2016-02-29 |
MARKET DATA |
No 40 (2822) |
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 |
282,50 |
293,09 |
26 |
20,00 |
24,07 |
1 |
302,50 |
317,16 |
27 |
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 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,47 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,20 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,81 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,10 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,28 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,82 |
104,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,33 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,94 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,61 |
105,15 |
105,150 |
105,150 |
105,150 |
105,150 |
105,150 |
10 000 |
10,71 |
1 |
DS1019 |
PL0000105441 |
113,21 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,24 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,32 |
114,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,12 |
99,06 |
99,160 |
99,160 |
99,050 |
99,050 |
99,123 |
15 000 |
15,12 |
2 |
DS1021 |
PL0000106670 |
118,35 |
118,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,10 |
120,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,35 |
109,28 |
109,250 |
109,250 |
109,250 |
109,250 |
109,250 |
5 000 |
5,53 |
1 |
DS0725 |
PL0000108197 |
104,03 |
104,00 |
104,000 |
104,130 |
104,000 |
104,130 |
104,081 |
160 000 |
169,67 |
13 |
DS0726 |
PL0000108866 |
96,20 |
96,05 |
96,300 |
96,350 |
96,050 |
96,120 |
96,184 |
50 000 |
48,85 |
5 |
WS0428 |
PL0000107611 |
92,64 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,36 |
127,62 |
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 |
100,87 |
100,96 |
100,850 |
100,850 |
100,850 |
100,850 |
100,850 |
2 500 |
3,23 |
1 |
IZ0823 |
PL0000105359 |
109,60 |
111,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,24 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,41 |
100,42 |
100,420 |
100,420 |
100,420 |
100,420 |
100,420 |
15 000 |
15,09 |
2 |
WZ0119 |
PL0000107603 |
100,07 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,37 |
99,40 |
99,370 |
99,370 |
99,370 |
99,370 |
99,370 |
25 000 |
24,89 |
1 |
WZ0121 |
PL0000106068 |
98,45 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,91 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,15 |
94,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
282 500 |
293,09 |
26 |
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 |
104,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
112,90 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
104,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,45 |
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 |
182 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
210 |
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 |
1,42 |
1,14 |
99,50 |
1,27 |
IZ0816 |
PL0000103529 |
100,57 |
101,11 |
--- |
--- |
100,84 |
--- |
PS1016 |
PL0000106795 |
102,13 |
102,24 |
1,41 |
1,24 |
102,19 |
1,32 |
WZ0117 |
PL0000106936 |
100,20 |
100,42 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
103,75 |
103,92 |
1,43 |
1,28 |
103,84 |
1,35 |
OK0717 |
PL0000108502 |
98,03 |
98,18 |
1,43 |
1,32 |
98,11 |
1,37 |
DS1017 |
PL0000104543 |
106,22 |
106,40 |
1,40 |
1,29 |
106,31 |
1,35 |
WZ0118 |
PL0000104717 |
100,30 |
