2016-01-04 |
MARKET DATA |
No 1 (2783) |
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 |
592,50 |
586,55 |
37 |
0,00 |
0,00 |
0 |
592,50 |
586,55 |
37 |
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 |
99,92 |
99,92 |
99,920 |
99,920 |
99,920 |
99,920 |
99,920 |
150 000 |
149,88 |
3 |
PS0416 |
PL0000106340 |
101,05 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,23 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,58 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,11 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,65 |
97,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,42 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,53 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,86 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,23 |
104,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,56 |
112,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,15 |
96,99 |
97,150 |
97,150 |
97,150 |
97,150 |
97,150 |
20 000 |
19,64 |
2 |
DS1020 |
PL0000106126 |
113,67 |
113,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,94 |
97,68 |
97,940 |
97,940 |
97,750 |
97,750 |
97,758 |
245 000 |
242,95 |
18 |
DS1021 |
PL0000106670 |
117,90 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,13 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,61 |
108,40 |
108,600 |
108,600 |
108,600 |
108,600 |
108,600 |
10 000 |
10,94 |
1 |
DS0725 |
PL0000108197 |
102,92 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,76 |
94,30 |
94,700 |
94,700 |
94,330 |
94,330 |
94,491 |
110 000 |
105,19 |
10 |
WS0428 |
PL0000107611 |
94,54 |
94,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,20 |
126,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,97 |
129,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,30 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,04 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,08 |
100,000 |
100,000 |
99,980 |
100,000 |
99,991 |
57 500 |
57,96 |
3 |
WZ0119 |
PL0000107603 |
99,67 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,14 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,30 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,85 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,05 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
592 500 |
586,55 |
37 |
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 |
101,03 |
101,19 |
1,47 |
0,96 |
101,11 |
1,22 |
OK0716 |
PL0000107926 |
99,21 |
99,35 |
1,46 |
1,20 |
99,28 |
1,33 |
IZ0816 |
PL0000103529 |
101,16 |
101,98 |
--- |
--- |
101,57 |
--- |
PS1016 |
PL0000106795 |
102,54 |
102,71 |
1,51 |
1,31 |
102,63 |
1,40 |
WZ0117 |
PL0000106936 |
99,99 |
100,30 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
104,03 |
104,25 |
1,58 |
1,42 |
104,14 |
1,50 |
OK0717 |
PL0000108502 |
97,57 |
97,74 |
1,60 |
1,49 |
97,66 |
1,54 |
DS1017 |
PL0000104543 |
106,35 |
106,54 |
1,63 |
1,53 |
106,45 |
1,58 |
WZ0118 |
PL0000104717 |
99,89 |
100,36 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
104,45 |
104,69 |
1,75 |
1,65 |
104,57 |
1,70 |
PS0718 |
PL0000107595 |
101,77 |
102,09 |
1,78 |
1,65 |
101,93 |
1,72 |
WZ0119 |
PL0000107603 |
99,55 |
99,98 |
--- |
--- |
99,77 |
