2016-01-28 |
MARKET DATA |
No 18 (2800) |
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 |
1 032,50 |
1 055,33 |
91 |
325,00 |
333,70 |
10 |
1 357,50 |
1 389,03 |
101 |
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 |
100,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,35 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,46 |
102,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,05 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,90 |
97,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,45 |
106,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,79 |
104,77 |
104,790 |
104,790 |
104,770 |
104,770 |
104,787 |
60 000 |
64,61 |
3 |
PS0718 |
PL0000107595 |
102,12 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,70 |
104,61 |
104,540 |
104,650 |
104,540 |
104,650 |
104,613 |
30 000 |
31,89 |
2 |
DS1019 |
PL0000105441 |
112,80 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,42 |
97,38 |
97,420 |
97,420 |
97,420 |
97,420 |
97,420 |
10 000 |
9,86 |
1 |
DS1020 |
PL0000106126 |
113,62 |
113,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,23 |
97,98 |
97,980 |
98,230 |
97,980 |
98,110 |
98,064 |
312 500 |
311,26 |
28 |
DS1021 |
PL0000106670 |
117,60 |
117,34 |
117,400 |
117,400 |
117,400 |
117,400 |
117,400 |
30 000 |
35,69 |
3 |
WS0922 |
PL0000102646 |
119,10 |
118,90 |
119,200 |
119,210 |
119,100 |
119,100 |
119,184 |
50 000 |
60,62 |
5 |
DS1023 |
PL0000107264 |
108,25 |
108,00 |
108,000 |
108,000 |
108,000 |
108,000 |
108,000 |
20 000 |
21,82 |
2 |
DS0725 |
PL0000108197 |
102,50 |
102,10 |
102,160 |
102,620 |
102,100 |
102,450 |
102,344 |
85 000 |
88,43 |
9 |
DS0726 |
PL0000108866 |
94,51 |
94,10 |
94,100 |
94,700 |
94,100 |
94,150 |
94,316 |
265 000 |
253,40 |
22 |
WS0428 |
PL0000107611 |
92,95 |
95,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,60 |
125,25 |
125,300 |
125,300 |
124,800 |
124,800 |
125,033 |
30 000 |
38,84 |
4 |
WS0437 |
PL0000104857 |
119,80 |
128,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,18 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
115,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,39 |
100,36 |
100,390 |
100,390 |
100,390 |
100,390 |
100,390 |
10 000 |
10,04 |
1 |
WZ0119 |
PL0000107603 |
99,92 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,11 |
99,14 |
99,110 |
99,110 |
99,100 |
99,100 |
99,102 |
130 000 |
128,88 |
11 |
WZ0121 |
PL0000106068 |
98,20 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,70 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,00 |
94,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 032 500 |
1 055,33 |
91 |
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 |
212 |
1,38 |
1,19 |
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 |
99,33 |
99,42 |
1,41 |
1,22 |
99,38 |
1,30 |
IZ0816 |
PL0000103529 |
101,04 |
101,40 |
--- |
--- |
101,22 |
--- |
PS1016 |
PL0000106795 |
102,44 |
102,56 |
1,35 |
1,19 |
102,50 |
1,27 |
WZ0117 |
PL0000106936 |
100,22 |
100,43 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
104,02 |
104,14 |
1,42 |
1,33 |
104,08 |
1,38 |
OK0717 |
PL0000108502 |
97,86 |
98,02 |
1,47 |
1,36 |
97,94 |
1,42 |
DS1017 |
PL0000104543 |
106,40 |
106,54 |
1,47 |
1,39 |
106,47 |
1,43 |
WZ0118 |
PL0000104717 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,71 |
104,89 |
1,58 |
1,50 |
104,80 |
1,54 |
PS0718 |
PL0000107595 |
102,06 |
102,18 |
1,64 |
1,59 |
102,12 |
1,62 |
WZ0119 |
PL0000107603 |
99,86 |
