2016-01-11 |
MARKET DATA |
No 5 (2787) |
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 |
1 220,00 |
1 278,46 |
88 |
250,00 |
265,76 |
8 |
1 470,00 |
1 544,22 |
96 |
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 |
99,95 |
99,95 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
420 000 |
419,79 |
10 |
PS0416 |
PL0000106340 |
101,01 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,28 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,63 |
102,66 |
102,630 |
102,630 |
102,630 |
102,630 |
102,630 |
100 000 |
103,67 |
2 |
PS0417 |
PL0000107058 |
104,30 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,87 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,70 |
106,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,92 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,39 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,95 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,13 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,72 |
97,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,16 |
114,05 |
114,180 |
114,290 |
114,180 |
114,290 |
114,269 |
100 000 |
115,42 |
9 |
PS0421 |
PL0000108916 |
98,61 |
98,15 |
98,170 |
98,400 |
98,150 |
98,360 |
98,285 |
117 500 |
117,17 |
13 |
DS1021 |
PL0000106670 |
118,28 |
118,15 |
118,210 |
118,210 |
118,200 |
118,200 |
118,205 |
10 000 |
11,95 |
2 |
WS0922 |
PL0000102646 |
119,70 |
119,50 |
119,700 |
119,700 |
119,680 |
119,680 |
119,688 |
30 000 |
36,43 |
3 |
DS1023 |
PL0000107264 |
108,90 |
108,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,00 |
102,59 |
102,500 |
103,100 |
102,500 |
102,600 |
102,822 |
190 000 |
198,26 |
19 |
DS0726 |
PL0000108866 |
94,85 |
94,63 |
94,900 |
94,950 |
94,730 |
94,730 |
94,833 |
40 000 |
38,40 |
4 |
WS0428 |
PL0000107611 |
93,76 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,32 |
126,50 |
126,000 |
126,000 |
125,500 |
125,500 |
125,674 |
35 000 |
45,43 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,41 |
101,40 |
101,410 |
101,410 |
101,400 |
101,400 |
101,402 |
47 500 |
61,68 |
6 |
IZ0823 |
PL0000105359 |
109,50 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,35 |
100,38 |
100,350 |
100,350 |
100,350 |
100,350 |
100,350 |
5 000 |
5,06 |
1 |
WZ0119 |
PL0000107603 |
100,10 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,82 |
99,75 |
99,800 |
99,800 |
99,750 |
99,750 |
99,785 |
105 000 |
105,65 |
10 |
WZ0121 |
PL0000106068 |
99,20 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,90 |
96,80 |
96,800 |
96,900 |
96,800 |
96,850 |
96,850 |
20 000 |
19,54 |
4 |
WZ0126 |
PL0000108817 |
95,15 |
95,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 220 000 |
1 278,46 |
88 |
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 |
100,95 |
101,05 |
1,55 |
1,21 |
101,00 |
1,38 |
OK0716 |
PL0000107926 |
99,22 |
99,36 |
1,48 |
1,22 |
99,29 |
1,35 |
IZ0816 |
PL0000103529 |
101,13 |
101,61 |
--- |
--- |
101,37 |
--- |
PS1016 |
PL0000106795 |
102,56 |
102,72 |
1,42 |
1,22 |
102,64 |
1,32 |
WZ0117 |
PL0000106936 |
100,24 |
100,49 |
--- |
--- |
100,37 |
--- |
PS0417 |
PL0000107058 |
104,22 |
104,41 |
1,40 |
1,25 |
104,32 |
1,32 |
OK0717 |
PL0000108502 |
97,80 |
98,01 |
1,46 |
1,32 |
97,91 |
1,39 |
DS1017 |
PL0000104543 |
106,61 |
106,81 |
1,46 |
1,35 |
106,71 |
1,40 |
WZ0118 |
PL0000104717 |
100,25 |
100,50 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,98 |
1,60 |
1,51 |
104,88 |
1,55 |
PS0718 |
PL0000107595 |
102,25 |
102,47 |
1,58 |
1,50 |
102,36 |
1,54 |
WZ0119 |
PL0000107603 |
99,99 |
100,27 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
