2016-01-15 |
MARKET DATA |
No 9 (2791) |
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 |
1 135,00 |
1 163,06 |
71 |
1 790,00 |
1 862,56 |
23 |
2 925,00 |
3 025,61 |
94 |
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 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
100,92 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,29 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,57 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,20 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,91 |
97,87 |
97,890 |
97,890 |
97,870 |
97,870 |
97,872 |
200 000 |
195,74 |
4 |
DS1017 |
PL0000104543 |
106,60 |
106,57 |
106,600 |
106,600 |
106,510 |
106,550 |
106,571 |
425 000 |
458,17 |
19 |
PS0418 |
PL0000107314 |
105,00 |
105,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,44 |
102,35 |
102,400 |
102,400 |
102,400 |
102,400 |
102,400 |
20 000 |
20,72 |
2 |
PS0719 |
PL0000108148 |
104,75 |
104,71 |
104,750 |
104,750 |
104,750 |
104,750 |
104,750 |
25 000 |
26,58 |
1 |
DS1019 |
PL0000105441 |
113,20 |
113,12 |
113,150 |
113,150 |
113,150 |
113,150 |
113,150 |
10 000 |
11,44 |
1 |
PS0420 |
PL0000108510 |
97,66 |
97,54 |
97,650 |
97,700 |
97,500 |
97,540 |
97,613 |
240 000 |
236,91 |
24 |
DS1020 |
PL0000106126 |
114,07 |
103,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,89 |
98,10 |
98,200 |
98,200 |
98,200 |
98,200 |
98,200 |
10 000 |
9,97 |
1 |
DS1021 |
PL0000106670 |
117,97 |
117,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,35 |
119,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,44 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,98 |
102,29 |
102,650 |
102,650 |
102,000 |
102,000 |
102,268 |
25 000 |
25,96 |
3 |
DS0726 |
PL0000108866 |
94,33 |
94,29 |
94,350 |
94,400 |
94,350 |
94,400 |
94,375 |
20 000 |
19,12 |
2 |
WS0428 |
PL0000107611 |
93,88 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,00 |
126,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,69 |
128,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,20 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,32 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
20 000 |
20,17 |
1 |
WZ0120 |
PL0000108601 |
99,50 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,65 |
98,58 |
98,600 |
98,600 |
98,450 |
98,450 |
98,555 |
110 000 |
109,36 |
10 |
WZ0124 |
PL0000107454 |
96,50 |
96,60 |
96,500 |
96,500 |
96,500 |
96,500 |
96,500 |
10 000 |
9,74 |
1 |
WZ0126 |
PL0000108817 |
94,91 |
94,80 |
94,900 |
94,900 |
94,900 |
94,900 |
94,900 |
10 000 |
9,58 |
1 |
TOTAL |
1 125 000 |
1 153,48 |
70 |
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 |
100,89 |
101,01 |
1,57 |
1,14 |
100,95 |
1,35 |
OK0716 |
PL0000107926 |
99,25 |
99,39 |
1,47 |
1,19 |
99,32 |
1,33 |
IZ0816 |
PL0000103529 |
101,02 |
101,59 |
--- |
--- |
101,31 |
--- |
PS1016 |
PL0000106795 |
102,49 |
102,66 |
1,44 |
1,23 |
102,58 |
1,33 |
WZ0117 |
PL0000106936 |
100,27 |
100,52 |
--- |
--- |
100,40 |
--- |
PS0417 |
PL0000107058 |
104,09 |
104,31 |
1,46 |
1,29 |
104,20 |
1,37 |
OK0717 |
PL0000108502 |
97,82 |
98,02 |
1,47 |
1,33 |
97,92 |
1,40 |
DS1017 |
PL0000104543 |
106,57 |
106,74 |
1,45 |
1,35 |
106,66 |
1,40 |
WZ0118 |
PL0000104717 |
100,26 |
100,60 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,87 |
105,06 |
1,54 |
1,46 |
104,97 |
1,50 |
PS0718 |
PL0000107595 |
102,25 |
102,51 |
1,58 |
1,47 |
102,38 |
1,52 |
WZ0119 |
PL0000107603 |
99,80 |
100,20 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,64 |
104,94 |
1,87 |
1,78 |
104,79 |
1,83 |
DS1019 |
PL0000105441 |
113,15 |
113,42 |
1,85 |
1,78 |
113,29 |
1,81 |
WZ0120 |
PL0000108601 |
99,36 |
99,85 |
--- |
--- |
99,61 |
--- |
PS0420 |
PL0000108510 |
97,55 |
97,80 |
2,10 |
2,04 |
97,68 |
2,07 |
DS1020 |
PL0000106126 |
