2016-02-11 |
MARKET DATA |
No 28 (2810) |
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 |
985,00 |
983,65 |
69 |
210,00 |
215,34 |
6 |
1 195,00 |
1 198,98 |
75 |
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 |
100,68 |
100,71 |
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 |
102,40 |
102,350 |
102,350 |
102,350 |
102,350 |
102,350 |
30 000 |
31,15 |
1 |
PS0417 |
PL0000107058 |
103,95 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,01 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,40 |
106,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,85 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,24 |
102,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,70 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,66 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,75 |
112,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,74 |
97,66 |
97,570 |
97,650 |
97,570 |
97,650 |
97,597 |
30 000 |
29,64 |
3 |
DS1020 |
PL0000106126 |
113,70 |
113,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,46 |
98,45 |
98,520 |
98,550 |
98,520 |
98,550 |
98,535 |
20 000 |
20,03 |
2 |
DS1021 |
PL0000106670 |
117,83 |
117,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,50 |
119,39 |
119,480 |
119,510 |
119,480 |
119,510 |
119,492 |
50 000 |
60,89 |
4 |
DS1023 |
PL0000107264 |
108,50 |
108,45 |
108,400 |
108,400 |
108,370 |
108,370 |
108,388 |
65 000 |
71,26 |
7 |
DS0725 |
PL0000108197 |
102,65 |
102,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,75 |
94,50 |
94,550 |
94,850 |
94,400 |
94,800 |
94,618 |
385 000 |
369,67 |
34 |
WS0428 |
PL0000107611 |
92,83 |
95,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,10 |
125,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,53 |
129,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,00 |
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 |
100,25 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,31 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
99,95 |
99,930 |
99,930 |
99,930 |
99,930 |
99,930 |
50 000 |
50,02 |
1 |
WZ0120 |
PL0000108601 |
99,08 |
99,00 |
99,010 |
99,010 |
98,940 |
98,940 |
98,981 |
320 000 |
317,06 |
13 |
WZ0121 |
PL0000106068 |
98,37 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,45 |
95,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,86 |
93,80 |
93,820 |
93,820 |
93,820 |
93,820 |
93,820 |
10 000 |
9,39 |
1 |
TOTAL |
960 000 |
959,10 |
66 |
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 |
198 |
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 |
99,35 |
99,45 |
1,49 |
1,26 |
99,40 |
1,37 |
IZ0816 |
PL0000103529 |
100,81 |
101,38 |
--- |
--- |
101,10 |
--- |
PS1016 |
PL0000106795 |
102,30 |
102,43 |
1,37 |
1,19 |
102,37 |
1,27 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,90 |
104,06 |
1,42 |
1,29 |
103,98 |
1,35 |
OK0717 |
PL0000108502 |
97,99 |
98,10 |
1,42 |
1,34 |
98,05 |
1,38 |
DS1017 |
PL0000104543 |
106,32 |
106,47 |
1,43 |
1,35 |
106,40 |
1,39 |
WZ0118 |
PL0000104717 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,80 |
104,93 |
1,50 |
1,45 |
104,87 |
1,47 |
PS0718 |
PL0000107595 |
102,11 |
102,28 |
1,61 |
1,54 |
102,20 |
1,57 |
WZ0119 |
PL0000107603 |
99,86 |
100,04 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,57 |
104,80 |
1,86 |
1,80 |
104,69 |
1,83 |
DS1019 |
PL0000105441 |