104,66 |
104,88 |
1,87 |
1,81 |
104,77 |
1,84 |
DS1019 |
PL0000105441 |
112,85 |
113,14 |
1,94 |
1,87 |
113,00 |
1,90 |
WZ0120 |
PL0000108601 |
99,74 |
99,96 |
--- |
--- |
99,85 |
--- |
PS0420 |
PL0000108510 |
97,40 |
97,61 |
2,14 |
2,09 |
97,51 |
2,11 |
DS1020 |
PL0000106126 |
113,84 |
114,12 |
2,17 |
2,11 |
113,98 |
2,14 |
WZ0121 |
PL0000106068 |
99,04 |
99,37 |
--- |
--- |
99,21 |
--- |
PS0421 |
PL0000108916 |
98,10 |
98,26 |
2,38 |
2,35 |
98,18 |
2,37 |
DS1021 |
PL0000106670 |
117,92 |
118,18 |
2,39 |
2,35 |
118,05 |
2,37 |
WS0922 |
PL0000102646 |
119,14 |
119,57 |
2,59 |
2,53 |
119,36 |
2,56 |
IZ0823 |
PL0000105359 |
108,83 |
115,47 |
--- |
--- |
112,15 |
--- |
DS1023 |
PL0000107264 |
108,36 |
108,79 |
2,79 |
2,73 |
108,58 |
2,76 |
WZ0124 |
PL0000107454 |
96,54 |
97,01 |
--- |
--- |
96,78 |
--- |
DS0725 |
PL0000108197 |
102,46 |
102,76 |
2,95 |
2,91 |
102,61 |
2,93 |
WZ0126 |
PL0000108817 |
94,78 |
95,34 |
--- |
--- |
95,06 |
--- |
DS0726 |
PL0000108866 |
94,25 |
94,68 |
3,15 |
3,10 |
94,47 |
3,12 |
WS0429 |
PL0000105391 |
125,30 |
127,03 |
3,35 |
3,21 |
126,17 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
100,97 |
101,06 |
1,49 |
1,18 |
101,02 |
1,31 |
OK0716 |
PL0000107926 |
99,26 |
99,36 |
1,41 |
1,22 |
99,31 |
1,31 |
IZ0816 |
PL0000103529 |
101,22 |
101,52 |
--- |
--- |
101,37 |
--- |
PS1016 |
PL0000106795 |
102,61 |
102,68 |
1,36 |
1,27 |
102,65 |
1,31 |
WZ0117 |
PL0000106936 |
100,27 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0417 |
PL0000107058 |
104,27 |
104,43 |
1,36 |
1,24 |
104,35 |
1,30 |
OK0717 |
PL0000108502 |
97,83 |
98,03 |
1,44 |
1,31 |
97,93 |
1,38 |
DS1017 |
PL0000104543 |
106,66 |
106,82 |
1,43 |
1,34 |
106,74 |
1,39 |
WZ0118 |
PL0000104717 |
100,26 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,89 |
105,05 |
1,55 |
1,48 |
104,97 |
1,51 |
PS0718 |
PL0000107595 |
102,29 |
102,44 |
1,57 |
1,51 |
102,37 |
1,53 |
WZ0119 |
PL0000107603 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0719 |
PL0000108148 |
104,77 |
104,94 |
1,84 |
1,79 |
104,86 |
1,81 |
DS1019 |
PL0000105441 |
113,07 |
113,25 |
1,88 |
1,84 |
113,16 |
1,86 |
WZ0120 |
PL0000108601 |
99,67 |
99,89 |
--- |
--- |
99,78 |
--- |
PS0420 |
PL0000108510 |
97,54 |
97,69 |
2,10 |
2,07 |
97,62 |
2,08 |
DS1020 |
PL0000106126 |
113,96 |
114,24 |
2,14 |
2,09 |
114,10 |
2,11 |
WZ0121 |
PL0000106068 |
98,99 |
99,32 |
--- |
--- |
99,16 |
--- |
PS0421 |
PL0000108916 |
98,21 |
98,40 |
2,36 |
2,32 |
98,31 |
2,34 |
DS1021 |
PL0000106670 |
118,11 |
118,36 |
2,36 |
2,32 |
118,24 |
2,34 |
WS0922 |
PL0000102646 |
119,54 |
119,76 |
2,53 |
2,50 |
119,65 |
2,52 |
IZ0823 |
PL0000105359 |
108,93 |
112,83 |
--- |
--- |
110,88 |
--- |
DS1023 |
PL0000107264 |
108,53 |
108,96 |
2,76 |
2,70 |
108,75 |
2,73 |
WZ0124 |
PL0000107454 |
96,72 |
96,99 |
--- |
--- |
96,86 |
--- |
DS0725 |
PL0000108197 |
102,54 |
102,85 |
2,94 |
2,90 |
102,70 |
2,92 |
WZ0126 |
PL0000108817 |
95,02 |
95,47 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
94,40 |
94,78 |
3,13 |
3,09 |
94,59 |
3,11 |
WS0429 |
PL0000105391 |
124,69 |
127,80 |
3,40 |
3,15 |
126,25 |
3,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
5 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
70 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
15 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,100 |
1,100 |
1,100 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,100 |
1,100 |
1,100 |
90 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
10 |
TOTAL |
250 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.