100,11 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,42 |
104,67 |
1,92 |
1,85 |
104,55 |
1,88 |
DS1019 |
PL0000105441 |
112,57 |
112,87 |
1,97 |
1,89 |
112,72 |
1,93 |
WZ0120 |
PL0000108601 |
99,00 |
99,21 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
97,16 |
97,44 |
2,21 |
2,14 |
97,30 |
2,17 |
DS1020 |
PL0000106126 |
113,37 |
113,67 |
2,23 |
2,17 |
113,52 |
2,20 |
WZ0121 |
PL0000106068 |
98,14 |
98,46 |
--- |
--- |
98,30 |
--- |
PS0421 |
PL0000108916 |
97,92 |
98,14 |
2,43 |
2,38 |
98,03 |
2,40 |
DS1021 |
PL0000106670 |
117,21 |
117,43 |
2,49 |
2,45 |
117,32 |
2,47 |
WS0922 |
PL0000102646 |
118,59 |
119,04 |
2,66 |
2,59 |
118,82 |
2,62 |
IZ0823 |
PL0000105359 |
107,75 |
116,51 |
--- |
--- |
112,13 |
--- |
DS1023 |
PL0000107264 |
107,76 |
108,17 |
2,86 |
2,81 |
107,97 |
2,83 |
WZ0124 |
PL0000107454 |
95,52 |
95,87 |
--- |
--- |
95,70 |
--- |
DS0725 |
PL0000108197 |
101,91 |
102,26 |
3,01 |
2,97 |
102,09 |
2,99 |
WZ0126 |
PL0000108817 |
93,80 |
94,36 |
--- |
--- |
94,08 |
--- |
DS0726 |
PL0000108866 |
93,87 |
94,30 |
3,19 |
3,14 |
94,09 |
3,17 |
WS0429 |
PL0000105391 |
122,65 |
126,31 |
3,57 |
3,27 |
124,48 |
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 |
1,43 |
1,22 |
99,37 |
1,33 |
IZ0816 |
PL0000103529 |
100,99 |
101,39 |
--- |
--- |
101,19 |
--- |
PS1016 |
PL0000106795 |
102,43 |
102,54 |
1,37 |
1,22 |
102,49 |
1,29 |
WZ0117 |
PL0000106936 |
100,26 |
100,44 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,99 |
104,14 |
1,45 |
1,33 |
104,07 |
1,38 |
OK0717 |
PL0000108502 |
97,88 |
98,02 |
1,46 |
1,36 |
97,95 |
1,41 |
DS1017 |
PL0000104543 |
106,36 |
106,54 |
1,49 |
1,39 |
106,45 |
1,44 |
WZ0118 |
PL0000104717 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,72 |
104,85 |
1,58 |
1,52 |
104,79 |
1,55 |
PS0718 |
PL0000107595 |
102,00 |
102,20 |
1,67 |
1,58 |
102,10 |
1,63 |
WZ0119 |
PL0000107603 |
99,86 |
100,14 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,44 |
104,69 |
1,92 |
1,84 |
104,57 |
1,88 |
DS1019 |
PL0000105441 |
112,61 |
112,85 |
1,96 |
1,89 |
112,73 |
1,93 |
WZ0120 |
PL0000108601 |
99,00 |
99,21 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
97,21 |
97,44 |
2,20 |
2,14 |
97,33 |
2,16 |
DS1020 |
PL0000106126 |
113,35 |
113,64 |
2,24 |
2,18 |
113,50 |
2,21 |
WZ0121 |
PL0000106068 |
98,12 |
98,37 |
--- |
--- |
98,25 |
--- |
PS0421 |
PL0000108916 |
97,90 |
98,09 |
2,43 |
2,39 |
98,00 |
2,41 |
DS1021 |
PL0000106670 |
117,20 |
117,44 |
2,49 |
2,45 |
117,32 |
2,47 |
WS0922 |
PL0000102646 |
118,60 |
118,95 |
2,65 |
2,60 |
118,78 |
2,63 |
IZ0823 |
PL0000105359 |
108,16 |
116,51 |
--- |
--- |
112,34 |
--- |
DS1023 |
PL0000107264 |
107,78 |
108,23 |
2,86 |
2,80 |
108,01 |
2,83 |
WZ0124 |
PL0000107454 |
95,54 |
95,91 |
--- |
--- |
95,73 |
--- |
DS0725 |
PL0000108197 |
102,00 |
102,37 |
3,00 |
2,96 |
102,19 |
2,98 |
WZ0126 |
PL0000108817 |
93,86 |
94,32 |
--- |
--- |
94,09 |
--- |
DS0726 |
PL0000108866 |
94,04 |
94,39 |
3,17 |
3,13 |
94,22 |
3,15 |
WS0429 |
PL0000105391 |
123,17 |
126,35 |
3,52 |
3,26 |
124,76 |
3,39 |
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 |
1,200 |
1,200 |
1,200 |
15 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,350 |
1,400 |
1,382 |
55 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
45 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
100 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
40 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
10 |
TOTAL |
325 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.