2016-01-07 |
MARKET DATA |
No 3 (2785) |
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 |
1 795,00 |
1 868,53 |
129 |
1 100,00 |
1 130,62 |
12 |
2 895,00 |
2 999,14 |
141 |
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 |
99,94 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
101,02 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,31 |
99,32 |
99,310 |
99,310 |
99,310 |
99,310 |
99,310 |
5 000 |
4,97 |
1 |
PS1016 |
PL0000106795 |
102,62 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,25 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,81 |
97,89 |
97,900 |
97,910 |
97,900 |
97,900 |
97,901 |
110 000 |
107,69 |
3 |
DS1017 |
PL0000104543 |
106,67 |
106,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,83 |
104,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,25 |
102,28 |
102,280 |
102,280 |
102,240 |
102,240 |
102,267 |
90 000 |
93,08 |
4 |
PS0719 |
PL0000108148 |
104,76 |
104,55 |
104,720 |
104,760 |
104,710 |
104,710 |
104,738 |
280 000 |
297,49 |
17 |
DS1019 |
PL0000105441 |
112,89 |
112,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,40 |
97,30 |
97,350 |
97,350 |
97,250 |
97,250 |
97,313 |
30 000 |
29,52 |
3 |
DS1020 |
PL0000106126 |
113,96 |
113,77 |
113,880 |
113,980 |
113,880 |
113,980 |
113,943 |
75 000 |
86,30 |
7 |
PS0421 |
PL0000108916 |
98,20 |
97,93 |
98,180 |
98,240 |
97,900 |
97,900 |
98,180 |
210 000 |
209,17 |
17 |
DS1021 |
PL0000106670 |
118,16 |
117,84 |
118,140 |
118,140 |
117,820 |
117,820 |
117,993 |
160 000 |
190,75 |
14 |
WS0922 |
PL0000102646 |
119,36 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,70 |
108,54 |
108,550 |
108,550 |
108,550 |
108,550 |
108,550 |
50 000 |
54,70 |
1 |
DS0725 |
PL0000108197 |
102,81 |
102,53 |
102,400 |
102,400 |
102,400 |
102,400 |
102,400 |
20 000 |
20,78 |
2 |
DS0726 |
PL0000108866 |
94,67 |
94,40 |
94,570 |
94,570 |
94,270 |
94,270 |
94,440 |
65 000 |
62,14 |
8 |
WS0428 |
PL0000107611 |
93,64 |
95,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,18 |
126,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,97 |
130,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,45 |
101,47 |
101,500 |
101,500 |
101,490 |
101,500 |
101,499 |
75 000 |
97,48 |
8 |
IZ0823 |
PL0000105359 |
109,50 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,17 |
95,70 |
99,960 |
99,960 |
99,950 |
99,950 |
99,958 |
120 000 |
120,94 |
2 |
WZ0120 |
PL0000108601 |
100,00 |
99,80 |
100,000 |
100,000 |
99,790 |
99,800 |
99,885 |
70 000 |
70,50 |
8 |
WZ0121 |
PL0000106068 |
99,25 |
98,99 |
99,250 |
99,350 |
99,150 |
99,150 |
99,255 |
75 000 |
75,06 |
8 |
WZ0124 |
PL0000107454 |
96,55 |
96,38 |
96,450 |
96,650 |
96,450 |
96,500 |
96,571 |
205 000 |
199,67 |
13 |
WZ0126 |
PL0000108817 |
94,85 |
94,74 |
94,800 |
94,930 |
94,800 |
94,800 |
94,843 |
155 000 |
148,29 |
13 |
TOTAL |
1 795 000 |
1 868,53 |
129 |
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 |
100,98 |
101,10 |
1,51 |
1,11 |
101,04 |
1,31 |
OK0716 |
PL0000107926 |
99,23 |
99,38 |
1,45 |
1,16 |
99,31 |
1,30 |
IZ0816 |
PL0000103529 |
101,11 |
101,65 |
--- |
--- |
101,38 |
--- |
PS1016 |
PL0000106795 |
102,60 |
102,75 |
1,40 |
1,21 |
102,68 |
1,30 |
WZ0117 |
PL0000106936 |
100,11 |
100,36 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
104,18 |
104,39 |
1,44 |
1,28 |
104,29 |
1,36 |
OK0717 |
PL0000108502 |
97,72 |
97,92 |
1,51 |
1,38 |
97,82 |
1,44 |
DS1017 |
PL0000104543 |
106,55 |
106,76 |
1,50 |
1,39 |
106,66 |
1,44 |
WZ0118 |
PL0000104717 |
100,06 |
100,42 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,97 |
1,62 |
1,52 |
104,86 |
1,57 |
PS0718 |
PL0000107595 |
102,08 |
102,37 |
1,65 |
1,54 |
102,23 |
1,59 |
WZ0119 |
PL0000107603 |
99,87 |
