2016-02-04 |
MARKET DATA |
No 23 (2805) |
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 |
912,50 |
940,23 |
60 |
0,00 |
0,00 |
0 |
912,50 |
940,23 |
60 |
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 |
100,74 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,35 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,42 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,02 |
104,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,02 |
98,03 |
98,030 |
98,030 |
98,030 |
98,030 |
98,030 |
35 000 |
34,31 |
1 |
DS1017 |
PL0000104543 |
106,48 |
106,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,91 |
104,88 |
104,910 |
104,910 |
104,910 |
104,910 |
104,910 |
20 000 |
21,57 |
1 |
PS0718 |
PL0000107595 |
102,22 |
102,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,72 |
95,62 |
95,650 |
95,690 |
95,650 |
95,690 |
95,656 |
145 000 |
138,70 |
12 |
PS0719 |
PL0000108148 |
104,80 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,92 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,71 |
97,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,87 |
113,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,58 |
98,48 |
98,640 |
98,640 |
98,540 |
98,540 |
98,561 |
32 500 |
32,55 |
4 |
DS1021 |
PL0000106670 |
117,95 |
117,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,40 |
119,15 |
119,150 |
119,200 |
119,150 |
119,200 |
119,187 |
167 500 |
203,27 |
9 |
DS1023 |
PL0000107264 |
108,45 |
108,30 |
108,450 |
108,450 |
108,340 |
108,340 |
108,403 |
45 000 |
49,30 |
3 |
DS0725 |
PL0000108197 |
102,40 |
102,15 |
102,090 |
102,400 |
102,090 |
102,400 |
102,323 |
20 000 |
20,82 |
3 |
DS0726 |
PL0000108866 |
94,42 |
94,10 |
94,200 |
94,250 |
94,100 |
94,100 |
94,175 |
130 000 |
124,19 |
15 |
WS0428 |
PL0000107611 |
92,41 |
95,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,00 |
125,45 |
124,900 |
124,900 |
124,900 |
124,900 |
124,900 |
10 000 |
12,94 |
1 |
WS0437 |
PL0000104857 |
118,78 |
128,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,15 |
101,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,35 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,35 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,05 |
100,07 |
100,080 |
100,080 |
100,070 |
100,070 |
100,078 |
125 000 |
125,18 |
2 |
WZ0120 |
PL0000108601 |
99,12 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,34 |
98,34 |
98,340 |
98,390 |
98,340 |
98,390 |
98,385 |
100 000 |
98,45 |
4 |
WZ0124 |
PL0000107454 |
95,60 |
95,60 |
95,600 |
95,640 |
95,600 |
95,640 |
95,625 |
82 500 |
78,95 |
5 |
WZ0126 |
PL0000108817 |
94,04 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
912 500 |
940,23 |
60 |
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 |
205 |
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 |
1,47 |
1,23 |
99,39 |
1,34 |
IZ0816 |
PL0000103529 |
101,02 |
101,37 |
--- |
--- |
101,20 |
--- |
PS1016 |
PL0000106795 |
102,37 |
102,48 |
1,36 |
1,21 |
102,43 |
1,28 |
WZ0117 |
PL0000106936 |
100,28 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
103,97 |
104,11 |
1,41 |
1,30 |
104,04 |
1,36 |
OK0717 |
PL0000108502 |
97,99 |
98,09 |
1,40 |
1,33 |
98,04 |
1,36 |
DS1017 |
PL0000104543 |
106,42 |
106,55 |
1,42 |
1,34 |
106,49 |
1,38 |
WZ0118 |
PL0000104717 |
100,32 |
100,44 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,85 |
