2015-12-18 |
MARKET DATA |
No 245 (2776) |
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 |
475,00 |
479,28 |
40 |
375,00 |
369,19 |
5 |
850,00 |
848,47 |
45 |
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 |
99,82 |
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 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,54 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,97 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,30 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,22 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,31 |
104,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,54 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,93 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,36 |
112,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,80 |
96,61 |
96,700 |
96,800 |
96,700 |
96,800 |
96,767 |
15 000 |
14,66 |
2 |
DS1020 |
PL0000106126 |
113,39 |
113,17 |
113,460 |
113,470 |
113,460 |
113,470 |
113,467 |
15 000 |
17,14 |
2 |
PS0421 |
PL0000108916 |
97,80 |
97,59 |
97,800 |
97,800 |
97,790 |
97,790 |
97,793 |
20 000 |
19,82 |
2 |
DS1021 |
PL0000106670 |
117,66 |
117,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,01 |
118,69 |
119,000 |
119,000 |
119,000 |
119,000 |
119,000 |
5 000 |
6,02 |
1 |
DS1023 |
PL0000107264 |
108,57 |
108,31 |
108,430 |
108,430 |
108,430 |
108,430 |
108,430 |
10 000 |
10,91 |
2 |
DS0725 |
PL0000108197 |
103,00 |
102,55 |
102,600 |
102,960 |
102,550 |
102,960 |
102,648 |
120 000 |
124,78 |
13 |
DS0726 |
PL0000108866 |
94,95 |
94,49 |
94,400 |
94,950 |
94,400 |
94,800 |
94,732 |
105 000 |
100,55 |
8 |
WS0428 |
PL0000107611 |
93,52 |
97,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,65 |
127,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,40 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,00 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,95 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,55 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,09 |
99,05 |
99,080 |
99,100 |
99,080 |
99,100 |
99,085 |
55 000 |
54,90 |
3 |
WZ0120 |
PL0000108601 |
98,44 |
98,40 |
98,450 |
98,480 |
98,440 |
98,440 |
98,460 |
110 000 |
109,11 |
5 |
WZ0121 |
PL0000106068 |
97,76 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,50 |
95,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,89 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
455 000 |
457,89 |
38 |
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 |
101,07 |
101,25 |
1,79 |
1,28 |
101,16 |
1,54 |
OK0716 |
PL0000107926 |
98,98 |
99,16 |
1,75 |
1,44 |
99,07 |
1,59 |
IZ0816 |
PL0000103529 |
101,09 |
101,86 |
--- |
--- |
101,48 |
--- |
PS1016 |
PL0000106795 |
102,51 |
102,61 |
1,71 |
1,59 |
102,56 |
1,65 |
WZ0117 |
PL0000106936 |
99,92 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
103,93 |
104,13 |
1,75 |
1,61 |
104,03 |
1,68 |
OK0717 |
PL0000108502 |
97,23 |
97,37 |
1,78 |
1,69 |
97,30 |
1,73 |
DS1017 |
PL0000104543 |
106,12 |
106,32 |
1,83 |
1,73 |
106,22 |
1,78 |
WZ0118 |
PL0000104717 |
99,50 |
99,65 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
104,19 |
104,39 |
1,90 |
1,81 |
104,29 |
1,86 |
PS0718 |
PL0000107595 |
101,39 |
101,68 |
1,94 |
1,83 |
101,54 |
1,88 |
WZ0119 |
PL0000107603 |
98,87 |
99,15 |
--- |
--- |
99,01 |
--- |
PS0719 |
PL0000108148 |
103,62 |
103,92 |
2,19 |
2,10 |
103,77 |
2,14 |
DS1019 |
