2016-02-12 |
MARKET DATA |
No 29 (2811) |
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 |
1 047,50 |
1 050,05 |
88 |
105,00 |
106,67 |
2 |
1 152,50 |
1 156,71 |
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 |
100,67 |
100,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,38 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,31 |
102,33 |
102,330 |
102,330 |
102,330 |
102,330 |
102,330 |
5 000 |
5,19 |
1 |
PS0417 |
PL0000107058 |
103,93 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,05 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,42 |
106,44 |
106,420 |
106,420 |
106,420 |
106,420 |
106,420 |
10 000 |
10,81 |
1 |
PS0418 |
PL0000107314 |
104,88 |
104,91 |
104,910 |
104,910 |
104,910 |
104,910 |
104,910 |
20 000 |
21,59 |
1 |
PS0718 |
PL0000107595 |
102,30 |
102,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,88 |
95,81 |
95,830 |
95,830 |
95,830 |
95,830 |
95,830 |
50 000 |
47,92 |
2 |
PS0719 |
PL0000108148 |
104,90 |
104,78 |
104,780 |
104,800 |
104,780 |
104,800 |
104,792 |
25 000 |
26,66 |
2 |
DS1019 |
PL0000105441 |
113,03 |
112,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,90 |
97,86 |
98,100 |
98,100 |
98,100 |
98,100 |
98,100 |
25 000 |
24,83 |
2 |
DS1020 |
PL0000106126 |
114,11 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,92 |
98,63 |
98,650 |
98,950 |
98,650 |
98,800 |
98,842 |
537 500 |
540,00 |
45 |
DS1021 |
PL0000106670 |
118,31 |
117,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,79 |
119,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,95 |
108,83 |
108,900 |
108,900 |
108,860 |
108,860 |
108,887 |
30 000 |
33,04 |
3 |
DS0725 |
PL0000108197 |
103,01 |
102,84 |
103,000 |
103,010 |
103,000 |
103,010 |
103,007 |
15 000 |
15,73 |
2 |
DS0726 |
PL0000108866 |
95,25 |
94,96 |
95,000 |
95,250 |
94,940 |
95,000 |
95,045 |
225 000 |
217,02 |
22 |
WS0428 |
PL0000107611 |
93,23 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,70 |
126,00 |
125,700 |
125,700 |
125,700 |
125,700 |
125,700 |
10 000 |
13,04 |
1 |
WS0437 |
PL0000104857 |
120,24 |
130,24 |
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 |
109,50 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,24 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,30 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
99,93 |
99,910 |
99,910 |
99,910 |
99,910 |
99,910 |
45 000 |
45,01 |
2 |
WZ0120 |
PL0000108601 |
99,03 |
99,00 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
35 000 |
34,69 |
2 |
WZ0121 |
PL0000106068 |
98,31 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,54 |
95,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
93,88 |
93,850 |
93,850 |
93,850 |
93,850 |
93,850 |
5 000 |
4,70 |
1 |
TOTAL |
1 037 500 |
1 040,20 |
87 |
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 |
197 |
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 |
99,44 |
1,50 |
1,29 |
99,40 |
1,38 |
IZ0816 |
PL0000103529 |
100,86 |
101,31 |
--- |
--- |
101,09 |
--- |
PS1016 |
PL0000106795 |
102,29 |
102,40 |
1,37 |
1,22 |
102,35 |
1,29 |
WZ0117 |
PL0000106936 |
100,22 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
103,90 |
104,06 |
1,41 |
1,28 |
103,98 |
1,35 |
OK0717 |
PL0000108502 |
97,99 |
98,10 |
1,42 |
1,34 |
98,05 |
1,38 |
DS1017 |
PL0000104543 |
106,35 |
106,48 |
1,41 |
1,34 |
106,42 |
1,37 |
WZ0118 |
PL0000104717 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,82 |
104,93 |