112,64 |
112,91 |
1,92 |
1,85 |
112,78 |
1,88 |
WZ0120 |
PL0000108601 |
98,95 |
99,21 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
97,52 |
97,69 |
2,12 |
2,08 |
97,61 |
2,10 |
DS1020 |
PL0000106126 |
113,52 |
113,81 |
2,18 |
2,12 |
113,67 |
2,15 |
WZ0121 |
PL0000106068 |
98,15 |
98,47 |
--- |
--- |
98,31 |
--- |
PS0421 |
PL0000108916 |
98,24 |
98,47 |
2,36 |
2,31 |
98,36 |
2,34 |
DS1021 |
PL0000106670 |
117,53 |
117,78 |
2,41 |
2,37 |
117,66 |
2,39 |
WS0922 |
PL0000102646 |
118,98 |
119,43 |
2,58 |
2,52 |
119,21 |
2,55 |
IZ0823 |
PL0000105359 |
106,24 |
114,47 |
--- |
--- |
110,36 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,48 |
2,82 |
2,76 |
108,27 |
2,79 |
WZ0124 |
PL0000107454 |
95,35 |
95,76 |
--- |
--- |
95,56 |
--- |
DS0725 |
PL0000108197 |
102,18 |
102,62 |
2,98 |
2,92 |
102,40 |
2,95 |
WZ0126 |
PL0000108817 |
93,75 |
94,09 |
--- |
--- |
93,92 |
--- |
DS0726 |
PL0000108866 |
94,33 |
94,58 |
3,14 |
3,11 |
94,46 |
3,13 |
WS0429 |
PL0000105391 |
121,95 |
127,06 |
3,62 |
3,20 |
124,51 |
3,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,35 |
99,45 |
1,49 |
1,26 |
99,40 |
1,37 |
IZ0816 |
PL0000103529 |
100,86 |
101,31 |
--- |
--- |
101,09 |
--- |
PS1016 |
PL0000106795 |
102,30 |
102,42 |
1,37 |
1,20 |
102,36 |
1,29 |
WZ0117 |
PL0000106936 |
100,22 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
103,93 |
104,06 |
1,40 |
1,29 |
104,00 |
1,34 |
OK0717 |
PL0000108502 |
97,99 |
98,10 |
1,42 |
1,34 |
98,05 |
1,38 |
DS1017 |
PL0000104543 |
106,33 |
106,47 |
1,43 |
1,35 |
106,40 |
1,39 |
WZ0118 |
PL0000104717 |
100,27 |
100,44 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,83 |
104,93 |
1,49 |
1,45 |
104,88 |
1,47 |
PS0718 |
PL0000107595 |
102,21 |
102,31 |
1,57 |
1,53 |
102,26 |
1,55 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,63 |
104,81 |
1,85 |
1,79 |
104,72 |
1,82 |
DS1019 |
PL0000105441 |
112,71 |
112,99 |
1,90 |
1,82 |
112,85 |
1,86 |
WZ0120 |
PL0000108601 |
98,92 |
99,11 |
--- |
--- |
99,02 |
--- |
PS0420 |
PL0000108510 |
97,68 |
97,84 |
2,08 |
2,04 |
97,76 |
2,06 |
DS1020 |
PL0000106126 |
113,65 |
113,94 |
2,15 |
2,09 |
113,80 |
2,12 |
WZ0121 |
PL0000106068 |
98,23 |
98,47 |
--- |
--- |
98,35 |
--- |
PS0421 |
PL0000108916 |
98,39 |
98,54 |
2,33 |
2,30 |
98,47 |
2,31 |
DS1021 |
PL0000106670 |
117,79 |
117,98 |
2,37 |
2,33 |
117,89 |
2,35 |
WS0922 |
PL0000102646 |
119,35 |
119,69 |
2,53 |
2,48 |
119,52 |
2,50 |
IZ0823 |
PL0000105359 |
108,78 |
113,43 |
--- |
--- |
111,11 |
--- |
DS1023 |
PL0000107264 |
108,40 |
108,65 |
2,77 |
2,73 |
108,53 |
2,75 |
WZ0124 |
PL0000107454 |
95,33 |
95,61 |
--- |
--- |
95,47 |
--- |
DS0725 |
PL0000108197 |
102,54 |
102,85 |
2,93 |
2,90 |
102,70 |
2,92 |
WZ0126 |
PL0000108817 |
93,61 |
93,90 |
--- |
--- |
93,76 |
--- |
DS0726 |
PL0000108866 |
94,68 |
94,88 |
3,10 |
3,08 |
94,78 |
3,09 |
WS0429 |
PL0000105391 |
123,30 |
127,58 |
3,51 |
3,16 |
125,44 |
3,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0716 |
PL0000107926 |
0/1 |
1 |
1,100 |
1,100 |
1,100 |
5 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,100 |
1,100 |
1,100 |
10 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
135 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
10 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
10 |
TOTAL |
210 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.