2016-01-25 |
MARKET DATA |
No 15 (2797) |
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 |
407,50 |
428,17 |
44 |
0,00 |
0,00 |
0 |
407,50 |
428,17 |
44 |
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 |
100,86 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,36 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,49 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,06 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,90 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,46 |
106,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,81 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,08 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,43 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,60 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,07 |
97,00 |
97,150 |
97,170 |
97,150 |
97,170 |
97,166 |
50 000 |
49,15 |
5 |
DS1020 |
PL0000106126 |
113,19 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,68 |
97,40 |
97,550 |
97,550 |
97,400 |
97,400 |
97,416 |
47 500 |
46,99 |
6 |
DS1021 |
PL0000106670 |
117,06 |
116,90 |
117,000 |
117,000 |
116,950 |
116,950 |
116,982 |
95 000 |
112,54 |
9 |
WS0922 |
PL0000102646 |
118,40 |
118,20 |
118,550 |
118,550 |
118,550 |
118,550 |
118,550 |
5 000 |
6,03 |
1 |
DS1023 |
PL0000107264 |
107,52 |
107,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,45 |
101,06 |
101,550 |
101,550 |
101,140 |
101,140 |
101,434 |
35 000 |
36,08 |
5 |
DS0726 |
PL0000108866 |
93,40 |
93,07 |
93,400 |
93,460 |
93,000 |
93,000 |
93,288 |
120 000 |
113,47 |
14 |
WS0428 |
PL0000107611 |
91,71 |
94,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,30 |
124,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,58 |
127,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,25 |
101,29 |
101,250 |
101,250 |
101,250 |
101,250 |
101,250 |
30 000 |
38,93 |
3 |
IZ0823 |
PL0000105359 |
109,50 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,28 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,00 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
25 000 |
24,99 |
1 |
WZ0120 |
PL0000108601 |
99,05 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,15 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,75 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,20 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
407 500 |
428,17 |
44 |
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 |
217 |
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) |
(%) |
OK0716 |
PL0000107926 |
99,32 |
99,43 |
1,39 |
1,17 |
99,38 |
1,27 |
IZ0816 |
PL0000103529 |
100,88 |
101,41 |
--- |
--- |
101,15 |
--- |
PS1016 |
PL0000106795 |
102,47 |
102,61 |
1,38 |
1,19 |
102,54 |
1,28 |
WZ0117 |
PL0000106936 |
100,19 |
100,43 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
104,03 |
104,21 |
1,45 |
1,31 |
104,12 |
1,38 |
OK0717 |
PL0000108502 |
97,86 |
98,05 |
1,46 |
1,33 |
97,96 |
1,39 |
DS1017 |
PL0000104543 |
106,42 |
106,59 |
1,49 |
1,39 |
106,51 |
1,44 |
WZ0118 |
PL0000104717 |
100,23 |
100,47 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,95 |
1,57 |
1,49 |
104,86 |
1,53 |
PS0718 |
PL0000107595 |
102,04 |
102,24 |
1,65 |
1,57 |
