2015-12-22 |
MARKET DATA |
No 247 (2778) |
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 |
1 177,50 |
1 212,14 |
72 |
0,00 |
0,00 |
0 |
1 177,50 |
1 212,14 |
72 |
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 |
99,87 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,12 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,05 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,51 |
102,48 |
102,510 |
102,510 |
102,470 |
102,480 |
102,494 |
160 000 |
165,32 |
9 |
PS0417 |
PL0000107058 |
103,98 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,32 |
97,34 |
97,320 |
97,320 |
97,310 |
97,320 |
97,318 |
117 500 |
114,35 |
5 |
DS1017 |
PL0000104543 |
106,22 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,28 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,52 |
101,55 |
101,550 |
101,550 |
101,550 |
101,550 |
101,550 |
35 000 |
35,92 |
4 |
PS0719 |
PL0000108148 |
103,91 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,37 |
112,29 |
112,300 |
112,300 |
112,280 |
112,280 |
112,283 |
30 000 |
33,97 |
2 |
PS0420 |
PL0000108510 |
96,87 |
96,73 |
96,880 |
96,900 |
96,710 |
96,710 |
96,816 |
25 000 |
24,46 |
3 |
DS1020 |
PL0000106126 |
113,47 |
113,38 |
113,470 |
113,520 |
113,350 |
113,350 |
113,473 |
100 000 |
114,39 |
11 |
PS0421 |
PL0000108916 |
97,87 |
97,73 |
97,820 |
97,820 |
97,640 |
97,640 |
97,749 |
110 000 |
109,01 |
11 |
DS1021 |
PL0000106670 |
117,85 |
117,72 |
117,750 |
117,780 |
117,750 |
117,780 |
117,763 |
65 000 |
77,20 |
7 |
WS0922 |
PL0000102646 |
119,08 |
119,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,63 |
108,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,25 |
102,80 |
102,890 |
102,890 |
102,730 |
102,870 |
102,822 |
25 000 |
26,05 |
3 |
DS0726 |
PL0000108866 |
95,42 |
94,58 |
94,800 |
94,800 |
94,580 |
94,580 |
94,708 |
60 000 |
57,46 |
5 |
WS0428 |
PL0000107611 |
93,17 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,25 |
127,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,26 |
131,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,40 |
101,50 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
10 000 |
12,97 |
1 |
IZ0823 |
PL0000105359 |
108,00 |
113,00 |
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 |
99,57 |
99,58 |
99,580 |
99,580 |
99,550 |
99,550 |
99,561 |
360 000 |
361,15 |
10 |
WZ0119 |
PL0000107603 |
99,10 |
99,19 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
80 000 |
79,89 |
1 |
WZ0120 |
PL0000108601 |
98,43 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,85 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,50 |
95,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 177 500 |
1 212,14 |
72 |
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 |
101,04 |
101,19 |
1,73 |
1,28 |
101,12 |
1,49 |
OK0716 |
PL0000107926 |
99,02 |
99,17 |
1,72 |
1,46 |
99,10 |
1,58 |
IZ0816 |
PL0000103529 |
101,12 |
101,84 |
--- |
--- |
101,48 |
--- |
PS1016 |
PL0000106795 |
102,45 |
102,56 |
1,72 |
1,59 |
102,51 |
1,65 |
WZ0117 |
PL0000106936 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,07 |
1,72 |
1,61 |
104,00 |
1,66 |
OK0717 |
PL0000108502 |
97,29 |
97,40 |
1,76 |
1,69 |
97,35 |
1,72 |
DS1017 |
PL0000104543 |
106,11 |
106,29 |
1,81 |
1,71 |
106,20 |
1,76 |
WZ0118 |
PL0000104717 |
99,49 |
99,67 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
