2015-12-29 |
MARKET DATA |
No 250 (2781) |
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 |
1 877,50 |
1 919,36 |
72 |
0,00 |
0,00 |
0 |
1 877,50 |
1 919,36 |
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 |
99,90 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,03 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,09 |
99,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,60 |
102,50 |
102,580 |
102,610 |
102,580 |
102,580 |
102,594 |
980 000 |
1 014,45 |
25 |
PS0417 |
PL0000107058 |
103,99 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,47 |
97,38 |
97,400 |
97,460 |
97,400 |
97,460 |
97,425 |
267 500 |
260,61 |
12 |
DS1017 |
PL0000104543 |
106,26 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,37 |
104,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,74 |
101,69 |
101,720 |
101,720 |
101,720 |
101,720 |
101,720 |
20 000 |
20,57 |
1 |
PS0719 |
PL0000108148 |
104,13 |
104,01 |
104,070 |
104,070 |
104,040 |
104,040 |
104,060 |
115 000 |
121,33 |
7 |
DS1019 |
PL0000105441 |
112,51 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,03 |
96,93 |
97,020 |
97,020 |
97,000 |
97,000 |
97,008 |
60 000 |
58,83 |
6 |
DS1020 |
PL0000106126 |
113,71 |
113,56 |
113,560 |
113,640 |
113,560 |
113,640 |
113,601 |
50 000 |
57,31 |
5 |
PS0421 |
PL0000108916 |
98,05 |
97,91 |
98,050 |
98,050 |
98,050 |
98,050 |
98,050 |
5 000 |
4,97 |
1 |
DS1021 |
PL0000106670 |
118,07 |
117,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,30 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,85 |
108,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,24 |
102,90 |
103,230 |
103,230 |
102,960 |
102,960 |
103,033 |
45 000 |
47,02 |
5 |
DS0726 |
PL0000108866 |
95,03 |
94,75 |
95,130 |
95,130 |
95,110 |
95,110 |
95,124 |
35 000 |
33,68 |
3 |
WS0428 |
PL0000107611 |
93,04 |
97,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,45 |
127,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,00 |
131,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,63 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,95 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,97 |
100,00 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
50 000 |
50,42 |
1 |
WZ0118 |
PL0000104717 |
99,61 |
99,59 |
99,590 |
99,600 |
99,590 |
99,600 |
99,595 |
185 000 |
185,72 |
4 |
WZ0119 |
PL0000107603 |
99,19 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,54 |
98,54 |
98,540 |
98,540 |
98,540 |
98,540 |
98,540 |
40 000 |
39,73 |
1 |
WZ0121 |
PL0000106068 |
98,12 |
97,98 |
98,110 |
98,110 |
98,110 |
98,110 |
98,110 |
25 000 |
24,73 |
1 |
WZ0124 |
PL0000107454 |
95,52 |
95,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,00 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 877 500 |
1 919,36 |
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 |
101,00 |
101,13 |
1,66 |
1,25 |
101,07 |
1,44 |
OK0716 |
PL0000107926 |
99,02 |
99,17 |
1,78 |
1,51 |
99,10 |
1,64 |
IZ0816 |
PL0000103529 |
100,94 |
101,79 |
--- |
--- |
101,37 |
--- |
PS1016 |
PL0000106795 |
102,37 |
102,52 |
1,75 |
1,57 |
102,45 |
1,66 |
WZ0117 |
PL0000106936 |
99,89 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0417 |
PL0000107058 |
103,84 |
104,02 |
1,74 |
1,61 |
103,93 |
1,68 |
OK0717 |
PL0000108502 |
97,30 |
97,41 |
1,77 |
1,70 |
97,36 |
1,73 |
DS1017 |
PL0000104543 |
106,06 |
106,26 |
1,80 |
1,70 |
106,16 |
1,75 |
WZ0118 |
PL0000104717 |
99,41 |
