2016-01-21 |
MARKET DATA |
No 13 (2795) |
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 |
625,00 |
615,12 |
66 |
350,00 |
350,64 |
3 |
975,00 |
965,76 |
69 |
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) |
PS0416 |
PL0000106340 |
100,87 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,34 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,50 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,08 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,88 |
97,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,47 |
106,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,81 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,15 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,44 |
104,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,65 |
112,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,15 |
96,87 |
96,800 |
97,150 |
96,790 |
97,150 |
96,905 |
40 000 |
39,21 |
4 |
DS1020 |
PL0000106126 |
113,27 |
113,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,73 |
97,32 |
97,320 |
97,620 |
97,320 |
97,580 |
97,530 |
50 000 |
49,52 |
6 |
DS1021 |
PL0000106670 |
117,09 |
116,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,33 |
118,06 |
118,230 |
118,230 |
118,230 |
118,230 |
118,230 |
5 000 |
6,01 |
1 |
DS1023 |
PL0000107264 |
107,40 |
107,02 |
107,350 |
107,350 |
107,350 |
107,350 |
107,350 |
10 000 |
10,84 |
1 |
DS0725 |
PL0000108197 |
101,21 |
100,62 |
100,940 |
101,210 |
100,940 |
101,210 |
101,123 |
105 000 |
107,90 |
11 |
DS0726 |
PL0000108866 |
93,16 |
92,57 |
92,650 |
93,160 |
92,650 |
92,950 |
92,990 |
105 000 |
98,96 |
12 |
WS0428 |
PL0000107611 |
91,17 |
93,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,14 |
124,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,61 |
125,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,10 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,49 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,34 |
100,340 |
100,340 |
100,340 |
100,340 |
100,340 |
50 000 |
50,17 |
5 |
WZ0119 |
PL0000107603 |
99,95 |
99,97 |
100,000 |
100,000 |
99,990 |
99,990 |
99,992 |
25 000 |
25,00 |
3 |
WZ0120 |
PL0000108601 |
99,05 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,13 |
97,99 |
98,020 |
98,080 |
97,990 |
98,080 |
98,019 |
135 000 |
132,33 |
14 |
WZ0124 |
PL0000107454 |
95,75 |
95,50 |
95,500 |
95,750 |
95,500 |
95,750 |
95,667 |
30 000 |
28,70 |
4 |
WZ0126 |
PL0000108817 |
94,25 |
90,50 |
93,820 |
94,360 |
93,820 |
94,360 |
94,210 |
50 000 |
47,11 |
3 |
TOTAL |
605 000 |
595,73 |
64 |
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 |
EUR0126 |
XS1346201616 |
95,00 |
95,35 |
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 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
31AUG16 |
PL0000004974 |
219 |
0,00 |
0,00 |
0,000 |
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 |
100,83 |
100,94 |
1,59 |
1,16 |
100,89 |
1,36 |
OK0716 |
PL0000107926 |
99,24 |
99,40 |
1,54 |
1,21 |
99,32 |
1,38 |
IZ0816 |
PL0000103529 |
100,93 |
101,42 |
--- |
--- |
101,18 |
--- |
PS1016 |
PL0000106795 |
102,44 |
102,57 |
1,44 |
1,27 |
102,51 |
1,35 |
WZ0117 |
PL0000106936 |
100,13 |
100,39 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
103,96 |
104,14 |
1,52 |
1,38 |
104,05 |
1,45 |
OK0717 |
PL0000108502 |
97,76 |
97,96 |
1,52 |
1,38 |
97,86 |
1,45 |
DS1017 |
PL0000104543 |
106,30 |
106,49 |
1,56 |
1,46 |
106,40 |
1,51 |
WZ0118 |
PL0000104717 |
100,18 |
100,49 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,63 |
