2016-01-14 |
MARKET DATA |
No 8 (2790) |
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 |
2 135,00 |
2 167,31 |
113 |
1 880,00 |
1 976,06 |
25 |
4 015,00 |
4 143,37 |
138 |
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 |
99,97 |
99,97 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
800 000 |
799,76 |
10 |
PS0416 |
PL0000106340 |
100,95 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,29 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,60 |
102,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,23 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,97 |
98,00 |
97,970 |
97,970 |
97,950 |
97,950 |
97,966 |
50 000 |
48,98 |
2 |
DS1017 |
PL0000104543 |
106,74 |
106,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,18 |
105,05 |
105,230 |
105,230 |
104,990 |
104,990 |
105,076 |
80 000 |
86,26 |
5 |
PS0718 |
PL0000107595 |
102,62 |
102,47 |
102,450 |
102,500 |
102,440 |
102,440 |
102,458 |
90 000 |
93,30 |
6 |
PS0719 |
PL0000108148 |
105,29 |
105,00 |
105,290 |
105,290 |
104,900 |
104,900 |
105,086 |
55 000 |
58,66 |
5 |
DS1019 |
PL0000105441 |
113,79 |
113,16 |
113,300 |
113,300 |
113,300 |
113,300 |
113,300 |
10 000 |
11,46 |
1 |
PS0420 |
PL0000108510 |
98,28 |
97,71 |
98,190 |
98,220 |
97,950 |
97,950 |
98,175 |
80 000 |
79,42 |
8 |
DS1020 |
PL0000106126 |
114,85 |
114,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,10 |
98,15 |
99,000 |
99,100 |
98,430 |
98,430 |
98,683 |
315 000 |
315,46 |
23 |
DS1021 |
PL0000106670 |
118,92 |
117,87 |
118,630 |
118,630 |
118,190 |
118,190 |
118,266 |
60 000 |
71,76 |
5 |
WS0922 |
PL0000102646 |
120,45 |
119,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,56 |
108,59 |
109,500 |
109,580 |
108,980 |
108,980 |
109,214 |
50 000 |
55,07 |
5 |
DS0725 |
PL0000108197 |
104,90 |
102,61 |
103,600 |
103,750 |
103,450 |
103,450 |
103,620 |
90 000 |
94,67 |
9 |
DS0726 |
PL0000108866 |
97,30 |
94,91 |
95,800 |
95,800 |
95,170 |
95,170 |
95,451 |
65 000 |
62,83 |
6 |
WS0428 |
PL0000107611 |
94,86 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,60 |
127,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,72 |
130,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,30 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,25 |
111,50 |
110,000 |
110,250 |
110,000 |
110,250 |
110,100 |
25 000 |
31,83 |
3 |
WZ0117 |
PL0000106936 |
100,35 |
100,44 |
100,350 |
100,350 |
100,340 |
100,340 |
100,343 |
35 000 |
35,42 |
2 |
WZ0118 |
PL0000104717 |
100,40 |
100,45 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
25 000 |
25,32 |
2 |
WZ0119 |
PL0000107603 |
100,10 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,75 |
99,75 |
99,730 |
99,730 |
99,730 |
99,730 |
99,730 |
5 000 |
5,03 |
1 |
WZ0121 |
PL0000106068 |
99,00 |
98,90 |
99,000 |
99,000 |
98,850 |
98,850 |
98,950 |
30 000 |
29,94 |
3 |
WZ0124 |
PL0000107454 |
97,00 |
96,75 |
96,950 |
96,950 |
96,650 |
96,650 |
96,841 |
170 000 |
166,09 |
10 |
WZ0126 |
PL0000108817 |
95,74 |
95,10 |
95,300 |
95,300 |
95,050 |
95,050 |
95,180 |
100 000 |
96,04 |
7 |
TOTAL |
2 135 000 |
2 167,31 |
113 |
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 |
100,93 |
101,00 |
1,46 |
1,21 |
100,97 |
1,32 |
OK0716 |
PL0000107926 |
99,27 |
99,37 |
1,42 |
1,23 |
99,32 |
1,33 |
IZ0816 |
PL0000103529 |
101,16 |
101,56 |
--- |
--- |
101,36 |
--- |
PS1016 |
PL0000106795 |
102,56 |
102,68 |
1,37 |
1,21 |
102,62 |
1,29 |
WZ0117 |
PL0000106936 |
100,31 |
100,51 |
--- |
--- |
100,41 |
--- |
PS0417 |
PL0000107058 |
104,15 |
104,33 |
1,42 |
1,28 |
104,24 |
1,35 |
OK0717 |
PL0000108502 |
97,92 |
98,07 |
1,39 |
1,29 |
98,00 |
1,34 |
DS1017 |
PL0000104543 |
106,68 |
106,85 |
1,39 |
1,30 |
106,77 |
1,34 |
WZ0118 |
PL0000104717 |
100,33 |
100,56 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
105,06 |
105,22 |
1,46 |
1,39 |
105,14 |
1,43 |
PS0718 |
PL0000107595 |
102,47 |
102,64 |
1,49 |
1,42 |
102,56 |
1,45 |
WZ0119 |
PL0000107603 |
100,05 |
100,31 |
--- |
--- |
100,18 |
--- |
PS0719 |
PL0000108148 |
105,10 |
105,34 |
1,74 |
1,67 |
105,22 |
1,71 |
DS1019 |
PL0000105441 |
113,49 |
113,73 |
1,76 |
1,70 |
113,61 |
1,73 |
WZ0120 |
PL0000108601 |
