2015-12-16 |
MARKET DATA |
No 243 (2774) |
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 |
1 162,50 |
1 233,50 |
105 |
1 065,00 |
1 104,64 |
18 |
2 227,50 |
2 338,14 |
123 |
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 |
99,83 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,15 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,02 |
99,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,54 |
102,58 |
102,540 |
102,540 |
102,540 |
102,540 |
102,540 |
55 000 |
56,78 |
3 |
PS0417 |
PL0000107058 |
103,93 |
104,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,22 |
97,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,23 |
106,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,14 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,27 |
101,22 |
101,200 |
101,200 |
101,200 |
101,200 |
101,200 |
25 000 |
25,55 |
2 |
PS0719 |
PL0000108148 |
103,43 |
103,19 |
103,370 |
103,370 |
103,370 |
103,370 |
103,370 |
12 500 |
13,08 |
1 |
DS1019 |
PL0000105441 |
111,85 |
111,53 |
111,770 |
111,770 |
111,490 |
111,490 |
111,578 |
80 000 |
89,91 |
8 |
PS0420 |
PL0000108510 |
96,14 |
95,69 |
95,890 |
95,890 |
95,890 |
95,890 |
95,890 |
10 000 |
9,69 |
1 |
DS1020 |
PL0000106126 |
112,61 |
112,16 |
112,330 |
112,330 |
112,200 |
112,200 |
112,231 |
175 000 |
197,76 |
14 |
PS0421 |
PL0000108916 |
97,10 |
96,61 |
96,950 |
96,950 |
96,600 |
96,740 |
96,793 |
155 000 |
152,04 |
19 |
DS1021 |
PL0000106670 |
116,81 |
116,24 |
116,700 |
116,700 |
116,300 |
116,300 |
116,560 |
25 000 |
29,35 |
4 |
WS0922 |
PL0000102646 |
117,89 |
117,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,25 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,41 |
100,88 |
101,400 |
101,400 |
100,710 |
100,990 |
101,038 |
290 000 |
296,77 |
26 |
DS0726 |
PL0000108866 |
93,30 |
92,77 |
93,280 |
93,280 |
92,850 |
93,100 |
93,044 |
35 000 |
32,91 |
5 |
WS0428 |
PL0000107611 |
91,46 |
95,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,80 |
124,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,19 |
128,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,45 |
101,45 |
101,450 |
101,450 |
101,400 |
101,450 |
101,438 |
120 000 |
155,55 |
6 |
IZ0823 |
PL0000105359 |
108,98 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,55 |
99,47 |
99,570 |
99,570 |
99,550 |
99,550 |
99,567 |
30 000 |
30,08 |
2 |
WZ0119 |
PL0000107603 |
98,85 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,24 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,65 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,35 |
95,26 |
95,350 |
95,350 |
95,260 |
95,270 |
95,282 |
70 000 |
67,19 |
7 |
WZ0126 |
PL0000108817 |
93,85 |
93,85 |
93,850 |
93,850 |
93,700 |
93,700 |
93,748 |
70 000 |
66,12 |
6 |
TOTAL |
1 152 500 |
1 222,79 |
104 |
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 |
101,08 |
101,26 |
1,85 |
1,36 |
101,17 |
1,61 |
OK0716 |
PL0000107926 |
98,96 |
99,14 |
1,75 |
1,44 |
99,05 |
1,60 |
IZ0816 |
PL0000103529 |
101,16 |
101,93 |
--- |
--- |
101,55 |
--- |
PS1016 |
PL0000106795 |
102,49 |
102,67 |
1,77 |
1,56 |
102,58 |
1,67 |
WZ0117 |
PL0000106936 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,12 |
1,78 |
1,64 |
104,02 |
1,71 |
OK0717 |
PL0000108502 |
97,16 |
97,35 |
1,81 |
1,69 |
97,26 |
1,75 |
DS1017 |
PL0000104543 |
106,14 |
106,31 |
1,84 |
1,75 |
106,23 |
1,79 |
WZ0118 |
PL0000104717 |
99,44 |
99,67 |
--- |
--- |
99,56 |
--- |
PS0418 |
PL0000107314 |
104,12 |
104,31 |
1,94 |
1,86 |
104,22 |
1,89 |
PS0718 |
PL0000107595 |
101,24 |
101,49 |
2,00 |
1,90 |
101,37 |
1,95 |
WZ0119 |
PL0000107603 |
98,70 |
99,05 |
--- |
--- |
98,88 |
--- |
PS0719 |
PL0000108148 |
103,41 |
103,69 |
2,25 |
2,17 |
103,55 |
2,21 |
DS1019 |
PL0000105441 |
111,83 |
112,13 |
2,26 |
2,18 |
111,98 |
2,22 |
WZ0120 |
PL0000108601 |
98,07 |
98,43 |
--- |