102,14 |
1,61 |
WZ0119 |
PL0000107603 |
99,86 |
100,16 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,37 |
104,62 |
1,94 |
1,87 |
104,50 |
1,90 |
DS1019 |
PL0000105441 |
112,52 |
112,81 |
1,99 |
1,92 |
112,67 |
1,95 |
WZ0120 |
PL0000108601 |
98,96 |
99,29 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
96,96 |
97,20 |
2,26 |
2,20 |
97,08 |
2,23 |
DS1020 |
PL0000106126 |
113,08 |
113,38 |
2,30 |
2,24 |
113,23 |
2,27 |
WZ0121 |
PL0000106068 |
98,00 |
98,37 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
97,61 |
97,80 |
2,49 |
2,45 |
97,71 |
2,47 |
DS1021 |
PL0000106670 |
116,99 |
117,27 |
2,53 |
2,48 |
117,13 |
2,51 |
WS0922 |
PL0000102646 |
118,35 |
118,71 |
2,70 |
2,64 |
118,53 |
2,67 |
IZ0823 |
PL0000105359 |
105,38 |
117,16 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
107,37 |
107,82 |
2,92 |
2,86 |
107,60 |
2,89 |
WZ0124 |
PL0000107454 |
95,59 |
95,98 |
--- |
--- |
95,79 |
--- |
DS0725 |
PL0000108197 |
101,35 |
101,74 |
3,08 |
3,03 |
101,55 |
3,06 |
WZ0126 |
PL0000108817 |
93,98 |
94,76 |
--- |
--- |
94,37 |
--- |
DS0726 |
PL0000108866 |
93,23 |
93,63 |
3,27 |
3,22 |
93,43 |
3,25 |
WS0429 |
PL0000105391 |
120,88 |
128,70 |
3,72 |
3,08 |
124,79 |
3,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,31 |
99,42 |
1,41 |
1,19 |
99,37 |
1,29 |
IZ0816 |
PL0000103529 |
101,05 |
101,39 |
--- |
--- |
101,22 |
--- |
PS1016 |
PL0000106795 |
102,47 |
102,55 |
1,38 |
1,27 |
102,51 |
1,32 |
WZ0117 |
PL0000106936 |
100,19 |
100,43 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
104,01 |
104,17 |
1,47 |
1,34 |
104,09 |
1,40 |
OK0717 |
PL0000108502 |
97,79 |
97,99 |
1,51 |
1,37 |
97,89 |
1,44 |
DS1017 |
PL0000104543 |
106,35 |
106,55 |
1,52 |
1,41 |
106,45 |
1,47 |
WZ0118 |
PL0000104717 |
100,23 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,66 |
104,78 |
1,61 |
1,56 |
104,72 |
1,59 |
PS0718 |
PL0000107595 |
101,97 |
102,16 |
1,68 |
1,61 |
102,07 |
1,64 |
WZ0119 |
PL0000107603 |
99,86 |
100,07 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,29 |
104,44 |
1,96 |
1,92 |
104,37 |
1,94 |
DS1019 |
PL0000105441 |
112,37 |
112,66 |
2,03 |
1,96 |
112,52 |
1,99 |
WZ0120 |
PL0000108601 |
98,99 |
99,30 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
96,84 |
97,03 |
2,29 |
2,24 |
96,94 |
2,26 |
DS1020 |
PL0000106126 |
112,86 |
113,15 |
2,35 |
2,29 |
113,01 |
2,32 |
WZ0121 |
PL0000106068 |
98,08 |
98,33 |
--- |
--- |
98,21 |
--- |
PS0421 |
PL0000108916 |
97,37 |
97,59 |
2,54 |
2,49 |
97,48 |
2,52 |
DS1021 |
PL0000106670 |
116,74 |
116,96 |
2,57 |
2,53 |
116,85 |
2,55 |
WS0922 |
PL0000102646 |
117,88 |
118,30 |
2,77 |
2,70 |
118,09 |
2,74 |
IZ0823 |
PL0000105359 |
107,51 |
115,64 |
--- |
--- |
111,58 |
--- |
DS1023 |
PL0000107264 |
106,92 |
107,15 |
2,98 |
2,95 |
107,04 |
2,97 |
WZ0124 |
PL0000107454 |
95,63 |
95,97 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
100,86 |
101,21 |
3,14 |
3,10 |
101,04 |
3,12 |
WZ0126 |
PL0000108817 |
94,09 |
94,63 |
--- |
--- |
94,36 |
--- |
DS0726 |
PL0000108866 |
92,89 |
93,22 |
3,31 |
3,27 |
93,06 |
3,29 |
WS0429 |
PL0000105391 |
121,72 |
126,83 |
3,65 |
3,22 |
124,28 |
3,43 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.