2016-01-22 |
MARKET DATA |
No 14 (2796) |
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 |
462,50 |
487,17 |
49 |
0,00 |
0,00 |
0 |
462,50 |
487,17 |
49 |
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 |
100,89 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,38 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,51 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,08 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,91 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,50 |
102,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,83 |
104,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,15 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,48 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,64 |
112,74 |
112,630 |
112,630 |
112,630 |
112,630 |
112,630 |
10 000 |
11,40 |
1 |
PS0420 |
PL0000108510 |
97,08 |
97,08 |
97,080 |
97,080 |
97,040 |
97,040 |
97,073 |
60 000 |
58,92 |
5 |
DS1020 |
PL0000106126 |
113,21 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,65 |
97,71 |
97,655 |
97,655 |
97,655 |
97,655 |
97,655 |
5 000 |
4,96 |
1 |
DS1021 |
PL0000106670 |
117,10 |
117,11 |
116,990 |
116,990 |
116,980 |
116,980 |
116,985 |
20 000 |
23,69 |
2 |
WS0922 |
PL0000102646 |
118,50 |
118,38 |
118,480 |
118,550 |
118,400 |
118,550 |
118,488 |
130 000 |
156,59 |
14 |
DS1023 |
PL0000107264 |
107,50 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,41 |
101,39 |
101,470 |
101,470 |
101,470 |
101,470 |
101,470 |
10 000 |
10,31 |
1 |
DS0726 |
PL0000108866 |
93,30 |
93,28 |
93,350 |
93,400 |
93,110 |
93,130 |
93,258 |
120 000 |
113,43 |
14 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,50 |
123,00 |
123,000 |
123,000 |
123,000 |
123,000 |
123,000 |
10 000 |
12,73 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,53 |
101,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,22 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,30 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
99,98 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
25 000 |
25,00 |
1 |
WZ0120 |
PL0000108601 |
99,05 |
99,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,15 |
98,21 |
98,150 |
98,150 |
98,090 |
98,090 |
98,107 |
35 000 |
34,34 |
3 |
WZ0124 |
PL0000107454 |
95,85 |
95,85 |
95,800 |
95,900 |
95,800 |
95,850 |
95,841 |
27 500 |
26,36 |
4 |
WZ0126 |
PL0000108817 |
94,26 |
94,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
452 500 |
477,73 |
48 |
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 |
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 |
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 |
218 |
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 |
100,84 |
100,95 |
1,52 |
1,09 |
100,90 |
1,28 |
OK0716 |
PL0000107926 |
99,32 |
99,42 |
1,38 |
1,18 |
99,37 |
1,28 |
IZ0816 |
PL0000103529 |
100,89 |
101,43 |
--- |
--- |
101,16 |
--- |
PS1016 |
PL0000106795 |
102,47 |
102,60 |
1,39 |
1,22 |
102,54 |
1,30 |
WZ0117 |
PL0000106936 |
100,19 |
100,41 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
104,06 |
104,22 |
1,43 |
1,31 |
104,14 |
1,37 |
OK0717 |
PL0000108502 |
97,87 |
98,04 |
1,45 |
1,33 |
97,96 |
1,39 |
DS1017 |
PL0000104543 |
106,45 |
106,63 |
1,47 |
1,38 |
106,54 |
1,42 |
WZ0118 |
PL0000104717 |
100,22 |
100,52 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,97 |
1,56 |
