2016-01-12 |
MARKET DATA |
No 6 (2788) |
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 |
1 572,50 |
1 683,40 |
84 |
185,00 |
193,01 |
7 |
1 757,50 |
1 876,41 |
91 |
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 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,98 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,28 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,64 |
102,69 |
102,700 |
102,700 |
102,700 |
102,700 |
102,700 |
50 000 |
51,88 |
1 |
PS0417 |
PL0000107058 |
104,33 |
104,38 |
104,320 |
104,320 |
104,320 |
104,320 |
104,320 |
20 000 |
21,55 |
1 |
OK0717 |
PL0000108502 |
97,99 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,79 |
106,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,19 |
104,98 |
105,010 |
105,240 |
105,010 |
105,240 |
105,142 |
507 500 |
547,32 |
17 |
PS0718 |
PL0000107595 |
102,61 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,30 |
104,86 |
105,300 |
105,330 |
105,300 |
105,330 |
105,309 |
45 000 |
48,08 |
3 |
DS1019 |
PL0000105441 |
113,51 |
113,11 |
113,290 |
113,560 |
113,290 |
113,560 |
113,342 |
80 000 |
91,65 |
5 |
PS0420 |
PL0000108510 |
98,08 |
97,62 |
97,760 |
97,930 |
97,760 |
97,930 |
97,827 |
30 000 |
29,67 |
3 |
DS1020 |
PL0000106126 |
114,60 |
114,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,71 |
98,24 |
98,300 |
98,700 |
98,300 |
98,700 |
98,573 |
230 000 |
230,04 |
15 |
DS1021 |
PL0000106670 |
118,70 |
118,10 |
118,050 |
118,700 |
118,050 |
118,700 |
118,535 |
135 000 |
161,74 |
3 |
WS0922 |
PL0000102646 |
120,05 |
102,30 |
119,950 |
119,950 |
119,950 |
119,950 |
119,950 |
5 000 |
6,09 |
1 |
DS1023 |
PL0000107264 |
109,05 |
108,73 |
108,870 |
108,870 |
108,870 |
108,870 |
108,870 |
5 000 |
5,49 |
1 |
DS0725 |
PL0000108197 |
103,09 |
102,55 |
102,550 |
103,200 |
102,550 |
103,200 |
102,908 |
125 000 |
130,56 |
12 |
DS0726 |
PL0000108866 |
95,00 |
94,50 |
95,100 |
95,150 |
95,100 |
95,150 |
95,138 |
20 000 |
19,26 |
3 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,27 |
126,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,36 |
101,40 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
70 000 |
90,90 |
7 |
IZ0823 |
PL0000105359 |
110,70 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,32 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,14 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,75 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,10 |
99,10 |
99,100 |
99,100 |
99,000 |
99,040 |
99,020 |
235 000 |
234,67 |
10 |
WZ0124 |
PL0000107454 |
96,85 |
96,88 |
96,880 |
96,880 |
96,880 |
96,880 |
96,880 |
5 000 |
4,89 |
1 |
WZ0126 |
PL0000108817 |
95,05 |
95,25 |
95,350 |
95,350 |
95,350 |
95,350 |
95,350 |
10 000 |
9,62 |
1 |
TOTAL |
1 572 500 |
1 683,40 |
84 |
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 |
101,06 |
1,52 |
1,14 |
101,01 |
1,31 |
OK0716 |
PL0000107926 |
99,25 |
99,37 |
1,43 |
1,20 |
99,31 |
1,32 |
IZ0816 |
PL0000103529 |
101,17 |
101,52 |
--- |
--- |
101,35 |
--- |
PS1016 |
PL0000106795 |
102,59 |
102,71 |
1,37 |
1,22 |
102,65 |
1,30 |
WZ0117 |
PL0000106936 |
100,27 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
104,21 |
104,40 |
1,40 |
1,25 |
104,31 |
1,32 |
OK0717 |
PL0000108502 |
97,84 |
98,00 |
1,44 |
1,33 |
97,92 |
1,38 |
DS1017 |
PL0000104543 |
106,63 |
106,81 |
1,44 |
1,34 |
106,72 |
1,39 |
WZ0118 |
PL0000104717 |
100,25 |
100,45 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,88 |
105,01 |
1,55 |
1,49 |
104,95 |
1,52 |
PS0718 |
PL0000107595 |
102,27 |
102,47 |
1,57 |
1,49 |
