2016-02-19 |
MARKET DATA |
No 34 (2816) |
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 |
1 825,00 |
1 894,20 |
98 |
0,00 |
0,00 |
0 |
1 825,00 |
1 894,20 |
98 |
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 |
100,60 |
100,62 |
100,600 |
100,600 |
100,600 |
100,600 |
100,600 |
65 000 |
68,09 |
3 |
OK0716 |
PL0000107926 |
99,44 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,25 |
102,28 |
102,250 |
102,250 |
102,230 |
102,240 |
102,237 |
720 000 |
747,41 |
12 |
PS0417 |
PL0000107058 |
103,93 |
103,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,14 |
98,10 |
98,100 |
98,100 |
98,100 |
98,100 |
98,100 |
25 000 |
24,53 |
1 |
DS1017 |
PL0000104543 |
106,37 |
106,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,90 |
104,86 |
104,860 |
104,860 |
104,860 |
104,860 |
104,860 |
10 000 |
10,80 |
1 |
PS0718 |
PL0000107595 |
102,38 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,91 |
95,91 |
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 |
116,75 |
113,18 |
113,200 |
113,220 |
113,110 |
113,110 |
113,193 |
60 000 |
69,01 |
4 |
PS0420 |
PL0000108510 |
98,13 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,24 |
114,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,07 |
98,90 |
98,970 |
98,970 |
98,850 |
98,850 |
98,922 |
225 000 |
226,31 |
16 |
DS1021 |
PL0000106670 |
118,39 |
118,31 |
118,300 |
118,300 |
118,160 |
118,160 |
118,292 |
92 500 |
111,18 |
2 |
WS0922 |
PL0000102646 |
120,15 |
120,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,60 |
109,47 |
109,500 |
109,600 |
109,280 |
109,390 |
109,479 |
90 000 |
99,72 |
9 |
DS0725 |
PL0000108197 |
104,05 |
103,82 |
103,790 |
103,920 |
103,780 |
103,920 |
103,838 |
110 000 |
116,30 |
10 |
DS0726 |
PL0000108866 |
96,90 |
96,00 |
96,150 |
96,360 |
95,950 |
96,120 |
96,163 |
245 000 |
239,16 |
28 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,95 |
127,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,85 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,70 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,43 |
100,45 |
100,450 |
100,450 |
100,450 |
100,450 |
100,450 |
5 000 |
5,03 |
1 |
WZ0119 |
PL0000107603 |
99,98 |
100,05 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
67 500 |
67,58 |
4 |
WZ0120 |
PL0000108601 |
99,31 |
99,26 |
99,260 |
99,310 |
99,260 |
99,310 |
99,298 |
65 000 |
64,63 |
4 |
WZ0121 |
PL0000106068 |
98,67 |
98,65 |
98,650 |
98,660 |
98,640 |
98,640 |
98,649 |
45 000 |
44,45 |
3 |
WZ0124 |
PL0000107454 |
95,83 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,10 |
94,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 825 000 |
1 894,20 |
98 |
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 |
190 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
218 |
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 |
99,40 |
99,50 |
1,44 |
1,20 |
99,45 |
1,32 |
IZ0816 |
PL0000103529 |
100,61 |
101,16 |
--- |
--- |
100,89 |
--- |
PS1016 |
PL0000106795 |
102,22 |
102,30 |
1,38 |
1,27 |
102,26 |
1,32 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,89 |
104,00 |
1,37 |
1,28 |
103,95 |
1,32 |
OK0717 |
PL0000108502 |
98,09 |
98,17 |
1,37 |
1,31 |
98,13 |
1,34 |
DS1017 |
PL0000104543 |
106,34 |
106,48 |
1,38 |
1,29 |
106,41 |
1,34 |
WZ0118 |
PL0000104717 |
100,39 |
100,55 |
