2016-02-17 |
MARKET DATA |
No 32 (2814) |
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 |
835,00 |
896,02 |
45 |
35,00 |
34,67 |
2 |
870,00 |
930,69 |
47 |
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 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,42 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,27 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,95 |
103,96 |
103,950 |
103,950 |
103,950 |
103,950 |
103,950 |
465 000 |
501,47 |
13 |
OK0717 |
PL0000108502 |
98,11 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,39 |
106,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,92 |
104,89 |
104,880 |
104,920 |
104,880 |
104,920 |
104,913 |
125 000 |
134,98 |
7 |
PS0718 |
PL0000107595 |
102,36 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,90 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,01 |
105,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,00 |
113,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,00 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,10 |
114,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,92 |
98,80 |
98,800 |
98,810 |
98,800 |
98,800 |
98,801 |
60 000 |
60,26 |
7 |
DS1021 |
PL0000106670 |
118,21 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,95 |
119,95 |
120,020 |
120,030 |
119,900 |
119,900 |
119,982 |
65 000 |
79,51 |
5 |
DS1023 |
PL0000107264 |
109,15 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,45 |
103,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,56 |
95,45 |
95,450 |
95,640 |
95,400 |
95,400 |
95,545 |
110 000 |
106,67 |
11 |
WS0428 |
PL0000107611 |
92,09 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,00 |
126,40 |
126,500 |
126,500 |
126,500 |
126,500 |
126,500 |
10 000 |
13,12 |
2 |
WS0437 |
PL0000104857 |
120,88 |
130,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,85 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,45 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,27 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,42 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,04 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,44 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,53 |
95,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,85 |
94,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
835 000 |
896,02 |
45 |
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 |
194 |
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 |
99,39 |
99,47 |
1,43 |
1,24 |
99,43 |
1,34 |
IZ0816 |
PL0000103529 |
100,64 |
101,21 |
--- |
--- |
100,93 |
--- |
PS1016 |
PL0000106795 |
102,25 |
102,38 |
1,39 |
1,21 |
102,32 |
1,29 |
WZ0117 |
PL0000106936 |
100,24 |
100,41 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,92 |
104,06 |
1,37 |
1,26 |
103,99 |
1,32 |
OK0717 |
PL0000108502 |
98,04 |
98,15 |
1,39 |
1,31 |
98,10 |
1,35 |
DS1017 |
PL0000104543 |
106,35 |
106,51 |
1,39 |
1,30 |
106,43 |
1,35 |
WZ0118 |
PL0000104717 |
100,36 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
104,83 |
104,96 |
1,48 |
1,42 |
104,90 |
1,45 |
PS0718 |
PL0000107595 |
102,25 |
102,44 |
1,55 |
1,47 |
102,35 |
1,50 |
WZ0119 |
PL0000107603 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,93 |
105,15 |
1,75 |
1,69 |
105,04 |
1,72 |
DS1019 |
PL0000105441 |
112,96 |
113,23 |
1,82 |
1,75 |
113,10 |
1,79 |
WZ0120 |
PL0000108601 |
98,96 |
99,18 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
97,92 |
98,17 |
2,02 |
1,96 |
98,05 |
1,99 |
DS1020 |
PL0000106126 |
113,98 |
114,25 |
2,08 |
2,02 |
114,12 |
2,05 |
WZ0121 |
PL0000106068 |
98,31 |
98,56 |
--- |
--- |
98,44 |
--- |
PS0421 |
PL0000108916 |
98,76 |
98,96 |
2,25 |
2,21 |
98,86 |
2,23 |
DS1021 |
PL0000106670 |
118,13 |
118,38 |
2,30 |
2,26 |
118,26 |
2,28 |
WS0922 |
PL0000102646 |
119,74 |
120,10 |
2,46 |
2,41 |
119,92 |
2,44 |
IZ0823 |
PL0000105359 |
108,20 |
114,40 |
--- |
--- |
111,30 |
--- |
DS1023 |
PL0000107264 |
108,92 |
109,27 |
2,70 |
2,65 |
109,10 |
2,67 |
WZ0124 |
PL0000107454 |
95,44 |
95,70 |
--- |
--- |
95,57 |
--- |
DS0725 |
PL0000108197 |
103,26 |
103,55 |
2,85 |
2,81 |
103,41 |
2,83 |
WZ0126 |
PL0000108817 |
93,74 |
94,11 |
--- |
--- |
93,93 |
--- |
DS0726 |
PL0000108866 |
95,41 |
95,67 |
3,02 |
2,99 |
95,54 |
3,00 |
WS0429 |
PL0000105391 |
125,29 |
127,27 |
3,34 |
3,18 |
126,28 |
3,26 |
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 |
1,43 |
1,27 |
99,43 |
1,34 |
IZ0816 |
PL0000103529 |
100,71 |
101,20 |
--- |
--- |
100,96 |
--- |
PS1016 |
PL0000106795 |
102,24 |
102,33 |
1,41 |
1,28 |
102,29 |
1,33 |
WZ0117 |
PL0000106936 |
100,24 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,93 |
104,01 |
1,37 |
1,30 |
103,97 |
1,33 |
OK0717 |
PL0000108502 |
98,09 |
98,16 |
1,36 |
1,31 |
98,13 |
1,33 |
DS1017 |
PL0000104543 |
106,35 |
106,51 |
1,39 |
1,30 |
106,43 |
1,35 |
WZ0118 |
PL0000104717 |
100,37 |
100,52 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
104,88 |
104,97 |
1,46 |
1,42 |
104,93 |
1,43 |
PS0718 |
PL0000107595 |
102,34 |
102,49 |
1,51 |
1,45 |
102,42 |
1,48 |
WZ0119 |
PL0000107603 |
99,90 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,97 |
105,20 |
1,74 |
1,67 |
105,09 |
1,71 |
DS1019 |
PL0000105441 |
112,94 |
113,22 |
1,83 |
1,76 |
113,08 |
1,79 |
WZ0120 |
PL0000108601 |
99,00 |
99,14 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
97,92 |
98,09 |
2,02 |
1,98 |
98,01 |
2,00 |
DS1020 |
PL0000106126 |
113,92 |
114,22 |
2,09 |
2,03 |
114,07 |
2,06 |
WZ0121 |
PL0000106068 |
98,36 |
98,55 |
--- |
--- |
98,46 |
--- |
PS0421 |
PL0000108916 |
98,68 |
98,84 |
2,27 |
2,24 |
98,76 |
2,25 |
DS1021 |
PL0000106670 |
118,07 |
118,34 |
2,31 |
2,27 |
118,21 |
2,29 |
WS0922 |
PL0000102646 |
119,70 |
120,01 |
2,47 |
2,42 |
119,86 |
2,45 |
IZ0823 |
PL0000105359 |
108,59 |
111,81 |
--- |
--- |
110,20 |
--- |
DS1023 |
PL0000107264 |
108,88 |
109,18 |
2,70 |
2,66 |
109,03 |
2,68 |
WZ0124 |
PL0000107454 |
95,46 |
95,70 |
--- |
--- |
95,58 |
--- |
DS0725 |
PL0000108197 |
103,14 |
103,47 |
2,86 |
2,82 |
103,31 |
2,84 |
WZ0126 |
PL0000108817 |
93,76 |
94,14 |
--- |
--- |
93,95 |
--- |
DS0726 |
PL0000108866 |
95,34 |
95,61 |
3,02 |
2,99 |
95,48 |
3,01 |
WS0429 |
PL0000105391 |
124,90 |
127,77 |
3,37 |
3,14 |
126,34 |
3,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
15 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
20 |
TOTAL |
35 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.