2015-12-21 |
MARKET DATA |
No 246 (2777) |
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 |
635,00 |
653,25 |
40 |
285,00 |
281,52 |
6 |
920,00 |
934,78 |
46 |
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 |
99,04 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,54 |
102,53 |
102,540 |
102,540 |
102,530 |
102,540 |
102,536 |
310 000 |
320,24 |
10 |
PS0417 |
PL0000107058 |
103,96 |
104,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,32 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,22 |
106,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,39 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,57 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,00 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,46 |
112,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,91 |
96,67 |
96,700 |
96,800 |
96,700 |
96,800 |
96,729 |
35 000 |
34,20 |
4 |
DS1020 |
PL0000106126 |
113,65 |
113,21 |
113,310 |
113,650 |
113,310 |
113,650 |
113,418 |
75 000 |
85,70 |
8 |
PS0421 |
PL0000108916 |
97,92 |
97,68 |
97,700 |
97,700 |
97,700 |
97,700 |
97,700 |
45 000 |
44,56 |
4 |
DS1021 |
PL0000106670 |
117,95 |
117,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,23 |
118,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,91 |
108,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,38 |
102,78 |
103,100 |
103,380 |
103,100 |
103,380 |
103,196 |
55 000 |
57,50 |
7 |
DS0726 |
PL0000108866 |
95,13 |
94,62 |
95,000 |
95,160 |
95,000 |
95,160 |
95,124 |
25 000 |
24,04 |
3 |
WS0428 |
PL0000107611 |
93,80 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,10 |
128,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,32 |
131,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,36 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,00 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,95 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,55 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,10 |
99,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,42 |
98,45 |
98,450 |
98,450 |
98,450 |
98,450 |
98,450 |
15 000 |
14,88 |
1 |
WZ0121 |
PL0000106068 |
97,85 |
97,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,48 |
95,45 |
95,450 |
95,510 |
95,450 |
95,510 |
95,461 |
75 000 |
72,15 |
3 |
WZ0126 |
PL0000108817 |
93,90 |
94,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
635 000 |
653,25 |
40 |
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 |
101,24 |
1,74 |
1,28 |
101,16 |
1,51 |
OK0716 |
PL0000107926 |
99,01 |
99,17 |
1,70 |
1,42 |
99,09 |
1,56 |
IZ0816 |
PL0000103529 |
101,18 |
101,86 |
--- |
--- |
101,52 |
--- |
PS1016 |
PL0000106795 |
102,50 |
102,63 |
1,71 |
1,56 |
102,57 |
1,63 |
WZ0117 |
PL0000106936 |
99,92 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
103,90 |
104,05 |
1,77 |
1,66 |
103,98 |
1,71 |
OK0717 |
PL0000108502 |
97,23 |
97,37 |
1,78 |
1,69 |
97,30 |
1,74 |
DS1017 |
PL0000104543 |
106,11 |
106,32 |
1,83 |
1,72 |
106,22 |
1,78 |
WZ0118 |
PL0000104717 |
99,42 |
99,69 |
--- |
--- |
99,56 |
--- |
PS0418 |
PL0000107314 |
104,22 |
104,43 |
1,88 |
1,79 |
104,33 |
1,84 |
PS0718 |
PL0000107595 |
101,36 |
101,65 |
1,95 |
1,84 |
101,51 |
1,89 |
WZ0119 |
PL0000107603 |
98,87 |
99,28 |
--- |
--- |
99,08 |
--- |
PS0719 |
PL0000108148 |
103,64 |
103,94 |
2,18 |
2,10 |
103,79 |
