2016-01-26 |
MARKET DATA |
No 16 (2798) |
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 |
460,00 |
468,05 |
42 |
685,00 |
706,89 |
13 |
1 145,00 |
1 174,94 |
55 |
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 |
100,85 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,35 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,48 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,05 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,91 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,45 |
106,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,75 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,03 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,34 |
104,27 |
104,290 |
104,400 |
104,290 |
104,400 |
104,369 |
35 000 |
37,11 |
2 |
DS1019 |
PL0000105441 |
112,48 |
112,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,10 |
96,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,08 |
112,88 |
112,970 |
112,970 |
112,970 |
112,970 |
112,970 |
10 000 |
11,43 |
1 |
PS0421 |
PL0000108916 |
97,61 |
97,30 |
97,380 |
97,590 |
97,380 |
97,590 |
97,463 |
30 000 |
29,69 |
4 |
DS1021 |
PL0000106670 |
116,96 |
116,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,26 |
117,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,44 |
106,98 |
107,180 |
107,240 |
107,180 |
107,240 |
107,230 |
30 000 |
32,48 |
4 |
DS0725 |
PL0000108197 |
101,70 |
100,73 |
100,780 |
101,700 |
100,780 |
101,490 |
101,461 |
92 500 |
95,39 |
11 |
DS0726 |
PL0000108866 |
93,70 |
92,72 |
93,400 |
93,600 |
93,400 |
93,500 |
93,456 |
45 000 |
42,63 |
5 |
WS0428 |
PL0000107611 |
92,12 |
94,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,25 |
124,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,30 |
126,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,25 |
101,28 |
101,250 |
101,250 |
101,250 |
101,250 |
101,250 |
15 000 |
19,46 |
2 |
IZ0823 |
PL0000105359 |
109,50 |
114,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,37 |
100,380 |
100,380 |
100,380 |
100,380 |
100,380 |
10 000 |
10,04 |
1 |
WZ0119 |
PL0000107603 |
99,96 |
99,94 |
99,960 |
99,960 |
99,940 |
99,960 |
99,956 |
37 500 |
37,49 |
5 |
WZ0120 |
PL0000108601 |
99,10 |
99,16 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
10 000 |
9,91 |
1 |
WZ0121 |
PL0000106068 |
98,20 |
98,19 |
98,190 |
98,210 |
98,190 |
98,190 |
98,200 |
145 000 |
142,41 |
6 |
WZ0124 |
PL0000107454 |
95,75 |
95,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,50 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
460 000 |
468,05 |
42 |
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 |
216 |
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 |
99,31 |
99,42 |
1,42 |
1,19 |
99,37 |
1,30 |
IZ0816 |
PL0000103529 |
100,97 |
101,41 |
--- |
--- |
101,19 |
--- |
PS1016 |
PL0000106795 |
102,44 |
102,55 |
1,40 |
1,26 |
102,50 |
1,32 |
WZ0117 |
PL0000106936 |
100,18 |
100,43 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
103,99 |
104,15 |
1,47 |
1,35 |
104,07 |
1,41 |
OK0717 |
PL0000108502 |
97,79 |
97,98 |
1,51 |
1,38 |
97,89 |
1,44 |
DS1017 |
PL0000104543 |
106,29 |
106,49 |
1,55 |
1,44 |
106,39 |
1,50 |
WZ0118 |
PL0000104717 |
100,23 |
100,45 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,77 |
1,64 |
1,56 |
104,69 |
1,60 |
PS0718 |
PL0000107595 |
101,90 |
102,09 |
1,71 |
1,63 |
102,00 |
1,67 |
WZ0119 |
PL0000107603 |
99,76 |
100,14 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,07 |
104,32 |
2,03 |
1,95 |
104,20 |
