2016-02-18 |
MARKET DATA |
No 33 (2815) |
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 |
1 327,50 |
1 364,78 |
62 |
195,00 |
203,62 |
8 |
1 522,50 |
1 568,40 |
70 |
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 |
100,61 |
100,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,42 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,26 |
102,26 |
102,260 |
102,260 |
102,260 |
102,260 |
102,260 |
500 000 |
519,09 |
4 |
PS0417 |
PL0000107058 |
103,93 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,13 |
98,13 |
98,130 |
98,130 |
98,130 |
98,130 |
98,130 |
30 000 |
29,44 |
1 |
DS1017 |
PL0000104543 |
106,40 |
106,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,91 |
104,91 |
104,910 |
104,910 |
104,910 |
104,910 |
104,910 |
50 000 |
54,01 |
1 |
PS0718 |
PL0000107595 |
102,38 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,93 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,12 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,17 |
113,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,10 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,17 |
114,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,00 |
98,80 |
98,800 |
99,000 |
98,800 |
99,000 |
98,927 |
365 000 |
367,13 |
29 |
DS1021 |
PL0000106670 |
118,37 |
118,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,10 |
119,95 |
119,950 |
120,000 |
119,950 |
120,000 |
119,986 |
65 000 |
79,54 |
5 |
DS1023 |
PL0000107264 |
109,47 |
109,23 |
109,380 |
109,480 |
109,380 |
109,480 |
109,430 |
20 000 |
22,15 |
2 |
DS0725 |
PL0000108197 |
103,73 |
103,58 |
103,650 |
103,840 |
103,650 |
103,840 |
103,745 |
20 000 |
21,13 |
2 |
DS0726 |
PL0000108866 |
95,95 |
95,70 |
95,750 |
95,970 |
95,750 |
95,970 |
95,916 |
137 500 |
133,88 |
14 |
WS0428 |
PL0000107611 |
92,46 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,51 |
127,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,55 |
131,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,85 |
101,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,75 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,44 |
100,45 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
10 000 |
10,06 |
1 |
WZ0119 |
PL0000107603 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,22 |
99,11 |
99,120 |
99,220 |
99,120 |
99,220 |
99,129 |
110 000 |
109,19 |
2 |
WZ0121 |
PL0000106068 |
98,45 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,78 |
95,70 |
95,780 |
95,780 |
95,780 |
95,780 |
95,780 |
20 000 |
19,18 |
1 |
WZ0126 |
PL0000108817 |
94,12 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 327 500 |
1 364,78 |
62 |
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 |
191 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
219 |
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 |
99,49 |
1,46 |
1,22 |
99,44 |
1,34 |
IZ0816 |
PL0000103529 |
100,69 |
101,20 |
--- |
--- |
100,95 |
--- |
PS1016 |
PL0000106795 |
102,22 |
102,33 |
1,39 |
1,24 |
102,28 |
1,31 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,89 |
104,03 |
1,38 |
1,26 |
103,96 |
1,32 |
OK0717 |
PL0000108502 |
98,09 |
98,21 |
1,37 |
1,28 |
98,15 |
1,32 |
DS1017 |
PL0000104543 |
106,33 |
106,50 |
1,39 |
1,29 |
106,42 |
1,34 |
WZ0118 |
PL0000104717 |
100,36 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
104,85 |
105,01 |
1,46 |
1,39 |
104,93 |
1,43 |
PS0718 |
PL0000107595 |
102,31 |
102,49 |
1,52 |
1,44 |
102,40 |
1,48 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,96 |
105,19 |
1,74 |
1,67 |
105,08 |
1,71 |
DS1019 |
PL0000105441 |
112,93 |
113,23 |
1,82 |
