2016-01-05 |
MARKET DATA |
No 2 (2784) |
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 |
2 647,50 |
2 715,30 |
117 |
240,00 |
229,57 |
3 |
2 887,50 |
2 944,87 |
120 |
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 |
99,93 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,04 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,25 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,61 |
102,58 |
102,580 |
102,680 |
102,580 |
102,680 |
102,609 |
765 000 |
792,40 |
14 |
PS0417 |
PL0000107058 |
104,21 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,72 |
97,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,68 |
106,48 |
106,640 |
106,680 |
106,630 |
106,680 |
106,665 |
340 000 |
366,32 |
13 |
PS0418 |
PL0000107314 |
104,70 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,12 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,51 |
104,10 |
104,100 |
104,510 |
104,090 |
104,510 |
104,407 |
130 000 |
137,66 |
8 |
DS1019 |
PL0000105441 |
112,64 |
112,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,21 |
96,87 |
96,890 |
97,200 |
96,890 |
97,200 |
97,063 |
215 000 |
210,96 |
19 |
DS1020 |
PL0000106126 |
113,57 |
113,36 |
113,520 |
113,520 |
113,520 |
113,520 |
113,520 |
5 000 |
5,73 |
1 |
PS0421 |
PL0000108916 |
97,80 |
97,59 |
97,780 |
97,780 |
97,780 |
97,780 |
97,780 |
10 000 |
9,92 |
1 |
DS1021 |
PL0000106670 |
117,81 |
117,54 |
117,800 |
117,800 |
117,790 |
117,790 |
117,796 |
65 000 |
77,33 |
5 |
WS0922 |
PL0000102646 |
119,00 |
118,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,32 |
108,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,80 |
102,15 |
102,350 |
102,560 |
102,350 |
102,440 |
102,497 |
80 000 |
83,18 |
8 |
DS0726 |
PL0000108866 |
94,66 |
94,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,16 |
95,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,69 |
125,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,19 |
129,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,25 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,20 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
99,76 |
99,800 |
99,980 |
99,790 |
99,980 |
99,832 |
665 000 |
669,28 |
26 |
WZ0120 |
PL0000108601 |
99,71 |
99,25 |
99,710 |
99,710 |
99,710 |
99,710 |
99,710 |
50 000 |
50,26 |
1 |
WZ0121 |
PL0000106068 |
98,81 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,10 |
95,90 |
95,900 |
96,350 |
95,900 |
96,350 |
96,140 |
300 000 |
290,86 |
19 |
WZ0126 |
PL0000108817 |
94,30 |
94,25 |
94,300 |
94,300 |
94,300 |
94,300 |
94,300 |
22 500 |
21,40 |
2 |
TOTAL |
2 647 500 |
2 715,30 |
117 |
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 |
101,14 |
1,54 |
1,08 |
101,07 |
1,31 |
OK0716 |
PL0000107926 |
99,22 |
99,33 |
1,45 |
1,24 |
99,28 |
1,33 |
IZ0816 |
PL0000103529 |
101,04 |
101,82 |
--- |
--- |
101,43 |
--- |
PS1016 |
PL0000106795 |
102,55 |
102,68 |
1,49 |
1,33 |
102,62 |
1,40 |
WZ0117 |
PL0000106936 |
100,00 |
100,29 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
104,04 |
104,20 |
1,57 |
1,45 |
104,12 |
1,51 |
OK0717 |
PL0000108502 |
97,57 |
97,70 |
1,60 |
1,52 |
97,64 |
1,56 |
DS1017 |
PL0000104543 |
106,31 |
106,49 |
1,65 |
1,55 |
106,40 |
1,60 |
WZ0118 |
PL0000104717 |
99,92 |
100,18 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
104,43 |
104,59 |
1,76 |
1,69 |
104,51 |
1,73 |
PS0718 |
PL0000107595 |
101,69 |
101,92 |
1,81 |
1,72 |
101,81 |
1,76 |
WZ0119 |
PL0000107603 |
99,56 |
99,89 |
--- |
--- |
