2016-02-26 |
MARKET DATA |
No 39 (2821) |
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 |
655,00 |
697,92 |
44 |
0,00 |
0,00 |
0 |
655,00 |
697,92 |
44 |
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 |
100,54 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,46 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,20 |
102,21 |
102,200 |
102,200 |
102,190 |
102,190 |
102,190 |
210 000 |
218,09 |
5 |
PS0417 |
PL0000107058 |
103,84 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,12 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,26 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,84 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,34 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,98 |
95,95 |
95,950 |
95,950 |
95,950 |
95,950 |
95,950 |
25 000 |
23,99 |
1 |
PS0719 |
PL0000108148 |
105,18 |
105,11 |
105,150 |
105,150 |
105,150 |
105,150 |
105,150 |
5 000 |
5,36 |
1 |
DS1019 |
PL0000105441 |
113,28 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,26 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,42 |
114,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,11 |
98,99 |
99,030 |
99,070 |
99,020 |
99,070 |
99,040 |
30 000 |
30,22 |
3 |
DS1021 |
PL0000106670 |
118,46 |
118,30 |
118,430 |
118,430 |
118,370 |
118,370 |
118,405 |
180 000 |
216,75 |
13 |
WS0922 |
PL0000102646 |
120,20 |
120,00 |
120,000 |
120,000 |
120,000 |
120,000 |
120,000 |
5 000 |
6,13 |
1 |
DS1023 |
PL0000107264 |
109,55 |
109,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,22 |
103,95 |
104,040 |
104,100 |
104,040 |
104,100 |
104,070 |
20 000 |
21,20 |
2 |
DS0726 |
PL0000108866 |
96,67 |
96,20 |
96,630 |
96,670 |
96,200 |
96,280 |
96,427 |
175 000 |
171,38 |
17 |
WS0428 |
PL0000107611 |
92,77 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,11 |
127,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,10 |
131,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,85 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,20 |
110,80 |
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 |
100,10 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,38 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,00 |
96,08 |
96,000 |
96,000 |
96,000 |
96,000 |
96,000 |
5 000 |
4,81 |
1 |
WZ0126 |
PL0000108817 |
94,17 |
94,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
655 000 |
697,92 |
44 |
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 |
183 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
211 |
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 |
99,55 |
1,41 |
1,13 |
99,50 |
1,26 |
IZ0816 |
PL0000103529 |
100,68 |
101,12 |
--- |
--- |
100,90 |
--- |
PS1016 |
PL0000106795 |
102,16 |
102,24 |
1,38 |
1,26 |
102,20 |
1,32 |
WZ0117 |
PL0000106936 |
100,23 |
100,43 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,80 |
103,93 |
1,39 |
1,28 |
103,87 |
1,33 |
OK0717 |
PL0000108502 |
98,06 |
98,18 |
1,41 |
1,32 |
98,12 |
1,36 |
DS1017 |
PL0000104543 |
106,23 |
106,40 |
1,40 |
1,30 |
106,32 |
1,35 |
WZ0118 |
PL0000104717 |
100,36 |
100,56 |
--- |
--- |
100,46 |
--- |
PS0418 |
PL0000107314 |
104,80 |
104,92 |
1,46 |
1,41 |
104,86 |
1,44 |
PS0718 |
PL0000107595 |
102,28 |
102,46 |