104,81 |
1,63 |
1,55 |
104,72 |
1,59 |
PS0718 |
PL0000107595 |
101,93 |
102,15 |
1,70 |
1,61 |
102,04 |
1,66 |
WZ0119 |
PL0000107603 |
99,81 |
100,19 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,06 |
104,33 |
2,03 |
1,95 |
104,20 |
1,99 |
DS1019 |
PL0000105441 |
112,30 |
112,60 |
2,05 |
1,98 |
112,45 |
2,01 |
WZ0120 |
PL0000108601 |
98,72 |
99,24 |
--- |
--- |
98,98 |
--- |
PS0420 |
PL0000108510 |
96,76 |
96,97 |
2,31 |
2,25 |
96,87 |
2,28 |
DS1020 |
PL0000106126 |
112,85 |
113,14 |
2,35 |
2,29 |
113,00 |
2,32 |
WZ0121 |
PL0000106068 |
97,86 |
98,64 |
--- |
--- |
98,25 |
--- |
PS0421 |
PL0000108916 |
97,20 |
97,47 |
2,57 |
2,52 |
97,34 |
2,55 |
DS1021 |
PL0000106670 |
116,56 |
116,84 |
2,61 |
2,56 |
116,70 |
2,58 |
WS0922 |
PL0000102646 |
117,71 |
118,14 |
2,79 |
2,73 |
117,93 |
2,76 |
IZ0823 |
PL0000105359 |
107,13 |
117,42 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
106,63 |
107,08 |
3,02 |
2,96 |
106,86 |
2,99 |
WZ0124 |
PL0000107454 |
95,43 |
95,96 |
--- |
--- |
95,70 |
--- |
DS0725 |
PL0000108197 |
100,33 |
100,74 |
3,21 |
3,15 |
100,54 |
3,18 |
WZ0126 |
PL0000108817 |
92,50 |
93,58 |
--- |
--- |
93,04 |
--- |
DS0726 |
PL0000108866 |
92,19 |
92,66 |
3,39 |
3,34 |
92,43 |
3,36 |
WS0429 |
PL0000105391 |
117,59 |
130,55 |
4,01 |
2,93 |
124,07 |
3,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
100,84 |
100,95 |
1,55 |
1,13 |
100,90 |
1,32 |
OK0716 |
PL0000107926 |
99,30 |
99,40 |
1,42 |
1,21 |
99,35 |
1,32 |
IZ0816 |
PL0000103529 |
100,92 |
101,41 |
--- |
--- |
101,17 |
--- |
PS1016 |
PL0000106795 |
102,48 |
102,55 |
1,39 |
1,30 |
102,52 |
1,33 |
WZ0117 |
PL0000106936 |
100,16 |
100,40 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,20 |
1,47 |
1,33 |
104,11 |
1,40 |
OK0717 |
PL0000108502 |
97,84 |
98,00 |
1,47 |
1,36 |
97,92 |
1,41 |
DS1017 |
PL0000104543 |
106,44 |
106,61 |
1,49 |
1,39 |
106,53 |
1,44 |
WZ0118 |
PL0000104717 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,91 |
1,58 |
1,51 |
104,84 |
1,54 |
PS0718 |
PL0000107595 |
102,05 |
102,27 |
1,65 |
1,56 |
102,16 |
1,61 |
WZ0119 |
PL0000107603 |
99,87 |
100,20 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,30 |
104,52 |
1,96 |
1,90 |
104,41 |
1,93 |
DS1019 |
PL0000105441 |
112,49 |
112,79 |
2,00 |
1,93 |
112,64 |
1,97 |
WZ0120 |
PL0000108601 |
98,98 |
99,26 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
96,89 |
97,17 |
2,27 |
2,20 |
97,03 |
2,24 |
DS1020 |
PL0000106126 |
113,09 |
113,39 |
2,30 |
2,24 |
113,24 |
2,27 |
WZ0121 |
PL0000106068 |
97,95 |
98,28 |
--- |
--- |
98,12 |
--- |
PS0421 |
PL0000108916 |
97,44 |
97,72 |
2,52 |
2,47 |
97,58 |
2,50 |
DS1021 |
PL0000106670 |
116,86 |
117,16 |
2,55 |
2,50 |
117,01 |
2,53 |
WS0922 |
PL0000102646 |
118,09 |
118,49 |
2,74 |
2,68 |
118,29 |
2,71 |
IZ0823 |
PL0000105359 |
107,72 |
113,32 |
--- |
--- |
110,52 |
--- |
DS1023 |
PL0000107264 |
107,13 |
107,42 |
2,95 |
2,91 |
107,28 |
2,93 |
WZ0124 |
PL0000107454 |
95,65 |
95,96 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
100,98 |
101,32 |
3,13 |
3,08 |
101,15 |
3,10 |
WZ0126 |
PL0000108817 |
94,15 |
94,74 |
--- |
--- |
94,45 |
--- |
DS0726 |
PL0000108866 |
92,89 |
93,18 |
3,31 |
3,27 |
93,04 |
3,29 |
WS0429 |
PL0000105391 |
121,55 |
126,18 |
3,66 |
3,28 |
123,87 |
3,47 |
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 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
50 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
300 |
TOTAL |
350 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.