2016-02-22 |
MARKET DATA |
No 35 (2817) |
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 |
1 670,00 |
1 740,52 |
60 |
0,00 |
0,00 |
0 |
1 670,00 |
1 740,52 |
60 |
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 |
100,59 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,43 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,22 |
102,21 |
102,220 |
102,220 |
102,190 |
102,220 |
102,204 |
1 270 000 |
1 318,09 |
22 |
PS0417 |
PL0000107058 |
103,88 |
103,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,05 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,26 |
106,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,84 |
104,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,30 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,92 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,02 |
105,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,04 |
113,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,00 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,05 |
114,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,88 |
98,87 |
98,880 |
98,880 |
98,880 |
98,880 |
98,880 |
30 000 |
30,16 |
3 |
DS1021 |
PL0000106670 |
118,20 |
118,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,00 |
120,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,40 |
104,50 |
109,400 |
109,400 |
109,350 |
109,370 |
109,365 |
225 000 |
249,07 |
20 |
DS0725 |
PL0000108197 |
103,95 |
103,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,25 |
96,15 |
96,000 |
96,280 |
96,000 |
96,280 |
96,199 |
140 000 |
136,73 |
14 |
WS0428 |
PL0000107611 |
92,55 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,80 |
127,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,71 |
131,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,90 |
101,02 |
100,900 |
100,900 |
100,900 |
100,900 |
100,900 |
5 000 |
6,47 |
1 |
IZ0823 |
PL0000105359 |
109,50 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,26 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,42 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,10 |
94,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 670 000 |
1 740,52 |
60 |
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 |
189 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
217 |
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 |
99,49 |
1,45 |
1,23 |
99,45 |
1,33 |
IZ0816 |
PL0000103529 |
100,68 |
101,14 |
--- |
--- |
100,91 |
--- |
PS1016 |
PL0000106795 |
102,19 |
102,28 |
1,41 |
1,28 |
102,24 |
1,34 |
WZ0117 |
PL0000106936 |
100,23 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
103,84 |
103,94 |
1,40 |
1,32 |
103,89 |
1,36 |
OK0717 |
PL0000108502 |
98,02 |
98,10 |
1,42 |
1,36 |
98,06 |
1,39 |
DS1017 |
PL0000104543 |
106,20 |
106,36 |
1,45 |
1,36 |
106,28 |
1,40 |
WZ0118 |
PL0000104717 |
100,34 |
100,54 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,92 |
1,48 |
1,43 |
104,86 |
1,45 |
PS0718 |
PL0000107595 |
102,22 |
102,41 |
1,55 |
1,47 |
102,32 |
1,51 |
WZ0119 |
PL0000107603 |
99,89 |
100,13 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,94 |
105,17 |
1,74 |
1,68 |
105,06 |
1,71 |
DS1019 |
PL0000105441 |
112,92 |
113,19 |
1,82 |
1,75 |
113,06 |
1,78 |
WZ0120 |
PL0000108601 |
99,16 |
99,44 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
97,92 |
98,20 |
2,02 |
1,95 |
98,06 |
1,99 |
DS1020 |
PL0000106126 |
113,96 |
114,26 |
2,08 |
2,01 |
114,11 |
2,04 |
WZ0121 |
PL0000106068 |
98,48 |
98,84 |
--- |
--- |
98,66 |
--- |
PS0421 |
PL0000108916 |
98,76 |
98,97 |
2,25 |
2,21 |
98,87 |
2,23 |
DS1021 |
PL0000106670 |
118,06 |
118,36 |
2,31 |
2,26 |
118,21 |
2,28 |
WS0922 |
PL0000102646 |
119,71 |
120,15 |
2,46 |
2,40 |
119,93 |
2,43 |
IZ0823 |
PL0000105359 |
107,20 |
115,10 |
--- |
--- |
111,15 |
--- |
DS1023 |
PL0000107264 |
109,14 |
109,59 |
2,66 |
2,60 |
109,37 |
2,63 |
WZ0124 |
PL0000107454 |
95,68 |
96,05 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
103,67 |
104,01 |
2,80 |
2,76 |
103,84 |
2,78 |
WZ0126 |
PL0000108817 |
93,97 |
94,46 |
--- |
--- |
94,22 |
--- |
DS0726 |
PL0000108866 |
95,88 |
96,26 |
2,96 |
2,92 |
96,07 |
2,94 |
WS0429 |
PL0000105391 |
124,20 |
128,02 |
3,43 |
3,12 |
126,11 |
3,27 |
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 |
1,43 |
1,23 |
99,45 |
1,33 |
IZ0816 |
PL0000103529 |
100,69 |
101,14 |
--- |
--- |
100,92 |
--- |
PS1016 |
PL0000106795 |
102,19 |
102,27 |
1,41 |
1,30 |
102,23 |
1,35 |
WZ0117 |
PL0000106936 |
100,24 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,85 |
103,95 |
1,40 |
1,31 |
103,90 |
1,35 |
OK0717 |
PL0000108502 |
98,03 |
98,11 |
1,41 |
1,36 |
98,07 |
1,39 |
DS1017 |
PL0000104543 |
106,21 |
106,37 |
1,45 |
1,35 |
106,29 |
1,40 |
WZ0118 |
PL0000104717 |
100,37 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
104,82 |
104,93 |
1,47 |
1,42 |
104,88 |
1,44 |
PS0718 |
PL0000107595 |
102,28 |
102,43 |
1,53 |
1,47 |
102,36 |
1,50 |
WZ0119 |
PL0000107603 |
99,94 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,99 |
105,14 |
1,73 |
1,69 |
105,07 |
1,71 |
DS1019 |
PL0000105441 |
113,01 |
113,23 |
1,80 |
1,74 |
113,12 |
1,77 |
WZ0120 |
PL0000108601 |
99,21 |
99,43 |
--- |
--- |
99,32 |
--- |
PS0420 |
PL0000108510 |
97,98 |
98,21 |
2,01 |
1,95 |
98,10 |
1,98 |
DS1020 |
PL0000106126 |
114,02 |
114,29 |
2,06 |
2,01 |
114,16 |
2,03 |
WZ0121 |
PL0000106068 |
98,50 |
98,83 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,95 |
2,24 |
2,22 |
98,88 |
2,23 |
DS1021 |
PL0000106670 |
118,18 |
118,43 |
2,29 |
2,25 |
118,31 |
2,27 |
WS0922 |
PL0000102646 |
119,95 |
120,22 |
2,43 |
2,39 |
120,09 |
2,41 |
IZ0823 |
PL0000105359 |
108,61 |
113,16 |
--- |
--- |
110,89 |
--- |
DS1023 |
PL0000107264 |
109,31 |
109,51 |
2,64 |
2,61 |
109,41 |
2,63 |
WZ0124 |
PL0000107454 |
95,72 |
96,05 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
103,86 |
104,19 |
2,78 |
2,74 |
104,03 |
2,75 |
WZ0126 |
PL0000108817 |
94,00 |
94,45 |
--- |
--- |
94,23 |
--- |
DS0726 |
PL0000108866 |
96,10 |
96,38 |
2,94 |
2,90 |
96,24 |
2,92 |
WS0429 |
PL0000105391 |
125,62 |
128,23 |
3,31 |
3,10 |
126,93 |
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.