2016-02-09 |
MARKET DATA |
No 26 (2808) |
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 |
2 090,00 |
2 191,88 |
82 |
20,00 |
21,95 |
2 |
2 110,00 |
2 213,83 |
84 |
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 |
100,72 |
100,72 |
100,720 |
100,730 |
100,720 |
100,720 |
100,723 |
1 470 000 |
1 539,26 |
29 |
OK0716 |
PL0000107926 |
99,36 |
99,38 |
99,360 |
99,360 |
99,360 |
99,360 |
99,360 |
10 000 |
9,94 |
1 |
PS1016 |
PL0000106795 |
102,37 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,96 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,02 |
98,06 |
98,020 |
98,020 |
98,010 |
98,010 |
98,013 |
60 000 |
58,81 |
2 |
DS1017 |
PL0000104543 |
106,46 |
106,42 |
106,460 |
106,460 |
106,420 |
106,420 |
106,439 |
40 000 |
43,20 |
4 |
PS0418 |
PL0000107314 |
104,84 |
104,89 |
104,840 |
104,840 |
104,840 |
104,840 |
104,840 |
10 000 |
10,78 |
1 |
PS0718 |
PL0000107595 |
102,16 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,66 |
95,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,63 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,73 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,56 |
97,50 |
97,470 |
97,470 |
97,450 |
97,450 |
97,456 |
70 000 |
69,06 |
5 |
DS1020 |
PL0000106126 |
113,58 |
113,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,30 |
98,22 |
98,160 |
98,350 |
98,160 |
98,350 |
98,255 |
20 000 |
19,97 |
2 |
DS1021 |
PL0000106670 |
117,65 |
117,51 |
117,650 |
117,650 |
117,590 |
117,590 |
117,634 |
90 000 |
107,41 |
7 |
WS0922 |
PL0000102646 |
119,15 |
119,00 |
118,900 |
119,170 |
118,900 |
119,170 |
119,115 |
80 000 |
97,06 |
6 |
DS1023 |
PL0000107264 |
108,12 |
108,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,20 |
102,08 |
102,150 |
102,150 |
101,910 |
101,910 |
101,990 |
50 000 |
51,89 |
5 |
DS0726 |
PL0000108866 |
94,30 |
94,05 |
94,150 |
94,200 |
93,900 |
94,050 |
94,125 |
95 000 |
90,72 |
11 |
WS0428 |
PL0000107611 |
92,39 |
94,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,50 |
124,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,74 |
127,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,10 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,20 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,08 |
99,08 |
99,100 |
99,100 |
99,090 |
99,090 |
99,094 |
25 000 |
24,79 |
4 |
WZ0121 |
PL0000106068 |
98,35 |
98,37 |
98,350 |
98,350 |
98,350 |
98,350 |
98,350 |
60 000 |
59,06 |
4 |
WZ0124 |
PL0000107454 |
95,55 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,90 |
93,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 080 000 |
2 181,96 |
81 |
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 |
202 |
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 |
1,50 |
1,25 |
99,39 |
1,36 |
IZ0816 |
PL0000103529 |
100,88 |
101,35 |
--- |
--- |
101,12 |
--- |
PS1016 |
PL0000106795 |
102,33 |
102,44 |
1,38 |
1,23 |
102,39 |
1,30 |
WZ0117 |
PL0000106936 |
100,28 |
100,49 |
--- |
--- |
100,39 |
--- |
PS0417 |
PL0000107058 |
103,95 |
104,10 |
1,41 |
1,29 |
104,03 |
1,34 |
OK0717 |
PL0000108502 |
97,98 |
98,12 |
1,42 |
1,32 |
98,05 |
1,37 |
DS1017 |
PL0000104543 |
106,40 |
106,49 |
1,41 |
1,36 |
106,45 |
1,38 |
WZ0118 |
PL0000104717 |
100,17 |
100,54 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,82 |
104,96 |
1,51 |
1,44 |
104,89 |
1,47 |
PS0718 |
PL0000107595 |
102,13 |
102,30 |
