2015-12-23 |
MARKET DATA |
No 248 (2779) |
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 |
1 032,50 |
1 053,54 |
42 |
0,00 |
0,00 |
0 |
1 032,50 |
1 053,54 |
42 |
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 |
99,88 |
99,94 |
99,860 |
99,860 |
99,860 |
99,860 |
99,860 |
500 000 |
499,30 |
7 |
PS0416 |
PL0000106340 |
101,07 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,07 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,47 |
102,49 |
102,470 |
102,470 |
102,460 |
102,460 |
102,463 |
20 000 |
20,66 |
3 |
PS0417 |
PL0000107058 |
103,95 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,33 |
97,33 |
97,330 |
97,330 |
97,330 |
97,330 |
97,330 |
5 000 |
4,87 |
1 |
DS1017 |
PL0000104543 |
106,12 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,23 |
104,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,55 |
101,590 |
101,620 |
101,590 |
101,600 |
101,603 |
137 500 |
141,18 |
9 |
PS0719 |
PL0000108148 |
103,83 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,17 |
112,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,67 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,35 |
113,29 |
113,290 |
113,340 |
113,290 |
113,300 |
113,320 |
125 000 |
142,81 |
10 |
PS0421 |
PL0000108916 |
97,66 |
97,66 |
97,610 |
97,650 |
97,610 |
97,650 |
97,648 |
85 000 |
84,15 |
2 |
DS1021 |
PL0000106670 |
117,62 |
117,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,75 |
118,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,25 |
108,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,75 |
102,66 |
102,750 |
102,750 |
102,680 |
102,680 |
102,727 |
45 000 |
46,85 |
5 |
DS0726 |
PL0000108866 |
94,55 |
94,35 |
94,380 |
94,380 |
94,340 |
94,340 |
94,360 |
35 000 |
33,40 |
4 |
WS0428 |
PL0000107611 |
92,66 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,90 |
126,49 |
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 |
101,30 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,20 |
110,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,95 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,56 |
99,61 |
99,620 |
99,620 |
99,620 |
99,620 |
99,620 |
80 000 |
80,31 |
1 |
WZ0119 |
PL0000107603 |
99,11 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,42 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,78 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,45 |
95,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
94,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 032 500 |
1 053,54 |
42 |
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 |
1,70 |
1,25 |
101,12 |
1,46 |
OK0716 |
PL0000107926 |
99,04 |
99,18 |
1,70 |
1,45 |
99,11 |
1,57 |
IZ0816 |
PL0000103529 |
99,92 |
103,08 |
--- |
--- |
101,50 |
--- |
PS1016 |
PL0000106795 |
102,42 |
102,52 |
1,75 |
1,63 |
102,47 |
1,69 |
WZ0117 |
PL0000106936 |
99,93 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
103,88 |
104,03 |
1,75 |
1,64 |
103,96 |
1,69 |
OK0717 |
PL0000108502 |
97,30 |
97,38 |
1,76 |
1,70 |
97,34 |
1,73 |
DS1017 |
PL0000104543 |
106,09 |
106,23 |
1,82 |
1,74 |
106,16 |
1,78 |
WZ0118 |
PL0000104717 |
99,49 |
99,65 |
--- |
--- |
99,57 |
--- |
PS0418 |
PL0000107314 |
104,18 |
104,31 |
1,89 |
1,83 |
104,25 |