99,66 |
--- |
--- |
99,54 |
--- |
PS0418 |
PL0000107314 |
104,15 |
104,34 |
1,89 |
1,81 |
104,25 |
1,85 |
PS0718 |
PL0000107595 |
101,49 |
101,72 |
1,89 |
1,80 |
101,61 |
1,85 |
WZ0119 |
PL0000107603 |
99,01 |
99,30 |
--- |
--- |
99,16 |
--- |
PS0719 |
PL0000108148 |
103,82 |
104,06 |
2,12 |
2,05 |
103,94 |
2,09 |
DS1019 |
PL0000105441 |
112,20 |
112,43 |
2,13 |
2,07 |
112,32 |
2,09 |
WZ0120 |
PL0000108601 |
98,35 |
98,60 |
--- |
--- |
98,48 |
--- |
PS0420 |
PL0000108510 |
96,70 |
96,96 |
2,31 |
2,25 |
96,83 |
2,28 |
DS1020 |
PL0000106126 |
113,37 |
113,60 |
2,28 |
2,23 |
113,49 |
2,25 |
WZ0121 |
PL0000106068 |
97,77 |
98,06 |
--- |
--- |
97,92 |
--- |
PS0421 |
PL0000108916 |
97,69 |
97,94 |
2,47 |
2,42 |
97,82 |
2,44 |
DS1021 |
PL0000106670 |
117,64 |
117,93 |
2,45 |
2,40 |
117,79 |
2,42 |
WS0922 |
PL0000102646 |
118,81 |
119,26 |
2,65 |
2,59 |
119,04 |
2,62 |
IZ0823 |
PL0000105359 |
107,93 |
114,54 |
--- |
--- |
111,24 |
--- |
DS1023 |
PL0000107264 |
108,29 |
108,74 |
2,80 |
2,74 |
108,52 |
2,77 |
WZ0124 |
PL0000107454 |
95,33 |
95,68 |
--- |
--- |
95,51 |
--- |
DS0725 |
PL0000108197 |
102,68 |
103,12 |
2,92 |
2,87 |
102,90 |
2,89 |
WZ0126 |
PL0000108817 |
93,66 |
94,25 |
--- |
--- |
93,96 |
--- |
DS0726 |
PL0000108866 |
94,49 |
94,94 |
3,12 |
3,07 |
94,72 |
3,09 |
WS0429 |
PL0000105391 |
119,48 |
135,40 |
3,85 |
2,57 |
127,44 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,01 |
101,18 |
1,63 |
1,09 |
101,10 |
1,34 |
OK0716 |
PL0000107926 |
99,08 |
99,25 |
1,67 |
1,36 |
99,17 |
1,51 |
IZ0816 |
PL0000103529 |
101,03 |
101,74 |
--- |
--- |
101,39 |
--- |
PS1016 |
PL0000106795 |
102,54 |
102,62 |
1,55 |
1,45 |
102,58 |
1,50 |
WZ0117 |
PL0000106936 |
99,95 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0417 |
PL0000107058 |
103,97 |
104,17 |
1,65 |
1,50 |
104,07 |
1,57 |
OK0717 |
PL0000108502 |
97,44 |
97,54 |
1,68 |
1,61 |
97,49 |
1,65 |
DS1017 |
PL0000104543 |
106,23 |
106,42 |
1,71 |
1,61 |
106,33 |
1,66 |
WZ0118 |
PL0000104717 |
99,57 |
99,89 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,53 |
1,82 |
1,73 |
104,43 |
1,77 |
PS0718 |
PL0000107595 |
101,63 |
101,88 |
1,84 |
1,74 |
101,76 |
1,79 |
WZ0119 |
PL0000107603 |
99,13 |
99,50 |
--- |
--- |
99,32 |
--- |
PS0719 |
PL0000108148 |
103,96 |
104,15 |
2,08 |
2,03 |
104,06 |
2,05 |
DS1019 |
PL0000105441 |
112,36 |
112,64 |
2,08 |
2,01 |
112,50 |
2,05 |
WZ0120 |
PL0000108601 |
98,48 |
98,84 |
--- |
--- |
98,66 |
--- |
PS0420 |
PL0000108510 |
96,94 |
97,13 |
2,25 |
2,20 |
97,04 |
2,23 |
DS1020 |
PL0000106126 |
113,45 |
113,73 |
2,26 |
2,20 |
113,59 |
2,23 |
WZ0121 |
PL0000106068 |
98,00 |
98,41 |
--- |
--- |
98,21 |
--- |
PS0421 |
PL0000108916 |
97,72 |
97,97 |
2,46 |
2,41 |
97,85 |
2,43 |
DS1021 |
PL0000106670 |
117,74 |
118,05 |
2,43 |
2,38 |
117,90 |
2,41 |
WS0922 |
PL0000102646 |
118,85 |
119,29 |
2,65 |
2,58 |
119,07 |
2,61 |
IZ0823 |
PL0000105359 |
108,08 |
112,14 |
--- |
--- |
110,11 |
--- |
DS1023 |
PL0000107264 |
108,28 |
108,72 |
2,80 |
2,74 |
108,50 |
2,77 |
WZ0124 |
PL0000107454 |
95,41 |
95,93 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
102,54 |
102,99 |
2,94 |
2,88 |
102,77 |
2,91 |
WZ0126 |
PL0000108817 |
93,93 |
94,57 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
94,44 |
94,83 |
3,12 |
3,08 |
94,64 |
3,10 |
WS0429 |
PL0000105391 |
124,32 |
128,23 |
3,44 |
3,12 |
126,28 |
3,28 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.