2016-02-08 |
MARKET DATA |
No 25 (2807) |
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 |
1 217,50 |
1 202,81 |
89 |
20,00 |
21,95 |
1 |
1 237,50 |
1 224,76 |
90 |
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 |
100,70 |
100,77 |
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 |
102,37 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,99 |
104,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,02 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,46 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,88 |
104,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,22 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,68 |
95,73 |
95,670 |
95,670 |
95,670 |
95,670 |
95,670 |
50 000 |
47,84 |
1 |
PS0719 |
PL0000108148 |
104,81 |
104,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,93 |
112,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,80 |
97,67 |
97,800 |
97,820 |
97,570 |
97,570 |
97,763 |
280 000 |
277,08 |
19 |
DS1020 |
PL0000106126 |
113,92 |
113,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,66 |
98,35 |
98,650 |
98,650 |
98,460 |
98,460 |
98,541 |
80 000 |
80,10 |
7 |
DS1021 |
PL0000106670 |
117,97 |
117,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,40 |
119,30 |
119,400 |
119,400 |
119,400 |
119,400 |
119,400 |
20 000 |
24,32 |
2 |
DS1023 |
PL0000107264 |
108,60 |
108,40 |
108,600 |
108,600 |
108,600 |
108,600 |
108,600 |
10 000 |
10,98 |
1 |
DS0725 |
PL0000108197 |
102,74 |
102,48 |
102,630 |
102,630 |
102,350 |
102,350 |
102,490 |
20 000 |
20,85 |
2 |
DS0726 |
PL0000108866 |
94,92 |
94,30 |
94,750 |
95,000 |
94,180 |
94,180 |
94,679 |
457 500 |
439,40 |
44 |
WS0428 |
PL0000107611 |
93,02 |
95,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,29 |
125,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,89 |
128,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,15 |
101,20 |
101,150 |
101,150 |
101,150 |
101,150 |
101,150 |
10 000 |
12,97 |
1 |
IZ0823 |
PL0000105359 |
109,95 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,32 |
100,44 |
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 |
100,00 |
99,97 |
99,980 |
99,980 |
99,950 |
99,950 |
99,959 |
240 000 |
240,09 |
6 |
WZ0120 |
PL0000108601 |
99,10 |
99,11 |
99,100 |
99,100 |
99,100 |
99,100 |
99,100 |
10 000 |
9,92 |
1 |
WZ0121 |
PL0000106068 |
98,35 |
97,72 |
98,350 |
98,350 |
98,330 |
98,330 |
98,335 |
20 000 |
19,68 |
2 |
WZ0124 |
PL0000107454 |
95,65 |
95,47 |
95,650 |
95,650 |
95,650 |
95,650 |
95,650 |
10 000 |
9,57 |
2 |
WZ0126 |
PL0000108817 |
94,02 |
94,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 207 500 |
1 192,80 |
88 |
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 |
203 |
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 |
1,49 |
1,24 |
99,39 |
1,35 |
IZ0816 |
PL0000103529 |
100,87 |
101,33 |
--- |
--- |
101,10 |
--- |
PS1016 |
PL0000106795 |
102,34 |
102,45 |
1,38 |
1,23 |
102,40 |
1,30 |
WZ0117 |
PL0000106936 |
100,30 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
103,95 |
104,11 |
1,41 |
1,29 |
104,03 |
1,35 |
OK0717 |
PL0000108502 |
98,00 |
98,11 |
1,40 |
1,32 |
98,06 |
1,36 |
DS1017 |
PL0000104543 |
106,42 |
106,55 |
1,41 |
1,33 |
106,49 |
1,37 |
WZ0118 |
PL0000104717 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,83 |
104,98 |
1,50 |
