2016-01-29 |
MARKET DATA |
No 19 (2801) |
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 |
1 085,00 |
1 118,77 |
98 |
40,00 |
41,45 |
3 |
1 125,00 |
1 160,22 |
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 |
100,78 |
100,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,34 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,46 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,01 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
97,93 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,40 |
106,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,80 |
104,85 |
104,800 |
104,800 |
104,790 |
104,790 |
104,794 |
50 000 |
53,85 |
4 |
PS0718 |
PL0000107595 |
102,18 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,70 |
104,63 |
104,630 |
104,710 |
104,630 |
104,710 |
104,670 |
130 000 |
138,29 |
9 |
DS1019 |
PL0000105441 |
112,82 |
112,86 |
112,920 |
112,920 |
112,700 |
112,700 |
112,738 |
60 000 |
68,54 |
6 |
PS0420 |
PL0000108510 |
97,50 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,79 |
113,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,43 |
98,23 |
98,380 |
98,500 |
98,170 |
98,300 |
98,349 |
310 000 |
309,67 |
26 |
DS1021 |
PL0000106670 |
117,75 |
117,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,10 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,35 |
108,10 |
108,100 |
108,120 |
108,100 |
108,120 |
108,111 |
40 000 |
43,68 |
5 |
DS0725 |
PL0000108197 |
102,61 |
102,34 |
102,550 |
102,710 |
102,260 |
102,350 |
102,391 |
227 500 |
236,82 |
24 |
DS0726 |
PL0000108866 |
94,55 |
93,64 |
94,500 |
94,500 |
94,280 |
94,400 |
94,409 |
100 000 |
95,72 |
9 |
WS0428 |
PL0000107611 |
93,02 |
95,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,01 |
125,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,93 |
128,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,20 |
101,25 |
101,200 |
101,200 |
101,200 |
101,200 |
101,200 |
20 000 |
25,94 |
3 |
IZ0823 |
PL0000105359 |
110,10 |
110,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,33 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,38 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
100,05 |
99,980 |
99,980 |
99,930 |
99,930 |
99,957 |
110 000 |
109,99 |
5 |
WZ0120 |
PL0000108601 |
99,12 |
99,16 |
99,070 |
99,070 |
99,070 |
99,070 |
99,070 |
10 000 |
9,91 |
1 |
WZ0121 |
PL0000106068 |
98,25 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,80 |
95,800 |
95,800 |
95,750 |
95,750 |
95,781 |
27 500 |
26,35 |
6 |
WZ0126 |
PL0000108817 |
94,06 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 085 000 |
1 118,77 |
98 |
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) |
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 |
211 |
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 |
99,42 |
1,44 |
1,23 |
99,37 |
1,33 |
IZ0816 |
PL0000103529 |
101,04 |
101,41 |
--- |
--- |
101,23 |
--- |
PS1016 |
PL0000106795 |
102,44 |
102,54 |
1,34 |
1,21 |
102,49 |
1,28 |
WZ0117 |
PL0000106936 |
100,27 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
103,98 |
104,15 |
1,45 |
1,31 |
104,07 |
1,38 |
OK0717 |
PL0000108502 |
97,89 |
98,04 |
1,45 |
1,35 |
97,97 |
1,40 |
DS1017 |
PL0000104543 |
106,38 |
106,56 |
1,47 |
1,37 |
106,47 |
1,42 |
WZ0118 |
PL0000104717 |
100,32 |
100,51 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,87 |
1,56 |
1,51 |
104,81 |
1,53 |