99,64 |
99,92 |
--- |
--- |
99,78 |
--- |
PS0420 |
PL0000108510 |
98,04 |
98,32 |
1,98 |
1,91 |
98,18 |
1,95 |
DS1020 |
PL0000106126 |
114,54 |
114,82 |
2,02 |
1,96 |
114,68 |
1,99 |
WZ0121 |
PL0000106068 |
98,91 |
99,32 |
--- |
--- |
99,12 |
--- |
PS0421 |
PL0000108916 |
98,67 |
98,97 |
2,27 |
2,21 |
98,82 |
2,24 |
DS1021 |
PL0000106670 |
118,59 |
118,90 |
2,27 |
2,22 |
118,75 |
2,24 |
WS0922 |
PL0000102646 |
120,02 |
120,48 |
2,46 |
2,39 |
120,25 |
2,43 |
IZ0823 |
PL0000105359 |
108,83 |
115,24 |
--- |
--- |
112,04 |
--- |
DS1023 |
PL0000107264 |
109,11 |
109,56 |
2,68 |
2,62 |
109,34 |
2,65 |
WZ0124 |
PL0000107454 |
96,94 |
97,32 |
--- |
--- |
97,13 |
--- |
DS0725 |
PL0000108197 |
103,17 |
103,61 |
2,86 |
2,81 |
103,39 |
2,84 |
WZ0126 |
PL0000108817 |
95,20 |
95,67 |
--- |
--- |
95,44 |
--- |
DS0726 |
PL0000108866 |
95,15 |
95,59 |
3,04 |
2,99 |
95,37 |
3,02 |
WS0429 |
PL0000105391 |
124,33 |
129,68 |
3,43 |
3,00 |
127,01 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
100,94 |
100,99 |
1,42 |
1,25 |
100,97 |
1,32 |
OK0716 |
PL0000107926 |
99,27 |
99,39 |
1,42 |
1,19 |
99,33 |
1,31 |
IZ0816 |
PL0000103529 |
101,18 |
101,53 |
--- |
--- |
101,36 |
--- |
PS1016 |
PL0000106795 |
102,56 |
102,66 |
1,37 |
1,24 |
102,61 |
1,30 |
WZ0117 |
PL0000106936 |
100,29 |
100,48 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
104,17 |
104,35 |
1,40 |
1,26 |
104,26 |
1,33 |
OK0717 |
PL0000108502 |
97,89 |
98,02 |
1,41 |
1,33 |
97,96 |
1,37 |
DS1017 |
PL0000104543 |
106,60 |
106,77 |
1,44 |
1,34 |
106,69 |
1,39 |
WZ0118 |
PL0000104717 |
100,31 |
100,58 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
104,98 |
105,10 |
1,50 |
1,44 |
105,04 |
1,47 |
PS0718 |
PL0000107595 |
102,39 |
102,56 |
1,52 |
1,45 |
102,48 |
1,49 |
WZ0119 |
PL0000107603 |
100,01 |
100,23 |
--- |
--- |
100,12 |
--- |
PS0719 |
PL0000108148 |
104,87 |
105,10 |
1,81 |
1,74 |
104,99 |
1,77 |
DS1019 |
PL0000105441 |
113,24 |
113,51 |
1,83 |
1,76 |
113,38 |
1,79 |
WZ0120 |
PL0000108601 |
99,61 |
99,83 |
--- |
--- |
99,72 |
--- |
PS0420 |
PL0000108510 |
97,68 |
97,91 |
2,07 |
2,01 |
97,80 |
2,04 |
DS1020 |
PL0000106126 |
114,13 |
114,43 |
2,10 |
2,04 |
114,28 |
2,07 |
WZ0121 |
PL0000106068 |
98,65 |
98,97 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
98,30 |
98,56 |
2,34 |
2,29 |
98,43 |
2,32 |
DS1021 |
PL0000106670 |
118,08 |
118,42 |
2,36 |
2,30 |
118,25 |
2,33 |
WS0922 |
PL0000102646 |
119,53 |
119,98 |
2,53 |
2,47 |
119,76 |
2,50 |
IZ0823 |
PL0000105359 |
108,66 |
112,77 |
--- |
--- |
110,72 |
--- |
DS1023 |
PL0000107264 |
108,59 |
108,89 |
2,75 |
2,71 |
108,74 |
2,73 |
WZ0124 |
PL0000107454 |
96,53 |
96,85 |
--- |
--- |
96,69 |
--- |
DS0725 |
PL0000108197 |
102,70 |
103,03 |
2,92 |
2,88 |
102,87 |
2,90 |
WZ0126 |
PL0000108817 |
94,84 |
95,39 |
--- |
--- |
95,12 |
--- |
DS0726 |
PL0000108866 |
94,53 |
95,00 |
3,11 |
3,06 |
94,77 |
3,09 |
WS0429 |
PL0000105391 |
120,66 |
131,98 |
3,74 |
2,82 |
126,32 |
3,27 |
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 |
1,350 |
1,350 |
1,350 |
20 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
80 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
40 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
290 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
70 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
15 |
PS1016 |
PL0000106795 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
80 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
55 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
180 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
70 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
255 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
250 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
15 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
40 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,370 |
1,370 |
1,370 |
140 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
5 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
60 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
215 |
TOTAL |
1 880 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.