104,24 |
104,41 |
1,87 |
1,79 |
104,33 |
1,83 |
PS0718 |
PL0000107595 |
101,49 |
101,72 |
1,90 |
1,81 |
101,61 |
1,85 |
WZ0119 |
PL0000107603 |
99,06 |
99,30 |
--- |
--- |
99,18 |
--- |
PS0719 |
PL0000108148 |
103,88 |
104,09 |
2,11 |
2,05 |
103,99 |
2,08 |
DS1019 |
PL0000105441 |
112,30 |
112,56 |
2,11 |
2,05 |
112,43 |
2,08 |
WZ0120 |
PL0000108601 |
98,38 |
98,60 |
--- |
--- |
98,49 |
--- |
PS0420 |
PL0000108510 |
96,82 |
96,96 |
2,28 |
2,24 |
96,89 |
2,26 |
DS1020 |
PL0000106126 |
113,43 |
113,63 |
2,28 |
2,23 |
113,53 |
2,25 |
WZ0121 |
PL0000106068 |
97,72 |
98,05 |
--- |
--- |
97,89 |
--- |
PS0421 |
PL0000108916 |
97,83 |
98,09 |
2,44 |
2,38 |
97,96 |
2,41 |
DS1021 |
PL0000106670 |
117,81 |
118,11 |
2,43 |
2,38 |
117,96 |
2,40 |
WS0922 |
PL0000102646 |
119,06 |
119,51 |
2,62 |
2,56 |
119,29 |
2,59 |
IZ0823 |
PL0000105359 |
99,54 |
120,46 |
--- |
--- |
110,00 |
--- |
DS1023 |
PL0000107264 |
108,61 |
109,06 |
2,76 |
2,70 |
108,84 |
2,73 |
WZ0124 |
PL0000107454 |
95,36 |
95,66 |
--- |
--- |
95,51 |
--- |
DS0725 |
PL0000108197 |
103,16 |
103,45 |
2,86 |
2,83 |
103,31 |
2,85 |
WZ0126 |
PL0000108817 |
93,68 |
94,24 |
--- |
--- |
93,96 |
--- |
DS0726 |
PL0000108866 |
95,00 |
95,50 |
3,06 |
3,00 |
95,25 |
3,03 |
WS0429 |
PL0000105391 |
99,64 |
150,21 |
5,78 |
1,55 |
124,93 |
3,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,04 |
101,19 |
1,73 |
1,28 |
101,12 |
1,49 |
OK0716 |
PL0000107926 |
99,02 |
99,17 |
1,72 |
1,46 |
99,10 |
1,58 |
IZ0816 |
PL0000103529 |
101,18 |
101,75 |
--- |
--- |
101,47 |
--- |
PS1016 |
PL0000106795 |
102,43 |
102,51 |
1,75 |
1,65 |
102,47 |
1,70 |
WZ0117 |
PL0000106936 |
99,94 |
100,03 |
--- |
--- |
99,99 |
--- |
PS0417 |
PL0000107058 |
103,88 |
104,07 |
1,75 |
1,61 |
103,98 |
1,68 |
OK0717 |
PL0000108502 |
97,29 |
97,37 |
1,76 |
1,71 |
97,33 |
1,73 |
DS1017 |
PL0000104543 |
106,09 |
106,28 |
1,82 |
1,72 |
106,19 |
1,77 |
WZ0118 |
PL0000104717 |
99,51 |
99,67 |
--- |
--- |
99,59 |
--- |
PS0418 |
PL0000107314 |
104,23 |
104,35 |
1,87 |
1,82 |
104,29 |
1,84 |
PS0718 |
PL0000107595 |
101,42 |
101,63 |
1,93 |
1,84 |
101,53 |
1,88 |
WZ0119 |
PL0000107603 |
99,05 |
99,24 |
--- |
--- |
99,15 |
--- |
PS0719 |
PL0000108148 |
103,74 |
103,93 |
2,15 |
2,09 |
103,84 |
2,12 |
DS1019 |
PL0000105441 |
112,14 |
112,31 |
2,16 |
2,11 |
112,23 |
2,13 |
WZ0120 |
PL0000108601 |
98,38 |
98,59 |
--- |
--- |
98,49 |
--- |
PS0420 |
PL0000108510 |
96,54 |
96,78 |
2,35 |
2,29 |
96,66 |
2,32 |
DS1020 |
PL0000106126 |
113,21 |
113,44 |
2,32 |
2,27 |
113,33 |
2,30 |
WZ0121 |
PL0000106068 |
97,79 |
98,04 |
--- |
--- |
97,92 |
--- |
PS0421 |
PL0000108916 |
97,53 |
97,80 |
2,50 |
2,44 |
97,67 |
2,47 |
DS1021 |
PL0000106670 |
117,48 |
117,78 |
2,49 |
2,44 |
117,63 |
2,46 |
WS0922 |
PL0000102646 |
118,66 |
119,10 |
2,68 |
2,62 |
118,88 |
2,65 |
IZ0823 |
PL0000105359 |
106,30 |
114,40 |
--- |
--- |
110,35 |
--- |
DS1023 |
PL0000107264 |
108,14 |
108,60 |
2,82 |
2,76 |
108,37 |
2,79 |
WZ0124 |
PL0000107454 |
95,42 |
95,66 |
--- |
--- |
95,54 |
--- |
DS0725 |
PL0000108197 |
102,56 |
102,93 |
2,94 |
2,89 |
102,75 |
2,91 |
WZ0126 |
PL0000108817 |
93,75 |
94,18 |
--- |
--- |
93,97 |
--- |
DS0726 |
PL0000108866 |
94,37 |
94,68 |
3,13 |
3,09 |
94,53 |
3,11 |
WS0429 |
PL0000105391 |
124,98 |
128,15 |
3,39 |
3,13 |
126,57 |
3,26 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.