2016-02-24 |
MARKET DATA |
No 37 (2819) |
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 |
815,00 |
869,09 |
63 |
0,00 |
0,00 |
0 |
815,00 |
869,09 |
63 |
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 |
100,58 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,44 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,21 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,86 |
103,88 |
103,860 |
103,860 |
103,860 |
103,860 |
103,860 |
100 000 |
107,84 |
1 |
OK0717 |
PL0000108502 |
98,10 |
98,10 |
98,100 |
98,100 |
98,100 |
98,100 |
98,100 |
80 000 |
78,48 |
4 |
DS1017 |
PL0000104543 |
106,29 |
106,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,84 |
104,85 |
104,860 |
104,870 |
104,860 |
104,870 |
104,865 |
37 500 |
40,50 |
3 |
PS0718 |
PL0000107595 |
102,35 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,96 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,17 |
105,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,21 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,27 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,45 |
114,47 |
114,480 |
114,490 |
114,480 |
114,490 |
114,486 |
35 000 |
40,69 |
2 |
PS0421 |
PL0000108916 |
99,15 |
99,04 |
99,090 |
99,220 |
99,090 |
99,220 |
99,150 |
92 500 |
93,27 |
8 |
DS1021 |
PL0000106670 |
118,60 |
118,54 |
118,550 |
118,550 |
118,500 |
118,500 |
118,528 |
45 000 |
54,21 |
2 |
WS0922 |
PL0000102646 |
120,40 |
120,28 |
120,350 |
120,430 |
120,350 |
120,430 |
120,362 |
55 000 |
67,55 |
7 |
DS1023 |
PL0000107264 |
109,75 |
109,70 |
109,800 |
109,810 |
109,640 |
109,640 |
109,727 |
135 000 |
149,96 |
11 |
DS0725 |
PL0000108197 |
104,46 |
104,42 |
104,500 |
104,550 |
104,500 |
104,550 |
104,520 |
25 000 |
26,61 |
3 |
DS0726 |
PL0000108866 |
96,78 |
96,75 |
96,750 |
96,850 |
96,750 |
96,850 |
96,796 |
80 000 |
78,62 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,40 |
127,50 |
127,500 |
127,500 |
127,500 |
127,500 |
127,500 |
10 000 |
13,23 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,90 |
101,00 |
100,900 |
100,900 |
100,900 |
100,900 |
100,900 |
5 000 |
6,47 |
1 |
IZ0823 |
PL0000105359 |
109,50 |
109,80 |
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 |
100,41 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,02 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,36 |
99,37 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
40 000 |
39,82 |
4 |
WZ0121 |
PL0000106068 |
98,65 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,87 |
95,95 |
95,870 |
95,870 |
95,820 |
95,820 |
95,846 |
65 000 |
62,40 |
6 |
WZ0126 |
PL0000108817 |
94,17 |
94,50 |
94,170 |
94,170 |
94,170 |
94,170 |
94,170 |
10 000 |
9,43 |
1 |
TOTAL |
815 000 |
869,09 |
63 |
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 |
187 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
215 |
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 |
99,51 |
1,45 |
1,20 |
99,46 |
1,32 |
IZ0816 |
PL0000103529 |
100,69 |
101,14 |
--- |
--- |
100,92 |
--- |
PS1016 |
PL0000106795 |
102,18 |
102,29 |
1,40 |
1,24 |
102,24 |
1,31 |
WZ0117 |
PL0000106936 |
100,24 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,84 |
104,00 |
1,39 |
1,25 |
103,92 |
1,32 |
OK0717 |
PL0000108502 |
98,07 |
98,16 |
1,39 |
1,32 |
98,12 |
1,35 |
DS1017 |
PL0000104543 |
106,24 |
106,38 |
1,42 |
1,33 |
106,31 |
