2016-02-02 |
MARKET DATA |
No 21 (2803) |
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 |
1 160,00 |
1 193,44 |
93 |
0,00 |
0,00 |
0 |
1 160,00 |
1 193,44 |
93 |
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 |
100,77 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,36 |
99,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,43 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,07 |
104,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,01 |
98,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,48 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,89 |
104,92 |
104,890 |
104,940 |
104,890 |
104,940 |
104,931 |
60 000 |
64,71 |
5 |
PS0718 |
PL0000107595 |
102,19 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,61 |
95,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,82 |
104,76 |
104,820 |
104,820 |
104,820 |
104,820 |
104,820 |
10 000 |
10,65 |
1 |
DS1019 |
PL0000105441 |
112,87 |
112,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,70 |
97,55 |
97,550 |
97,700 |
97,550 |
97,700 |
97,605 |
155 000 |
153,10 |
9 |
DS1020 |
PL0000106126 |
113,81 |
113,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,42 |
98,26 |
98,280 |
98,460 |
98,260 |
98,350 |
98,395 |
535 000 |
534,74 |
48 |
DS1021 |
PL0000106670 |
117,82 |
117,66 |
117,750 |
117,800 |
117,740 |
117,780 |
117,766 |
105 000 |
125,34 |
8 |
WS0922 |
PL0000102646 |
119,00 |
119,00 |
119,000 |
119,000 |
118,950 |
118,950 |
118,980 |
55 000 |
66,60 |
5 |
DS1023 |
PL0000107264 |
108,25 |
108,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,37 |
102,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,40 |
94,23 |
94,500 |
94,500 |
94,350 |
94,350 |
94,425 |
60 000 |
57,45 |
6 |
WS0428 |
PL0000107611 |
92,38 |
95,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,00 |
125,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,75 |
128,28 |
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 |
10 000 |
12,97 |
1 |
IZ0823 |
PL0000105359 |
109,50 |
115,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,35 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,36 |
100,38 |
100,380 |
100,380 |
100,380 |
100,380 |
100,380 |
90 000 |
90,39 |
1 |
WZ0119 |
PL0000107603 |
100,00 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,12 |
99,17 |
99,120 |
99,120 |
99,120 |
99,120 |
99,120 |
20 000 |
19,83 |
2 |
WZ0121 |
PL0000106068 |
98,23 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,62 |
95,70 |
95,620 |
95,620 |
95,600 |
95,600 |
95,607 |
45 000 |
43,04 |
5 |
WZ0126 |
PL0000108817 |
94,02 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 145 000 |
1 178,83 |
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) |
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 |
209 |
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 |
99,34 |
99,44 |
1,41 |
1,20 |
99,39 |
1,31 |
IZ0816 |
PL0000103529 |
100,97 |
101,39 |
--- |
--- |
101,18 |
--- |
PS1016 |
PL0000106795 |
102,42 |
102,51 |
1,34 |
1,22 |
102,47 |
1,28 |
WZ0117 |
PL0000106936 |
100,28 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
104,00 |
104,13 |
1,42 |
1,31 |
104,07 |
1,36 |
OK0717 |
PL0000108502 |
97,99 |
98,05 |
1,39 |
1,35 |
98,02 |
1,37 |
DS1017 |
PL0000104543 |
106,36 |
106,55 |
1,47 |
1,37 |
106,46 |
1,42 |
WZ0118 |
