2016-02-23 |
MARKET DATA |
No 36 (2818) |
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 |
880,00 |
925,53 |
74 |
0,00 |
0,00 |
0 |
880,00 |
925,53 |
74 |
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 |
100,59 |
100,590 |
100,590 |
100,590 |
100,590 |
100,590 |
12 500 |
13,10 |
1 |
OK0716 |
PL0000107926 |
99,43 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,21 |
102,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,86 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,04 |
98,04 |
98,040 |
98,040 |
98,040 |
98,040 |
98,040 |
30 000 |
29,41 |
1 |
DS1017 |
PL0000104543 |
106,25 |
106,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,84 |
104,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,32 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,93 |
95,92 |
95,920 |
95,920 |
95,920 |
95,920 |
95,920 |
25 000 |
23,98 |
1 |
PS0719 |
PL0000108148 |
105,05 |
105,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,20 |
113,15 |
113,200 |
113,230 |
113,200 |
113,210 |
113,211 |
300 000 |
345,18 |
17 |
PS0420 |
PL0000108510 |
98,05 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,20 |
114,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,90 |
98,78 |
98,860 |
98,900 |
98,740 |
98,900 |
98,790 |
207 500 |
208,46 |
23 |
DS1021 |
PL0000106670 |
118,25 |
118,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,00 |
120,00 |
120,000 |
120,000 |
119,990 |
119,990 |
119,993 |
30 000 |
36,73 |
3 |
DS1023 |
PL0000107264 |
109,35 |
109,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,05 |
104,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,30 |
96,15 |
96,210 |
96,300 |
96,100 |
96,300 |
96,231 |
275 000 |
268,68 |
28 |
WS0428 |
PL0000107611 |
92,69 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,70 |
127,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,96 |
131,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,85 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,26 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,40 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,33 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,64 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,85 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,15 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
880 000 |
925,53 |
74 |
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 |
188 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
216 |
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 |
99,41 |
99,52 |
1,44 |
1,17 |
99,47 |
1,29 |
IZ0816 |
PL0000103529 |
100,59 |
101,11 |
--- |
--- |
100,85 |
--- |
PS1016 |
PL0000106795 |
102,18 |
102,28 |
1,41 |
1,27 |
102,23 |
1,34 |
WZ0117 |
PL0000106936 |
100,24 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,83 |
103,98 |
1,41 |
1,28 |
103,91 |
1,34 |
OK0717 |
PL0000108502 |
98,00 |
98,12 |
1,44 |
1,35 |
98,06 |
1,40 |
DS1017 |
PL0000104543 |
106,20 |
106,37 |
1,45 |
1,35 |
106,29 |
1,39 |
WZ0118 |
PL0000104717 |
100,37 |
100,56 |
--- |
--- |
100,47 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,94 |
1,50 |
1,41 |
104,85 |
1,46 |
PS0718 |
PL0000107595 |
102,26 |
102,45 |
1,54 |
1,46 |
102,36 |
1,49 |
WZ0119 |
PL0000107603 |
99,94 |
100,15 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,99 |
105,17 |
1,73 |
1,68 |
105,08 |
1,70 |
DS1019 |
PL0000105441 |
112,95 |
113,22 |
1,81 |
1,74 |
113,09 |
1,77 |
WZ0120 |
PL0000108601 |
99,18 |
99,42 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
98,00 |
98,23 |
2,00 |
1,94 |
98,12 |
1,97 |
DS1020 |
PL0000106126 |
114,03 |
114,31 |
2,06 |
2,00 |
114,17 |
2,03 |
WZ0121 |
PL0000106068 |
98,48 |
98,82 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
98,79 |
98,98 |
2,25 |
2,21 |
98,89 |
2,23 |
DS1021 |
PL0000106670 |
118,11 |
118,41 |
2,30 |
2,25 |
118,26 |
2,27 |
WS0922 |
PL0000102646 |
119,97 |
120,26 |
2,42 |
2,38 |
120,12 |
2,40 |
IZ0823 |
PL0000105359 |
106,32 |
115,15 |
--- |
--- |
110,74 |
--- |
DS1023 |
PL0000107264 |
109,24 |
109,65 |
2,65 |
2,59 |
109,45 |
2,62 |
WZ0124 |
PL0000107454 |
95,69 |
96,03 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
103,90 |
104,22 |
2,77 |
2,73 |
104,06 |
2,75 |
WZ0126 |
PL0000108817 |
94,00 |
94,51 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
96,11 |
96,54 |
2,94 |
2,89 |
96,33 |
2,91 |
WS0429 |
PL0000105391 |
122,57 |
131,84 |
3,57 |
2,82 |
127,21 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,40 |
99,51 |
1,46 |
1,19 |
99,46 |
1,32 |
IZ0816 |
PL0000103529 |
100,69 |
101,13 |
--- |
--- |
100,91 |
--- |
PS1016 |
PL0000106795 |
102,19 |
102,26 |
1,40 |
1,30 |
102,23 |
1,34 |
WZ0117 |
PL0000106936 |
100,24 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,83 |
103,97 |
1,41 |
1,29 |
103,90 |
1,35 |
OK0717 |
PL0000108502 |
98,02 |
98,11 |
1,42 |
1,36 |
98,07 |
1,39 |
DS1017 |
PL0000104543 |
106,23 |
106,37 |
1,43 |
1,35 |
106,30 |
1,39 |
WZ0118 |
PL0000104717 |
100,35 |
100,53 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,90 |
1,49 |
1,43 |
104,84 |
1,46 |
PS0718 |
PL0000107595 |
102,30 |
102,43 |
1,52 |
1,46 |
102,37 |
1,49 |
WZ0119 |
PL0000107603 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
105,01 |
105,14 |
1,72 |
1,68 |
105,08 |
1,70 |
DS1019 |
PL0000105441 |
112,95 |
113,23 |
1,81 |
1,74 |
113,09 |
1,77 |
WZ0120 |
PL0000108601 |
99,23 |
99,43 |
--- |
--- |
99,33 |
--- |
PS0420 |
PL0000108510 |
97,98 |
98,21 |
2,01 |
1,95 |
98,10 |
1,98 |
DS1020 |
PL0000106126 |
114,11 |
114,32 |
2,04 |
2,00 |
114,22 |
2,02 |
WZ0121 |
PL0000106068 |
98,59 |
98,83 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
98,77 |
98,94 |
2,25 |
2,22 |
98,86 |
2,23 |
DS1021 |
PL0000106670 |
118,21 |
118,37 |
2,28 |
2,25 |
118,29 |
2,27 |
WS0922 |
PL0000102646 |
119,77 |
120,19 |
2,45 |
2,39 |
119,98 |
2,42 |
IZ0823 |
PL0000105359 |
108,16 |
112,24 |
--- |
--- |
110,20 |
--- |
DS1023 |
PL0000107264 |
109,20 |
109,61 |
2,65 |
2,60 |
109,41 |
2,63 |
WZ0124 |
PL0000107454 |
95,73 |
96,03 |
--- |
--- |
95,88 |
--- |
DS0725 |
PL0000108197 |
103,92 |
104,20 |
2,77 |
2,73 |
104,06 |
2,75 |
WZ0126 |
PL0000108817 |
94,07 |
94,51 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
96,23 |
96,48 |
2,92 |
2,89 |
96,36 |
2,91 |
WS0429 |
PL0000105391 |
125,25 |
128,85 |
3,34 |
3,05 |
127,05 |
3,20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.