100,51 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,96 |
1,48 |
1,39 |
104,86 |
1,43 |
PS0718 |
PL0000107595 |
102,28 |
102,45 |
1,52 |
1,45 |
102,37 |
1,48 |
WZ0119 |
PL0000107603 |
99,97 |
100,22 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,00 |
105,26 |
1,72 |
1,64 |
105,13 |
1,68 |
DS1019 |
PL0000105441 |
113,08 |
113,40 |
1,76 |
1,68 |
113,24 |
1,72 |
WZ0120 |
PL0000108601 |
99,20 |
99,48 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,41 |
1,98 |
1,90 |
98,26 |
1,94 |
DS1020 |
PL0000106126 |
114,17 |
114,45 |
2,02 |
1,96 |
114,31 |
1,99 |
WZ0121 |
PL0000106068 |
98,40 |
98,81 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
98,89 |
99,10 |
2,23 |
2,18 |
99,00 |
2,21 |
DS1021 |
PL0000106670 |
118,07 |
118,37 |
2,30 |
2,25 |
118,22 |
2,27 |
WS0922 |
PL0000102646 |
119,75 |
120,23 |
2,45 |
2,38 |
119,99 |
2,41 |
IZ0823 |
PL0000105359 |
103,46 |
115,58 |
--- |
--- |
109,52 |
--- |
DS1023 |
PL0000107264 |
109,08 |
109,55 |
2,67 |
2,60 |
109,32 |
2,63 |
WZ0124 |
PL0000107454 |
95,70 |
96,29 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
103,69 |
104,10 |
2,79 |
2,75 |
103,90 |
2,77 |
WZ0126 |
PL0000108817 |
93,94 |
94,59 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
95,94 |
96,34 |
2,96 |
2,91 |
96,14 |
2,93 |
WS0429 |
PL0000105391 |
121,10 |
131,24 |
3,69 |
2,86 |
126,17 |
3,27 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,45 |
99,54 |
1,40 |
1,17 |
99,50 |
1,27 |
IZ0816 |
PL0000103529 |
100,68 |
101,07 |
--- |
--- |
100,88 |
--- |
PS1016 |
PL0000106795 |
102,16 |
102,26 |
1,36 |
1,21 |
102,21 |
1,29 |
WZ0117 |
PL0000106936 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,79 |
103,93 |
1,39 |
1,27 |
103,86 |
1,33 |
OK0717 |
PL0000108502 |
98,08 |
98,16 |
1,40 |
1,34 |
98,12 |
1,37 |
DS1017 |
PL0000104543 |
106,23 |
106,36 |
1,39 |
1,32 |
106,30 |
1,35 |
WZ0118 |
PL0000104717 |
100,37 |
100,53 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,93 |
1,47 |
1,40 |
104,86 |
1,43 |
PS0718 |
PL0000107595 |
102,30 |
102,42 |
1,51 |
1,46 |
102,36 |
1,49 |
WZ0119 |
PL0000107603 |
100,04 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0719 |
PL0000108148 |
105,07 |
105,23 |
1,70 |
1,65 |
105,15 |
1,67 |
DS1019 |
PL0000105441 |
113,11 |
113,32 |
1,75 |
1,70 |
113,22 |
1,73 |
WZ0120 |
PL0000108601 |
99,28 |
99,49 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,21 |
98,38 |
1,95 |
1,91 |
98,30 |
1,93 |
DS1020 |
PL0000106126 |
114,24 |
114,50 |
2,01 |
1,95 |
114,37 |
1,98 |
WZ0121 |
PL0000106068 |
98,35 |
98,71 |
--- |
--- |
98,53 |
--- |
PS0421 |
PL0000108916 |
98,99 |
99,16 |
2,21 |
2,17 |
99,08 |
2,19 |
DS1021 |
PL0000106670 |
118,26 |
118,39 |
2,26 |
2,24 |
118,33 |
2,25 |
WS0922 |
PL0000102646 |
119,81 |
120,12 |
2,44 |
2,39 |
119,97 |
2,42 |
IZ0823 |
PL0000105359 |
108,83 |
111,91 |
--- |
--- |
110,37 |
--- |
DS1023 |
PL0000107264 |
109,17 |
109,36 |
2,66 |
2,63 |
109,27 |
2,64 |
WZ0124 |
PL0000107454 |
95,84 |
96,15 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
103,79 |
104,12 |
2,78 |
2,74 |
103,96 |
2,76 |
WZ0126 |
PL0000108817 |
94,08 |
94,53 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
95,94 |
96,22 |
2,96 |
2,92 |
96,08 |
2,94 |
WS0429 |
PL0000105391 |
125,08 |
128,17 |
3,36 |
3,10 |
126,63 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,100 |
1,100 |
1,100 |
20 |
TOTAL |
20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.