2016-02-03 |
MARKET DATA |
No 22 (2804) |
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 |
952,50 |
997,01 |
77 |
0,00 |
0,00 |
0 |
952,50 |
997,01 |
77 |
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 |
100,75 |
100,81 |
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 |
102,43 |
102,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,02 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,02 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,49 |
106,48 |
106,480 |
106,500 |
106,480 |
106,500 |
106,495 |
275 000 |
296,92 |
12 |
PS0418 |
PL0000107314 |
104,90 |
104,89 |
104,900 |
104,900 |
104,900 |
104,900 |
104,900 |
32 500 |
35,04 |
2 |
PS0718 |
PL0000107595 |
102,20 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,63 |
95,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,80 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,92 |
113,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,71 |
97,65 |
97,650 |
97,720 |
97,650 |
97,720 |
97,679 |
85 000 |
84,02 |
8 |
DS1020 |
PL0000106126 |
113,81 |
113,85 |
113,900 |
113,900 |
113,900 |
113,900 |
113,900 |
10 000 |
11,54 |
1 |
PS0421 |
PL0000108916 |
98,46 |
98,39 |
98,400 |
98,520 |
98,400 |
98,520 |
98,448 |
90 000 |
90,01 |
7 |
DS1021 |
PL0000106670 |
117,86 |
117,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,10 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,21 |
108,15 |
108,100 |
108,240 |
108,050 |
108,200 |
108,139 |
230 000 |
251,31 |
22 |
DS0725 |
PL0000108197 |
102,30 |
102,08 |
102,210 |
102,500 |
102,210 |
102,500 |
102,415 |
60 000 |
62,49 |
5 |
DS0726 |
PL0000108866 |
94,25 |
94,10 |
94,200 |
94,300 |
94,000 |
94,300 |
94,109 |
160 000 |
152,71 |
19 |
WS0428 |
PL0000107611 |
92,34 |
95,29 |
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 |
119,02 |
128,58 |
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 |
110,80 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,36 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,37 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,09 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,22 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,64 |
95,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,01 |
94,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
952 500 |
997,01 |
77 |
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 |
208 |
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 |
1,42 |
1,21 |
99,39 |
1,31 |
IZ0816 |
PL0000103529 |
101,01 |
101,38 |
--- |
--- |
101,20 |
--- |
PS1016 |
PL0000106795 |
102,40 |
102,51 |
1,36 |
1,21 |
102,46 |
1,28 |
WZ0117 |
PL0000106936 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0417 |
PL0000107058 |
104,01 |
104,15 |
1,40 |
1,29 |
104,08 |
1,35 |
OK0717 |
PL0000108502 |
97,99 |
98,09 |
1,39 |
1,32 |
98,04 |
1,36 |
DS1017 |
PL0000104543 |
106,42 |
106,54 |
1,44 |
1,37 |
106,48 |
1,40 |
WZ0118 |
PL0000104717 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,81 |
104,95 |
1,53 |
1,46 |
104,88 |
1,49 |
PS0718 |
PL0000107595 |
102,15 |
102,33 |
1,60 |
1,53 |
102,24 |
1,56 |
WZ0119 |