1,49 |
1,44 |
104,88 |
1,47 |
PS0718 |
PL0000107595 |
102,22 |
102,33 |
1,56 |
1,52 |
102,28 |
1,54 |
WZ0119 |
PL0000107603 |
99,84 |
100,06 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,71 |
104,88 |
1,82 |
1,77 |
104,80 |
1,79 |
DS1019 |
PL0000105441 |
112,82 |
113,09 |
1,87 |
1,80 |
112,96 |
1,83 |
WZ0120 |
PL0000108601 |
98,88 |
99,11 |
--- |
--- |
99,00 |
--- |
PS0420 |
PL0000108510 |
97,74 |
98,01 |
2,07 |
2,00 |
97,88 |
2,03 |
DS1020 |
PL0000106126 |
113,88 |
114,11 |
2,11 |
2,06 |
114,00 |
2,08 |
WZ0121 |
PL0000106068 |
98,14 |
98,46 |
--- |
--- |
98,30 |
--- |
PS0421 |
PL0000108916 |
98,63 |
98,87 |
2,28 |
2,23 |
98,75 |
2,26 |
DS1021 |
PL0000106670 |
117,97 |
118,22 |
2,34 |
2,29 |
118,10 |
2,31 |
WS0922 |
PL0000102646 |
119,51 |
119,93 |
2,50 |
2,44 |
119,72 |
2,47 |
IZ0823 |
PL0000105359 |
104,98 |
116,90 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
108,63 |
109,08 |
2,74 |
2,67 |
108,86 |
2,70 |
WZ0124 |
PL0000107454 |
95,35 |
95,75 |
--- |
--- |
95,55 |
--- |
DS0725 |
PL0000108197 |
102,78 |
103,15 |
2,91 |
2,86 |
102,97 |
2,88 |
WZ0126 |
PL0000108817 |
93,53 |
94,06 |
--- |
--- |
93,80 |
--- |
DS0726 |
PL0000108866 |
94,95 |
95,15 |
3,07 |
3,05 |
95,05 |
3,06 |
WS0429 |
PL0000105391 |
123,27 |
127,32 |
3,51 |
3,18 |
125,30 |
3,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,36 |
99,44 |
1,47 |
1,29 |
99,40 |
1,38 |
IZ0816 |
PL0000103529 |
100,79 |
101,31 |
--- |
--- |
101,05 |
--- |
PS1016 |
PL0000106795 |
102,29 |
102,36 |
1,37 |
1,27 |
102,33 |
1,32 |
WZ0117 |
PL0000106936 |
100,22 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
103,91 |
104,06 |
1,40 |
1,28 |
103,99 |
1,34 |
OK0717 |
PL0000108502 |
98,01 |
98,10 |
1,41 |
1,34 |
98,06 |
1,37 |
DS1017 |
PL0000104543 |
106,35 |
106,51 |
1,41 |
1,32 |
106,43 |
1,37 |
WZ0118 |
PL0000104717 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,84 |
104,99 |
1,48 |
1,42 |
104,92 |
1,45 |
PS0718 |
PL0000107595 |
102,27 |
102,42 |
1,54 |
1,48 |
102,35 |
1,51 |
WZ0119 |
PL0000107603 |
99,85 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
104,81 |
105,04 |
1,79 |
1,72 |
104,93 |
1,76 |
DS1019 |
PL0000105441 |
112,90 |
113,19 |
1,85 |
1,77 |
113,05 |
1,81 |
WZ0120 |
PL0000108601 |
98,97 |
99,11 |
--- |
--- |
99,04 |
--- |
PS0420 |
PL0000108510 |
97,87 |
98,04 |
2,03 |
1,99 |
97,96 |
2,01 |
DS1020 |
PL0000106126 |
113,97 |
114,24 |
2,09 |
2,03 |
114,11 |
2,06 |
WZ0121 |
PL0000106068 |
98,22 |
98,49 |
--- |
--- |
98,36 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,87 |
2,27 |
2,23 |
98,78 |
2,25 |
DS1021 |
PL0000106670 |
118,17 |
118,37 |
2,30 |
2,27 |
118,27 |
2,28 |
WS0922 |
PL0000102646 |
119,53 |
119,97 |
2,50 |
2,43 |
119,75 |
2,47 |
IZ0823 |
PL0000105359 |
108,46 |
112,17 |
--- |
--- |
110,32 |
--- |
DS1023 |
PL0000107264 |
108,71 |
109,14 |
2,73 |
2,67 |
108,93 |
2,70 |
WZ0124 |
PL0000107454 |
95,44 |
95,79 |
--- |
--- |
95,62 |
--- |
DS0725 |
PL0000108197 |
102,88 |
103,21 |
2,89 |
2,85 |
103,05 |
2,87 |
WZ0126 |
PL0000108817 |
93,70 |
94,05 |
--- |
--- |
93,88 |
--- |
DS0726 |
PL0000108866 |
94,99 |
95,34 |
3,07 |
3,02 |
95,17 |
3,04 |
WS0429 |
PL0000105391 |
123,28 |
128,52 |
3,51 |
3,08 |
125,90 |
3,29 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,200 |
1,200 |
1,200 |
35 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,260 |
1,260 |
1,260 |
70 |
TOTAL |
105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.