100,16 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,52 |
104,77 |
1,91 |
1,84 |
104,65 |
1,88 |
DS1019 |
PL0000105441 |
112,73 |
113,02 |
1,97 |
1,90 |
112,88 |
1,94 |
WZ0120 |
PL0000108601 |
99,48 |
100,03 |
--- |
--- |
99,76 |
--- |
PS0420 |
PL0000108510 |
97,30 |
97,55 |
2,16 |
2,10 |
97,43 |
2,13 |
DS1020 |
PL0000106126 |
113,78 |
114,08 |
2,18 |
2,12 |
113,93 |
2,15 |
WZ0121 |
PL0000106068 |
98,95 |
99,43 |
--- |
--- |
99,19 |
--- |
PS0421 |
PL0000108916 |
97,97 |
98,19 |
2,41 |
2,37 |
98,08 |
2,39 |
DS1021 |
PL0000106670 |
118,04 |
118,36 |
2,37 |
2,32 |
118,20 |
2,35 |
WS0922 |
PL0000102646 |
119,18 |
119,62 |
2,59 |
2,53 |
119,40 |
2,56 |
IZ0823 |
PL0000105359 |
108,33 |
113,67 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
108,60 |
109,05 |
2,75 |
2,69 |
108,83 |
2,72 |
WZ0124 |
PL0000107454 |
96,14 |
96,56 |
--- |
--- |
96,35 |
--- |
DS0725 |
PL0000108197 |
102,75 |
103,17 |
2,91 |
2,86 |
102,96 |
2,89 |
WZ0126 |
PL0000108817 |
94,22 |
94,86 |
--- |
--- |
94,54 |
--- |
DS0726 |
PL0000108866 |
94,62 |
95,08 |
3,10 |
3,05 |
94,85 |
3,08 |
WS0429 |
PL0000105391 |
125,11 |
127,42 |
3,37 |
3,18 |
126,27 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
100,99 |
101,09 |
1,48 |
1,15 |
101,04 |
1,31 |
OK0716 |
PL0000107926 |
99,24 |
99,34 |
1,43 |
1,24 |
99,29 |
1,34 |
IZ0816 |
PL0000103529 |
101,30 |
101,62 |
--- |
--- |
101,46 |
--- |
PS1016 |
PL0000106795 |
102,60 |
102,72 |
1,40 |
1,25 |
102,66 |
1,32 |
WZ0117 |
PL0000106936 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,32 |
1,43 |
1,34 |
104,26 |
1,38 |
OK0717 |
PL0000108502 |
97,78 |
97,92 |
1,47 |
1,38 |
97,85 |
1,42 |
DS1017 |
PL0000104543 |
106,57 |
106,76 |
1,49 |
1,39 |
106,67 |
1,44 |
WZ0118 |
PL0000104717 |
100,13 |
100,39 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,89 |
1,64 |
1,55 |
104,79 |
1,60 |
PS0718 |
PL0000107595 |
102,14 |
102,32 |
1,63 |
1,56 |
102,23 |
1,59 |
WZ0119 |
PL0000107603 |
99,88 |
100,13 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,49 |
104,64 |
1,92 |
1,88 |
104,57 |
1,90 |
DS1019 |
PL0000105441 |
112,62 |
112,89 |
2,00 |
1,93 |
112,76 |
1,97 |
WZ0120 |
PL0000108601 |
99,69 |
99,90 |
--- |
--- |
99,80 |
--- |
PS0420 |
PL0000108510 |
97,21 |
97,39 |
2,19 |
2,14 |
97,30 |
2,16 |
DS1020 |
PL0000106126 |
113,56 |
113,86 |
2,23 |
2,17 |
113,71 |
2,20 |
WZ0121 |
PL0000106068 |
98,92 |
99,28 |
--- |
--- |
99,10 |
--- |
PS0421 |
PL0000108916 |
97,84 |
98,03 |
2,44 |
2,40 |
97,94 |
2,42 |
DS1021 |
PL0000106670 |
117,70 |
117,96 |
2,43 |
2,39 |
117,83 |
2,41 |
WS0922 |
PL0000102646 |
118,83 |
119,24 |
2,64 |
2,58 |
119,04 |
2,61 |
IZ0823 |
PL0000105359 |
108,84 |
112,35 |
--- |
--- |
110,60 |
--- |
DS1023 |
PL0000107264 |
108,19 |
108,63 |
2,81 |
2,75 |
108,41 |
2,78 |
WZ0124 |
PL0000107454 |
96,31 |
96,65 |
--- |
--- |
96,48 |
--- |
DS0725 |
PL0000108197 |
102,25 |
102,62 |
2,97 |
2,93 |
102,44 |
2,95 |
WZ0126 |
PL0000108817 |
94,55 |
95,07 |
--- |
--- |
94,81 |
--- |
DS0726 |
PL0000108866 |
94,11 |
94,46 |
3,16 |
3,12 |
94,29 |
3,14 |
WS0429 |
PL0000105391 |
124,84 |
126,97 |
3,39 |
3,22 |
125,91 |
3,30 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,050 |
1,050 |
1,050 |
10 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,050 |
1,050 |
1,050 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
275 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,250 |
1,300 |
1,265 |
65 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
80 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,200 |
1,300 |
1,288 |
285 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
80 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
280 |
TOTAL |
1 100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.