1,38 |
WZ0118 |
PL0000104717 |
100,37 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,92 |
1,48 |
1,42 |
104,86 |
1,45 |
PS0718 |
PL0000107595 |
102,29 |
102,44 |
1,52 |
1,46 |
102,37 |
1,49 |
WZ0119 |
PL0000107603 |
99,95 |
100,13 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
105,09 |
105,32 |
1,70 |
1,63 |
105,21 |
1,66 |
DS1019 |
PL0000105441 |
113,10 |
113,39 |
1,77 |
1,69 |
113,25 |
1,73 |
WZ0120 |
PL0000108601 |
99,27 |
99,45 |
--- |
--- |
99,36 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,38 |
1,97 |
1,91 |
98,25 |
1,94 |
DS1020 |
PL0000106126 |
114,31 |
114,57 |
2,00 |
1,95 |
114,44 |
1,97 |
WZ0121 |
PL0000106068 |
98,57 |
98,85 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
98,93 |
99,13 |
2,22 |
2,18 |
99,03 |
2,20 |
DS1021 |
PL0000106670 |
118,29 |
118,57 |
2,27 |
2,22 |
118,43 |
2,24 |
WS0922 |
PL0000102646 |
120,10 |
120,44 |
2,40 |
2,35 |
120,27 |
2,38 |
IZ0823 |
PL0000105359 |
103,67 |
115,15 |
--- |
--- |
109,41 |
--- |
DS1023 |
PL0000107264 |
109,45 |
109,84 |
2,62 |
2,57 |
109,65 |
2,59 |
WZ0124 |
PL0000107454 |
95,71 |
96,07 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
104,22 |
104,64 |
2,73 |
2,68 |
104,43 |
2,71 |
WZ0126 |
PL0000108817 |
94,08 |
94,59 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,44 |
96,85 |
2,90 |
2,85 |
96,65 |
2,87 |
WS0429 |
PL0000105391 |
125,17 |
128,62 |
3,35 |
3,07 |
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 |
99,42 |
99,53 |
1,42 |
1,15 |
99,48 |
1,28 |
IZ0816 |
PL0000103529 |
100,71 |
101,11 |
--- |
--- |
100,91 |
--- |
PS1016 |
PL0000106795 |
102,19 |
102,28 |
1,39 |
1,25 |
102,24 |
1,31 |
WZ0117 |
PL0000106936 |
100,24 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,84 |
103,96 |
1,39 |
1,29 |
103,90 |
1,34 |
OK0717 |
PL0000108502 |
98,08 |
98,16 |
1,38 |
1,32 |
98,12 |
1,35 |
DS1017 |
PL0000104543 |
106,27 |
106,38 |
1,40 |
1,33 |
106,33 |
1,36 |
WZ0118 |
PL0000104717 |
100,37 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
104,82 |
104,92 |
1,47 |
1,42 |
104,87 |
1,44 |
PS0718 |
PL0000107595 |
102,33 |
102,46 |
1,51 |
1,45 |
102,40 |
1,48 |
WZ0119 |
PL0000107603 |
99,98 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,35 |
1,68 |
1,62 |
105,25 |
1,65 |
DS1019 |
PL0000105441 |
113,19 |
113,38 |
1,75 |
1,70 |
113,29 |
1,72 |
WZ0120 |
PL0000108601 |
99,28 |
99,44 |
--- |
--- |
99,36 |
--- |
PS0420 |
PL0000108510 |
98,24 |
98,41 |
1,94 |
1,90 |
98,33 |
1,92 |
DS1020 |
PL0000106126 |
114,43 |
114,63 |
1,97 |
1,93 |
114,53 |
1,95 |
WZ0121 |
PL0000106068 |
98,59 |
98,84 |
--- |
--- |
98,72 |
--- |
PS0421 |
PL0000108916 |
99,12 |
99,25 |
2,18 |
2,15 |
99,19 |
2,17 |
DS1021 |
PL0000106670 |
118,57 |
118,80 |
2,22 |
2,18 |
118,69 |
2,20 |
WS0922 |
PL0000102646 |
120,31 |
120,52 |
2,37 |
2,34 |
120,42 |
2,36 |
IZ0823 |
PL0000105359 |
108,20 |
112,91 |
--- |
--- |
110,56 |
--- |
DS1023 |
PL0000107264 |
109,70 |
109,96 |
2,58 |
2,55 |
109,83 |
2,57 |
WZ0124 |
PL0000107454 |
95,72 |
96,10 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
104,34 |
104,62 |
2,72 |
2,68 |
104,48 |
2,70 |
WZ0126 |
PL0000108817 |
94,08 |
94,55 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
96,56 |
96,92 |
2,88 |
2,84 |
96,74 |
2,86 |
WS0429 |
PL0000105391 |
126,86 |
128,30 |
3,21 |
3,10 |
127,58 |
3,15 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.