000106670 |
116,71 |
115,64 |
115,950 |
116,200 |
115,950 |
116,200 |
116,012 |
45 000 |
52,58 |
4 |
WS0922 |
PL0000102646 |
117,82 |
116,56 |
116,600 |
117,730 |
116,600 |
117,730 |
117,353 |
15 000 |
17,80 |
2 |
DS1023 |
PL0000107264 |
107,19 |
105,80 |
106,300 |
107,360 |
106,300 |
107,360 |
106,830 |
20 000 |
21,48 |
2 |
DS0725 |
PL0000108197 |
101,40 |
99,68 |
99,510 |
101,470 |
99,440 |
101,470 |
100,608 |
280 000 |
285,31 |
29 |
DS0726 |
PL0000108866 |
99,60 |
91,52 |
91,350 |
93,200 |
91,150 |
92,910 |
92,191 |
205 000 |
191,02 |
22 |
WS0428 |
PL0000107611 |
89,81 |
93,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,72 |
124,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,25 |
125,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,45 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,96 |
99,88 |
99,900 |
99,970 |
99,900 |
99,960 |
99,949 |
630 000 |
634,12 |
18 |
WZ0118 |
PL0000104717 |
99,56 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,82 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,15 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,65 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,20 |
95,40 |
95,500 |
95,500 |
95,500 |
95,500 |
95,500 |
5 000 |
4,81 |
1 |
WZ0126 |
PL0000108817 |
94,20 |
94,00 |
94,100 |
94,100 |
93,700 |
93,700 |
93,999 |
92 500 |
87,60 |
10 |
TOTAL |
1 817 500 |
1 831,76 |
138 |
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 |
101,06 |
101,26 |
1,93 |
1,39 |
101,16 |
1,66 |
OK0716 |
PL0000107926 |
98,86 |
99,01 |
1,91 |
1,66 |
98,94 |
1,77 |
IZ0816 |
PL0000103529 |
100,51 |
102,50 |
--- |
--- |
101,51 |
--- |
PS1016 |
PL0000106795 |
102,36 |
102,52 |
1,93 |
1,75 |
102,44 |
1,84 |
WZ0117 |
PL0000106936 |
99,70 |
99,95 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
103,76 |
103,97 |
1,90 |
1,75 |
103,87 |
1,82 |
OK0717 |
PL0000108502 |
96,96 |
97,16 |
1,94 |
1,81 |
97,06 |
1,88 |
DS1017 |
PL0000104543 |
105,89 |
106,13 |
1,98 |
1,85 |
106,01 |
1,92 |
WZ0118 |
PL0000104717 |
99,34 |
99,64 |
--- |
--- |
99,49 |
--- |
PS0418 |
PL0000107314 |
103,79 |
104,04 |
2,08 |
1,97 |
103,92 |
2,02 |
PS0718 |
PL0000107595 |
100,84 |
101,19 |
2,16 |
2,02 |
101,02 |
2,09 |
WZ0119 |
PL0000107603 |
98,68 |
99,01 |
--- |
--- |
98,85 |
--- |
PS0719 |
PL0000108148 |
102,71 |
103,08 |
2,45 |
2,34 |
102,90 |
2,40 |
DS1019 |
PL0000105441 |
111,02 |
111,39 |
2,46 |
2,37 |
111,21 |
2,42 |
WZ0120 |
PL0000108601 |
98,02 |
98,46 |
--- |
--- |
98,24 |
--- |
PS0420 |
PL0000108510 |
95,23 |
95,62 |
2,67 |
2,57 |
95,43 |
2,62 |
DS1020 |
PL0000106126 |
111,44 |
111,83 |
2,70 |
2,62 |
111,64 |
2,66 |
WZ0121 |
PL0000106068 |
97,47 |
97,90 |
--- |
--- |
97,69 |
--- |
PS0421 |
PL0000108916 |
95,66 |
96,10 |
2,88 |
2,79 |
95,88 |
2,84 |
DS1021 |
PL0000106670 |
115,36 |
115,76 |
2,86 |
2,79 |
115,56 |
2,82 |
WS0922 |
PL0000102646 |
116,11 |
116,67 |
3,07 |
2,99 |
116,39 |
3,03 |
IZ0823 |
PL0000105359 |
103,31 |
116,69 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
105,44 |
