2016-02-16 |
MARKET DATA |
No 31 (2813) |
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 |
700,00 |
705,87 |
49 |
95,00 |
98,48 |
2 |
795,00 |
804,35 |
51 |
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 |
100,64 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,41 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,28 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,96 |
103,97 |
103,960 |
103,960 |
103,960 |
103,960 |
103,960 |
5 000 |
5,39 |
1 |
OK0717 |
PL0000108502 |
98,08 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,38 |
106,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,88 |
104,92 |
104,850 |
104,880 |
104,840 |
104,880 |
104,848 |
60 000 |
64,75 |
3 |
PS0718 |
PL0000107595 |
102,32 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,86 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,97 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,03 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,00 |
98,01 |
98,000 |
98,000 |
97,990 |
97,990 |
97,993 |
30 000 |
29,77 |
2 |
DS1020 |
PL0000106126 |
114,05 |
114,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,82 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,17 |
118,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,70 |
119,70 |
119,700 |
119,740 |
119,700 |
119,740 |
119,720 |
20 000 |
24,41 |
2 |
DS1023 |
PL0000107264 |
108,90 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,10 |
103,07 |
103,000 |
103,070 |
102,980 |
103,070 |
103,009 |
45 000 |
47,19 |
4 |
DS0726 |
PL0000108866 |
95,25 |
95,15 |
95,120 |
95,250 |
95,120 |
95,250 |
95,205 |
65 000 |
62,81 |
7 |
WS0428 |
PL0000107611 |
93,34 |
96,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,19 |
126,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,43 |
130,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,86 |
101,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,25 |
110,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,26 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,44 |
100,44 |
100,440 |
100,440 |
100,440 |
100,440 |
100,440 |
15 000 |
15,08 |
3 |
WZ0119 |
PL0000107603 |
99,92 |
99,93 |
99,920 |
99,940 |
99,900 |
99,940 |
99,912 |
135 000 |
135,04 |
9 |
WZ0120 |
PL0000108601 |
99,07 |
99,10 |
99,050 |
99,070 |
99,050 |
99,050 |
99,055 |
280 000 |
277,68 |
14 |
WZ0121 |
PL0000106068 |
98,45 |
98,48 |
98,450 |
98,450 |
98,440 |
98,440 |
98,446 |
25 000 |
24,64 |
2 |
WZ0124 |
PL0000107454 |
95,55 |
95,65 |
95,550 |
95,550 |
95,510 |
95,510 |
95,530 |
20 000 |
19,13 |
2 |
WZ0126 |
PL0000108817 |
93,85 |
93,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
700 000 |
705,87 |
49 |
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 |
195 |
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 |
99,38 |
99,45 |
1,45 |
1,28 |
99,42 |
1,35 |
IZ0816 |
PL0000103529 |
100,73 |
101,22 |
--- |
--- |
100,98 |
--- |
PS1016 |
PL0000106795 |
102,24 |
102,36 |
1,42 |
1,25 |
102,30 |
1,33 |
WZ0117 |
PL0000106936 |
100,24 |
100,45 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,07 |
1,38 |
1,26 |
104,00 |
1,32 |
OK0717 |
PL0000108502 |
98,04 |
98,15 |
1,39 |
1,31 |
98,10 |
1,35 |
DS1017 |
PL0000104543 |
106,34 |
106,52 |
1,41 |
1,30 |
106,43 |
1,35 |
WZ0118 |
PL0000104717 |
100,31 |
100,49 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,83 |
104,98 |
1,48 |
1,41 |
