2015-12-17 |
MARKET DATA |
No 244 (2775) |
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 |
1 370,00 |
1 413,00 |
106 |
1 420,00 |
1 531,79 |
17 |
2 790,00 |
2 944,79 |
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 |
99,84 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,12 |
101,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,03 |
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 |
100 000 |
103,28 |
1 |
PS0417 |
PL0000107058 |
104,00 |
104,03 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
30 000 |
32,14 |
2 |
OK0717 |
PL0000108502 |
97,28 |
97,29 |
97,280 |
97,280 |
97,230 |
97,230 |
97,238 |
185 000 |
179,90 |
7 |
DS1017 |
PL0000104543 |
106,20 |
106,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,26 |
104,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,45 |
101,47 |
101,470 |
101,480 |
101,470 |
101,480 |
101,476 |
25 000 |
25,62 |
2 |
PS0719 |
PL0000108148 |
103,71 |
103,70 |
103,650 |
103,650 |
103,640 |
103,640 |
103,643 |
35 000 |
36,74 |
3 |
DS1019 |
PL0000105441 |
112,97 |
112,07 |
112,240 |
112,260 |
112,000 |
112,000 |
112,221 |
95 000 |
107,42 |
9 |
PS0420 |
PL0000108510 |
96,49 |
96,30 |
96,430 |
96,550 |
96,430 |
96,550 |
96,450 |
30 000 |
29,23 |
3 |
DS1020 |
PL0000106126 |
113,06 |
112,86 |
113,140 |
113,170 |
112,950 |
112,950 |
113,132 |
110 000 |
125,34 |
11 |
PS0421 |
PL0000108916 |
97,50 |
97,30 |
97,300 |
97,650 |
97,300 |
97,490 |
97,418 |
200 000 |
197,46 |
17 |
DS1021 |
PL0000106670 |
117,24 |
117,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,60 |
118,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,97 |
107,41 |
108,270 |
108,270 |
108,270 |
108,270 |
108,270 |
5 000 |
5,44 |
1 |
DS0725 |
PL0000108197 |
102,44 |
101,60 |
101,970 |
102,500 |
101,970 |
102,500 |
102,160 |
245 000 |
253,53 |
26 |
DS0726 |
PL0000108866 |
94,31 |
93,89 |
94,000 |
94,350 |
93,850 |
94,350 |
94,034 |
145 000 |
137,83 |
15 |
WS0428 |
PL0000107611 |
93,02 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,12 |
126,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,73 |
129,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,45 |
101,63 |
101,450 |
101,450 |
101,450 |
101,450 |
101,450 |
50 000 |
64,84 |
4 |
IZ0823 |
PL0000105359 |
108,98 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,95 |
99,99 |
100,000 |
100,000 |
99,990 |
99,990 |
99,995 |
80 000 |
80,58 |
3 |
WZ0118 |
PL0000104717 |
99,55 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,95 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,30 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,70 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,35 |
95,42 |
95,350 |
95,430 |
95,350 |
95,430 |
95,407 |
35 000 |
33,65 |
2 |
WZ0126 |
PL0000108817 |
93,85 |
94,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 370 000 |
1 413,00 |
106 |
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 |
1,78 |
1,28 |
101,17 |
1,53 |
OK0716 |
PL0000107926 |
98,97 |
99,15 |
1,76 |
1,45 |
99,06 |
1,60 |
IZ0816 |
PL0000103529 |
101,20 |
101,75 |
--- |
--- |
101,48 |
--- |
PS1016 |
PL0000106795 |
102,49 |
102,67 |
1,74 |
1,53 |
102,58 |
1,64 |
WZ0117 |
PL0000106936 |
99,92 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
103,93 |
104,14 |
1,76 |
1,60 |
104,04 |
1,68 |
OK0717 |
PL0000108502 |
97,21 |
97,42 |
1,79 |
1,65 |
97,32 |
1,72 |
DS1017 |
PL0000104543 |
106,16 |
106,35 |
1,82 |
1,72 |
106,26 |
1,76 |
WZ0118 |
PL0000104717 |
99,48 |
99,67 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
104,21 |
104,43 |
1,89 |
1,80 |
104,32 |
1,85 |
PS0718 |
PL0000107595 |
101,33 |
101,65 |
1,97 |
1,84 |
101,49 |
1,90 |
WZ0119 |
PL0000107603 |
98,84 |
99,13 |
--- |
--- |
98,99 |
--- |
PS0719 |
PL0000108148 |
103,56 |
103,87 |
2,20 |
2,12 |
103,72 |
2,16 |
DS1019 |
PL0000105441 |
111,95 |
112,26 |
