2016-01-27 |
MARKET DATA |
No 17 (2799) |
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 |
845,00 |
892,10 |
61 |
1 495,00 |
1 618,46 |
35 |
2 340,00 |
2 510,56 |
96 |
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 |
100,84 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,33 |
99,40 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
65 000 |
64,61 |
2 |
PS1016 |
PL0000106795 |
102,47 |
102,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,06 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,92 |
97,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,46 |
106,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,80 |
104,77 |
104,760 |
104,760 |
104,750 |
104,750 |
104,753 |
15 000 |
16,14 |
2 |
PS0718 |
PL0000107595 |
102,13 |
102,10 |
102,120 |
102,120 |
102,120 |
102,120 |
102,120 |
5 000 |
5,17 |
1 |
PS0719 |
PL0000108148 |
104,52 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,68 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,22 |
97,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,44 |
113,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,99 |
97,71 |
97,820 |
98,030 |
97,820 |
97,900 |
97,889 |
265 000 |
263,45 |
17 |
DS1021 |
PL0000106670 |
117,37 |
117,16 |
117,320 |
117,330 |
117,220 |
117,220 |
117,317 |
205 000 |
243,59 |
11 |
WS0922 |
PL0000102646 |
118,70 |
118,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,95 |
107,74 |
107,750 |
107,850 |
107,750 |
107,850 |
107,800 |
20 000 |
21,77 |
2 |
DS0725 |
PL0000108197 |
102,06 |
101,65 |
102,000 |
102,070 |
101,790 |
101,800 |
101,844 |
95 000 |
98,34 |
10 |
DS0726 |
PL0000108866 |
94,03 |
93,82 |
93,900 |
94,000 |
93,870 |
93,900 |
93,914 |
55 000 |
52,36 |
6 |
WS0428 |
PL0000107611 |
92,44 |
95,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,58 |
125,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,89 |
128,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,23 |
101,23 |
101,230 |
101,230 |
101,230 |
101,230 |
101,230 |
25 000 |
32,44 |
3 |
IZ0823 |
PL0000105359 |
109,50 |
115,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
99,97 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
10 000 |
10,00 |
1 |
WZ0120 |
PL0000108601 |
99,10 |
99,05 |
99,050 |
99,100 |
99,050 |
99,100 |
99,085 |
85 000 |
84,24 |
6 |
WZ0121 |
PL0000106068 |
98,15 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,64 |
95,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,50 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
845 000 |
892,10 |
61 |
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 |
215 |
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 |
1,43 |
1,20 |
99,37 |
1,30 |
IZ0816 |
PL0000103529 |
101,02 |
101,38 |
--- |
--- |
101,20 |
--- |
PS1016 |
PL0000106795 |
102,45 |
102,56 |
1,38 |
1,23 |
102,51 |
1,30 |
WZ0117 |
PL0000106936 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,16 |
1,44 |
1,33 |
104,09 |
1,39 |
OK0717 |
PL0000108502 |
97,87 |
97,98 |
1,46 |
1,38 |
97,93 |
1,42 |
DS1017 |
PL0000104543 |
106,38 |
106,53 |
1,50 |
1,41 |
106,46 |
1,45 |
WZ0118 |
PL0000104717 |
100,22 |
100,43 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,88 |
1,60 |
1,51 |
104,79 |
1,55 |
PS0718 |
PL0000107595 |
101,99 |
102,18 |
1,67 |
1,60 |
102,09 |
1,63 |
WZ0119 |
PL0000107603 |
99,84 |
100,15 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,28 |
104,54 |
1,96 |
1,89 |
104,41 |
1,93 |
DS1019 |
PL0000105441 |
112,42 |
112,71 |
2,01 |
1,94 |
112,57 |
1,97 |
WZ0120 |
PL0000108601 |
98,84 |
99,20 |
--- |
--- |
99,02 |
--- |
PS0420 |
PL0000108510 |
96,92 |
97,21 |
2,27 |
2,19 |
97,07 |
2,23 |
DS1020 |
PL0000106126 |
113,07 |
113,33 |
2,30 |
2,25 |
113,20 |
2,27 |
WZ0121 |
PL0000106068 |
98,03 |
98,39 |
--- |
--- |
98,21 |
--- |
PS0421 |
PL0000108916 |
97,54 |
97,77 |
2,50 |
2,46 |
97,66 |
2,48 |
DS1021 |
PL0000106670 |
116,89 |
117,19 |
2,54 |
