2016-02-15 |
MARKET DATA |
No 30 (2812) |
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 |
500,00 |
509,85 |
36 |
0,00 |
0,00 |
0 |
500,00 |
509,85 |
36 |
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 |
100,65 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,40 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,31 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,94 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,05 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,40 |
106,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,89 |
104,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,32 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,85 |
95,88 |
95,880 |
95,880 |
95,880 |
95,880 |
95,880 |
20 000 |
19,18 |
2 |
PS0719 |
PL0000108148 |
104,96 |
105,00 |
105,000 |
105,030 |
105,000 |
105,030 |
105,022 |
175 000 |
187,00 |
10 |
DS1019 |
PL0000105441 |
113,05 |
113,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,00 |
98,02 |
98,050 |
98,060 |
98,050 |
98,060 |
98,057 |
30 000 |
29,78 |
2 |
DS1020 |
PL0000106126 |
114,10 |
114,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,85 |
98,85 |
98,850 |
98,870 |
98,850 |
98,860 |
98,858 |
80 000 |
80,39 |
8 |
DS1021 |
PL0000106670 |
118,21 |
118,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,75 |
119,80 |
119,850 |
119,850 |
119,850 |
119,850 |
119,850 |
5 000 |
6,11 |
1 |
DS1023 |
PL0000107264 |
109,00 |
109,00 |
109,000 |
109,000 |
109,000 |
109,000 |
109,000 |
10 000 |
11,03 |
1 |
DS0725 |
PL0000108197 |
102,95 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,20 |
95,10 |
95,050 |
95,100 |
95,050 |
95,100 |
95,063 |
40 000 |
38,59 |
3 |
WS0428 |
PL0000107611 |
93,23 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,13 |
126,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,24 |
130,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,90 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
110,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,24 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,35 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,95 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
5 000 |
5,00 |
1 |
WZ0120 |
PL0000108601 |
99,05 |
99,05 |
99,030 |
99,050 |
99,030 |
99,050 |
99,043 |
75 000 |
74,37 |
3 |
WZ0121 |
PL0000106068 |
98,38 |
98,44 |
98,440 |
98,450 |
98,440 |
98,450 |
98,446 |
25 000 |
24,64 |
2 |
WZ0124 |
PL0000107454 |
95,55 |
95,60 |
95,550 |
95,550 |
95,530 |
95,530 |
95,534 |
25 000 |
23,91 |
2 |
WZ0126 |
PL0000108817 |
93,81 |
93,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
490 000 |
500,00 |
35 |
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 |
196 |
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 |
99,34 |
99,45 |
1,53 |
1,27 |
99,40 |
1,39 |
IZ0816 |
PL0000103529 |
100,78 |
101,30 |
--- |
--- |
101,04 |
--- |
PS1016 |
PL0000106795 |
102,26 |
102,36 |
1,40 |
1,26 |
102,31 |
1,33 |
WZ0117 |
PL0000106936 |
100,22 |
100,42 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
103,90 |
104,07 |
1,41 |
1,27 |
103,99 |
1,33 |
OK0717 |
PL0000108502 |
98,01 |
98,13 |
1,41 |
1,32 |
98,07 |
1,37 |
DS1017 |
PL0000104543 |
106,32 |
106,50 |
1,42 |
1,32 |
106,41 |
1,37 |
WZ0118 |
PL0000104717 |
