2015-12-28 |
MARKET DATA |
No 249 (2780) |
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 |
957,50 |
964,05 |
15 |
0,00 |
0,00 |
0 |
957,50 |
964,05 |
15 |
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 |
99,87 |
99,860 |
99,870 |
99,860 |
99,860 |
99,865 |
835 000 |
833,87 |
9 |
PS0416 |
PL0000106340 |
101,05 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,03 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,45 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,90 |
104,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,28 |
97,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,15 |
106,20 |
106,150 |
106,200 |
106,150 |
106,200 |
106,175 |
10 000 |
10,71 |
2 |
PS0418 |
PL0000107314 |
104,18 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,60 |
101,640 |
101,640 |
101,640 |
101,640 |
101,640 |
20 000 |
20,54 |
1 |
PS0719 |
PL0000108148 |
103,91 |
103,90 |
103,910 |
103,910 |
103,910 |
103,910 |
103,910 |
67 500 |
71,09 |
1 |
DS1019 |
PL0000105441 |
112,24 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
96,75 |
96,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,37 |
113,40 |
113,400 |
113,400 |
113,400 |
113,400 |
113,400 |
15 000 |
17,15 |
1 |
PS0421 |
PL0000108916 |
97,76 |
97,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,64 |
117,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,85 |
119,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,33 |
108,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,73 |
102,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,50 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,15 |
127,15 |
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 |
101,29 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,50 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,92 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,50 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,07 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,43 |
98,54 |
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 |
95,42 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
947 500 |
953,37 |
14 |
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 |
101,02 |
101,17 |
1,73 |
1,28 |
101,10 |
1,49 |
OK0716 |
PL0000107926 |
99,02 |
99,17 |
1,74 |
1,47 |
99,10 |
1,60 |
IZ0816 |
PL0000103529 |
100,90 |
101,83 |
--- |
--- |
101,37 |
--- |
PS1016 |
PL0000106795 |
102,40 |
102,53 |
1,76 |
1,61 |
102,47 |
1,68 |
WZ0117 |
PL0000106936 |
99,90 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
103,86 |
104,03 |
1,76 |
1,63 |
103,95 |
1,69 |
OK0717 |
PL0000108502 |
97,25 |
97,39 |
1,79 |
1,70 |
97,32 |
1,75 |
DS1017 |
PL0000104543 |
106,07 |
106,23 |
1,82 |
1,74 |
106,15 |
1,78 |
WZ0118 |
PL0000104717 |
99,43 |
99,63 |
--- |
--- |
99,53 |
--- |
PS0418 |
PL0000107314 |
104,14 |
104,33 |
1,90 |
1,82 |
104,24 |
1,86 |
PS0718 |
PL0000107595 |
101,44 |
101,67 |
1,92 |
1,83 |
101,56 |
1,87 |
WZ0119 |
PL0000107603 |
99,03 |
99,28 |
--- |
--- |
99,16 |
--- |
PS0719 |
PL0000108148 |
103,75 |
103,96 |
2,14 |
2,08 |
103,86 |
