2016-02-05 |
MARKET DATA |
No 24 (2806) |
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 |
1 070,00 |
1 059,43 |
79 |
15,00 |
17,96 |
2 |
1 085,00 |
1 077,39 |
81 |
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 |
100,71 |
100,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,35 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,38 |
102,42 |
102,380 |
102,380 |
102,380 |
102,380 |
102,380 |
35 000 |
36,32 |
1 |
PS0417 |
PL0000107058 |
103,99 |
104,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,02 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,47 |
106,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,87 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,21 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,71 |
95,67 |
95,700 |
95,700 |
95,660 |
95,670 |
95,676 |
275 000 |
263,11 |
11 |
PS0719 |
PL0000108148 |
104,82 |
104,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,01 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,82 |
97,79 |
97,750 |
97,750 |
97,680 |
97,680 |
97,709 |
310 000 |
306,58 |
21 |
DS1020 |
PL0000106126 |
113,94 |
113,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,67 |
98,61 |
98,750 |
98,750 |
98,540 |
98,560 |
98,635 |
70 000 |
70,15 |
5 |
DS1021 |
PL0000106670 |
118,05 |
117,99 |
118,010 |
118,010 |
118,010 |
118,010 |
118,010 |
5 000 |
5,98 |
1 |
WS0922 |
PL0000102646 |
119,45 |
119,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,60 |
108,50 |
108,500 |
108,500 |
108,360 |
108,360 |
108,453 |
90 000 |
98,66 |
9 |
DS0725 |
PL0000108197 |
102,75 |
102,47 |
102,470 |
102,470 |
102,450 |
102,470 |
102,460 |
50 000 |
52,11 |
6 |
DS0726 |
PL0000108866 |
94,90 |
94,40 |
94,800 |
94,900 |
94,400 |
94,450 |
94,662 |
210 000 |
201,64 |
23 |
WS0428 |
PL0000107611 |
92,58 |
95,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,75 |
125,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,09 |
128,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,15 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,32 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,36 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,03 |
100,05 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
15 000 |
15,02 |
1 |
WZ0120 |
PL0000108601 |
99,12 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,35 |
98,39 |
98,390 |
98,390 |
98,390 |
98,390 |
98,390 |
10 000 |
9,85 |
1 |
WZ0124 |
PL0000107454 |
95,63 |
95,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,10 |
94,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 070 000 |
1 059,43 |
79 |
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 |
204 |
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 |
1,46 |
1,23 |
99,39 |
1,35 |
IZ0816 |
PL0000103529 |
100,98 |
101,35 |
--- |
--- |
101,17 |
--- |
PS1016 |
PL0000106795 |
102,36 |
102,45 |
1,36 |
1,24 |
102,41 |
1,29 |
WZ0117 |
PL0000106936 |
100,30 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
103,97 |
104,11 |
1,41 |
1,29 |
104,04 |
1,35 |
OK0717 |
PL0000108502 |
98,00 |
98,12 |
1,40 |
1,31 |
98,06 |
1,35 |
DS1017 |
PL0000104543 |
106,45 |
106,56 |
1,40 |
1,33 |
106,51 |
1,36 |
WZ0118 |
PL0000104717 |
100,31 |
100,48 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,86 |
104,99 |
1,49 |
1,44 |
104,93 |
1,46 |
PS0718 |
PL0000107595 |
102,19 |
102,37 |
1,58 |
1,51 |
102,28 |