2,49 |
117,04 |
2,52 |
WS0922 |
PL0000102646 |
118,17 |
118,62 |
2,72 |
2,65 |
118,40 |
2,69 |
IZ0823 |
PL0000105359 |
104,69 |
118,03 |
--- |
--- |
111,36 |
--- |
DS1023 |
PL0000107264 |
107,33 |
107,78 |
2,92 |
2,86 |
107,56 |
2,89 |
WZ0124 |
PL0000107454 |
95,48 |
95,81 |
--- |
--- |
95,65 |
--- |
DS0725 |
PL0000108197 |
101,50 |
101,86 |
3,06 |
3,02 |
101,68 |
3,04 |
WZ0126 |
PL0000108817 |
93,86 |
94,62 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
93,53 |
93,93 |
3,23 |
3,19 |
93,73 |
3,21 |
WS0429 |
PL0000105391 |
122,73 |
126,15 |
3,56 |
3,28 |
124,44 |
3,42 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,32 |
99,42 |
1,41 |
1,20 |
99,37 |
1,30 |
IZ0816 |
PL0000103529 |
101,07 |
101,36 |
--- |
--- |
101,22 |
--- |
PS1016 |
PL0000106795 |
102,46 |
102,55 |
1,36 |
1,25 |
102,51 |
1,30 |
WZ0117 |
PL0000106936 |
100,21 |
100,39 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
104,04 |
104,15 |
1,43 |
1,34 |
104,10 |
1,38 |
OK0717 |
PL0000108502 |
97,88 |
98,02 |
1,45 |
1,35 |
97,95 |
1,40 |
DS1017 |
PL0000104543 |
106,43 |
106,58 |
1,47 |
1,39 |
106,51 |
1,42 |
WZ0118 |
PL0000104717 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,72 |
104,80 |
1,58 |
1,55 |
104,76 |
1,57 |
PS0718 |
PL0000107595 |
102,03 |
102,17 |
1,66 |
1,60 |
102,10 |
1,63 |
WZ0119 |
PL0000107603 |
99,88 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,34 |
104,59 |
1,95 |
1,87 |
104,47 |
1,91 |
DS1019 |
PL0000105441 |
112,52 |
112,82 |
1,99 |
1,91 |
112,67 |
1,95 |
WZ0120 |
PL0000108601 |
98,96 |
99,19 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
97,13 |
97,36 |
2,21 |
2,16 |
97,25 |
2,18 |
DS1020 |
PL0000106126 |
113,27 |
113,56 |
2,26 |
2,20 |
113,42 |
2,23 |
WZ0121 |
PL0000106068 |
98,10 |
98,37 |
--- |
--- |
98,24 |
--- |
PS0421 |
PL0000108916 |
97,80 |
97,96 |
2,45 |
2,42 |
97,88 |
2,43 |
DS1021 |
PL0000106670 |
117,15 |
117,40 |
2,50 |
2,46 |
117,28 |
2,48 |
WS0922 |
PL0000102646 |
118,39 |
118,78 |
2,69 |
2,63 |
118,59 |
2,66 |
IZ0823 |
PL0000105359 |
108,11 |
116,30 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
107,57 |
108,01 |
2,89 |
2,83 |
107,79 |
2,86 |
WZ0124 |
PL0000107454 |
95,51 |
95,82 |
--- |
--- |
95,67 |
--- |
DS0725 |
PL0000108197 |
101,73 |
102,04 |
3,03 |
3,00 |
101,89 |
3,01 |
WZ0126 |
PL0000108817 |
93,87 |
94,54 |
--- |
--- |
94,21 |
--- |
DS0726 |
PL0000108866 |
93,73 |
94,12 |
3,21 |
3,16 |
93,93 |
3,19 |
WS0429 |
PL0000105391 |
123,40 |
125,49 |
3,51 |
3,33 |
124,45 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
170 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
30 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,500 |
1,510 |
1,509 |
110 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
15 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
130 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,500 |
1,510 |
1,507 |
120 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,460 |
1,500 |
1,497 |
150 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
90 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
45 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
95 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
215 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
5 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,500 |
1,510 |
1,505 |
55 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,460 |
1,449 |
55 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
30 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
40 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
5 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
30 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,460 |
1,500 |
1,470 |
40 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
15 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
10 |
TOTAL |
1 495 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.