2015-12-30 |
MARKET DATA |
No 251 (2782) |
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 |
2 222,50 |
2 271,38 |
144 |
0,00 |
0,00 |
0 |
2 222,50 |
2 271,38 |
144 |
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 |
99,91 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,14 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,17 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,61 |
102,61 |
102,610 |
102,610 |
102,600 |
102,600 |
102,607 |
30 000 |
31,06 |
2 |
PS0417 |
PL0000107058 |
104,24 |
104,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,63 |
97,54 |
97,620 |
97,620 |
97,620 |
97,620 |
97,620 |
25 000 |
24,41 |
1 |
DS1017 |
PL0000104543 |
106,49 |
106,34 |
106,540 |
106,560 |
106,380 |
106,380 |
106,524 |
120 000 |
129,07 |
6 |
PS0418 |
PL0000107314 |
104,68 |
104,45 |
104,600 |
104,710 |
104,590 |
104,590 |
104,645 |
65 000 |
69,72 |
6 |
PS0718 |
PL0000107595 |
101,98 |
101,83 |
101,980 |
101,980 |
101,980 |
101,980 |
101,980 |
20 000 |
20,62 |
2 |
PS0719 |
PL0000108148 |
104,44 |
104,18 |
104,290 |
104,400 |
104,290 |
104,390 |
104,364 |
90 000 |
95,24 |
7 |
DS1019 |
PL0000105441 |
112,76 |
112,52 |
112,680 |
112,680 |
112,570 |
112,660 |
112,640 |
35 000 |
39,80 |
5 |
PS0420 |
PL0000108510 |
97,27 |
97,08 |
97,270 |
97,340 |
97,130 |
97,130 |
97,303 |
105 000 |
103,27 |
9 |
DS1020 |
PL0000106126 |
113,86 |
113,68 |
113,790 |
113,880 |
113,790 |
113,850 |
113,843 |
35 000 |
40,21 |
4 |
PS0421 |
PL0000108916 |
98,10 |
97,92 |
97,950 |
98,150 |
97,950 |
98,030 |
98,017 |
170 000 |
169,00 |
15 |
DS1021 |
PL0000106670 |
118,13 |
117,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,27 |
119,26 |
118,970 |
118,970 |
118,970 |
118,970 |
118,970 |
5 000 |
6,03 |
1 |
DS1023 |
PL0000107264 |
108,95 |
108,60 |
108,950 |
108,950 |
108,950 |
108,950 |
108,950 |
10 000 |
10,97 |
2 |
DS0725 |
PL0000108197 |
103,00 |
102,66 |
103,000 |
103,060 |
102,610 |
102,660 |
102,808 |
115 000 |
119,90 |
12 |
DS0726 |
PL0000108866 |
94,81 |
94,49 |
94,750 |
94,800 |
94,490 |
94,540 |
94,669 |
60 000 |
57,47 |
9 |
WS0428 |
PL0000107611 |
94,25 |
95,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,00 |
126,62 |
127,000 |
127,000 |
127,000 |
127,000 |
127,000 |
2 500 |
3,28 |
1 |
WS0437 |
PL0000104857 |
120,68 |
130,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,90 |
101,60 |
101,400 |
101,850 |
101,400 |
101,850 |
101,698 |
45 000 |
58,58 |
5 |
IZ0823 |
PL0000105359 |
109,38 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,09 |
100,090 |
100,120 |
100,090 |
100,120 |
100,099 |
155 000 |
156,39 |
5 |
WZ0118 |
PL0000104717 |
100,00 |
99,85 |
99,850 |
100,150 |
99,850 |
100,150 |
99,923 |
165 000 |
166,19 |
9 |
WZ0119 |
PL0000107603 |
99,80 |
99,45 |
99,770 |
99,800 |
99,700 |
99,700 |
99,741 |
612 500 |
615,80 |
21 |
WZ0120 |
PL0000108601 |
99,22 |
98,75 |
99,150 |
99,210 |
99,150 |
99,200 |
99,194 |
270 000 |
269,98 |
12 |
WZ0121 |
PL0000106068 |
98,50 |
98,35 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
5 000 |
4,96 |
1 |
WZ0124 |
PL0000107454 |
96,00 |
95,85 |
96,000 |
96,000 |
95,840 |
95,990 |
95,885 |
62 500 |
60,43 |
6 |
WZ0126 |
PL0000108817 |
96,68 |
94,40 |
94,220 |
94,390 |
94,100 |
94,390 |
94,233 |
20 000 |
19,01 |
3 |
TOTAL |
2 222 500 |
2 271,38 |
144 |
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 |
100,99 |
101,16 |
1,66 |
1,12 |
101,08 |
1,37 |
OK0716 |
PL0000107926 |
99,11 |
99,24 |
1,63 |
1,39 |
99,18 |
1,50 |
IZ0816 |
PL0000103529 |
101,03 |
101,74 |
--- |
--- |
101,39 |
--- |
PS1016 |
PL0000106795 |
102,48 |
102,65 |
1,61 |
1,40 |
102,57 |
1,50 |
WZ0117 |
PL0000106936 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