1,86 |
PS0718 |
PL0000107595 |
101,40 |
101,61 |
1,93 |
1,85 |
101,51 |
1,89 |
WZ0119 |
PL0000107603 |
99,02 |
99,26 |
--- |
--- |
99,14 |
--- |
PS0719 |
PL0000108148 |
103,68 |
103,91 |
2,16 |
2,10 |
103,80 |
2,13 |
DS1019 |
PL0000105441 |
112,05 |
112,30 |
2,18 |
2,11 |
112,18 |
2,14 |
WZ0120 |
PL0000108601 |
98,37 |
98,59 |
--- |
--- |
98,48 |
--- |
PS0420 |
PL0000108510 |
96,54 |
96,75 |
2,35 |
2,30 |
96,65 |
2,32 |
DS1020 |
PL0000106126 |
113,19 |
113,39 |
2,32 |
2,28 |
113,29 |
2,30 |
WZ0121 |
PL0000106068 |
97,72 |
98,04 |
--- |
--- |
97,88 |
--- |
PS0421 |
PL0000108916 |
97,50 |
97,75 |
2,50 |
2,45 |
97,63 |
2,48 |
DS1021 |
PL0000106670 |
117,51 |
117,75 |
2,48 |
2,44 |
117,63 |
2,46 |
WS0922 |
PL0000102646 |
118,59 |
119,03 |
2,69 |
2,63 |
118,81 |
2,66 |
IZ0823 |
PL0000105359 |
99,60 |
120,46 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,15 |
108,55 |
2,82 |
2,77 |
108,35 |
2,79 |
WZ0124 |
PL0000107454 |
95,38 |
95,65 |
--- |
--- |
95,52 |
--- |
DS0725 |
PL0000108197 |
102,50 |
102,90 |
2,94 |
2,90 |
102,70 |
2,92 |
WZ0126 |
PL0000108817 |
93,76 |
94,24 |
--- |
--- |
94,00 |
--- |
DS0726 |
PL0000108866 |
94,39 |
94,85 |
3,13 |
3,07 |
94,62 |
3,10 |
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 |
1,70 |
1,25 |
101,12 |
1,46 |
OK0716 |
PL0000107926 |
99,04 |
99,16 |
1,70 |
1,48 |
99,10 |
1,59 |
IZ0816 |
PL0000103529 |
101,13 |
101,75 |
--- |
--- |
101,44 |
--- |
PS1016 |
PL0000106795 |
102,41 |
102,53 |
1,76 |
1,62 |
102,47 |
1,69 |
WZ0117 |
PL0000106936 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,04 |
1,72 |
1,63 |
103,98 |
1,67 |
OK0717 |
PL0000108502 |
97,26 |
97,37 |
1,78 |
1,71 |
97,32 |
1,74 |
DS1017 |
PL0000104543 |
106,09 |
106,25 |
1,82 |
1,73 |
106,17 |
1,77 |
WZ0118 |
PL0000104717 |
99,48 |
99,66 |
--- |
--- |
99,57 |
--- |
PS0418 |
PL0000107314 |
104,19 |
104,34 |
1,88 |
1,82 |
104,27 |
1,85 |
PS0718 |
PL0000107595 |
101,53 |
101,65 |
1,88 |
1,83 |
101,59 |
1,86 |
WZ0119 |
PL0000107603 |
99,05 |
99,26 |
--- |
--- |
99,16 |
--- |
PS0719 |
PL0000108148 |
103,74 |
103,96 |
2,15 |
2,08 |
103,85 |
2,12 |
DS1019 |
PL0000105441 |
112,12 |
112,36 |
2,16 |
2,10 |
112,24 |
2,13 |
WZ0120 |
PL0000108601 |
98,37 |
98,56 |
--- |
--- |
98,47 |
--- |
PS0420 |
PL0000108510 |
96,61 |
96,80 |
2,33 |
2,28 |
96,71 |
2,31 |
DS1020 |
PL0000106126 |
113,17 |
113,44 |
2,33 |
2,27 |
113,31 |
2,30 |
WZ0121 |
PL0000106068 |
97,71 |
98,03 |
--- |
--- |
97,87 |
--- |
PS0421 |
PL0000108916 |
97,52 |
97,78 |
2,50 |
2,45 |
97,65 |
2,47 |
DS1021 |
PL0000106670 |
117,47 |
117,77 |
2,49 |
2,44 |
117,62 |
2,46 |
WS0922 |
PL0000102646 |
118,60 |
119,05 |
2,69 |
2,62 |
118,83 |
2,66 |
IZ0823 |
PL0000105359 |
106,65 |
112,85 |
--- |
--- |
109,75 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,48 |
2,84 |
2,78 |
108,26 |
2,81 |
WZ0124 |
PL0000107454 |
95,35 |
95,67 |
--- |
--- |
95,51 |
--- |
DS0725 |
PL0000108197 |
102,41 |
102,77 |
2,95 |
2,91 |
102,59 |
2,93 |
WZ0126 |
PL0000108817 |
93,66 |
94,13 |
--- |
--- |
93,90 |
--- |
DS0726 |
PL0000108866 |
94,29 |
94,65 |
3,14 |
3,10 |
94,47 |
3,12 |
WS0429 |
PL0000105391 |
124,18 |
128,65 |
3,45 |
3,09 |
126,42 |
3,27 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.