100,27 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,83 |
104,94 |
1,49 |
1,44 |
104,89 |
1,46 |
PS0718 |
PL0000107595 |
102,26 |
102,41 |
1,54 |
1,48 |
102,34 |
1,51 |
WZ0119 |
PL0000107603 |
99,86 |
100,04 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,81 |
105,02 |
1,79 |
1,73 |
104,92 |
1,76 |
DS1019 |
PL0000105441 |
112,89 |
113,18 |
1,85 |
1,77 |
113,04 |
1,81 |
WZ0120 |
PL0000108601 |
98,95 |
99,13 |
--- |
--- |
99,04 |
--- |
PS0420 |
PL0000108510 |
97,87 |
98,13 |
2,03 |
1,97 |
98,00 |
2,00 |
DS1020 |
PL0000106126 |
113,95 |
114,25 |
2,09 |
2,03 |
114,10 |
2,06 |
WZ0121 |
PL0000106068 |
98,23 |
98,50 |
--- |
--- |
98,37 |
--- |
PS0421 |
PL0000108916 |
98,75 |
98,95 |
2,26 |
2,21 |
98,85 |
2,24 |
DS1021 |
PL0000106670 |
118,15 |
118,36 |
2,30 |
2,27 |
118,26 |
2,28 |
WS0922 |
PL0000102646 |
119,61 |
119,98 |
2,49 |
2,43 |
119,80 |
2,46 |
IZ0823 |
PL0000105359 |
108,14 |
117,24 |
--- |
--- |
112,69 |
--- |
DS1023 |
PL0000107264 |
108,61 |
109,05 |
2,74 |
2,68 |
108,83 |
2,71 |
WZ0124 |
PL0000107454 |
95,44 |
95,85 |
--- |
--- |
95,65 |
--- |
DS0725 |
PL0000108197 |
102,74 |
103,08 |
2,91 |
2,87 |
102,91 |
2,89 |
WZ0126 |
PL0000108817 |
93,67 |
94,10 |
--- |
--- |
93,89 |
--- |
DS0726 |
PL0000108866 |
94,99 |
95,23 |
3,07 |
3,04 |
95,11 |
3,05 |
WS0429 |
PL0000105391 |
124,04 |
126,85 |
3,45 |
3,22 |
125,45 |
3,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,38 |
99,45 |
1,44 |
1,27 |
99,42 |
1,34 |
IZ0816 |
PL0000103529 |
100,75 |
101,22 |
--- |
--- |
100,99 |
--- |
PS1016 |
PL0000106795 |
102,27 |
102,35 |
1,39 |
1,28 |
102,31 |
1,33 |
WZ0117 |
PL0000106936 |
100,21 |
100,41 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,07 |
1,39 |
1,27 |
104,00 |
1,32 |
OK0717 |
PL0000108502 |
98,03 |
98,14 |
1,40 |
1,32 |
98,09 |
1,35 |
DS1017 |
PL0000104543 |
106,38 |
106,54 |
1,39 |
1,30 |
106,46 |
1,34 |
WZ0118 |
PL0000104717 |
100,31 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
104,87 |
104,97 |
1,47 |
1,42 |
104,92 |
1,44 |
PS0718 |
PL0000107595 |
102,30 |
102,45 |
1,53 |
1,47 |
102,38 |
1,49 |
WZ0119 |
PL0000107603 |
99,89 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,94 |
105,16 |
1,75 |
1,69 |
105,05 |
1,72 |
DS1019 |
PL0000105441 |
113,03 |
113,27 |
1,81 |
1,75 |
113,15 |
1,78 |
WZ0120 |
PL0000108601 |
99,00 |
99,16 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
97,97 |
98,16 |
2,01 |
1,96 |
98,07 |
1,98 |
DS1020 |
PL0000106126 |
114,00 |
114,29 |
2,08 |
2,02 |
114,15 |
2,05 |
WZ0121 |
PL0000106068 |
98,31 |
98,49 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
98,79 |
98,96 |
2,25 |
2,21 |
98,88 |
2,23 |
DS1021 |
PL0000106670 |
118,16 |
118,33 |
2,30 |
2,27 |
118,25 |
2,29 |
WS0922 |
PL0000102646 |
119,70 |
120,02 |
2,47 |
2,43 |
119,86 |
2,45 |
IZ0823 |
PL0000105359 |
107,61 |
112,79 |
--- |
--- |
110,20 |
--- |
DS1023 |
PL0000107264 |
108,81 |
109,05 |
2,71 |
2,68 |
108,93 |
2,69 |
WZ0124 |
PL0000107454 |
95,47 |
95,72 |
--- |
--- |
95,60 |
--- |
DS0725 |
PL0000108197 |
102,87 |
103,20 |
2,89 |
2,85 |
103,04 |
2,87 |
WZ0126 |
PL0000108817 |
93,70 |
94,03 |
--- |
--- |
93,87 |
--- |
DS0726 |
PL0000108866 |
95,09 |
95,42 |
3,05 |
3,02 |
95,26 |
3,03 |
WS0429 |
PL0000105391 |
124,46 |
126,97 |
3,41 |
3,21 |
125,72 |
3,31 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.