2016-01-19 |
MARKET DATA |
No 11 (2793) |
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 |
885,00 |
897,48 |
72 |
130,00 |
141,40 |
6 |
1 015,00 |
1 038,88 |
78 |
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 |
99,98 |
99,99 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
25 000 |
25,00 |
1 |
PS0416 |
PL0000106340 |
100,91 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,32 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,53 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,12 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,90 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,50 |
106,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,87 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,16 |
102,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,46 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,72 |
112,75 |
112,770 |
112,800 |
112,660 |
112,660 |
112,703 |
160 000 |
182,44 |
12 |
PS0420 |
PL0000108510 |
97,15 |
97,05 |
96,990 |
97,130 |
96,960 |
97,100 |
97,090 |
125 000 |
122,75 |
9 |
DS1020 |
PL0000106126 |
113,41 |
113,18 |
113,180 |
113,180 |
113,180 |
113,180 |
113,180 |
35 000 |
40,05 |
5 |
PS0421 |
PL0000108916 |
97,73 |
97,54 |
97,600 |
97,750 |
97,600 |
97,680 |
97,695 |
210 000 |
208,27 |
14 |
DS1021 |
PL0000106670 |
117,24 |
117,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,41 |
118,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,33 |
107,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,15 |
100,74 |
100,800 |
101,200 |
100,800 |
101,200 |
101,126 |
35 000 |
35,95 |
4 |
DS0726 |
PL0000108866 |
93,10 |
92,69 |
92,980 |
93,100 |
92,980 |
93,050 |
93,038 |
115 000 |
108,41 |
13 |
WS0428 |
PL0000107611 |
91,63 |
94,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,50 |
124,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,28 |
127,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,41 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,30 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,00 |
100,000 |
100,010 |
100,000 |
100,010 |
100,005 |
55 000 |
55,00 |
3 |
WZ0120 |
PL0000108601 |
99,15 |
99,20 |
99,150 |
99,150 |
99,150 |
99,150 |
99,150 |
25 000 |
24,79 |
1 |
WZ0121 |
PL0000106068 |
98,35 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,10 |
96,03 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
10 000 |
9,61 |
1 |
WZ0126 |
PL0000108817 |
94,60 |
94,40 |
94,400 |
94,660 |
94,400 |
94,660 |
94,494 |
80 000 |
75,60 |
8 |
TOTAL |
875 000 |
887,86 |
71 |
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 |
100,86 |
100,96 |
1,61 |
1,24 |
100,91 |
1,43 |
OK0716 |
PL0000107926 |
99,25 |
99,36 |
1,49 |
1,27 |
99,31 |
1,37 |
IZ0816 |
PL0000103529 |
101,00 |
101,40 |
--- |
--- |
101,20 |
--- |
PS1016 |
PL0000106795 |
102,48 |
102,62 |
1,43 |
1,25 |
102,55 |
1,34 |
WZ0117 |
PL0000106936 |
100,19 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,25 |
1,47 |
1,32 |
104,16 |
1,39 |
OK0717 |
PL0000108502 |
97,84 |
98,03 |
1,46 |
1,33 |
97,94 |
1,39 |
DS1017 |
PL0000104543 |
106,45 |
106,63 |
1,50 |
1,40 |
106,54 |
1,45 |
WZ0118 |
PL0000104717 |
100,22 |
100,49 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,96 |
1,58 |
1,50 |
104,87 |
1,54 |
PS0718 |
PL0000107595 |
102,06 |
102,28 |
1,65 |
1,56 |
102,17 |
1,61 |
WZ0119 |
PL0000107603 |
99,75 |
100,17 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,29 |
104,52 |
1,97 |
1,90 |
104,41 |
1,93 |