1,48 |
104,88 |
1,52 |
PS0718 |
PL0000107595 |
102,12 |
102,31 |
1,62 |
1,55 |
102,22 |
1,58 |
WZ0119 |
PL0000107603 |
99,85 |
100,20 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
104,41 |
104,65 |
1,93 |
1,86 |
104,53 |
1,89 |
DS1019 |
PL0000105441 |
112,57 |
112,84 |
1,98 |
1,91 |
112,71 |
1,94 |
WZ0120 |
PL0000108601 |
98,94 |
99,28 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,98 |
97,23 |
2,25 |
2,19 |
97,11 |
2,22 |
DS1020 |
PL0000106126 |
113,17 |
113,38 |
2,29 |
2,24 |
113,28 |
2,26 |
WZ0121 |
PL0000106068 |
97,95 |
98,36 |
--- |
--- |
98,16 |
--- |
PS0421 |
PL0000108916 |
97,53 |
97,82 |
2,51 |
2,45 |
97,68 |
2,47 |
DS1021 |
PL0000106670 |
116,98 |
117,27 |
2,53 |
2,48 |
117,13 |
2,51 |
WS0922 |
PL0000102646 |
118,19 |
118,64 |
2,72 |
2,65 |
118,42 |
2,69 |
IZ0823 |
PL0000105359 |
106,66 |
116,77 |
--- |
--- |
111,72 |
--- |
DS1023 |
PL0000107264 |
107,24 |
107,66 |
2,94 |
2,88 |
107,45 |
2,91 |
WZ0124 |
PL0000107454 |
95,63 |
96,06 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
101,14 |
101,54 |
3,11 |
3,06 |
101,34 |
3,08 |
WZ0126 |
PL0000108817 |
94,15 |
94,77 |
--- |
--- |
94,46 |
--- |
DS0726 |
PL0000108866 |
93,02 |
93,42 |
3,29 |
3,25 |
93,22 |
3,27 |
WS0429 |
PL0000105391 |
122,04 |
126,20 |
3,62 |
3,28 |
124,12 |
3,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0416 |
PL0000106340 |
100,86 |
100,92 |
1,44 |
1,20 |
100,89 |
1,32 |
OK0716 |
PL0000107926 |
99,32 |
99,40 |
1,38 |
1,22 |
99,36 |
1,30 |
IZ0816 |
PL0000103529 |
100,89 |
101,45 |
--- |
--- |
101,17 |
--- |
PS1016 |
PL0000106795 |
102,48 |
102,58 |
1,37 |
1,24 |
102,53 |
1,31 |
WZ0117 |
PL0000106936 |
100,19 |
100,41 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
104,04 |
104,21 |
1,45 |
1,32 |
104,13 |
1,38 |
OK0717 |
PL0000108502 |
97,88 |
98,03 |
1,44 |
1,34 |
97,96 |
1,39 |
DS1017 |
PL0000104543 |
106,45 |
106,59 |
1,47 |
1,40 |
106,52 |
1,44 |
WZ0118 |
PL0000104717 |
100,24 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,94 |
1,56 |
1,49 |
104,86 |
1,53 |
PS0718 |
PL0000107595 |
102,02 |
102,23 |
1,66 |
1,58 |
102,13 |
1,62 |
WZ0119 |
PL0000107603 |
99,84 |
100,07 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,36 |
104,59 |
1,94 |
1,88 |
104,48 |
1,91 |
DS1019 |
PL0000105441 |
112,50 |
112,76 |
2,00 |
1,93 |
112,63 |
1,97 |
WZ0120 |
PL0000108601 |
98,97 |
99,23 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
96,91 |
97,14 |
2,27 |
2,21 |
97,03 |
2,24 |
DS1020 |
PL0000106126 |
113,06 |
113,32 |
2,31 |
2,25 |
113,19 |
2,28 |
WZ0121 |
PL0000106068 |
98,01 |
98,30 |
--- |
--- |
98,16 |
--- |
PS0421 |
PL0000108916 |
97,53 |
97,74 |
2,51 |
2,46 |
97,64 |
2,48 |
DS1021 |
PL0000106670 |
116,88 |
117,14 |
2,55 |
2,51 |
117,01 |
2,53 |
WS0922 |
PL0000102646 |
118,17 |
118,49 |
2,72 |
2,68 |
118,33 |
2,70 |
IZ0823 |
PL0000105359 |
107,69 |
114,28 |
--- |
--- |
110,99 |
--- |
DS1023 |
PL0000107264 |
107,25 |
107,59 |
2,94 |
2,89 |
107,42 |
2,91 |
WZ0124 |
PL0000107454 |
95,62 |
95,94 |
--- |
--- |
95,78 |
--- |
DS0725 |
PL0000108197 |
101,12 |
101,47 |
3,11 |
3,07 |
101,30 |
3,09 |
WZ0126 |
PL0000108817 |
94,13 |
94,71 |
--- |
--- |
94,42 |
--- |
DS0726 |
PL0000108866 |
93,06 |
93,40 |
3,29 |
3,25 |
93,23 |
3,27 |
WS0429 |
PL0000105391 |
122,54 |
124,99 |
3,58 |
3,37 |
123,77 |
3,48 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.