104,91 |
1,45 |
PS0718 |
PL0000107595 |
102,27 |
102,43 |
1,54 |
1,47 |
102,35 |
1,51 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,91 |
105,15 |
1,76 |
1,69 |
105,03 |
1,73 |
DS1019 |
PL0000105441 |
112,93 |
113,22 |
1,83 |
1,76 |
113,08 |
1,79 |
WZ0120 |
PL0000108601 |
98,99 |
99,16 |
--- |
--- |
99,08 |
--- |
PS0420 |
PL0000108510 |
97,88 |
98,15 |
2,03 |
1,96 |
98,02 |
2,00 |
DS1020 |
PL0000106126 |
113,95 |
114,25 |
2,09 |
2,03 |
114,10 |
2,06 |
WZ0121 |
PL0000106068 |
98,22 |
98,60 |
--- |
--- |
98,41 |
--- |
PS0421 |
PL0000108916 |
98,74 |
98,95 |
2,26 |
2,21 |
98,85 |
2,24 |
DS1021 |
PL0000106670 |
118,05 |
118,33 |
2,32 |
2,27 |
118,19 |
2,29 |
WS0922 |
PL0000102646 |
119,52 |
119,97 |
2,50 |
2,43 |
119,75 |
2,46 |
IZ0823 |
PL0000105359 |
104,03 |
116,02 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,65 |
109,10 |
2,73 |
2,67 |
108,88 |
2,70 |
WZ0124 |
PL0000107454 |
95,40 |
95,76 |
--- |
--- |
95,58 |
--- |
DS0725 |
PL0000108197 |
102,85 |
103,14 |
2,90 |
2,86 |
103,00 |
2,88 |
WZ0126 |
PL0000108817 |
93,58 |
94,06 |
--- |
--- |
93,82 |
--- |
DS0726 |
PL0000108866 |
94,99 |
95,29 |
3,07 |
3,03 |
95,14 |
3,05 |
WS0429 |
PL0000105391 |
124,37 |
127,07 |
3,42 |
3,20 |
125,72 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,39 |
99,46 |
1,42 |
1,26 |
99,43 |
1,33 |
IZ0816 |
PL0000103529 |
100,72 |
101,20 |
--- |
--- |
100,96 |
--- |
PS1016 |
PL0000106795 |
102,25 |
102,34 |
1,40 |
1,28 |
102,30 |
1,33 |
WZ0117 |
PL0000106936 |
100,24 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,06 |
1,38 |
1,27 |
103,99 |
1,32 |
OK0717 |
PL0000108502 |
98,04 |
98,15 |
1,39 |
1,31 |
98,10 |
1,35 |
DS1017 |
PL0000104543 |
106,34 |
106,52 |
1,41 |
1,30 |
106,43 |
1,35 |
WZ0118 |
PL0000104717 |
100,36 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
104,85 |
104,98 |
1,47 |
1,41 |
104,92 |
1,44 |
PS0718 |
PL0000107595 |
102,30 |
102,43 |
1,53 |
1,47 |
102,37 |
1,50 |
WZ0119 |
PL0000107603 |
99,89 |
99,99 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
104,92 |
105,11 |
1,76 |
1,70 |
105,02 |
1,73 |
DS1019 |
PL0000105441 |
112,93 |
113,17 |
1,83 |
1,77 |
113,05 |
1,80 |
WZ0120 |
PL0000108601 |
98,98 |
99,13 |
--- |
--- |
99,06 |
--- |
PS0420 |
PL0000108510 |
97,91 |
98,04 |
2,02 |
1,99 |
97,98 |
2,01 |
DS1020 |
PL0000106126 |
113,97 |
114,20 |
2,08 |
2,04 |
114,09 |
2,06 |
WZ0121 |
PL0000106068 |
98,35 |
98,54 |
--- |
--- |
98,45 |
--- |
PS0421 |
PL0000108916 |
98,70 |
98,84 |
2,27 |
2,24 |
98,77 |
2,25 |
DS1021 |
PL0000106670 |
118,10 |
118,33 |
2,31 |
2,27 |
118,22 |
2,29 |
WS0922 |
PL0000102646 |
119,62 |
119,86 |
2,48 |
2,45 |
119,74 |
2,47 |
IZ0823 |
PL0000105359 |
108,61 |
111,72 |
--- |
--- |
110,17 |
--- |
DS1023 |
PL0000107264 |
108,84 |
109,09 |
2,71 |
2,67 |
108,97 |
2,69 |
WZ0124 |
PL0000107454 |
95,41 |
95,70 |
--- |
--- |
95,56 |
--- |
DS0725 |
PL0000108197 |
102,96 |
103,23 |
2,88 |
2,85 |
103,10 |
2,87 |
WZ0126 |
PL0000108817 |
93,71 |
94,10 |
--- |
--- |
93,91 |
--- |
DS0726 |
PL0000108866 |
95,13 |
95,43 |
3,05 |
3,01 |
95,28 |
3,03 |
WS0429 |
PL0000105391 |
124,61 |
126,94 |
3,40 |
3,21 |
125,78 |
3,30 |
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 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
55 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
TOTAL |
95 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.