DS1019 |
PL0000105441 |
112,62 |
112,87 |
1,98 |
1,92 |
112,75 |
1,95 |
WZ0120 |
PL0000108601 |
98,87 |
99,35 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,94 |
97,18 |
2,26 |
2,20 |
97,06 |
2,23 |
DS1020 |
PL0000106126 |
113,14 |
113,44 |
2,30 |
2,24 |
113,29 |
2,27 |
WZ0121 |
PL0000106068 |
97,92 |
98,41 |
--- |
--- |
98,17 |
--- |
PS0421 |
PL0000108916 |
97,40 |
97,69 |
2,53 |
2,47 |
97,55 |
2,50 |
DS1021 |
PL0000106670 |
116,85 |
117,12 |
2,56 |
2,51 |
116,99 |
2,54 |
WS0922 |
PL0000102646 |
117,97 |
118,41 |
2,76 |
2,69 |
118,19 |
2,73 |
IZ0823 |
PL0000105359 |
106,31 |
113,75 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
106,77 |
107,20 |
3,01 |
2,94 |
106,99 |
2,97 |
WZ0124 |
PL0000107454 |
95,76 |
96,19 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
100,44 |
100,83 |
3,19 |
3,14 |
100,64 |
3,17 |
WZ0126 |
PL0000108817 |
94,13 |
94,71 |
--- |
--- |
94,42 |
--- |
DS0726 |
PL0000108866 |
92,46 |
92,76 |
3,36 |
3,32 |
92,61 |
3,34 |
WS0429 |
PL0000105391 |
120,67 |
126,24 |
3,74 |
3,27 |
123,46 |
3,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
100,89 |
100,96 |
1,50 |
1,24 |
100,93 |
1,36 |
OK0716 |
PL0000107926 |
99,30 |
99,39 |
1,39 |
1,21 |
99,35 |
1,29 |
IZ0816 |
PL0000103529 |
101,04 |
101,40 |
--- |
--- |
101,22 |
--- |
PS1016 |
PL0000106795 |
102,50 |
102,62 |
1,41 |
1,25 |
102,56 |
1,33 |
WZ0117 |
PL0000106936 |
100,20 |
100,38 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
104,10 |
104,26 |
1,44 |
1,31 |
104,18 |
1,37 |
OK0717 |
PL0000108502 |
97,87 |
98,02 |
1,44 |
1,33 |
97,95 |
1,38 |
DS1017 |
PL0000104543 |
106,46 |
106,65 |
1,50 |
1,39 |
106,56 |
1,44 |
WZ0118 |
PL0000104717 |
100,23 |
100,48 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,82 |
104,95 |
1,56 |
1,50 |
104,89 |
1,53 |
PS0718 |
PL0000107595 |
102,09 |
102,28 |
1,64 |
1,56 |
102,19 |
1,60 |
WZ0119 |
PL0000107603 |
99,92 |
100,20 |
--- |
--- |
100,06 |
--- |
PS0719 |
PL0000108148 |
104,41 |
104,57 |
1,93 |
1,89 |
104,49 |
1,91 |
DS1019 |
PL0000105441 |
112,64 |
112,92 |
1,97 |
1,90 |
112,78 |
1,94 |
WZ0120 |
PL0000108601 |
99,05 |
99,37 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,06 |
97,22 |
2,23 |
2,19 |
97,14 |
2,21 |
DS1020 |
PL0000106126 |
113,25 |
113,44 |
2,28 |
2,24 |
113,35 |
2,26 |
WZ0121 |
PL0000106068 |
98,21 |
98,53 |
--- |
--- |
98,37 |
--- |
PS0421 |
PL0000108916 |
97,67 |
97,83 |
2,48 |
2,44 |
97,75 |
2,46 |
DS1021 |
PL0000106670 |
117,02 |
117,32 |
2,53 |
2,48 |
117,17 |
2,51 |
WS0922 |
PL0000102646 |
118,20 |
118,65 |
2,72 |
2,66 |
118,43 |
2,69 |
IZ0823 |
PL0000105359 |
107,33 |
113,77 |
--- |
--- |
110,55 |
--- |
DS1023 |
PL0000107264 |
107,14 |
107,43 |
2,95 |
2,91 |
107,29 |
2,93 |
WZ0124 |
PL0000107454 |
95,95 |
96,33 |
--- |
--- |
96,14 |
--- |
DS0725 |
PL0000108197 |
101,04 |
101,32 |
3,12 |
3,08 |
101,18 |
3,10 |
WZ0126 |
PL0000108817 |
94,44 |
94,95 |
--- |
--- |
94,70 |
--- |
DS0726 |
PL0000108866 |
92,89 |
93,23 |
3,31 |
3,27 |
93,06 |
3,29 |
WS0429 |
PL0000105391 |
121,90 |
127,07 |
3,63 |
3,21 |
124,49 |
3,42 |
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 |
1,300 |
1,300 |
1,300 |
40 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
1,250 |
1,320 |
1,303 |
40 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
5 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
15 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
30 |
TOTAL |
130 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.