2016-02-01 |
MARKET DATA |
No 20 (2802) |
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 |
362,50 |
373,82 |
39 |
100,00 |
106,40 |
1 |
462,50 |
480,22 |
40 |
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 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,36 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,44 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,02 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,01 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,39 |
106,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,83 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,12 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,65 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,78 |
112,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,46 |
97,40 |
97,490 |
97,490 |
97,460 |
97,460 |
97,470 |
15 000 |
14,80 |
2 |
DS1020 |
PL0000106126 |
113,69 |
113,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,32 |
98,10 |
98,370 |
98,370 |
98,100 |
98,260 |
98,178 |
87 500 |
87,26 |
8 |
DS1021 |
PL0000106670 |
117,77 |
117,48 |
117,590 |
117,590 |
117,390 |
117,390 |
117,498 |
50 000 |
59,54 |
5 |
WS0922 |
PL0000102646 |
118,98 |
118,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,15 |
108,00 |
108,150 |
108,150 |
107,750 |
107,750 |
108,049 |
70 000 |
76,41 |
7 |
DS0725 |
PL0000108197 |
102,48 |
101,95 |
102,480 |
102,480 |
102,010 |
102,010 |
102,245 |
20 000 |
20,79 |
2 |
DS0726 |
PL0000108866 |
94,36 |
94,00 |
94,200 |
94,200 |
94,150 |
94,150 |
94,190 |
50 000 |
47,75 |
6 |
WS0428 |
PL0000107611 |
92,06 |
94,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,00 |
126,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,17 |
127,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,20 |
101,25 |
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 |
100,33 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,37 |
100,40 |
100,400 |
100,400 |
100,400 |
100,400 |
100,400 |
5 000 |
5,02 |
1 |
WZ0119 |
PL0000107603 |
99,99 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,11 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,22 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,95 |
95,70 |
95,750 |
95,750 |
95,650 |
95,650 |
95,712 |
65 000 |
62,24 |
8 |
WZ0126 |
PL0000108817 |
94,05 |
94,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
362 500 |
373,82 |
39 |
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 |
210 |
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 |
99,33 |
99,44 |
1,43 |
1,19 |
99,39 |
1,30 |
IZ0816 |
PL0000103529 |
100,98 |
101,39 |
--- |
--- |
101,19 |
--- |
PS1016 |
PL0000106795 |
102,41 |
102,52 |
1,37 |
1,22 |
102,47 |
1,29 |
WZ0117 |
PL0000106936 |
100,29 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
103,99 |
104,11 |
1,43 |
1,34 |
104,05 |
1,38 |
OK0717 |
PL0000108502 |
97,93 |
98,08 |
1,43 |
1,32 |
98,01 |
1,37 |
DS1017 |
PL0000104543 |
106,38 |
106,56 |
1,47 |
1,37 |
106,47 |
1,42 |
WZ0118 |
PL0000104717 |
100,30 |
100,48 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
104,77 |
104,92 |
1,55 |
1,48 |
104,85 |
1,51 |
PS0718 |
PL0000107595 |
102,11 |
102,30 |
1,62 |
1,54 |
102,21 |
1,58 |
WZ0119 |