105,97 |
3,20 |
3,13 |
105,71 |
3,16 |
WZ0124 |
PL0000107454 |
95,16 |
95,63 |
--- |
--- |
95,40 |
--- |
DS0725 |
PL0000108197 |
99,14 |
99,75 |
3,35 |
3,28 |
99,45 |
3,31 |
WZ0126 |
PL0000108817 |
94,04 |
94,55 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
91,11 |
91,72 |
3,52 |
3,44 |
91,42 |
3,48 |
WS0429 |
PL0000105391 |
111,63 |
136,30 |
4,56 |
2,51 |
123,97 |
3,47 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,08 |
101,24 |
1,88 |
1,44 |
101,16 |
1,66 |
OK0716 |
PL0000107926 |
98,95 |
99,10 |
1,76 |
1,50 |
99,03 |
1,62 |
IZ0816 |
PL0000103529 |
101,21 |
101,77 |
--- |
--- |
101,49 |
--- |
PS1016 |
PL0000106795 |
102,50 |
102,62 |
1,77 |
1,63 |
102,56 |
1,70 |
WZ0117 |
PL0000106936 |
99,90 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
103,91 |
104,11 |
1,79 |
1,65 |
104,01 |
1,72 |
OK0717 |
PL0000108502 |
97,22 |
97,33 |
1,77 |
1,70 |
97,28 |
1,73 |
DS1017 |
PL0000104543 |
106,15 |
106,28 |
1,84 |
1,77 |
106,22 |
1,81 |
WZ0118 |
PL0000104717 |
99,49 |
99,67 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
104,21 |
104,34 |
1,90 |
1,85 |
104,28 |
1,87 |
PS0718 |
PL0000107595 |
101,24 |
101,54 |
2,00 |
1,89 |
101,39 |
1,94 |
WZ0119 |
PL0000107603 |
98,73 |
99,03 |
--- |
--- |
98,88 |
--- |
PS0719 |
PL0000108148 |
103,37 |
103,67 |
2,26 |
2,18 |
103,52 |
2,22 |
DS1019 |
PL0000105441 |
111,76 |
112,06 |
2,28 |
2,20 |
111,91 |
2,24 |
WZ0120 |
PL0000108601 |
98,08 |
98,43 |
--- |
--- |
98,26 |
--- |
PS0420 |
PL0000108510 |
95,96 |
96,21 |
2,49 |
2,42 |
96,09 |
2,45 |
DS1020 |
PL0000106126 |
112,48 |
112,73 |
2,49 |
2,43 |
112,61 |
2,46 |
WZ0121 |
PL0000106068 |
97,54 |
97,91 |
--- |
--- |
97,73 |
--- |
PS0421 |
PL0000108916 |
97,05 |
97,26 |
2,59 |
2,55 |
97,16 |
2,57 |
DS1021 |
PL0000106670 |
116,69 |
116,99 |
2,63 |
2,58 |
116,84 |
2,61 |
WS0922 |
PL0000102646 |
117,79 |
118,24 |
2,82 |
2,75 |
118,02 |
2,79 |
IZ0823 |
PL0000105359 |
106,56 |
115,31 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
107,15 |
107,59 |
2,96 |
2,90 |
107,37 |
2,93 |
WZ0124 |
PL0000107454 |
95,11 |
95,57 |
--- |
--- |
95,34 |
--- |
DS0725 |
PL0000108197 |
101,30 |
101,59 |
3,09 |
3,05 |
101,45 |
3,07 |
WZ0126 |
PL0000108817 |
93,61 |
94,26 |
--- |
--- |
93,94 |
--- |
DS0726 |
PL0000108866 |
93,32 |
93,69 |
3,25 |
3,21 |
93,51 |
3,23 |
WS0429 |
PL0000105391 |
117,40 |
132,72 |
4,03 |
2,78 |
125,06 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
5 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
10 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
35 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
60 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
95 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
60 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
60 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
150 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
70 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
5 |
TOTAL |
690 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.