1,60 |
1,53 |
102,22 |
1,57 |
WZ0119 |
PL0000107603 |
99,75 |
100,06 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
104,61 |
104,83 |
1,86 |
1,79 |
104,72 |
1,82 |
DS1019 |
PL0000105441 |
112,67 |
112,95 |
1,92 |
1,84 |
112,81 |
1,88 |
WZ0120 |
PL0000108601 |
98,82 |
99,24 |
--- |
--- |
99,03 |
--- |
PS0420 |
PL0000108510 |
97,46 |
97,68 |
2,14 |
2,08 |
97,57 |
2,11 |
DS1020 |
PL0000106126 |
113,44 |
113,72 |
2,20 |
2,15 |
113,58 |
2,18 |
WZ0121 |
PL0000106068 |
97,99 |
98,49 |
--- |
--- |
98,24 |
--- |
PS0421 |
PL0000108916 |
98,12 |
98,38 |
2,39 |
2,33 |
98,25 |
2,36 |
DS1021 |
PL0000106670 |
117,35 |
117,69 |
2,45 |
2,39 |
117,52 |
2,42 |
WS0922 |
PL0000102646 |
118,73 |
119,16 |
2,62 |
2,56 |
118,95 |
2,59 |
IZ0823 |
PL0000105359 |
106,12 |
117,51 |
--- |
--- |
111,82 |
--- |
DS1023 |
PL0000107264 |
107,79 |
108,27 |
2,86 |
2,79 |
108,03 |
2,82 |
WZ0124 |
PL0000107454 |
95,29 |
95,87 |
--- |
--- |
95,58 |
--- |
DS0725 |
PL0000108197 |
101,87 |
102,29 |
3,02 |
2,96 |
102,08 |
2,99 |
WZ0126 |
PL0000108817 |
93,74 |
94,31 |
--- |
--- |
94,03 |
--- |
DS0726 |
PL0000108866 |
93,96 |
94,35 |
3,19 |
3,14 |
94,16 |
3,16 |
WS0429 |
PL0000105391 |
122,75 |
126,74 |
3,56 |
3,23 |
124,75 |
3,39 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,34 |
99,45 |
1,47 |
1,23 |
99,40 |
1,34 |
IZ0816 |
PL0000103529 |
100,95 |
101,35 |
--- |
--- |
101,15 |
--- |
PS1016 |
PL0000106795 |
102,33 |
102,42 |
1,38 |
1,25 |
102,38 |
1,31 |
WZ0117 |
PL0000106936 |
100,21 |
100,45 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,93 |
104,10 |
1,42 |
1,29 |
104,02 |
1,35 |
OK0717 |
PL0000108502 |
97,97 |
98,11 |
1,42 |
1,32 |
98,04 |
1,37 |
DS1017 |
PL0000104543 |
106,37 |
106,47 |
1,43 |
1,37 |
106,42 |
1,40 |
WZ0118 |
PL0000104717 |
100,25 |
100,47 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,80 |
104,92 |
1,51 |
1,46 |
104,86 |
1,49 |
PS0718 |
PL0000107595 |
102,13 |
102,29 |
1,60 |
1,54 |
102,21 |
1,57 |
WZ0119 |
PL0000107603 |
99,87 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,56 |
104,85 |
1,87 |
1,79 |
104,71 |
1,83 |
DS1019 |
PL0000105441 |
112,67 |
112,96 |
1,92 |
1,84 |
112,82 |
1,88 |
WZ0120 |
PL0000108601 |
98,98 |
99,19 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
97,47 |
97,68 |
2,13 |
2,08 |
97,58 |
2,11 |
DS1020 |
PL0000106126 |
113,55 |
113,81 |
2,18 |
2,13 |
113,68 |
2,15 |
WZ0121 |
PL0000106068 |
98,23 |
98,52 |
--- |
--- |
98,38 |
--- |
PS0421 |
PL0000108916 |
98,23 |
98,39 |
2,36 |
2,33 |
98,31 |
2,35 |
DS1021 |
PL0000106670 |
117,61 |
117,84 |
2,40 |
2,36 |
117,73 |
2,38 |
WS0922 |
PL0000102646 |
119,05 |
119,46 |
2,58 |
2,52 |
119,26 |
2,54 |
IZ0823 |
PL0000105359 |
109,56 |
112,97 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
108,08 |
108,42 |
2,81 |
2,77 |
108,25 |
2,79 |
WZ0124 |
PL0000107454 |
95,43 |
95,83 |
--- |
--- |
95,63 |
--- |
DS0725 |
PL0000108197 |
102,01 |
102,45 |
3,00 |
2,95 |
102,23 |
2,97 |
WZ0126 |
PL0000108817 |
93,72 |
94,12 |
--- |
--- |
93,92 |
--- |
DS0726 |
PL0000108866 |
94,10 |
94,49 |
3,17 |
3,12 |
94,30 |
3,15 |
WS0429 |
PL0000105391 |
123,25 |
126,77 |
3,51 |
3,22 |
125,01 |
3,37 |
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 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
10 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
10 |
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.