99,73 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,15 |
2,06 |
2,02 |
104,08 |
2,04 |
DS1019 |
PL0000105441 |
112,19 |
112,48 |
2,12 |
2,04 |
112,34 |
2,08 |
WZ0120 |
PL0000108601 |
98,91 |
99,33 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,71 |
96,91 |
2,31 |
2,26 |
96,81 |
2,29 |
DS1020 |
PL0000106126 |
113,15 |
113,40 |
2,32 |
2,26 |
113,28 |
2,29 |
WZ0121 |
PL0000106068 |
98,12 |
98,60 |
--- |
--- |
98,36 |
--- |
PS0421 |
PL0000108916 |
97,35 |
97,65 |
2,54 |
2,48 |
97,50 |
2,51 |
DS1021 |
PL0000106670 |
117,34 |
117,63 |
2,49 |
2,45 |
117,49 |
2,47 |
WS0922 |
PL0000102646 |
118,37 |
118,82 |
2,71 |
2,65 |
118,60 |
2,68 |
IZ0823 |
PL0000105359 |
106,60 |
113,95 |
--- |
--- |
110,28 |
--- |
DS1023 |
PL0000107264 |
107,77 |
108,20 |
2,87 |
2,81 |
107,99 |
2,84 |
WZ0124 |
PL0000107454 |
95,60 |
95,99 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
101,95 |
102,26 |
3,01 |
2,97 |
102,11 |
2,99 |
WZ0126 |
PL0000108817 |
93,92 |
94,43 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
93,82 |
94,21 |
3,20 |
3,15 |
94,02 |
3,17 |
WS0429 |
PL0000105391 |
123,98 |
126,85 |
3,46 |
3,23 |
125,42 |
3,35 |
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 |
1,51 |
1,08 |
101,08 |
1,28 |
OK0716 |
PL0000107926 |
99,23 |
99,39 |
1,43 |
1,13 |
99,31 |
1,28 |
IZ0816 |
PL0000103529 |
101,16 |
101,65 |
--- |
--- |
101,41 |
--- |
PS1016 |
PL0000106795 |
102,59 |
102,71 |
1,44 |
1,29 |
102,65 |
1,37 |
WZ0117 |
PL0000106936 |
100,08 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
104,18 |
104,37 |
1,46 |
1,32 |
104,28 |
1,39 |
OK0717 |
PL0000108502 |
97,70 |
97,90 |
1,52 |
1,38 |
97,80 |
1,45 |
DS1017 |
PL0000104543 |
106,55 |
106,67 |
1,52 |
1,45 |
106,61 |
1,49 |
WZ0118 |
PL0000104717 |
100,05 |
100,32 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,86 |
1,65 |
1,57 |
104,77 |
1,61 |
PS0718 |
PL0000107595 |
102,06 |
102,20 |
1,66 |
1,61 |
102,13 |
1,64 |
WZ0119 |
PL0000107603 |
99,81 |
100,01 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
104,32 |
104,53 |
1,97 |
1,91 |
104,43 |
1,94 |
DS1019 |
PL0000105441 |
112,54 |
112,84 |
2,03 |
1,95 |
112,69 |
1,99 |
WZ0120 |
PL0000108601 |
99,35 |
99,72 |
--- |
--- |
99,54 |
--- |
PS0420 |
PL0000108510 |
97,07 |
97,24 |
2,22 |
2,18 |
97,16 |
2,20 |
DS1020 |
PL0000106126 |
113,53 |
113,84 |
2,24 |
2,17 |
113,69 |
2,21 |
WZ0121 |
PL0000106068 |
98,70 |
99,21 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
97,75 |
97,90 |
2,46 |
2,42 |
97,83 |
2,44 |
DS1021 |
PL0000106670 |
117,72 |
117,98 |
2,43 |
2,39 |
117,85 |
2,41 |
WS0922 |
PL0000102646 |
118,90 |
119,32 |
2,63 |
2,57 |
119,11 |
2,60 |
IZ0823 |
PL0000105359 |
106,90 |
113,50 |
--- |
--- |
110,20 |
--- |
DS1023 |
PL0000107264 |
108,22 |
108,63 |
2,81 |
2,75 |
108,43 |
2,78 |
WZ0124 |
PL0000107454 |
96,03 |
96,35 |
--- |
--- |
96,19 |
--- |
DS0725 |
PL0000108197 |
102,36 |
102,77 |
2,96 |
2,91 |
102,57 |
2,93 |
WZ0126 |
PL0000108817 |
94,13 |
94,64 |
--- |
--- |
94,39 |
--- |
DS0726 |
PL0000108866 |
94,29 |
94,66 |
3,14 |
3,10 |
94,48 |
3,12 |
WS0429 |
PL0000105391 |
124,75 |
126,81 |
3,40 |
3,23 |
125,78 |
3,32 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
2/3 |
1 |
1,000 |
1,000 |
1,000 |
20 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,150 |
1,150 |
1,150 |
20 |
TOTAL |
40 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
2/3 |
1 |
1,400 |
1,400 |
1,400 |
200 |
TOTAL |
200 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.