2,14 |
DS1019 |
PL0000105441 |
112,06 |
112,36 |
2,19 |
2,11 |
112,21 |
2,15 |
WZ0120 |
PL0000108601 |
98,24 |
98,56 |
--- |
--- |
98,40 |
--- |
PS0420 |
PL0000108510 |
96,41 |
96,72 |
2,38 |
2,30 |
96,57 |
2,34 |
DS1020 |
PL0000106126 |
113,03 |
113,32 |
2,36 |
2,30 |
113,18 |
2,33 |
WZ0121 |
PL0000106068 |
97,59 |
98,15 |
--- |
--- |
97,87 |
--- |
PS0421 |
PL0000108916 |
97,46 |
97,73 |
2,51 |
2,46 |
97,60 |
2,48 |
DS1021 |
PL0000106670 |
117,39 |
117,67 |
2,51 |
2,46 |
117,53 |
2,48 |
WS0922 |
PL0000102646 |
118,55 |
119,00 |
2,70 |
2,64 |
118,78 |
2,67 |
IZ0823 |
PL0000105359 |
99,64 |
120,42 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,48 |
2,84 |
2,78 |
108,26 |
2,81 |
WZ0124 |
PL0000107454 |
95,31 |
95,55 |
--- |
--- |
95,43 |
--- |
DS0725 |
PL0000108197 |
102,44 |
102,90 |
2,95 |
2,90 |
102,67 |
2,92 |
WZ0126 |
PL0000108817 |
93,60 |
94,25 |
--- |
--- |
93,93 |
--- |
DS0726 |
PL0000108866 |
94,33 |
94,78 |
3,13 |
3,08 |
94,56 |
3,11 |
WS0429 |
PL0000105391 |
115,20 |
135,95 |
4,23 |
2,54 |
125,58 |
3,34 |
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 |
1,68 |
1,31 |
101,17 |
1,48 |
OK0716 |
PL0000107926 |
99,00 |
99,14 |
1,72 |
1,48 |
99,07 |
1,60 |
IZ0816 |
PL0000103529 |
101,22 |
101,65 |
--- |
--- |
101,44 |
--- |
PS1016 |
PL0000106795 |
102,51 |
102,58 |
1,70 |
1,62 |
102,55 |
1,65 |
WZ0117 |
PL0000106936 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
103,93 |
104,11 |
1,75 |
1,61 |
104,02 |
1,68 |
OK0717 |
PL0000108502 |
97,30 |
97,41 |
1,74 |
1,67 |
97,36 |
1,70 |
DS1017 |
PL0000104543 |
106,18 |
106,34 |
1,80 |
1,71 |
106,26 |
1,75 |
WZ0118 |
PL0000104717 |
99,50 |
99,68 |
--- |
--- |
99,59 |
--- |
PS0418 |
PL0000107314 |
104,35 |
104,48 |
1,83 |
1,77 |
104,42 |
1,80 |
PS0718 |
PL0000107595 |
101,51 |
101,74 |
1,89 |
1,80 |
101,63 |
1,85 |
WZ0119 |
PL0000107603 |
99,05 |
99,25 |
--- |
--- |
99,15 |
--- |
PS0719 |
PL0000108148 |
103,90 |
104,12 |
2,11 |
2,04 |
104,01 |
2,08 |
DS1019 |
PL0000105441 |
112,42 |
112,63 |
2,10 |
2,04 |
112,53 |
2,07 |
WZ0120 |
PL0000108601 |
98,34 |
98,57 |
--- |
--- |
98,46 |
--- |
PS0420 |
PL0000108510 |
96,76 |
97,01 |
2,29 |
2,23 |
96,89 |
2,26 |
DS1020 |
PL0000106126 |
113,42 |
113,69 |
2,28 |
2,23 |
113,56 |
2,26 |
WZ0121 |
PL0000106068 |
97,78 |
98,04 |
--- |
--- |
97,91 |
--- |
PS0421 |
PL0000108916 |
97,81 |
98,11 |
2,44 |
2,38 |
97,96 |
2,41 |
DS1021 |
PL0000106670 |
117,83 |
118,13 |
2,43 |
2,38 |
117,98 |
2,41 |
WS0922 |
PL0000102646 |
119,17 |
119,55 |
2,61 |
2,56 |
119,36 |
2,58 |
IZ0823 |
PL0000105359 |
106,85 |
114,60 |
--- |
--- |
110,73 |
--- |
DS1023 |
PL0000107264 |
108,67 |
109,07 |
2,75 |
2,70 |
108,87 |
2,72 |
WZ0124 |
PL0000107454 |
95,41 |
95,64 |
--- |
--- |
95,53 |
--- |
DS0725 |
PL0000108197 |
103,13 |
103,45 |
2,87 |
2,83 |
103,29 |
2,85 |
WZ0126 |
PL0000108817 |
93,80 |
94,23 |
--- |
--- |
94,02 |
--- |
DS0726 |
PL0000108866 |
95,02 |
95,44 |
3,05 |
3,01 |
95,23 |
3,03 |
WS0429 |
PL0000105391 |
122,33 |
131,37 |
3,61 |
2,88 |
126,85 |
3,24 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
40 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
210 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
5 |
PS0418 |
PL0000107314 |
0/14 |
14 |
1,400 |
1,400 |
1,400 |
10 |
TOTAL |
285 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.