1,52 |
1,45 |
102,37 |
1,48 |
WZ0119 |
PL0000107603 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0719 |
PL0000108148 |
105,13 |
105,32 |
1,68 |
1,63 |
105,23 |
1,65 |
DS1019 |
PL0000105441 |
113,18 |
113,45 |
1,74 |
1,67 |
113,32 |
1,70 |
WZ0120 |
PL0000108601 |
99,30 |
99,61 |
--- |
--- |
99,46 |
--- |
PS0420 |
PL0000108510 |
98,22 |
98,47 |
1,95 |
1,88 |
98,35 |
1,92 |
DS1020 |
PL0000106126 |
114,38 |
114,66 |
1,98 |
1,92 |
114,52 |
1,95 |
WZ0121 |
PL0000106068 |
98,54 |
98,86 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
99,07 |
99,25 |
2,19 |
2,15 |
99,16 |
2,17 |
DS1021 |
PL0000106670 |
118,39 |
118,69 |
2,24 |
2,19 |
118,54 |
2,22 |
WS0922 |
PL0000102646 |
120,10 |
120,47 |
2,40 |
2,34 |
120,29 |
2,37 |
IZ0823 |
PL0000105359 |
103,79 |
115,46 |
--- |
--- |
109,63 |
--- |
DS1023 |
PL0000107264 |
109,42 |
109,79 |
2,62 |
2,57 |
109,61 |
2,60 |
WZ0124 |
PL0000107454 |
95,89 |
96,28 |
--- |
--- |
96,09 |
--- |
DS0725 |
PL0000108197 |
104,08 |
104,42 |
2,75 |
2,71 |
104,25 |
2,73 |
WZ0126 |
PL0000108817 |
94,09 |
94,55 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
96,29 |
96,69 |
2,92 |
2,87 |
96,49 |
2,89 |
WS0429 |
PL0000105391 |
121,94 |
131,21 |
3,62 |
2,86 |
126,58 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,45 |
99,55 |
1,39 |
1,13 |
99,50 |
1,26 |
IZ0816 |
PL0000103529 |
100,71 |
101,11 |
--- |
--- |
100,91 |
--- |
PS1016 |
PL0000106795 |
102,16 |
102,26 |
1,38 |
1,23 |
102,21 |
1,30 |
WZ0117 |
PL0000106936 |
100,23 |
100,43 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,81 |
103,92 |
1,38 |
1,29 |
103,87 |
1,33 |
OK0717 |
PL0000108502 |
98,09 |
98,17 |
1,39 |
1,33 |
98,13 |
1,36 |
DS1017 |
PL0000104543 |
106,23 |
106,36 |
1,40 |
1,32 |
106,30 |
1,36 |
WZ0118 |
PL0000104717 |
100,36 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
104,80 |
104,94 |
1,46 |
1,40 |
104,87 |
1,43 |
PS0718 |
PL0000107595 |
102,30 |
102,44 |
1,51 |
1,45 |
102,37 |
1,48 |
WZ0119 |
PL0000107603 |
100,01 |
100,20 |
--- |
--- |
100,11 |
--- |
PS0719 |
PL0000108148 |
105,02 |
105,15 |
1,71 |
1,68 |
105,09 |
1,69 |
DS1019 |
PL0000105441 |
113,09 |
113,28 |
1,76 |
1,71 |
113,19 |
1,74 |
WZ0120 |
PL0000108601 |
99,28 |
99,56 |
--- |
--- |
99,42 |
--- |
PS0420 |
PL0000108510 |
98,06 |
98,29 |
1,99 |
1,93 |
98,18 |
1,96 |
DS1020 |
PL0000106126 |
114,17 |
114,46 |
2,02 |
1,96 |
114,32 |
1,99 |
WZ0121 |
PL0000106068 |
98,40 |
98,81 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
98,94 |
99,09 |
2,22 |
2,19 |
99,02 |
2,20 |
DS1021 |
PL0000106670 |
118,11 |
118,41 |
2,29 |
2,24 |
118,26 |
2,27 |
WS0922 |
PL0000102646 |
119,78 |
120,09 |
2,45 |
2,40 |
119,94 |
2,42 |
IZ0823 |
PL0000105359 |
108,64 |
112,22 |
--- |
--- |
110,43 |
--- |
DS1023 |
PL0000107264 |
109,08 |
109,35 |
2,67 |
2,63 |
109,22 |
2,65 |
WZ0124 |
PL0000107454 |
95,81 |
96,17 |
--- |
--- |
95,99 |
--- |
DS0725 |
PL0000108197 |
103,77 |
104,06 |
2,79 |
2,75 |
103,92 |
2,77 |
WZ0126 |
PL0000108817 |
94,07 |
94,50 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
95,90 |
96,31 |
2,96 |
2,91 |
96,11 |
2,94 |
WS0429 |
PL0000105391 |
124,47 |
128,26 |
3,41 |
3,10 |
126,37 |
3,25 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.