1,99 |
DS1019 |
PL0000105441 |
112,18 |
112,48 |
2,08 |
2,00 |
112,33 |
2,04 |
WZ0120 |
PL0000108601 |
98,89 |
99,28 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
96,68 |
96,94 |
2,33 |
2,26 |
96,81 |
2,30 |
DS1020 |
PL0000106126 |
112,61 |
112,90 |
2,40 |
2,34 |
112,76 |
2,37 |
WZ0121 |
PL0000106068 |
97,86 |
98,36 |
--- |
--- |
98,11 |
--- |
PS0421 |
PL0000108916 |
97,14 |
97,35 |
2,59 |
2,54 |
97,25 |
2,56 |
DS1021 |
PL0000106670 |
116,38 |
116,65 |
2,63 |
2,59 |
116,52 |
2,61 |
WS0922 |
PL0000102646 |
117,54 |
117,99 |
2,82 |
2,75 |
117,77 |
2,78 |
IZ0823 |
PL0000105359 |
102,69 |
118,60 |
--- |
--- |
110,65 |
--- |
DS1023 |
PL0000107264 |
106,60 |
107,05 |
3,03 |
2,96 |
106,83 |
2,99 |
WZ0124 |
PL0000107454 |
95,52 |
96,04 |
--- |
--- |
95,78 |
--- |
DS0725 |
PL0000108197 |
100,53 |
100,90 |
3,18 |
3,13 |
100,72 |
3,16 |
WZ0126 |
PL0000108817 |
93,68 |
95,25 |
--- |
--- |
94,47 |
--- |
DS0726 |
PL0000108866 |
92,55 |
92,93 |
3,35 |
3,31 |
92,74 |
3,33 |
WS0429 |
PL0000105391 |
114,87 |
132,94 |
4,25 |
2,75 |
123,91 |
3,46 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,30 |
99,42 |
1,44 |
1,19 |
99,36 |
1,32 |
IZ0816 |
PL0000103529 |
101,10 |
101,39 |
--- |
--- |
101,25 |
--- |
PS1016 |
PL0000106795 |
102,46 |
102,56 |
1,38 |
1,25 |
102,51 |
1,31 |
WZ0117 |
PL0000106936 |
100,16 |
100,39 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
104,03 |
104,17 |
1,44 |
1,33 |
104,10 |
1,39 |
OK0717 |
PL0000108502 |
97,87 |
97,98 |
1,46 |
1,38 |
97,93 |
1,41 |
DS1017 |
PL0000104543 |
106,40 |
106,56 |
1,49 |
1,40 |
106,48 |
1,45 |
WZ0118 |
PL0000104717 |
100,27 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,73 |
104,85 |
1,58 |
1,53 |
104,79 |
1,56 |
PS0718 |
PL0000107595 |
102,01 |
102,16 |
1,67 |
1,60 |
102,09 |
1,63 |
WZ0119 |
PL0000107603 |
99,86 |
100,18 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,31 |
104,55 |
1,96 |
1,89 |
104,43 |
1,92 |
DS1019 |
PL0000105441 |
112,46 |
112,69 |
2,00 |
1,95 |
112,58 |
1,97 |
WZ0120 |
PL0000108601 |
98,96 |
99,26 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
96,93 |
97,20 |
2,27 |
2,20 |
97,07 |
2,23 |
DS1020 |
PL0000106126 |
113,06 |
113,33 |
2,30 |
2,25 |
113,20 |
2,28 |
WZ0121 |
PL0000106068 |
98,06 |
98,31 |
--- |
--- |
98,19 |
--- |
PS0421 |
PL0000108916 |
97,56 |
97,72 |
2,50 |
2,47 |
97,64 |
2,48 |
DS1021 |
PL0000106670 |
116,91 |
117,20 |
2,54 |
2,49 |
117,06 |
2,52 |
WS0922 |
PL0000102646 |
118,22 |
118,58 |
2,71 |
2,66 |
118,40 |
2,69 |
IZ0823 |
PL0000105359 |
108,38 |
115,31 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
107,35 |
107,77 |
2,92 |
2,86 |
107,56 |
2,89 |
WZ0124 |
PL0000107454 |
95,60 |
95,88 |
--- |
--- |
95,74 |
--- |
DS0725 |
PL0000108197 |
101,47 |
101,78 |
3,07 |
3,03 |
101,63 |
3,05 |
WZ0126 |
PL0000108817 |
93,95 |
94,58 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
93,52 |
93,84 |
3,24 |
3,20 |
93,68 |
3,22 |
WS0429 |
PL0000105391 |
122,54 |
126,42 |
3,58 |
3,26 |
124,48 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
45 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
15 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
70 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
5 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,310 |
1,310 |
1,310 |
45 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
95 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,310 |
1,310 |
1,310 |
290 |
TOTAL |
685 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.