PL0000107603 |
99,91 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,61 |
104,86 |
1,86 |
1,79 |
104,74 |
1,83 |
DS1019 |
PL0000105441 |
112,75 |
113,04 |
1,92 |
1,84 |
112,90 |
1,88 |
WZ0120 |
PL0000108601 |
99,02 |
99,30 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,38 |
97,66 |
2,15 |
2,08 |
97,52 |
2,12 |
DS1020 |
PL0000106126 |
113,64 |
113,91 |
2,18 |
2,12 |
113,78 |
2,15 |
WZ0121 |
PL0000106068 |
98,12 |
98,53 |
--- |
--- |
98,33 |
--- |
PS0421 |
PL0000108916 |
98,24 |
98,42 |
2,36 |
2,32 |
98,33 |
2,34 |
DS1021 |
PL0000106670 |
117,57 |
117,85 |
2,42 |
2,37 |
117,71 |
2,40 |
WS0922 |
PL0000102646 |
118,87 |
119,24 |
2,61 |
2,56 |
119,06 |
2,58 |
IZ0823 |
PL0000105359 |
103,96 |
120,05 |
--- |
--- |
112,01 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,50 |
2,82 |
2,76 |
108,28 |
2,79 |
WZ0124 |
PL0000107454 |
95,60 |
95,98 |
--- |
--- |
95,79 |
--- |
DS0725 |
PL0000108197 |
102,30 |
102,66 |
2,96 |
2,92 |
102,48 |
2,94 |
WZ0126 |
PL0000108817 |
93,97 |
94,39 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
94,20 |
94,65 |
3,16 |
3,10 |
94,43 |
3,13 |
WS0429 |
PL0000105391 |
123,19 |
127,37 |
3,52 |
3,18 |
125,28 |
3,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,34 |
99,44 |
1,41 |
1,19 |
99,39 |
1,30 |
IZ0816 |
PL0000103529 |
101,01 |
101,39 |
--- |
--- |
101,20 |
--- |
PS1016 |
PL0000106795 |
102,42 |
102,51 |
1,36 |
1,24 |
102,47 |
1,29 |
WZ0117 |
PL0000106936 |
100,29 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
104,00 |
104,13 |
1,42 |
1,32 |
104,07 |
1,37 |
OK0717 |
PL0000108502 |
97,98 |
98,05 |
1,39 |
1,34 |
98,02 |
1,37 |
DS1017 |
PL0000104543 |
106,37 |
106,57 |
1,47 |
1,36 |
106,47 |
1,42 |
WZ0118 |
PL0000104717 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,93 |
1,54 |
1,48 |
104,86 |
1,51 |
PS0718 |
PL0000107595 |
102,08 |
102,26 |
1,63 |
1,56 |
102,17 |
1,60 |
WZ0119 |
PL0000107603 |
99,94 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,62 |
104,83 |
1,86 |
1,80 |
104,73 |
1,83 |
DS1019 |
PL0000105441 |
112,72 |
113,01 |
1,92 |
1,85 |
112,87 |
1,88 |
WZ0120 |
PL0000108601 |
99,03 |
99,27 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
97,36 |
97,59 |
2,16 |
2,10 |
97,48 |
2,13 |
DS1020 |
PL0000106126 |
113,56 |
113,85 |
2,19 |
2,13 |
113,71 |
2,16 |
WZ0121 |
PL0000106068 |
98,15 |
98,37 |
--- |
--- |
98,26 |
--- |
PS0421 |
PL0000108916 |
98,16 |
98,31 |
2,38 |
2,35 |
98,24 |
2,36 |
DS1021 |
PL0000106670 |
117,47 |
117,75 |
2,44 |
2,39 |
117,61 |
2,41 |
WS0922 |
PL0000102646 |
118,71 |
119,16 |
2,64 |
2,57 |
118,94 |
2,60 |
IZ0823 |
PL0000105359 |
108,13 |
116,62 |
--- |
--- |
112,38 |
--- |
DS1023 |
PL0000107264 |
107,90 |
108,19 |
2,84 |
2,80 |
108,05 |
2,82 |
WZ0124 |
PL0000107454 |
95,54 |
95,86 |
--- |
--- |
95,70 |
--- |
DS0725 |
PL0000108197 |
102,00 |
102,25 |
3,00 |
2,97 |
102,13 |
2,98 |
WZ0126 |
PL0000108817 |
93,95 |
94,33 |
--- |
--- |
94,14 |
--- |
DS0726 |
PL0000108866 |
93,97 |
94,30 |
3,18 |
3,14 |
94,14 |
3,16 |
WS0429 |
PL0000105391 |
123,29 |
127,25 |
3,51 |
3,19 |
125,27 |
3,35 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,280 |
1,280 |
1,280 |
100 |
TOTAL |
100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.