PL0000104717 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,96 |
1,54 |
1,46 |
104,88 |
1,50 |
PS0718 |
PL0000107595 |
102,09 |
102,28 |
1,63 |
1,55 |
102,19 |
1,59 |
WZ0119 |
PL0000107603 |
99,94 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,62 |
104,84 |
1,86 |
1,80 |
104,73 |
1,83 |
DS1019 |
PL0000105441 |
112,74 |
113,02 |
1,92 |
1,84 |
112,88 |
1,88 |
WZ0120 |
PL0000108601 |
99,02 |
99,24 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,42 |
97,67 |
2,14 |
2,08 |
97,55 |
2,11 |
DS1020 |
PL0000106126 |
113,61 |
113,89 |
2,18 |
2,12 |
113,75 |
2,15 |
WZ0121 |
PL0000106068 |
98,15 |
98,41 |
--- |
--- |
98,28 |
--- |
PS0421 |
PL0000108916 |
98,26 |
98,43 |
2,36 |
2,32 |
98,35 |
2,34 |
DS1021 |
PL0000106670 |
117,56 |
117,83 |
2,42 |
2,38 |
117,70 |
2,40 |
WS0922 |
PL0000102646 |
118,86 |
119,24 |
2,61 |
2,56 |
119,05 |
2,58 |
IZ0823 |
PL0000105359 |
108,69 |
116,32 |
--- |
--- |
112,51 |
--- |
DS1023 |
PL0000107264 |
107,96 |
108,38 |
2,83 |
2,78 |
108,17 |
2,80 |
WZ0124 |
PL0000107454 |
95,50 |
95,86 |
--- |
--- |
95,68 |
--- |
DS0725 |
PL0000108197 |
102,15 |
102,49 |
2,98 |
2,94 |
102,32 |
2,96 |
WZ0126 |
PL0000108817 |
93,93 |
94,33 |
--- |
--- |
94,13 |
--- |
DS0726 |
PL0000108866 |
94,08 |
94,45 |
3,17 |
3,13 |
94,27 |
3,15 |
WS0429 |
PL0000105391 |
121,20 |
127,96 |
3,69 |
3,13 |
124,58 |
3,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,33 |
99,43 |
1,44 |
1,22 |
99,38 |
1,33 |
IZ0816 |
PL0000103529 |
100,98 |
101,38 |
--- |
--- |
101,18 |
--- |
PS1016 |
PL0000106795 |
102,42 |
102,50 |
1,34 |
1,24 |
102,46 |
1,29 |
WZ0117 |
PL0000106936 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0417 |
PL0000107058 |
104,01 |
104,14 |
1,41 |
1,31 |
104,08 |
1,35 |
OK0717 |
PL0000108502 |
97,99 |
98,09 |
1,39 |
1,32 |
98,04 |
1,35 |
DS1017 |
PL0000104543 |
106,43 |
106,54 |
1,44 |
1,37 |
106,49 |
1,40 |
WZ0118 |
PL0000104717 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,87 |
104,99 |
1,50 |
1,45 |
104,93 |
1,48 |
PS0718 |
PL0000107595 |
102,17 |
102,30 |
1,59 |
1,54 |
102,24 |
1,57 |
WZ0119 |
PL0000107603 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,78 |
104,89 |
1,81 |
1,78 |
104,84 |
1,80 |
DS1019 |
PL0000105441 |
112,85 |
113,12 |
1,89 |
1,82 |
112,99 |
1,85 |
WZ0120 |
PL0000108601 |
99,06 |
99,23 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
97,52 |
97,74 |
2,12 |
2,06 |
97,63 |
2,09 |
DS1020 |
PL0000106126 |
113,69 |
113,98 |
2,16 |
2,10 |
113,84 |
2,13 |
WZ0121 |
PL0000106068 |
98,17 |
98,35 |
--- |
--- |
98,26 |
--- |
PS0421 |
PL0000108916 |
98,30 |
98,47 |
2,35 |
2,31 |
98,39 |
2,33 |
DS1021 |
PL0000106670 |
117,75 |
117,96 |
2,39 |
2,35 |
117,86 |
2,37 |
WS0922 |
PL0000102646 |
118,88 |
119,29 |
2,61 |
2,55 |
119,09 |
2,58 |
IZ0823 |
PL0000105359 |
108,66 |
116,34 |
--- |
--- |
112,50 |
--- |
DS1023 |
PL0000107264 |
108,05 |
108,46 |
2,82 |
2,76 |
108,26 |
2,79 |
WZ0124 |
PL0000107454 |
95,51 |
95,77 |
--- |
--- |
95,64 |
--- |
DS0725 |
PL0000108197 |
102,18 |
102,50 |
2,98 |
2,94 |
102,34 |
2,96 |
WZ0126 |
PL0000108817 |
93,94 |
94,18 |
--- |
--- |
94,06 |
--- |
DS0726 |
PL0000108866 |
94,09 |
94,45 |
3,17 |
3,13 |
94,27 |
3,15 |
WS0429 |
PL0000105391 |
123,38 |
126,84 |
3,51 |
3,22 |
125,11 |
3,36 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.