--- |
98,25 |
--- |
PS0420 |
PL0000108510 |
96,06 |
96,33 |
2,46 |
2,40 |
96,20 |
2,43 |
DS1020 |
PL0000106126 |
112,60 |
112,90 |
2,46 |
2,40 |
112,75 |
2,43 |
WZ0121 |
PL0000106068 |
97,43 |
98,03 |
--- |
--- |
97,73 |
--- |
PS0421 |
PL0000108916 |
97,01 |
97,20 |
2,60 |
2,56 |
97,11 |
2,58 |
DS1021 |
PL0000106670 |
116,76 |
117,07 |
2,62 |
2,57 |
116,92 |
2,59 |
WS0922 |
PL0000102646 |
117,86 |
118,31 |
2,81 |
2,74 |
118,09 |
2,78 |
IZ0823 |
PL0000105359 |
99,64 |
120,42 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
107,21 |
107,64 |
2,95 |
2,90 |
107,43 |
2,92 |
WZ0124 |
PL0000107454 |
95,13 |
95,73 |
--- |
--- |
95,43 |
--- |
DS0725 |
PL0000108197 |
101,36 |
101,80 |
3,08 |
3,03 |
101,58 |
3,05 |
WZ0126 |
PL0000108817 |
93,55 |
94,24 |
--- |
--- |
93,90 |
--- |
DS0726 |
PL0000108866 |
93,28 |
93,73 |
3,26 |
3,20 |
93,51 |
3,23 |
WS0429 |
PL0000105391 |
99,77 |
150,19 |
5,77 |
1,56 |
124,98 |
3,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,10 |
101,23 |
1,80 |
1,44 |
101,17 |
1,61 |
OK0716 |
PL0000107926 |
98,98 |
99,10 |
1,71 |
1,51 |
99,04 |
1,61 |
IZ0816 |
PL0000103529 |
101,22 |
101,82 |
--- |
--- |
101,52 |
--- |
PS1016 |
PL0000106795 |
102,51 |
102,60 |
1,75 |
1,65 |
102,56 |
1,69 |
WZ0117 |
PL0000106936 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
103,88 |
104,05 |
1,81 |
1,69 |
103,97 |
1,75 |
OK0717 |
PL0000108502 |
97,17 |
97,27 |
1,81 |
1,74 |
97,22 |
1,77 |
DS1017 |
PL0000104543 |
106,06 |
106,25 |
1,88 |
1,78 |
106,16 |
1,83 |
WZ0118 |
PL0000104717 |
99,50 |
99,63 |
--- |
--- |
99,57 |
--- |
PS0418 |
PL0000107314 |
104,09 |
104,22 |
1,95 |
1,89 |
104,16 |
1,92 |
PS0718 |
PL0000107595 |
101,15 |
101,37 |
2,04 |
1,95 |
101,26 |
1,99 |
WZ0119 |
PL0000107603 |
98,78 |
99,05 |
--- |
--- |
98,92 |
--- |
PS0719 |
PL0000108148 |
103,16 |
103,39 |
2,32 |
2,26 |
103,28 |
2,29 |
DS1019 |
PL0000105441 |
111,47 |
111,77 |
2,35 |
2,27 |
111,62 |
2,31 |
WZ0120 |
PL0000108601 |
98,18 |
98,45 |
--- |
--- |
98,32 |
--- |
PS0420 |
PL0000108510 |
95,80 |
95,99 |
2,53 |
2,48 |
95,90 |
2,50 |
DS1020 |
PL0000106126 |
112,21 |
112,49 |
2,54 |
2,48 |
112,35 |
2,51 |
WZ0121 |
PL0000106068 |
97,44 |
97,83 |
--- |
--- |
97,64 |
--- |
PS0421 |
PL0000108916 |
96,69 |
96,90 |
2,67 |
2,63 |
96,80 |
2,65 |
DS1021 |
PL0000106670 |
116,34 |
116,64 |
2,69 |
2,64 |
116,49 |
2,67 |
WS0922 |
PL0000102646 |
117,36 |
117,79 |
2,88 |
2,82 |
117,58 |
2,85 |
IZ0823 |
PL0000105359 |
107,66 |
113,62 |
--- |
--- |
110,64 |
--- |
DS1023 |
PL0000107264 |
106,76 |
107,20 |
3,02 |
2,96 |
106,98 |
2,99 |
WZ0124 |
PL0000107454 |
95,01 |
95,40 |
--- |
--- |
95,21 |
--- |
DS0725 |
PL0000108197 |
100,93 |
101,26 |
3,13 |
3,09 |
101,10 |
3,11 |
WZ0126 |
PL0000108817 |
93,64 |
94,12 |
--- |
--- |
93,88 |
--- |
DS0726 |
PL0000108866 |
92,81 |
93,22 |
3,31 |
3,26 |
93,02 |
3,29 |
WS0429 |
PL0000105391 |
122,59 |
126,25 |
3,59 |
3,29 |
124,42 |
3,43 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
15 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
180 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
75 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
35 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
40 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
50 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
80 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
140 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
190 |
DS1020 |
PL0000106126 |
1/12 |
11 |
1,400 |
1,400 |
1,400 |
90 |
DS1021 |
PL0000106670 |
1/12 |
11 |
1,400 |
1,400 |
1,400 |
10 |
PS0417 |
PL0000107058 |
1/12 |
11 |
1,450 |
1,450 |
1,450 |
10 |
PS0719 |
PL0000108148 |
1/12 |
11 |
1,400 |
1,400 |
1,400 |
100 |
WZ0126 |
PL0000108817 |
1/12 |
11 |
1,400 |
1,400 |
1,400 |
30 |
TOTAL |
1 065 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.