1,44 |
104,91 |
1,47 |
PS0718 |
PL0000107595 |
102,18 |
102,37 |
1,58 |
1,51 |
102,28 |
1,54 |
WZ0119 |
PL0000107603 |
99,96 |
100,14 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,74 |
104,98 |
1,82 |
1,75 |
104,86 |
1,78 |
DS1019 |
PL0000105441 |
112,87 |
113,17 |
1,87 |
1,79 |
113,02 |
1,83 |
WZ0120 |
PL0000108601 |
99,05 |
99,23 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,64 |
97,92 |
2,09 |
2,02 |
97,78 |
2,05 |
DS1020 |
PL0000106126 |
113,80 |
114,10 |
2,13 |
2,07 |
113,95 |
2,10 |
WZ0121 |
PL0000106068 |
98,24 |
98,56 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
98,55 |
98,78 |
2,30 |
2,25 |
98,67 |
2,27 |
DS1021 |
PL0000106670 |
117,83 |
118,12 |
2,37 |
2,32 |
117,98 |
2,34 |
WS0922 |
PL0000102646 |
119,25 |
119,68 |
2,55 |
2,48 |
119,47 |
2,51 |
IZ0823 |
PL0000105359 |
107,35 |
119,70 |
--- |
--- |
113,53 |
--- |
DS1023 |
PL0000107264 |
108,34 |
108,77 |
2,78 |
2,72 |
108,56 |
2,75 |
WZ0124 |
PL0000107454 |
95,51 |
95,88 |
--- |
--- |
95,70 |
--- |
DS0725 |
PL0000108197 |
102,45 |
102,85 |
2,95 |
2,90 |
102,65 |
2,92 |
WZ0126 |
PL0000108817 |
93,96 |
94,35 |
--- |
--- |
94,16 |
--- |
DS0726 |
PL0000108866 |
94,65 |
94,92 |
3,10 |
3,07 |
94,79 |
3,09 |
WS0429 |
PL0000105391 |
122,60 |
128,12 |
3,57 |
3,12 |
125,36 |
3,34 |
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 |
1,49 |
1,26 |
99,38 |
1,38 |
IZ0816 |
PL0000103529 |
100,94 |
101,34 |
--- |
--- |
101,14 |
--- |
PS1016 |
PL0000106795 |
102,34 |
102,44 |
1,38 |
1,24 |
102,39 |
1,31 |
WZ0117 |
PL0000106936 |
100,30 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
103,95 |
104,09 |
1,41 |
1,30 |
104,02 |
1,36 |
OK0717 |
PL0000108502 |
98,00 |
98,11 |
1,40 |
1,32 |
98,06 |
1,36 |
DS1017 |
PL0000104543 |
106,43 |
106,51 |
1,40 |
1,36 |
106,47 |
1,38 |
WZ0118 |
PL0000104717 |
100,29 |
100,44 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,85 |
104,98 |
1,49 |
1,44 |
104,92 |
1,46 |
PS0718 |
PL0000107595 |
102,18 |
102,34 |
1,58 |
1,52 |
102,26 |
1,55 |
WZ0119 |
PL0000107603 |
99,92 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,67 |
104,90 |
1,84 |
1,77 |
104,79 |
1,80 |
DS1019 |
PL0000105441 |
112,76 |
113,04 |
1,90 |
1,82 |
112,90 |
1,86 |
WZ0120 |
PL0000108601 |
99,06 |
99,21 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,50 |
97,71 |
2,13 |
2,07 |
97,61 |
2,10 |
DS1020 |
PL0000106126 |
113,62 |
113,88 |
2,17 |
2,11 |
113,75 |
2,14 |
WZ0121 |
PL0000106068 |
98,28 |
98,51 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
98,29 |
98,46 |
2,35 |
2,32 |
98,38 |
2,33 |
DS1021 |
PL0000106670 |
117,69 |
117,89 |
2,39 |
2,36 |
117,79 |
2,37 |
WS0922 |
PL0000102646 |
118,86 |
119,33 |
2,61 |
2,54 |
119,10 |
2,57 |
IZ0823 |
PL0000105359 |
108,82 |
114,20 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
107,99 |
108,43 |
2,83 |
2,77 |
108,21 |
2,80 |
WZ0124 |
PL0000107454 |
95,39 |
95,79 |
--- |
--- |
95,59 |
--- |
DS0725 |
PL0000108197 |
102,27 |
102,55 |
2,97 |
2,93 |
102,41 |
2,95 |
WZ0126 |
PL0000108817 |
93,89 |
94,31 |
--- |
--- |
94,10 |
--- |
DS0726 |
PL0000108866 |
94,29 |
94,59 |
3,15 |
3,11 |
94,44 |
3,13 |
WS0429 |
PL0000105391 |
122,54 |
127,57 |
3,57 |
3,16 |
125,06 |
3,36 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
20 |
TOTAL |
20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.