2016-01-08 |
MARKET DATA |
No 4 (2786) |
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 |
820,00 |
845,21 |
65 |
990,00 |
1 016,55 |
11 |
1 810,00 |
1 861,76 |
76 |
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 |
100,98 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,26 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,64 |
102,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,30 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,88 |
97,87 |
97,880 |
97,880 |
97,870 |
97,870 |
97,873 |
80 000 |
78,30 |
3 |
DS1017 |
PL0000104543 |
106,69 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,93 |
104,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,34 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,76 |
104,60 |
104,550 |
104,550 |
104,550 |
104,550 |
104,550 |
40 000 |
42,43 |
4 |
DS1019 |
PL0000105441 |
112,98 |
112,84 |
112,800 |
112,800 |
112,800 |
112,800 |
112,800 |
50 000 |
56,99 |
1 |
PS0420 |
PL0000108510 |
97,52 |
97,28 |
97,200 |
97,200 |
97,200 |
97,200 |
97,200 |
5 000 |
4,91 |
1 |
DS1020 |
PL0000106126 |
113,97 |
113,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,30 |
97,92 |
97,950 |
98,200 |
97,950 |
98,200 |
98,109 |
105 000 |
104,52 |
8 |
DS1021 |
PL0000106670 |
118,08 |
117,70 |
117,700 |
117,700 |
117,700 |
117,700 |
117,700 |
25 000 |
29,74 |
5 |
WS0922 |
PL0000102646 |
119,37 |
119,12 |
119,170 |
119,180 |
119,170 |
119,170 |
119,176 |
35 000 |
42,32 |
4 |
DS1023 |
PL0000107264 |
108,69 |
108,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,88 |
102,35 |
102,650 |
102,850 |
102,540 |
102,650 |
102,626 |
150 000 |
156,22 |
14 |
DS0726 |
PL0000108866 |
94,70 |
94,30 |
94,650 |
94,700 |
94,650 |
94,650 |
94,670 |
50 000 |
47,92 |
5 |
WS0428 |
PL0000107611 |
93,65 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,18 |
126,20 |
126,150 |
126,150 |
126,150 |
126,150 |
126,150 |
5 000 |
6,51 |
1 |
WS0437 |
PL0000104857 |
119,91 |
129,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,41 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,31 |
100,32 |
100,320 |
100,330 |
100,320 |
100,330 |
100,327 |
35 000 |
35,41 |
4 |
WZ0119 |
PL0000107603 |
100,08 |
100,03 |
100,030 |
100,080 |
100,030 |
100,080 |
100,056 |
55 000 |
55,49 |
4 |
WZ0120 |
PL0000108601 |
99,84 |
99,85 |
99,860 |
99,860 |
99,840 |
99,840 |
99,853 |
130 000 |
130,89 |
6 |
WZ0121 |
PL0000106068 |
99,10 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,62 |
96,55 |
96,550 |
96,600 |
96,550 |
96,600 |
96,574 |
55 000 |
53,57 |
5 |
WZ0126 |
PL0000108817 |
95,00 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
820 000 |
845,21 |
65 |
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 |
100,97 |
101,07 |
1,52 |
1,18 |
101,02 |
1,35 |
OK0716 |
PL0000107926 |
99,24 |
99,33 |
1,44 |
1,27 |
99,29 |
1,34 |
IZ0816 |
PL0000103529 |
101,21 |
101,62 |
--- |
--- |
101,42 |
--- |
PS1016 |
PL0000106795 |
102,59 |
102,71 |
1,40 |
1,25 |
102,65 |
1,32 |
WZ0117 |
PL0000106936 |
100,16 |
100,37 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,36 |
1,42 |
1,30 |
104,28 |
1,36 |
OK0717 |
PL0000108502 |
97,74 |
97,92 |
1,50 |
1,38 |
97,83 |
1,44 |
DS1017 |
PL0000104543 |
106,53 |
106,73 |
1,51 |
1,40 |
106,63 |
1,45 |
WZ0118 |
PL0000104717 |
100,14 |
100,37 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,67 |
104,87 |
1,65 |
1,56 |
104,77 |
1,60 |
PS0718 |
PL0000107595 |
102,10 |
102,32 |
1,64 |
1,56 |
102,21 |
1,60 |
WZ0119 |
PL0000107603 |
99,85 |
100,09 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,44 |
104,64 |
1,93 |
1,88 |
104,54 |
1,91 |
DS1019 |
PL0000105441 |
112,55 |
112,85 |
2,02 |
1,94 |
112,70 |
1,98 |
WZ0120 |
PL0000108601 |
99,68 |
99,94 |