104,97 |
1,50 |
1,45 |
104,91 |
1,47 |
PS0718 |
PL0000107595 |
102,14 |
102,32 |
1,60 |
1,53 |
102,23 |
1,57 |
WZ0119 |
PL0000107603 |
99,95 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
104,66 |
104,89 |
1,84 |
1,78 |
104,78 |
1,81 |
DS1019 |
PL0000105441 |
112,77 |
113,04 |
1,90 |
1,83 |
112,91 |
1,86 |
WZ0120 |
PL0000108601 |
99,01 |
99,25 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,51 |
97,78 |
2,12 |
2,05 |
97,65 |
2,09 |
DS1020 |
PL0000106126 |
113,64 |
113,91 |
2,17 |
2,11 |
113,78 |
2,14 |
WZ0121 |
PL0000106068 |
98,15 |
98,40 |
--- |
--- |
98,28 |
--- |
PS0421 |
PL0000108916 |
98,31 |
98,54 |
2,35 |
2,30 |
98,43 |
2,32 |
DS1021 |
PL0000106670 |
117,62 |
117,89 |
2,41 |
2,36 |
117,76 |
2,38 |
WS0922 |
PL0000102646 |
118,79 |
119,20 |
2,62 |
2,56 |
119,00 |
2,59 |
IZ0823 |
PL0000105359 |
107,33 |
120,53 |
--- |
--- |
113,93 |
--- |
DS1023 |
PL0000107264 |
107,94 |
108,37 |
2,84 |
2,78 |
108,16 |
2,80 |
WZ0124 |
PL0000107454 |
95,47 |
95,81 |
--- |
--- |
95,64 |
--- |
DS0725 |
PL0000108197 |
102,00 |
102,41 |
3,00 |
2,95 |
102,21 |
2,97 |
WZ0126 |
PL0000108817 |
93,87 |
94,22 |
--- |
--- |
94,05 |
--- |
DS0726 |
PL0000108866 |
94,05 |
94,34 |
3,17 |
3,14 |
94,20 |
3,16 |
WS0429 |
PL0000105391 |
122,52 |
126,43 |
3,58 |
3,25 |
124,48 |
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 |
99,44 |
1,47 |
1,23 |
99,39 |
1,34 |
IZ0816 |
PL0000103529 |
101,00 |
101,36 |
--- |
--- |
101,18 |
--- |
PS1016 |
PL0000106795 |
102,38 |
102,46 |
1,35 |
1,24 |
102,42 |
1,29 |
WZ0117 |
PL0000106936 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0417 |
PL0000107058 |
103,98 |
104,11 |
1,41 |
1,30 |
104,05 |
1,35 |
OK0717 |
PL0000108502 |
98,00 |
98,11 |
1,39 |
1,32 |
98,06 |
1,35 |
DS1017 |
PL0000104543 |
106,45 |
106,57 |
1,40 |
1,33 |
106,51 |
1,37 |
WZ0118 |
PL0000104717 |
100,32 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
104,87 |
104,99 |
1,49 |
1,44 |
104,93 |
1,46 |
PS0718 |
PL0000107595 |
102,19 |
102,32 |
1,58 |
1,53 |
102,26 |
1,55 |
WZ0119 |
PL0000107603 |
100,00 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0719 |
PL0000108148 |
104,78 |
104,94 |
1,81 |
1,76 |
104,86 |
1,79 |
DS1019 |
PL0000105441 |
112,90 |
113,12 |
1,87 |
1,81 |
113,01 |
1,84 |
WZ0120 |
PL0000108601 |
99,07 |
99,22 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
97,67 |
97,86 |
2,08 |
2,03 |
97,77 |
2,06 |
DS1020 |
PL0000106126 |
113,83 |
114,11 |
2,13 |
2,07 |
113,97 |
2,10 |
WZ0121 |
PL0000106068 |
98,27 |
98,46 |
--- |
--- |
98,37 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,66 |
2,30 |
2,27 |
98,59 |
2,29 |
DS1021 |
PL0000106670 |
117,91 |
118,12 |
2,36 |
2,32 |
118,02 |
2,34 |
WS0922 |
PL0000102646 |
119,19 |
119,48 |
2,56 |
2,52 |
119,34 |
2,54 |
IZ0823 |
PL0000105359 |
109,62 |
114,27 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
108,30 |
108,66 |
2,79 |
2,74 |
108,48 |
2,76 |
WZ0124 |
PL0000107454 |
95,51 |
95,73 |
--- |
--- |
95,62 |
--- |
DS0725 |
PL0000108197 |
102,29 |
102,53 |
2,97 |
2,94 |
102,41 |
2,95 |
WZ0126 |
PL0000108817 |
93,97 |
94,24 |
--- |
--- |
94,11 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,57 |
3,15 |
3,11 |
94,43 |
3,13 |
WS0429 |
PL0000105391 |
123,27 |
126,82 |
3,51 |
3,22 |
125,05 |
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.