--- |
PS0719 |
PL0000108148 |
104,21 |
104,53 |
2,01 |
1,91 |
104,37 |
1,96 |
DS1019 |
PL0000105441 |
112,54 |
112,87 |
2,03 |
1,95 |
112,71 |
1,99 |
WZ0120 |
PL0000108601 |
99,07 |
99,52 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
97,03 |
97,38 |
2,23 |
2,14 |
97,21 |
2,18 |
DS1020 |
PL0000106126 |
113,64 |
113,97 |
2,22 |
2,15 |
113,81 |
2,18 |
WZ0121 |
PL0000106068 |
98,15 |
98,85 |
--- |
--- |
98,50 |
--- |
PS0421 |
PL0000108916 |
97,91 |
98,23 |
2,42 |
2,36 |
98,07 |
2,39 |
DS1021 |
PL0000106670 |
117,87 |
118,20 |
2,41 |
2,35 |
118,04 |
2,38 |
WS0922 |
PL0000102646 |
119,09 |
119,57 |
2,61 |
2,54 |
119,33 |
2,57 |
IZ0823 |
PL0000105359 |
108,31 |
110,09 |
--- |
--- |
109,20 |
--- |
DS1023 |
PL0000107264 |
108,58 |
109,05 |
2,76 |
2,69 |
108,82 |
2,73 |
WZ0124 |
PL0000107454 |
95,76 |
96,26 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
102,87 |
103,35 |
2,90 |
2,84 |
103,11 |
2,87 |
WZ0126 |
PL0000108817 |
93,93 |
94,49 |
--- |
--- |
94,21 |
--- |
DS0726 |
PL0000108866 |
94,71 |
95,19 |
3,09 |
3,04 |
94,95 |
3,06 |
WS0429 |
PL0000105391 |
123,57 |
129,08 |
3,50 |
3,05 |
126,33 |
3,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
101,01 |
101,14 |
1,54 |
1,12 |
101,08 |
1,31 |
OK0716 |
PL0000107926 |
99,21 |
99,29 |
1,46 |
1,31 |
99,25 |
1,38 |
IZ0816 |
PL0000103529 |
101,15 |
101,81 |
--- |
--- |
101,48 |
--- |
PS1016 |
PL0000106795 |
102,55 |
102,63 |
1,50 |
1,40 |
102,59 |
1,45 |
WZ0117 |
PL0000106936 |
100,00 |
100,24 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
104,09 |
104,26 |
1,54 |
1,41 |
104,18 |
1,47 |
OK0717 |
PL0000108502 |
97,63 |
97,75 |
1,56 |
1,48 |
97,69 |
1,52 |
DS1017 |
PL0000104543 |
106,40 |
106,56 |
1,60 |
1,52 |
106,48 |
1,56 |
WZ0118 |
PL0000104717 |
99,93 |
100,12 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
104,49 |
104,66 |
1,74 |
1,66 |
104,58 |
1,70 |
PS0718 |
PL0000107595 |
101,78 |
101,99 |
1,78 |
1,69 |
101,89 |
1,73 |
WZ0119 |
PL0000107603 |
99,60 |
99,85 |
--- |
--- |
99,73 |
--- |
PS0719 |
PL0000108148 |
104,12 |
104,31 |
2,03 |
1,98 |
104,22 |
2,00 |
DS1019 |
PL0000105441 |
112,32 |
112,60 |
2,09 |
2,02 |
112,46 |
2,05 |
WZ0120 |
PL0000108601 |
98,93 |
99,34 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
96,86 |
97,05 |
2,27 |
2,22 |
96,96 |
2,25 |
DS1020 |
PL0000106126 |
113,31 |
113,55 |
2,28 |
2,24 |
113,43 |
2,26 |
WZ0121 |
PL0000106068 |
98,11 |
98,68 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
97,58 |
97,78 |
2,49 |
2,45 |
97,68 |
2,47 |
DS1021 |
PL0000106670 |
117,54 |
117,82 |
2,46 |
2,41 |
117,68 |
2,44 |
WS0922 |
PL0000102646 |
118,57 |
119,02 |
2,68 |
2,62 |
118,80 |
2,65 |
IZ0823 |
PL0000105359 |
107,63 |
111,92 |
--- |
--- |
109,78 |
--- |
DS1023 |
PL0000107264 |
108,00 |
108,45 |
2,84 |
2,78 |
108,23 |
2,81 |
WZ0124 |
PL0000107454 |
95,62 |
95,97 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
102,15 |
102,46 |
2,98 |
2,95 |
102,31 |
2,96 |
WZ0126 |
PL0000108817 |
93,95 |
94,38 |
--- |
--- |
94,17 |
--- |
DS0726 |
PL0000108866 |
94,00 |
94,40 |
3,18 |
3,13 |
94,20 |
3,15 |
WS0429 |
PL0000105391 |
124,48 |
127,13 |
3,42 |
3,21 |
125,81 |
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.