2016-02-25 |
MARKET DATA |
No 38 (2820) |
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 |
797,50 |
796,55 |
39 |
0,00 |
0,00 |
0 |
797,50 |
796,55 |
39 |
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 |
100,55 |
100,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,47 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,21 |
102,24 |
102,200 |
102,200 |
102,200 |
102,200 |
102,200 |
30 000 |
31,15 |
2 |
PS0417 |
PL0000107058 |
103,84 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,11 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,31 |
106,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,86 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,37 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,99 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,20 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,35 |
113,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,33 |
98,30 |
98,380 |
98,400 |
98,380 |
98,400 |
98,390 |
30 000 |
29,90 |
3 |
DS1020 |
PL0000106126 |
114,43 |
114,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,16 |
99,12 |
99,150 |
99,160 |
99,120 |
99,160 |
99,156 |
217 500 |
219,35 |
13 |
DS1021 |
PL0000106670 |
118,48 |
118,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,27 |
120,30 |
120,380 |
120,380 |
120,380 |
120,380 |
120,380 |
5 000 |
6,14 |
1 |
DS1023 |
PL0000107264 |
109,63 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,26 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,57 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,25 |
127,80 |
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 |
100,90 |
101,00 |
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 |
100,25 |
100,40 |
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 |
100,17 |
100,10 |
100,150 |
100,200 |
100,150 |
100,200 |
100,163 |
365 000 |
366,21 |
9 |
WZ0120 |
PL0000108601 |
99,42 |
99,42 |
99,420 |
99,420 |
99,420 |
99,420 |
99,420 |
40 000 |
39,84 |
3 |
WZ0121 |
PL0000106068 |
98,65 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,00 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,17 |
94,30 |
94,300 |
94,380 |
94,300 |
94,370 |
94,345 |
110 000 |
103,96 |
8 |
TOTAL |
797 500 |
796,55 |
39 |
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 |
184 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
212 |
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 |
99,44 |
99,53 |
1,40 |
1,18 |
99,49 |
1,28 |
IZ0816 |
PL0000103529 |
100,69 |
101,10 |
--- |
--- |
100,90 |
--- |
PS1016 |
PL0000106795 |
102,16 |
102,26 |
1,39 |
1,24 |
102,21 |
1,32 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,80 |
103,94 |
1,40 |
1,28 |
103,87 |
1,34 |
OK0717 |
PL0000108502 |
98,06 |
98,17 |
1,41 |
1,33 |
98,12 |
1,36 |
DS1017 |
PL0000104543 |
106,23 |
106,39 |
1,40 |
1,31 |
106,31 |
1,36 |
WZ0118 |
PL0000104717 |
100,36 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,90 |
1,48 |
1,42 |
104,84 |
1,45 |
PS0718 |
PL0000107595 |
102,28 |
102,45 |
1,52 |
1,45 |
102,37 |
1,49 |
WZ0119 |
PL0000107603 |
99,96 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
105,03 |
105,26 |
1,71 |
1,64 |
105,15 |
1,68 |
DS1019 |
PL0000105441 |
113,17 |
113,38 |
1,74 |
1,69 |
113,28 |
1,71 |
WZ0120 |
PL0000108601 |
99,30 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,21 |
98,40 |
1,95 |
1,90 |
98,31 |
1,93 |
DS1020 |
PL0000106126 |
114,28 |
114,58 |
2,00 |
1,94 |
114,43 |
1,97 |
WZ0121 |
PL0000106068 |
98,55 |
98,86 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
98,98 |
99,19 |
2,21 |
2,17 |
99,09 |
2,19 |
DS1021 |
PL0000106670 |
118,35 |
118,61 |
2,25 |
2,21 |
118,48 |
2,23 |
WS0922 |
PL0000102646 |
120,01 |
120,46 |
2,41 |
2,35 |
120,24 |
2,38 |
IZ0823 |
PL0000105359 |
106,45 |
116,00 |
--- |
--- |
111,23 |
--- |
DS1023 |
PL0000107264 |
109,37 |
109,71 |
2,63 |
2,58 |
109,54 |
2,61 |
WZ0124 |
PL0000107454 |
95,73 |
96,15 |
--- |
--- |
95,94 |
--- |
DS0725 |
PL0000108197 |
104,08 |
104,41 |
2,75 |
2,71 |
104,25 |
2,73 |
WZ0126 |
PL0000108817 |
94,08 |
94,55 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
96,33 |
96,76 |
2,91 |
2,86 |
96,55 |
2,89 |
WS0429 |
PL0000105391 |
119,27 |
131,25 |
3,85 |
2,86 |
125,26 |
3,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,44 |
99,53 |
1,40 |
1,18 |
99,49 |
1,28 |
IZ0816 |
PL0000103529 |
100,75 |
101,14 |
--- |
--- |
100,95 |
--- |
PS1016 |
PL0000106795 |
102,18 |
102,26 |
1,36 |
1,24 |
102,22 |
1,30 |
WZ0117 |
PL0000106936 |
100,22 |
100,43 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,81 |
103,94 |
1,39 |
1,28 |
103,88 |
1,33 |
OK0717 |
PL0000108502 |
98,06 |
98,20 |
1,41 |
1,30 |
98,13 |
1,35 |
DS1017 |
PL0000104543 |
106,27 |
106,42 |
1,38 |
1,29 |
106,35 |
1,33 |
WZ0118 |
PL0000104717 |
100,37 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0418 |
PL0000107314 |
104,84 |
104,94 |
1,45 |
1,40 |
104,89 |
1,43 |
PS0718 |
PL0000107595 |
102,35 |
102,49 |
1,49 |
1,44 |
102,42 |
1,46 |
WZ0119 |
PL0000107603 |
100,11 |
100,29 |
--- |
--- |
100,20 |
--- |
PS0719 |
PL0000108148 |
105,17 |
105,34 |
1,67 |
1,62 |
105,26 |
1,64 |
DS1019 |
PL0000105441 |
113,19 |
113,48 |
1,74 |
1,66 |
113,34 |
1,70 |
WZ0120 |
PL0000108601 |
99,38 |
99,70 |
--- |
--- |
99,54 |
--- |
PS0420 |
PL0000108510 |
98,25 |
98,42 |
1,94 |
1,90 |
98,34 |
1,92 |
DS1020 |
PL0000106126 |
114,39 |
114,68 |
1,98 |
1,92 |
114,54 |
1,95 |
WZ0121 |
PL0000106068 |
98,59 |
98,90 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
99,08 |
99,25 |
2,19 |
2,15 |
99,17 |
2,17 |
DS1021 |
PL0000106670 |
118,43 |
118,72 |
2,24 |
2,19 |
118,58 |
2,21 |
WS0922 |
PL0000102646 |
120,17 |
120,48 |
2,39 |
2,34 |
120,33 |
2,37 |
IZ0823 |
PL0000105359 |
107,63 |
112,71 |
--- |
--- |
110,17 |
--- |
DS1023 |
PL0000107264 |
109,54 |
109,81 |
2,61 |
2,57 |
109,68 |
2,59 |
WZ0124 |
PL0000107454 |
95,90 |
96,24 |
--- |
--- |
96,07 |
--- |
DS0725 |
PL0000108197 |
104,19 |
104,53 |
2,74 |
2,69 |
104,36 |
2,72 |
WZ0126 |
PL0000108817 |
94,12 |
94,50 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
96,45 |
96,75 |
2,90 |
2,86 |
96,60 |
2,88 |
WS0429 |
PL0000105391 |
125,29 |
128,60 |
3,34 |
3,07 |
126,95 |
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.