PL0000107603 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,65 |
104,90 |
1,85 |
1,78 |
104,78 |
1,81 |
DS1019 |
PL0000105441 |
112,78 |
113,08 |
1,90 |
1,83 |
112,93 |
1,86 |
WZ0120 |
PL0000108601 |
99,03 |
99,19 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
97,45 |
97,72 |
2,14 |
2,07 |
97,59 |
2,10 |
DS1020 |
PL0000106126 |
113,63 |
113,92 |
2,17 |
2,11 |
113,78 |
2,14 |
WZ0121 |
PL0000106068 |
98,15 |
98,38 |
--- |
--- |
98,27 |
--- |
PS0421 |
PL0000108916 |
98,27 |
98,44 |
2,35 |
2,32 |
98,36 |
2,34 |
DS1021 |
PL0000106670 |
117,60 |
117,86 |
2,41 |
2,37 |
117,73 |
2,39 |
WS0922 |
PL0000102646 |
118,80 |
119,14 |
2,62 |
2,57 |
118,97 |
2,59 |
IZ0823 |
PL0000105359 |
108,01 |
116,88 |
--- |
--- |
112,45 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,38 |
2,82 |
2,78 |
108,21 |
2,80 |
WZ0124 |
PL0000107454 |
95,50 |
95,77 |
--- |
--- |
95,64 |
--- |
DS0725 |
PL0000108197 |
102,05 |
102,40 |
2,99 |
2,95 |
102,23 |
2,97 |
WZ0126 |
PL0000108817 |
93,92 |
94,30 |
--- |
--- |
94,11 |
--- |
DS0726 |
PL0000108866 |
94,02 |
94,39 |
3,18 |
3,13 |
94,21 |
3,15 |
WS0429 |
PL0000105391 |
115,59 |
131,17 |
4,19 |
2,88 |
123,38 |
3,51 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,32 |
99,43 |
1,47 |
1,23 |
99,38 |
1,34 |
IZ0816 |
PL0000103529 |
101,01 |
101,38 |
--- |
--- |
101,20 |
--- |
PS1016 |
PL0000106795 |
102,41 |
102,50 |
1,35 |
1,22 |
102,46 |
1,28 |
WZ0117 |
PL0000106936 |
100,30 |
100,48 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
104,00 |
104,14 |
1,41 |
1,30 |
104,07 |
1,35 |
OK0717 |
PL0000108502 |
97,98 |
98,08 |
1,40 |
1,33 |
98,03 |
1,36 |
DS1017 |
PL0000104543 |
106,46 |
106,60 |
1,41 |
1,33 |
106,53 |
1,37 |
WZ0118 |
PL0000104717 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,86 |
104,95 |
1,50 |
1,46 |
104,91 |
1,48 |
PS0718 |
PL0000107595 |
102,18 |
102,31 |
1,59 |
1,54 |
102,25 |
1,56 |
WZ0119 |
PL0000107603 |
99,96 |
100,09 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
104,69 |
104,93 |
1,84 |
1,77 |
104,81 |
1,80 |
DS1019 |
PL0000105441 |
112,84 |
113,14 |
1,89 |
1,81 |
112,99 |
1,85 |
WZ0120 |
PL0000108601 |
99,04 |
99,21 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,62 |
97,79 |
2,09 |
2,05 |
97,71 |
2,07 |
DS1020 |
PL0000106126 |
113,77 |
114,02 |
2,15 |
2,09 |
113,90 |
2,12 |
WZ0121 |
PL0000106068 |
98,17 |
98,35 |
--- |
--- |
98,26 |
--- |
PS0421 |
PL0000108916 |
98,38 |
98,56 |
2,33 |
2,29 |
98,47 |
2,31 |
DS1021 |
PL0000106670 |
117,83 |
118,02 |
2,37 |
2,34 |
117,93 |
2,36 |
WS0922 |
PL0000102646 |
119,04 |
119,31 |
2,58 |
2,54 |
119,18 |
2,56 |
IZ0823 |
PL0000105359 |
108,78 |
114,87 |
--- |
--- |
111,83 |
--- |
DS1023 |
PL0000107264 |
108,15 |
108,47 |
2,81 |
2,76 |
108,31 |
2,79 |
WZ0124 |
PL0000107454 |
95,53 |
95,77 |
--- |
--- |
95,65 |
--- |
DS0725 |
PL0000108197 |
102,20 |
102,47 |
2,98 |
2,94 |
102,34 |
2,96 |
WZ0126 |
PL0000108817 |
93,92 |
94,18 |
--- |
--- |
94,05 |
--- |
DS0726 |
PL0000108866 |
94,17 |
94,48 |
3,16 |
3,12 |
94,33 |
3,14 |
WS0429 |
PL0000105391 |
124,16 |
125,89 |
3,44 |
3,30 |
125,03 |
3,37 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.