102,37 |
1,53 |
WZ0119 |
PL0000107603 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0719 |
PL0000108148 |
104,66 |
104,89 |
1,87 |
1,80 |
104,78 |
1,84 |
DS1019 |
PL0000105441 |
113,02 |
113,17 |
1,89 |
1,86 |
113,10 |
1,87 |
WZ0120 |
PL0000108601 |
99,60 |
99,93 |
--- |
--- |
99,77 |
--- |
PS0420 |
PL0000108510 |
97,45 |
97,66 |
2,13 |
2,07 |
97,56 |
2,10 |
DS1020 |
PL0000106126 |
113,85 |
114,14 |
2,16 |
2,10 |
114,00 |
2,13 |
WZ0121 |
PL0000106068 |
98,94 |
99,31 |
--- |
--- |
99,13 |
--- |
PS0421 |
PL0000108916 |
98,08 |
98,32 |
2,39 |
2,34 |
98,20 |
2,36 |
DS1021 |
PL0000106670 |
117,94 |
118,15 |
2,39 |
2,35 |
118,05 |
2,37 |
WS0922 |
PL0000102646 |
119,21 |
119,65 |
2,58 |
2,52 |
119,43 |
2,55 |
IZ0823 |
PL0000105359 |
107,67 |
113,53 |
--- |
--- |
110,60 |
--- |
DS1023 |
PL0000107264 |
108,31 |
108,76 |
2,79 |
2,73 |
108,54 |
2,76 |
WZ0124 |
PL0000107454 |
96,68 |
96,99 |
--- |
--- |
96,84 |
--- |
DS0725 |
PL0000108197 |
102,26 |
102,65 |
2,97 |
2,92 |
102,46 |
2,95 |
WZ0126 |
PL0000108817 |
94,91 |
95,37 |
--- |
--- |
95,14 |
--- |
DS0726 |
PL0000108866 |
94,16 |
94,56 |
3,16 |
3,11 |
94,36 |
3,13 |
WS0429 |
PL0000105391 |
124,28 |
127,62 |
3,44 |
3,17 |
125,95 |
3,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
100,97 |
101,05 |
1,45 |
1,18 |
101,01 |
1,31 |
OK0716 |
PL0000107926 |
99,26 |
99,36 |
1,41 |
1,22 |
99,31 |
1,32 |
IZ0816 |
PL0000103529 |
101,19 |
101,52 |
--- |
--- |
101,36 |
--- |
PS1016 |
PL0000106795 |
102,60 |
102,73 |
1,36 |
1,20 |
102,67 |
1,27 |
WZ0117 |
PL0000106936 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0417 |
PL0000107058 |
104,30 |
104,48 |
1,33 |
1,19 |
104,39 |
1,26 |
OK0717 |
PL0000108502 |
97,97 |
98,08 |
1,35 |
1,28 |
98,03 |
1,31 |
DS1017 |
PL0000104543 |
106,77 |
106,96 |
1,37 |
1,26 |
106,87 |
1,31 |
WZ0118 |
PL0000104717 |
100,27 |
100,49 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
105,17 |
105,30 |
1,43 |
1,37 |
105,24 |
1,39 |
PS0718 |
PL0000107595 |
102,56 |
102,78 |
1,46 |
1,37 |
102,67 |
1,41 |
WZ0119 |
PL0000107603 |
100,04 |
100,29 |
--- |
--- |
100,17 |
--- |
PS0719 |
PL0000108148 |
105,19 |
105,34 |
1,72 |
1,68 |
105,27 |
1,70 |
DS1019 |
PL0000105441 |
113,44 |
113,74 |
1,79 |
1,71 |
113,59 |
1,75 |
WZ0120 |
PL0000108601 |
99,68 |
99,92 |
--- |
--- |
99,80 |
--- |
PS0420 |
PL0000108510 |
97,97 |
98,15 |
2,00 |
1,95 |
98,06 |
1,97 |
DS1020 |
PL0000106126 |
114,49 |
114,78 |
2,03 |
1,97 |
114,64 |
2,00 |
WZ0121 |
PL0000106068 |
98,98 |
99,20 |
--- |
--- |
99,09 |
--- |
PS0421 |
PL0000108916 |
98,57 |
98,75 |
2,29 |
2,25 |
98,66 |
2,27 |
DS1021 |
PL0000106670 |
118,47 |
118,64 |
2,30 |
2,27 |
118,56 |
2,28 |
WS0922 |
PL0000102646 |
119,82 |
120,23 |
2,49 |
2,43 |
120,03 |
2,46 |
IZ0823 |
PL0000105359 |
108,90 |
113,58 |
--- |
--- |
111,24 |
--- |
DS1023 |
PL0000107264 |
108,82 |
109,24 |
2,72 |
2,67 |
109,03 |
2,69 |
WZ0124 |
PL0000107454 |
96,70 |
97,04 |
--- |
--- |
96,87 |
--- |
DS0725 |
PL0000108197 |
102,81 |
103,08 |
2,90 |
2,87 |
102,95 |
2,89 |
WZ0126 |
PL0000108817 |
94,97 |
95,44 |
--- |
--- |
95,21 |
--- |
DS0726 |
PL0000108866 |
94,76 |
95,13 |
3,09 |
3,04 |
94,95 |
3,07 |
WS0429 |
PL0000105391 |
125,49 |
127,94 |
3,34 |
3,14 |
126,72 |
3,24 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
5 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,100 |
1,100 |
1,100 |
20 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
80 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
15 |
TOTAL |
185 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.