2,22 |
2,14 |
112,11 |
2,18 |
WZ0120 |
PL0000108601 |
98,19 |
98,51 |
--- |
--- |
98,35 |
--- |
PS0420 |
PL0000108510 |
96,32 |
96,57 |
2,40 |
2,34 |
96,45 |
2,37 |
DS1020 |
PL0000106126 |
112,83 |
113,15 |
2,41 |
2,34 |
112,99 |
2,38 |
WZ0121 |
PL0000106068 |
97,49 |
98,00 |
--- |
--- |
97,75 |
--- |
PS0421 |
PL0000108916 |
97,30 |
97,54 |
2,54 |
2,49 |
97,42 |
2,52 |
DS1021 |
PL0000106670 |
117,08 |
117,41 |
2,56 |
2,51 |
117,25 |
2,53 |
WS0922 |
PL0000102646 |
118,23 |
118,70 |
2,75 |
2,68 |
118,47 |
2,72 |
IZ0823 |
PL0000105359 |
99,60 |
120,46 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
107,67 |
108,12 |
2,89 |
2,83 |
107,90 |
2,86 |
WZ0124 |
PL0000107454 |
95,24 |
95,53 |
--- |
--- |
95,39 |
--- |
DS0725 |
PL0000108197 |
101,96 |
102,40 |
3,01 |
2,96 |
102,18 |
2,98 |
WZ0126 |
PL0000108817 |
93,64 |
94,26 |
--- |
--- |
93,95 |
--- |
DS0726 |
PL0000108866 |
93,74 |
94,08 |
3,20 |
3,16 |
93,91 |
3,18 |
WS0429 |
PL0000105391 |
115,36 |
134,24 |
4,22 |
2,66 |
124,80 |
3,40 |
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 |
1,73 |
1,36 |
101,17 |
1,53 |
OK0716 |
PL0000107926 |
98,97 |
99,11 |
1,76 |
1,51 |
99,04 |
1,63 |
IZ0816 |
PL0000103529 |
101,28 |
101,76 |
--- |
--- |
101,52 |
--- |
PS1016 |
PL0000106795 |
102,51 |
102,61 |
1,72 |
1,60 |
102,56 |
1,66 |
WZ0117 |
PL0000106936 |
99,92 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
103,93 |
104,08 |
1,76 |
1,65 |
104,01 |
1,70 |
OK0717 |
PL0000108502 |
97,25 |
97,34 |
1,76 |
1,71 |
97,30 |
1,73 |
DS1017 |
PL0000104543 |
106,12 |
106,32 |
1,84 |
1,73 |
106,22 |
1,79 |
WZ0118 |
PL0000104717 |
99,51 |
99,66 |
--- |
--- |
99,59 |
--- |
PS0418 |
PL0000107314 |
104,23 |
104,37 |
1,88 |
1,82 |
104,30 |
1,85 |
PS0718 |
PL0000107595 |
101,36 |
101,57 |
1,95 |
1,87 |
101,47 |
1,91 |
WZ0119 |
PL0000107603 |
98,88 |
99,11 |
--- |
--- |
99,00 |
--- |
PS0719 |
PL0000108148 |
103,63 |
103,87 |
2,18 |
2,12 |
103,75 |
2,15 |
DS1019 |
PL0000105441 |
112,03 |
112,28 |
2,20 |
2,14 |
112,16 |
2,17 |
WZ0120 |
PL0000108601 |
98,25 |
98,55 |
--- |
--- |
98,40 |
--- |
PS0420 |
PL0000108510 |
96,39 |
96,64 |
2,38 |
2,32 |
96,52 |
2,35 |
DS1020 |
PL0000106126 |
112,96 |
113,17 |
2,38 |
2,34 |
113,07 |
2,36 |
WZ0121 |
PL0000106068 |
97,63 |
98,04 |
--- |
--- |
97,84 |
--- |
PS0421 |
PL0000108916 |
97,46 |
97,60 |
2,51 |
2,48 |
97,53 |
2,50 |
DS1021 |
PL0000106670 |
117,23 |
117,55 |
2,54 |
2,48 |
117,39 |
2,51 |
WS0922 |
PL0000102646 |
118,54 |
118,91 |
2,71 |
2,65 |
118,73 |
2,68 |
IZ0823 |
PL0000105359 |
108,03 |
113,21 |
--- |
--- |
110,62 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,34 |
2,85 |
2,80 |
108,14 |
2,83 |
WZ0124 |
PL0000107454 |
95,26 |
95,51 |
--- |
--- |
95,39 |
--- |
DS0725 |
PL0000108197 |
102,38 |
102,69 |
2,96 |
2,92 |
102,54 |
2,94 |
WZ0126 |
PL0000108817 |
93,75 |
94,31 |
--- |
--- |
94,03 |
--- |
DS0726 |
PL0000108866 |
94,25 |
94,67 |
3,14 |
3,09 |
94,46 |
3,12 |
WS0429 |
PL0000105391 |
123,59 |
129,69 |
3,50 |
3,01 |
126,64 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
30 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
130 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
30 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
400 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,450 |
1,450 |
1,450 |
50 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
200 |
DS0725 |
PL0000108197 |
0/4 |
4 |
0,500 |
0,500 |
0,500 |
50 |
DS1017 |
PL0000104543 |
1/11 |
10 |
1,400 |
1,400 |
1,400 |
60 |
DS1020 |
PL0000106126 |
1/11 |
10 |
1,400 |
1,400 |
1,400 |
200 |
DS1021 |
PL0000106670 |
1/11 |
10 |
1,400 |
1,400 |
1,400 |
5 |
PS0719 |
PL0000108148 |
1/11 |
10 |
1,450 |
1,450 |
1,450 |
100 |
PS0420 |
PL0000108510 |
1/11 |
10 |
1,430 |
1,430 |
1,430 |
165 |
TOTAL |
1 420 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.