PS0718 |
PL0000107595 |
102,08 |
102,27 |
1,63 |
1,56 |
102,18 |
1,59 |
WZ0119 |
PL0000107603 |
99,88 |
100,15 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,58 |
104,84 |
1,87 |
1,80 |
104,71 |
1,84 |
DS1019 |
PL0000105441 |
112,75 |
113,02 |
1,92 |
1,85 |
112,89 |
1,88 |
WZ0120 |
PL0000108601 |
99,03 |
99,32 |
--- |
--- |
99,18 |
--- |
PS0420 |
PL0000108510 |
97,39 |
97,66 |
2,15 |
2,08 |
97,53 |
2,11 |
DS1020 |
PL0000106126 |
113,65 |
113,88 |
2,18 |
2,13 |
113,77 |
2,15 |
WZ0121 |
PL0000106068 |
98,18 |
98,53 |
--- |
--- |
98,36 |
--- |
PS0421 |
PL0000108916 |
98,25 |
98,42 |
2,36 |
2,32 |
98,34 |
2,34 |
DS1021 |
PL0000106670 |
117,59 |
117,81 |
2,42 |
2,38 |
117,70 |
2,40 |
WS0922 |
PL0000102646 |
118,95 |
119,34 |
2,60 |
2,54 |
119,15 |
2,57 |
IZ0823 |
PL0000105359 |
105,69 |
117,32 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,54 |
2,81 |
2,75 |
108,36 |
2,78 |
WZ0124 |
PL0000107454 |
95,70 |
96,02 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
102,43 |
102,78 |
2,95 |
2,91 |
102,61 |
2,93 |
WZ0126 |
PL0000108817 |
93,92 |
94,43 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
94,45 |
94,83 |
3,13 |
3,08 |
94,64 |
3,10 |
WS0429 |
PL0000105391 |
124,48 |
126,36 |
3,41 |
3,26 |
125,42 |
3,34 |
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 |
1,44 |
1,23 |
99,37 |
1,33 |
IZ0816 |
PL0000103529 |
100,99 |
101,38 |
--- |
--- |
101,19 |
--- |
PS1016 |
PL0000106795 |
102,43 |
102,53 |
1,36 |
1,22 |
102,48 |
1,29 |
WZ0117 |
PL0000106936 |
100,29 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
103,99 |
104,14 |
1,44 |
1,32 |
104,07 |
1,38 |
OK0717 |
PL0000108502 |
97,92 |
98,05 |
1,43 |
1,34 |
97,99 |
1,38 |
DS1017 |
PL0000104543 |
106,36 |
106,56 |
1,49 |
1,37 |
106,46 |
1,43 |
WZ0118 |
PL0000104717 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,92 |
1,55 |
1,48 |
104,85 |
1,52 |
PS0718 |
PL0000107595 |
102,07 |
102,27 |
1,64 |
1,56 |
102,17 |
1,60 |
WZ0119 |
PL0000107603 |
99,88 |
100,10 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,62 |
104,80 |
1,86 |
1,81 |
104,71 |
1,84 |
DS1019 |
PL0000105441 |
112,69 |
112,99 |
1,93 |
1,86 |
112,84 |
1,89 |
WZ0120 |
PL0000108601 |
99,04 |
99,22 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,29 |
97,57 |
2,18 |
2,10 |
97,43 |
2,14 |
DS1020 |
PL0000106126 |
113,55 |
113,82 |
2,20 |
2,14 |
113,69 |
2,17 |
WZ0121 |
PL0000106068 |
98,17 |
98,43 |
--- |
--- |
98,30 |
--- |
PS0421 |
PL0000108916 |
98,13 |
98,29 |
2,38 |
2,35 |
98,21 |
2,37 |
DS1021 |
PL0000106670 |
117,44 |
117,73 |
2,44 |
2,40 |
117,59 |
2,42 |
WS0922 |
PL0000102646 |
118,77 |
119,13 |
2,63 |
2,57 |
118,95 |
2,60 |
IZ0823 |
PL0000105359 |
108,68 |
115,25 |
--- |
--- |
111,97 |
--- |
DS1023 |
PL0000107264 |
108,05 |
108,42 |
2,82 |
2,77 |
108,24 |
2,80 |
WZ0124 |
PL0000107454 |
95,63 |
95,97 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
102,24 |
102,60 |
2,97 |
2,93 |
102,42 |
2,95 |
WZ0126 |
PL0000108817 |
93,94 |
94,34 |
--- |
--- |
94,14 |
--- |
DS0726 |
PL0000108866 |
94,23 |
94,45 |
3,15 |
3,13 |
94,34 |
3,14 |
WS0429 |
PL0000105391 |
123,16 |
126,68 |
3,52 |
3,23 |
124,92 |
3,38 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
20 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
15 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
5 |
TOTAL |
40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.