--- |
--- |
100,47 |
--- |
PS0418 |
PL0000107314 |
104,87 |
105,02 |
1,45 |
1,38 |
104,95 |
1,41 |
PS0718 |
PL0000107595 |
102,31 |
102,44 |
1,52 |
1,46 |
102,38 |
1,49 |
WZ0119 |
PL0000107603 |
99,92 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
105,07 |
105,27 |
1,71 |
1,65 |
105,17 |
1,68 |
DS1019 |
PL0000105441 |
113,07 |
113,23 |
1,78 |
1,74 |
113,15 |
1,76 |
WZ0120 |
PL0000108601 |
99,16 |
99,33 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
98,07 |
98,36 |
1,98 |
1,91 |
98,22 |
1,95 |
DS1020 |
PL0000106126 |
114,16 |
114,46 |
2,04 |
1,97 |
114,31 |
2,00 |
WZ0121 |
PL0000106068 |
98,40 |
98,79 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
98,98 |
99,18 |
2,21 |
2,17 |
99,08 |
2,19 |
DS1021 |
PL0000106670 |
118,37 |
118,64 |
2,26 |
2,21 |
118,51 |
2,23 |
WS0922 |
PL0000102646 |
120,05 |
120,46 |
2,41 |
2,35 |
120,26 |
2,38 |
IZ0823 |
PL0000105359 |
102,26 |
112,15 |
--- |
--- |
107,21 |
--- |
DS1023 |
PL0000107264 |
109,35 |
109,80 |
2,63 |
2,57 |
109,58 |
2,60 |
WZ0124 |
PL0000107454 |
95,67 |
96,00 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
103,91 |
104,26 |
2,77 |
2,73 |
104,09 |
2,75 |
WZ0126 |
PL0000108817 |
93,99 |
94,30 |
--- |
--- |
94,15 |
--- |
DS0726 |
PL0000108866 |
96,06 |
96,46 |
2,94 |
2,90 |
96,26 |
2,92 |
WS0429 |
PL0000105391 |
125,59 |
128,20 |
3,32 |
3,10 |
126,90 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,41 |
99,49 |
1,42 |
1,23 |
99,45 |
1,32 |
IZ0816 |
PL0000103529 |
100,69 |
101,16 |
--- |
--- |
100,93 |
--- |
PS1016 |
PL0000106795 |
102,21 |
102,30 |
1,40 |
1,27 |
102,26 |
1,32 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,87 |
103,99 |
1,39 |
1,29 |
103,93 |
1,34 |
OK0717 |
PL0000108502 |
98,03 |
98,12 |
1,41 |
1,35 |
98,08 |
1,38 |
DS1017 |
PL0000104543 |
106,29 |
106,41 |
1,40 |
1,34 |
106,35 |
1,37 |
WZ0118 |
PL0000104717 |
100,39 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0418 |
PL0000107314 |
104,83 |
104,94 |
1,47 |
1,42 |
104,89 |
1,44 |
PS0718 |
PL0000107595 |
102,28 |
102,42 |
1,53 |
1,47 |
102,35 |
1,50 |
WZ0119 |
PL0000107603 |
99,92 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,96 |
105,19 |
1,74 |
1,67 |
105,08 |
1,70 |
DS1019 |
PL0000105441 |
113,01 |
113,23 |
1,80 |
1,74 |
113,12 |
1,77 |
WZ0120 |
PL0000108601 |
99,22 |
99,47 |
--- |
--- |
99,35 |
--- |
PS0420 |
PL0000108510 |
97,98 |
98,23 |
2,01 |
1,94 |
98,11 |
1,97 |
DS1020 |
PL0000106126 |
114,02 |
114,31 |
2,06 |
2,00 |
114,17 |
2,03 |
WZ0121 |
PL0000106068 |
98,55 |
98,80 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
98,85 |
98,96 |
2,24 |
2,21 |
98,91 |
2,22 |
DS1021 |
PL0000106670 |
118,23 |
118,47 |
2,28 |
2,24 |
118,35 |
2,26 |
WS0922 |
PL0000102646 |
119,80 |
120,22 |
2,45 |
2,39 |
120,01 |
2,42 |
IZ0823 |
PL0000105359 |
107,38 |
113,56 |
--- |
--- |
110,47 |
--- |
DS1023 |
PL0000107264 |
109,31 |
109,65 |
2,64 |
2,59 |
109,48 |
2,62 |
WZ0124 |
PL0000107454 |
95,74 |
96,04 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
103,79 |
104,14 |
2,78 |
2,74 |
103,97 |
2,76 |
WZ0126 |
PL0000108817 |
94,02 |
94,34 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
95,97 |
96,23 |
2,95 |
2,92 |
96,10 |
2,94 |
WS0429 |
PL0000105391 |
125,23 |
128,51 |
3,35 |
3,08 |
126,87 |
3,21 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.