2016-02-10 |
MARKET DATA |
No 27 (2809) |
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 |
310,00 |
308,31 |
32 |
55,00 |
60,50 |
2 |
365,00 |
368,82 |
34 |
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 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,38 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,35 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,95 |
104,08 |
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 |
106,42 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,88 |
104,91 |
104,880 |
104,880 |
104,870 |
104,870 |
104,875 |
20 000 |
21,58 |
3 |
PS0718 |
PL0000107595 |
102,25 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,72 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,69 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,77 |
112,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,65 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,69 |
113,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,48 |
98,45 |
98,450 |
98,500 |
98,420 |
98,500 |
98,466 |
90 000 |
90,06 |
8 |
DS1021 |
PL0000106670 |
117,80 |
117,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,25 |
119,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
118,30 |
108,50 |
108,300 |
108,300 |
108,300 |
108,300 |
108,300 |
10 000 |
10,95 |
1 |
DS0725 |
PL0000108197 |
102,40 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,60 |
94,45 |
94,550 |
94,650 |
94,400 |
94,600 |
94,525 |
155 000 |
148,65 |
16 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,10 |
124,89 |
125,100 |
125,100 |
125,100 |
125,100 |
125,100 |
10 000 |
12,97 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
110,00 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,28 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,32 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,05 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,38 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,60 |
95,600 |
95,600 |
95,600 |
95,600 |
95,600 |
5 000 |
4,78 |
1 |
WZ0126 |
PL0000108817 |
93,95 |
93,98 |
93,920 |
93,920 |
93,920 |
93,920 |
93,920 |
10 000 |
9,40 |
1 |
TOTAL |
300 000 |
298,39 |
31 |
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 |
201 |
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 |
99,45 |
1,51 |
1,23 |
99,39 |
1,37 |
IZ0816 |
PL0000103529 |
100,95 |
101,34 |
--- |
--- |
101,15 |
--- |
PS1016 |
PL0000106795 |
102,33 |
102,43 |
1,37 |
1,23 |
102,38 |
1,30 |
WZ0117 |
PL0000106936 |
100,19 |
100,45 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
103,94 |
104,10 |
1,41 |
1,28 |
104,02 |
1,34 |
OK0717 |
PL0000108502 |
97,98 |
98,12 |
1,42 |
1,32 |
98,05 |
1,37 |
DS1017 |
PL0000104543 |
106,38 |
106,51 |
1,42 |
1,34 |
106,45 |
1,38 |
WZ0118 |
PL0000104717 |
100,24 |
100,50 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,96 |
1,52 |
1,44 |
104,88 |
1,48 |
PS0718 |
PL0000107595 |
102,18 |
102,32 |
1,58 |
1,52 |
102,25 |
1,55 |
WZ0119 |
PL0000107603 |
99,85 |
100,07 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,58 |
104,89 |
1,86 |
1,77 |
104,74 |
1,82 |
DS1019 |
PL0000105441 |
112,71 |
113,00 |
1,91 |
1,83 |
112,86 |
1,87 |
WZ0120 |
PL0000108601 |
98,94 |
99,21 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
97,50 |
97,77 |
2,13 |
2,06 |
97,64 |
2,09 |
DS1020 |
PL0000106126 |
113,65 |
113,91 |
2,16 |
2,11 |
113,78 |
2,13 |
WZ0121 |
PL0000106068 |
98,26 |
98,51 |
--- |
--- |
98,39 |
--- |
PS0421 |
PL0000108916 |
98,31 |
98,52 |
2,35 |
2,30 |
98,42 |
2,32 |
DS1021 |
PL0000106670 |
117,64 |
117,94 |
2,40 |
2,35 |
117,79 |
2,37 |
WS0922 |
PL0000102646 |
119,20 |
119,55 |
2,55 |
2,50 |
119,38 |
2,53 |
IZ0823 |
PL0000105359 |
108,00 |
114,20 |
--- |
--- |
111,10 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,55 |
2,81 |
2,75 |
108,34 |
2,78 |
WZ0124 |
PL0000107454 |
95,43 |
95,86 |
--- |
--- |
95,65 |
--- |
DS0725 |
PL0000108197 |
102,26 |
102,67 |
2,97 |
2,92 |
102,47 |
2,94 |
WZ0126 |
PL0000108817 |
93,76 |
94,25 |
--- |
--- |
94,01 |
--- |
DS0726 |
PL0000108866 |
94,32 |
94,56 |
3,14 |
3,11 |
94,44 |
3,13 |
WS0429 |
PL0000105391 |
123,75 |
125,95 |
3,47 |
3,29 |
124,85 |
3,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,35 |
99,44 |
1,46 |
1,26 |
99,40 |
1,35 |
IZ0816 |
PL0000103529 |
100,95 |
101,32 |
--- |
--- |
101,14 |
--- |
PS1016 |
PL0000106795 |
102,33 |
102,43 |
1,37 |
1,23 |
102,38 |
1,30 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,94 |
104,10 |
1,41 |
1,28 |
104,02 |
1,34 |
OK0717 |
PL0000108502 |
97,99 |
98,10 |
1,41 |
1,33 |
98,05 |
1,37 |
DS1017 |
PL0000104543 |
106,36 |
106,51 |
1,43 |
1,34 |
106,44 |
1,38 |
WZ0118 |
PL0000104717 |
100,28 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,85 |
104,93 |
1,49 |
1,45 |
104,89 |
1,47 |
PS0718 |
PL0000107595 |
102,21 |
102,31 |
1,57 |
1,53 |
102,26 |
1,55 |
WZ0119 |
PL0000107603 |
99,88 |
100,01 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,64 |
104,79 |
1,85 |
1,80 |
104,72 |
1,82 |
DS1019 |
PL0000105441 |
112,73 |
113,01 |
1,90 |
1,83 |
112,87 |
1,86 |
WZ0120 |
PL0000108601 |
99,00 |
99,19 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
97,61 |
97,76 |
2,10 |
2,06 |
97,69 |
2,08 |
DS1020 |
PL0000106126 |
113,63 |
113,92 |
2,16 |
2,10 |
113,78 |
2,13 |
WZ0121 |
PL0000106068 |
98,30 |
98,49 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
98,32 |
98,50 |
2,34 |
2,31 |
98,41 |
2,33 |
DS1021 |
PL0000106670 |
117,73 |
117,92 |
2,38 |
2,35 |
117,83 |
2,36 |
WS0922 |
PL0000102646 |
119,21 |
119,61 |
2,55 |
2,49 |
119,41 |
2,52 |
IZ0823 |
PL0000105359 |
108,56 |
114,19 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
108,26 |
108,61 |
2,79 |
2,74 |
108,44 |
2,76 |
WZ0124 |
PL0000107454 |
95,45 |
95,68 |
--- |
--- |
95,57 |
--- |
DS0725 |
PL0000108197 |
102,35 |
102,77 |
2,96 |
2,91 |
102,56 |
2,93 |
WZ0126 |
PL0000108817 |
93,77 |
94,09 |
--- |
--- |
93,93 |
--- |
DS0726 |
PL0000108866 |
94,50 |
94,78 |
3,12 |
3,09 |
94,64 |
3,11 |
WS0429 |
PL0000105391 |
123,87 |
127,23 |
3,46 |
3,19 |
125,55 |
3,32 |
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 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
45 |
TOTAL |
55 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.