1,75 |
113,08 |
1,78 |
WZ0120 |
PL0000108601 |
98,98 |
99,15 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
97,92 |
98,13 |
2,02 |
1,97 |
98,03 |
1,99 |
DS1020 |
PL0000106126 |
113,94 |
114,23 |
2,08 |
2,02 |
114,09 |
2,05 |
WZ0121 |
PL0000106068 |
98,27 |
98,56 |
--- |
--- |
98,42 |
--- |
PS0421 |
PL0000108916 |
98,71 |
98,89 |
2,27 |
2,23 |
98,80 |
2,25 |
DS1021 |
PL0000106670 |
118,05 |
118,32 |
2,31 |
2,27 |
118,19 |
2,29 |
WS0922 |
PL0000102646 |
119,68 |
120,00 |
2,47 |
2,42 |
119,84 |
2,45 |
IZ0823 |
PL0000105359 |
106,63 |
115,60 |
--- |
--- |
111,12 |
--- |
DS1023 |
PL0000107264 |
108,99 |
109,28 |
2,68 |
2,64 |
109,14 |
2,66 |
WZ0124 |
PL0000107454 |
95,44 |
95,73 |
--- |
--- |
95,59 |
--- |
DS0725 |
PL0000108197 |
103,33 |
103,67 |
2,84 |
2,80 |
103,50 |
2,82 |
WZ0126 |
PL0000108817 |
93,75 |
94,13 |
--- |
--- |
93,94 |
--- |
DS0726 |
PL0000108866 |
95,45 |
95,80 |
3,01 |
2,97 |
95,63 |
2,99 |
WS0429 |
PL0000105391 |
123,56 |
128,64 |
3,49 |
3,07 |
126,10 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,40 |
99,48 |
1,43 |
1,24 |
99,44 |
1,34 |
IZ0816 |
PL0000103529 |
100,70 |
101,20 |
--- |
--- |
100,95 |
--- |
PS1016 |
PL0000106795 |
102,23 |
102,30 |
1,38 |
1,28 |
102,27 |
1,32 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,91 |
104,05 |
1,36 |
1,24 |
103,98 |
1,30 |
OK0717 |
PL0000108502 |
98,11 |
98,19 |
1,35 |
1,29 |
98,15 |
1,32 |
DS1017 |
PL0000104543 |
106,36 |
106,45 |
1,37 |
1,32 |
106,41 |
1,34 |
WZ0118 |
PL0000104717 |
100,39 |
100,54 |
--- |
--- |
100,47 |
--- |
PS0418 |
PL0000107314 |
104,89 |
104,97 |
1,44 |
1,41 |
104,93 |
1,43 |
PS0718 |
PL0000107595 |
102,36 |
102,53 |
1,50 |
1,43 |
102,45 |
1,46 |
WZ0119 |
PL0000107603 |
99,95 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
105,09 |
105,27 |
1,70 |
1,65 |
105,18 |
1,68 |
DS1019 |
PL0000105441 |
113,14 |
113,27 |
1,77 |
1,73 |
113,21 |
1,75 |
WZ0120 |
PL0000108601 |
99,17 |
99,35 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
98,07 |
98,33 |
1,98 |
1,92 |
98,20 |
1,95 |
DS1020 |
PL0000106126 |
114,15 |
114,41 |
2,04 |
1,99 |
114,28 |
2,01 |
WZ0121 |
PL0000106068 |
98,41 |
98,75 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
98,93 |
99,05 |
2,22 |
2,19 |
98,99 |
2,21 |
DS1021 |
PL0000106670 |
118,30 |
118,59 |
2,27 |
2,22 |
118,45 |
2,24 |
WS0922 |
PL0000102646 |
120,07 |
120,36 |
2,41 |
2,37 |
120,22 |
2,39 |
IZ0823 |
PL0000105359 |
107,51 |
112,54 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
109,34 |
109,64 |
2,64 |
2,59 |
109,49 |
2,62 |
WZ0124 |
PL0000107454 |
95,69 |
95,91 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
103,69 |
103,96 |
2,80 |
2,76 |
103,83 |
2,78 |
WZ0126 |
PL0000108817 |
93,98 |
94,30 |
--- |
--- |
94,14 |
--- |
DS0726 |
PL0000108866 |
95,87 |
96,19 |
2,96 |
2,93 |
96,03 |
2,95 |
WS0429 |
PL0000105391 |
124,76 |
128,13 |
3,39 |
3,11 |
126,45 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,240 |
1,240 |
1,240 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,240 |
1,240 |
1,240 |
5 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,240 |
1,240 |
1,240 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,240 |
1,240 |
1,240 |
10 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,240 |
1,240 |
1,240 |
60 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,240 |
1,240 |
1,240 |
45 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,240 |
1,240 |
1,240 |
10 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,240 |
1,240 |
1,240 |
35 |
TOTAL |
195 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.