103,96 |
104,13 |
1,65 |
1,52 |
104,05 |
1,58 |
OK0717 |
PL0000108502 |
97,41 |
97,58 |
1,70 |
1,59 |
97,50 |
1,64 |
DS1017 |
PL0000104543 |
106,20 |
106,39 |
1,72 |
1,62 |
106,30 |
1,67 |
WZ0118 |
PL0000104717 |
99,57 |
99,89 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,51 |
1,81 |
1,73 |
104,42 |
1,77 |
PS0718 |
PL0000107595 |
101,68 |
101,88 |
1,82 |
1,74 |
101,78 |
1,78 |
WZ0119 |
PL0000107603 |
99,18 |
99,53 |
--- |
--- |
99,36 |
--- |
PS0719 |
PL0000108148 |
103,99 |
104,21 |
2,07 |
2,01 |
104,10 |
2,04 |
DS1019 |
PL0000105441 |
112,33 |
112,59 |
2,09 |
2,02 |
112,46 |
2,06 |
WZ0120 |
PL0000108601 |
98,47 |
98,82 |
--- |
--- |
98,65 |
--- |
PS0420 |
PL0000108510 |
96,93 |
97,12 |
2,25 |
2,21 |
97,03 |
2,23 |
DS1020 |
PL0000106126 |
113,44 |
113,73 |
2,26 |
2,20 |
113,59 |
2,23 |
WZ0121 |
PL0000106068 |
98,06 |
98,41 |
--- |
--- |
98,24 |
--- |
PS0421 |
PL0000108916 |
97,74 |
98,02 |
2,46 |
2,40 |
97,88 |
2,43 |
DS1021 |
PL0000106670 |
117,70 |
118,01 |
2,44 |
2,39 |
117,86 |
2,41 |
WS0922 |
PL0000102646 |
118,85 |
119,30 |
2,64 |
2,58 |
119,08 |
2,61 |
IZ0823 |
PL0000105359 |
105,90 |
112,93 |
--- |
--- |
109,42 |
--- |
DS1023 |
PL0000107264 |
108,31 |
108,75 |
2,80 |
2,74 |
108,53 |
2,77 |
WZ0124 |
PL0000107454 |
95,50 |
95,91 |
--- |
--- |
95,71 |
--- |
DS0725 |
PL0000108197 |
102,62 |
103,05 |
2,93 |
2,88 |
102,84 |
2,90 |
WZ0126 |
PL0000108817 |
93,97 |
94,55 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
94,44 |
94,83 |
3,12 |
3,08 |
94,64 |
3,10 |
WS0429 |
PL0000105391 |
99,72 |
150,21 |
5,77 |
1,54 |
124,97 |
3,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,06 |
101,12 |
1,44 |
1,25 |
101,09 |
1,34 |
OK0716 |
PL0000107926 |
99,15 |
99,26 |
1,55 |
1,35 |
99,21 |
1,44 |
IZ0816 |
PL0000103529 |
101,09 |
101,74 |
--- |
--- |
101,42 |
--- |
PS1016 |
PL0000106795 |
102,57 |
102,66 |
1,50 |
1,39 |
102,62 |
1,44 |
WZ0117 |
PL0000106936 |
100,07 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
104,21 |
104,32 |
1,46 |
1,38 |
104,27 |
1,41 |
OK0717 |
PL0000108502 |
97,60 |
97,69 |
1,58 |
1,52 |
97,65 |
1,54 |
DS1017 |
PL0000104543 |
106,43 |
106,63 |
1,60 |
1,49 |
106,53 |
1,54 |
WZ0118 |
PL0000104717 |
99,94 |
100,24 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
104,59 |
104,70 |
1,70 |
1,65 |
104,65 |
1,67 |
PS0718 |
PL0000107595 |
101,88 |
102,08 |
1,74 |
1,66 |
101,98 |
1,70 |
WZ0119 |
PL0000107603 |
99,58 |
99,81 |
--- |
--- |
99,70 |
--- |
PS0719 |
PL0000108148 |
104,26 |
104,48 |
1,99 |
1,93 |
104,37 |
1,96 |
DS1019 |
PL0000105441 |
112,55 |
112,82 |
2,03 |
1,97 |
112,69 |
2,00 |
WZ0120 |
PL0000108601 |
99,16 |
99,42 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
97,04 |
97,21 |
2,23 |
2,18 |
97,13 |
2,20 |
DS1020 |
PL0000106126 |
113,56 |
113,83 |
2,24 |
2,18 |
113,70 |
2,21 |
WZ0121 |
PL0000106068 |
98,24 |
98,73 |
--- |
--- |
98,49 |
--- |
PS0421 |
PL0000108916 |
97,89 |
98,05 |
2,43 |
2,39 |
97,97 |
2,41 |
DS1021 |
PL0000106670 |
117,84 |
118,13 |
2,41 |
2,37 |
117,99 |
2,39 |
WS0922 |
PL0000102646 |
118,95 |
119,35 |
2,63 |
2,57 |
119,15 |
2,60 |
IZ0823 |
PL0000105359 |
107,27 |
110,70 |
--- |
--- |
108,99 |
--- |
DS1023 |
PL0000107264 |
108,37 |
108,77 |
2,79 |
2,73 |
108,57 |
2,76 |
WZ0124 |
PL0000107454 |
95,74 |
96,11 |
--- |
--- |
95,93 |
--- |
DS0725 |
PL0000108197 |
102,60 |
102,91 |
2,93 |
2,89 |
102,76 |
2,91 |
WZ0126 |
PL0000108817 |
94,02 |
94,51 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
94,41 |
94,72 |
3,13 |
3,09 |
94,57 |
3,11 |
WS0429 |
PL0000105391 |
124,32 |
127,52 |
3,44 |
3,18 |
125,92 |
3,31 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.