PL0000105441 |
111,98 |
112,28 |
2,21 |
2,13 |
112,13 |
2,17 |
WZ0120 |
PL0000108601 |
98,23 |
98,54 |
--- |
--- |
98,39 |
--- |
PS0420 |
PL0000108510 |
96,35 |
96,65 |
2,39 |
2,32 |
96,50 |
2,35 |
DS1020 |
PL0000106126 |
112,97 |
113,25 |
2,38 |
2,32 |
113,11 |
2,35 |
WZ0121 |
PL0000106068 |
97,45 |
98,04 |
--- |
--- |
97,75 |
--- |
PS0421 |
PL0000108916 |
97,38 |
97,69 |
2,53 |
2,46 |
97,54 |
2,49 |
DS1021 |
PL0000106670 |
117,26 |
117,57 |
2,53 |
2,48 |
117,42 |
2,50 |
WS0922 |
PL0000102646 |
118,44 |
118,91 |
2,72 |
2,65 |
118,68 |
2,68 |
IZ0823 |
PL0000105359 |
106,89 |
113,16 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
107,90 |
108,33 |
2,86 |
2,80 |
108,12 |
2,83 |
WZ0124 |
PL0000107454 |
95,25 |
95,52 |
--- |
--- |
95,39 |
--- |
DS0725 |
PL0000108197 |
102,36 |
102,65 |
2,96 |
2,93 |
102,51 |
2,94 |
WZ0126 |
PL0000108817 |
93,62 |
94,30 |
--- |
--- |
93,96 |
--- |
DS0726 |
PL0000108866 |
94,26 |
94,70 |
3,14 |
3,09 |
94,48 |
3,12 |
WS0429 |
PL0000105391 |
120,86 |
131,99 |
3,73 |
2,83 |
126,43 |
3,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,08 |
101,25 |
1,76 |
1,28 |
101,17 |
1,51 |
OK0716 |
PL0000107926 |
98,99 |
99,13 |
1,73 |
1,49 |
99,06 |
1,61 |
IZ0816 |
PL0000103529 |
101,24 |
101,68 |
--- |
--- |
101,46 |
--- |
PS1016 |
PL0000106795 |
102,51 |
102,62 |
1,71 |
1,58 |
102,57 |
1,64 |
WZ0117 |
PL0000106936 |
99,92 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,09 |
1,76 |
1,63 |
104,01 |
1,69 |
OK0717 |
PL0000108502 |
97,27 |
97,38 |
1,75 |
1,68 |
97,33 |
1,71 |
DS1017 |
PL0000104543 |
106,16 |
106,32 |
1,81 |
1,73 |
106,24 |
1,77 |
WZ0118 |
PL0000104717 |
99,50 |
99,62 |
--- |
--- |
99,56 |
--- |
PS0418 |
PL0000107314 |
104,28 |
104,43 |
1,86 |
1,80 |
104,36 |
1,83 |
PS0718 |
PL0000107595 |
101,44 |
101,67 |
1,92 |
1,83 |
101,56 |
1,87 |
WZ0119 |
PL0000107603 |
99,03 |
99,22 |
--- |
--- |
99,13 |
--- |
PS0719 |
PL0000108148 |
103,79 |
103,98 |
2,14 |
2,08 |
103,89 |
2,11 |
DS1019 |
PL0000105441 |
112,20 |
112,43 |
2,15 |
2,09 |
112,32 |
2,12 |
WZ0120 |
PL0000108601 |
98,34 |
98,52 |
--- |
--- |
98,43 |
--- |
PS0420 |
PL0000108510 |
96,64 |
96,82 |
2,32 |
2,27 |
96,73 |
2,30 |
DS1020 |
PL0000106126 |
113,18 |
113,45 |
2,33 |
2,28 |
113,32 |
2,31 |
WZ0121 |
PL0000106068 |
97,71 |
98,00 |
--- |
--- |
97,86 |
--- |
PS0421 |
PL0000108916 |
97,67 |
97,93 |
2,47 |
2,41 |
97,80 |
2,44 |
DS1021 |
PL0000106670 |
117,47 |
117,77 |
2,49 |
2,44 |
117,62 |
2,47 |
WS0922 |
PL0000102646 |
118,89 |
119,24 |
2,65 |
2,60 |
119,07 |
2,63 |
IZ0823 |
PL0000105359 |
107,32 |
114,03 |
--- |
--- |
110,68 |
--- |
DS1023 |
PL0000107264 |
108,36 |
108,74 |
2,79 |
2,74 |
108,55 |
2,77 |
WZ0124 |
PL0000107454 |
95,27 |
95,48 |
--- |
--- |
95,38 |
--- |
DS0725 |
PL0000108197 |
102,70 |
103,03 |
2,92 |
2,88 |
102,87 |
2,90 |
WZ0126 |
PL0000108817 |
93,79 |
94,23 |
--- |
--- |
94,01 |
--- |
DS0726 |
PL0000108866 |
94,62 |
94,94 |
3,10 |
3,06 |
94,78 |
3,08 |
WS0429 |
PL0000105391 |
125,61 |
128,30 |
3,34 |
3,12 |
126,96 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
40 |
OK0717 |
PL0000108502 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
210 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
30 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
55 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
40 |
TOTAL |
375 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.