--- |
--- |
99,81 |
--- |
PS0420 |
PL0000108510 |
97,04 |
97,32 |
2,23 |
2,16 |
97,18 |
2,19 |
DS1020 |
PL0000106126 |
113,47 |
113,78 |
2,24 |
2,18 |
113,63 |
2,21 |
WZ0121 |
PL0000106068 |
98,90 |
99,37 |
--- |
--- |
99,14 |
--- |
PS0421 |
PL0000108916 |
97,69 |
97,95 |
2,47 |
2,42 |
97,82 |
2,44 |
DS1021 |
PL0000106670 |
117,55 |
117,81 |
2,45 |
2,41 |
117,68 |
2,43 |
WS0922 |
PL0000102646 |
118,69 |
119,14 |
2,66 |
2,59 |
118,92 |
2,63 |
IZ0823 |
PL0000105359 |
108,38 |
113,33 |
--- |
--- |
110,86 |
--- |
DS1023 |
PL0000107264 |
108,00 |
108,46 |
2,84 |
2,77 |
108,23 |
2,81 |
WZ0124 |
PL0000107454 |
96,38 |
96,67 |
--- |
--- |
96,53 |
--- |
DS0725 |
PL0000108197 |
101,98 |
102,42 |
3,00 |
2,95 |
102,20 |
2,98 |
WZ0126 |
PL0000108817 |
94,45 |
94,98 |
--- |
--- |
94,72 |
--- |
DS0726 |
PL0000108866 |
93,90 |
94,37 |
3,19 |
3,13 |
94,14 |
3,16 |
WS0429 |
PL0000105391 |
124,21 |
127,19 |
3,44 |
3,20 |
125,70 |
3,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
100,97 |
101,07 |
1,52 |
1,18 |
101,02 |
1,35 |
OK0716 |
PL0000107926 |
99,24 |
99,33 |
1,44 |
1,27 |
99,29 |
1,34 |
IZ0816 |
PL0000103529 |
101,28 |
101,61 |
--- |
--- |
101,45 |
--- |
PS1016 |
PL0000106795 |
102,60 |
102,72 |
1,38 |
1,24 |
102,66 |
1,31 |
WZ0117 |
PL0000106936 |
100,26 |
100,49 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
104,27 |
104,45 |
1,37 |
1,23 |
104,36 |
1,30 |
OK0717 |
PL0000108502 |
97,86 |
97,95 |
1,42 |
1,36 |
97,91 |
1,39 |
DS1017 |
PL0000104543 |
106,66 |
106,82 |
1,44 |
1,35 |
106,74 |
1,39 |
WZ0118 |
PL0000104717 |
100,26 |
100,48 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,90 |
105,06 |
1,55 |
1,48 |
104,98 |
1,51 |
PS0718 |
PL0000107595 |
102,30 |
102,53 |
1,56 |
1,47 |
102,42 |
1,52 |
WZ0119 |
PL0000107603 |
100,01 |
100,27 |
--- |
--- |
100,14 |
--- |
PS0719 |
PL0000108148 |
104,73 |
104,96 |
1,85 |
1,79 |
104,85 |
1,82 |
DS1019 |
PL0000105441 |
112,93 |
113,22 |
1,92 |
1,85 |
113,08 |
1,88 |
WZ0120 |
PL0000108601 |
99,75 |
99,95 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
97,48 |
97,70 |
2,12 |
2,06 |
97,59 |
2,09 |
DS1020 |
PL0000106126 |
113,95 |
114,22 |
2,15 |
2,09 |
114,09 |
2,12 |
WZ0121 |
PL0000106068 |
98,97 |
99,34 |
--- |
--- |
99,16 |
--- |
PS0421 |
PL0000108916 |
98,19 |
98,40 |
2,37 |
2,32 |
98,30 |
2,34 |
DS1021 |
PL0000106670 |
118,05 |
118,34 |
2,37 |
2,32 |
118,20 |
2,34 |
WS0922 |
PL0000102646 |
119,33 |
119,75 |
2,57 |
2,51 |
119,54 |
2,54 |
IZ0823 |
PL0000105359 |
108,39 |
113,39 |
--- |
--- |
110,89 |
--- |
DS1023 |
PL0000107264 |
108,60 |
109,03 |
2,75 |
2,70 |
108,82 |
2,72 |
WZ0124 |
PL0000107454 |
96,53 |
96,92 |
--- |
--- |
96,73 |
--- |
DS0725 |
PL0000108197 |
102,66 |
102,97 |
2,92 |
2,89 |
102,82 |
2,90 |
WZ0126 |
PL0000108817 |
94,90 |
95,41 |
--- |
--- |
95,16 |
--- |
DS0726 |
PL0000108866 |
94,63 |
94,92 |
3,10 |
3,07 |
94,78 |
3,08 |
WS0429 |
PL0000105391 |
125,28 |
127,51 |
3,36 |
3,18 |
126,40 |
3,26 |
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 |
3/4 |
1 |
1,100 |
1,100 |
1,100 |
20 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
20 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,150 |
1,150 |
1,150 |
10 |
DS1017 |
PL0000104543 |
3/10 |
7 |
1,250 |
1,250 |
1,250 |
10 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
15 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,280 |
1,280 |
1,280 |
115 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
470 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,300 |
1,310 |
1,303 |
305 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
5 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
20 |
TOTAL |
990 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.