1,54 |
WZ0119 |
PL0000107603 |
99,97 |
100,14 |
--- |
--- |
100,06 |
--- |
PS0719 |
PL0000108148 |
104,78 |
104,99 |
1,81 |
1,75 |
104,89 |
1,78 |
DS1019 |
PL0000105441 |
112,97 |
113,19 |
1,84 |
1,79 |
113,08 |
1,82 |
WZ0120 |
PL0000108601 |
99,04 |
99,27 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,72 |
97,95 |
2,07 |
2,01 |
97,84 |
2,04 |
DS1020 |
PL0000106126 |
113,90 |
114,16 |
2,11 |
2,06 |
114,03 |
2,09 |
WZ0121 |
PL0000106068 |
98,22 |
98,46 |
--- |
--- |
98,34 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,79 |
2,29 |
2,25 |
98,69 |
2,27 |
DS1021 |
PL0000106670 |
117,95 |
118,20 |
2,35 |
2,31 |
118,08 |
2,33 |
WS0922 |
PL0000102646 |
119,32 |
119,65 |
2,54 |
2,49 |
119,49 |
2,51 |
IZ0823 |
PL0000105359 |
105,33 |
120,81 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
108,40 |
108,81 |
2,77 |
2,71 |
108,61 |
2,74 |
WZ0124 |
PL0000107454 |
95,51 |
95,91 |
--- |
--- |
95,71 |
--- |
DS0725 |
PL0000108197 |
102,44 |
102,85 |
2,95 |
2,90 |
102,65 |
2,92 |
WZ0126 |
PL0000108817 |
93,93 |
94,26 |
--- |
--- |
94,10 |
--- |
DS0726 |
PL0000108866 |
94,46 |
94,86 |
3,13 |
3,08 |
94,66 |
3,10 |
WS0429 |
PL0000105391 |
122,51 |
127,76 |
3,58 |
3,15 |
125,14 |
3,36 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,32 |
99,44 |
1,50 |
1,23 |
99,38 |
1,37 |
IZ0816 |
PL0000103529 |
100,97 |
101,36 |
--- |
--- |
101,17 |
--- |
PS1016 |
PL0000106795 |
102,36 |
102,44 |
1,36 |
1,25 |
102,40 |
1,31 |
WZ0117 |
PL0000106936 |
100,30 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0417 |
PL0000107058 |
103,97 |
104,10 |
1,41 |
1,30 |
104,04 |
1,35 |
OK0717 |
PL0000108502 |
98,00 |
98,11 |
1,40 |
1,32 |
98,06 |
1,35 |
DS1017 |
PL0000104543 |
106,44 |
106,56 |
1,40 |
1,33 |
106,50 |
1,37 |
WZ0118 |
PL0000104717 |
100,31 |
100,43 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,83 |
104,98 |
1,51 |
1,44 |
104,91 |
1,47 |
PS0718 |
PL0000107595 |
102,17 |
102,33 |
1,59 |
1,52 |
102,25 |
1,56 |
WZ0119 |
PL0000107603 |
99,97 |
100,14 |
--- |
--- |
100,06 |
--- |
PS0719 |
PL0000108148 |
104,74 |
104,95 |
1,82 |
1,76 |
104,85 |
1,79 |
DS1019 |
PL0000105441 |
112,86 |
113,11 |
1,87 |
1,81 |
112,99 |
1,84 |
WZ0120 |
PL0000108601 |
99,07 |
99,24 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,70 |
97,85 |
2,07 |
2,04 |
97,78 |
2,05 |
DS1020 |
PL0000106126 |
113,79 |
114,08 |
2,13 |
2,07 |
113,94 |
2,10 |
WZ0121 |
PL0000106068 |
98,25 |
98,50 |
--- |
--- |
98,38 |
--- |
PS0421 |
PL0000108916 |
98,52 |
98,67 |
2,30 |
2,27 |
98,60 |
2,29 |
DS1021 |
PL0000106670 |
117,90 |
118,06 |
2,36 |
2,33 |
117,98 |
2,34 |
WS0922 |
PL0000102646 |
119,16 |
119,57 |
2,56 |
2,50 |
119,37 |
2,53 |
IZ0823 |
PL0000105359 |
108,47 |
113,65 |
--- |
--- |
111,06 |
--- |
DS1023 |
PL0000107264 |
108,28 |
108,63 |
2,79 |
2,74 |
108,46 |
2,76 |
WZ0124 |
PL0000107454 |
95,49 |
95,86 |
--- |
--- |
95,68 |
--- |
DS0725 |
PL0000108197 |
102,32 |
102,61 |
2,96 |
2,93 |
102,47 |
2,94 |
WZ0126 |
PL0000108817 |
93,92 |
94,31 |
--- |
--- |
94,12 |
--- |
DS0726 |
PL0000108866 |
94,42 |
94,76 |
3,13 |
3,09 |
94,59 |
3,11 |
WS0429 |
PL0000105391 |
122,43 |
128,31 |
3,58 |
3,10 |
125,37 |
3,34 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
5 |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,200 |
1,200 |
1,200 |
10 |
TOTAL |
15 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.