2,11 |
DS1019 |
PL0000105441 |
112,12 |
112,36 |
2,16 |
2,10 |
112,24 |
2,13 |
WZ0120 |
PL0000108601 |
98,36 |
98,60 |
--- |
--- |
98,48 |
--- |
PS0420 |
PL0000108510 |
96,61 |
96,87 |
2,33 |
2,27 |
96,74 |
2,30 |
DS1020 |
PL0000106126 |
113,22 |
113,48 |
2,31 |
2,26 |
113,35 |
2,29 |
WZ0121 |
PL0000106068 |
97,70 |
98,04 |
--- |
--- |
97,87 |
--- |
PS0421 |
PL0000108916 |
97,55 |
97,81 |
2,49 |
2,44 |
97,68 |
2,47 |
DS1021 |
PL0000106670 |
117,46 |
117,81 |
2,49 |
2,43 |
117,64 |
2,46 |
WS0922 |
PL0000102646 |
118,62 |
119,08 |
2,69 |
2,62 |
118,85 |
2,65 |
IZ0823 |
PL0000105359 |
99,65 |
120,41 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,51 |
2,83 |
2,77 |
108,29 |
2,80 |
WZ0124 |
PL0000107454 |
95,35 |
95,67 |
--- |
--- |
95,51 |
--- |
DS0725 |
PL0000108197 |
102,36 |
102,85 |
2,96 |
2,90 |
102,61 |
2,93 |
WZ0126 |
PL0000108817 |
93,66 |
94,23 |
--- |
--- |
93,95 |
--- |
DS0726 |
PL0000108866 |
94,19 |
94,66 |
3,15 |
3,10 |
94,43 |
3,12 |
WS0429 |
PL0000105391 |
115,30 |
134,59 |
4,22 |
2,63 |
124,95 |
3,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,02 |
101,17 |
1,73 |
1,28 |
101,10 |
1,49 |
OK0716 |
PL0000107926 |
99,02 |
99,17 |
1,74 |
1,47 |
99,10 |
1,60 |
IZ0816 |
PL0000103529 |
101,00 |
101,75 |
--- |
--- |
101,38 |
--- |
PS1016 |
PL0000106795 |
102,42 |
102,53 |
1,74 |
1,61 |
102,48 |
1,67 |
WZ0117 |
PL0000106936 |
99,91 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
103,87 |
104,03 |
1,75 |
1,63 |
103,95 |
1,69 |
OK0717 |
PL0000108502 |
97,26 |
97,39 |
1,79 |
1,70 |
97,33 |
1,74 |
DS1017 |
PL0000104543 |
106,05 |
106,22 |
1,83 |
1,74 |
106,14 |
1,78 |
WZ0118 |
PL0000104717 |
99,47 |
99,62 |
--- |
--- |
99,55 |
--- |
PS0418 |
PL0000107314 |
104,14 |
104,33 |
1,90 |
1,82 |
104,24 |
1,86 |
PS0718 |
PL0000107595 |
101,47 |
101,67 |
1,90 |
1,83 |
101,57 |
1,86 |
WZ0119 |
PL0000107603 |
99,03 |
99,28 |
--- |
--- |
99,16 |
--- |
PS0719 |
PL0000108148 |
103,78 |
103,98 |
2,14 |
2,08 |
103,88 |
2,11 |
DS1019 |
PL0000105441 |
112,15 |
112,38 |
2,15 |
2,09 |
112,27 |
2,12 |
WZ0120 |
PL0000108601 |
98,37 |
98,60 |
--- |
--- |
98,49 |
--- |
PS0420 |
PL0000108510 |
96,64 |
96,89 |
2,32 |
2,26 |
96,77 |
2,29 |
DS1020 |
PL0000106126 |
113,24 |
113,52 |
2,31 |
2,25 |
113,38 |
2,28 |
WZ0121 |
PL0000106068 |
97,72 |
98,03 |
--- |
--- |
97,88 |
--- |
PS0421 |
PL0000108916 |
97,58 |
97,81 |
2,49 |
2,44 |
97,70 |
2,46 |
DS1021 |
PL0000106670 |
117,52 |
117,84 |
2,48 |
2,42 |
117,68 |
2,45 |
WS0922 |
PL0000102646 |
118,68 |
119,13 |
2,68 |
2,61 |
118,91 |
2,64 |
IZ0823 |
PL0000105359 |
107,10 |
112,95 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,12 |
108,57 |
2,82 |
2,76 |
108,35 |
2,79 |
WZ0124 |
PL0000107454 |
95,35 |
95,66 |
--- |
--- |
95,51 |
--- |
DS0725 |
PL0000108197 |
102,47 |
102,91 |
2,95 |
2,89 |
102,69 |
2,92 |
WZ0126 |
PL0000108817 |
93,75 |
94,23 |
--- |
--- |
93,99 |
--- |
DS0726 |
PL0000108866 |
94,27 |
94,69 |
3,14 |
3,09 |
94,48 |
3,12 |
WS0429 |
PL0000105391 |
124,99 |
128,31 |
3,38 |
3,12 |
126,65 |
3,25 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.