108,48 |
108,77 |
3,29 |
3,23 |
108,63 |
3,26 |
WZ0121 |
PL0000106068 |
98,43 |
98,96 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
98,06 |
98,37 |
2,39 |
2,33 |
98,22 |
2,36 |
DS1021 |
PL0000106670 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0922 |
PL0000102646 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
106,72 |
117,44 |
--- |
--- |
112,08 |
--- |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0124 |
PL0000107454 |
96,38 |
96,90 |
--- |
--- |
96,64 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0126 |
PL0000108817 |
94,67 |
95,33 |
--- |
--- |
95,00 |
--- |
DS0726 |
PL0000108866 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
100,91 |
101,00 |
1,50 |
1,17 |
100,96 |
1,32 |
OK0716 |
PL0000107926 |
99,27 |
99,39 |
1,43 |
1,19 |
99,33 |
1,31 |
IZ0816 |
PL0000103529 |
101,06 |
101,51 |
--- |
--- |
101,29 |
--- |
PS1016 |
PL0000106795 |
102,54 |
102,63 |
1,38 |
1,26 |
102,59 |
1,32 |
WZ0117 |
PL0000106936 |
100,16 |
100,36 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
104,15 |
104,26 |
1,41 |
1,33 |
104,21 |
1,36 |
OK0717 |
PL0000108502 |
97,80 |
97,99 |
1,48 |
1,35 |
97,90 |
1,41 |
DS1017 |
PL0000104543 |
106,48 |
106,67 |
1,50 |
1,39 |
106,58 |
1,44 |
WZ0118 |
PL0000104717 |
100,19 |
100,42 |
--- |
--- |
100,31 |
--- |
PS0418 |
PL0000107314 |
104,92 |
105,09 |
1,52 |
1,45 |
105,01 |
1,48 |
PS0718 |
PL0000107595 |
102,31 |
102,48 |
1,55 |
1,48 |
102,40 |
1,52 |
WZ0119 |
PL0000107603 |
99,87 |
100,21 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,66 |
104,85 |
1,86 |
1,81 |
104,76 |
1,84 |
DS1019 |
PL0000105441 |
112,95 |
113,25 |
1,90 |
1,82 |
113,10 |
1,86 |
WZ0120 |
PL0000108601 |
99,43 |
99,71 |
--- |
--- |
99,57 |
--- |
PS0420 |
PL0000108510 |
97,45 |
97,68 |
2,13 |
2,07 |
97,57 |
2,10 |
DS1020 |
PL0000106126 |
113,77 |
114,02 |
2,17 |
2,12 |
113,90 |
2,15 |
WZ0121 |
PL0000106068 |
98,31 |
98,64 |
--- |
--- |
98,48 |
--- |
PS0421 |
PL0000108916 |
97,99 |
98,23 |
2,41 |
2,36 |
98,11 |
2,38 |
DS1021 |
PL0000106670 |
117,62 |
117,92 |
2,43 |
2,38 |
117,77 |
2,41 |
WS0922 |
PL0000102646 |
119,04 |
119,46 |
2,60 |
2,54 |
119,25 |
2,57 |
IZ0823 |
PL0000105359 |
108,00 |
115,28 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,34 |
2,82 |
2,79 |
108,22 |
2,80 |
WZ0124 |
PL0000107454 |
96,32 |
96,66 |
--- |
--- |
96,49 |
--- |
DS0725 |
PL0000108197 |
102,07 |
102,45 |
2,99 |
2,95 |
102,26 |
2,97 |
WZ0126 |
PL0000108817 |
94,43 |
94,91 |
--- |
--- |
94,67 |
--- |
DS0726 |
PL0000108866 |
94,07 |
94,48 |
3,17 |
3,12 |
94,28 |
3,14 |
WS0429 |
PL0000105391 |
123,43 |
127,15 |
3,51 |
3,20 |
125,29 |
3,35 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
70 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
125 |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
80 |
OK0717 |
PL0000108502 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
30 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,410 |
1,410 |
1,410 |
325 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
255 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
80 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
40 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,390 |
1,390 |
1,390 |
110 |
WZ0119 |
PL0000107603 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
95 |
PS0719 |
PL0000108148 |
0/3 |
3 |
1,390 |
1,390 |
1,390 |
300 |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,310 |
1,310 |
1,310 |
110 |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
5 |
PS1016 |
PL0000106795 |
3/10 |
7 |
1,390 |
1,390 |
1,390 |
80 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
25 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
60 |
TOTAL |
1 790 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.