2016-03-01 |
MARKET DATA |
No 41 (2823) |
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 |
582,50 |
582,75 |
29 |
30,00 |
34,56 |
1 |
612,50 |
617,31 |
30 |
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 |
100,53 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,48 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,17 |
102,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,80 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,09 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,30 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,81 |
104,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,33 |
102,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,95 |
95,99 |
95,940 |
95,940 |
95,940 |
95,940 |
95,940 |
17 500 |
16,79 |
3 |
PS0719 |
PL0000108148 |
105,08 |
105,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,18 |
113,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,30 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,31 |
114,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,11 |
99,06 |
99,100 |
99,170 |
99,100 |
99,170 |
99,147 |
15 000 |
15,13 |
2 |
DS1021 |
PL0000106670 |
118,38 |
118,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,03 |
120,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,30 |
109,35 |
109,200 |
109,200 |
109,200 |
109,200 |
109,200 |
5 000 |
5,53 |
1 |
DS0725 |
PL0000108197 |
103,94 |
103,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,12 |
96,09 |
96,120 |
96,250 |
96,100 |
96,100 |
96,154 |
90 000 |
87,90 |
9 |
WS0428 |
PL0000107611 |
92,39 |
98,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,25 |
127,00 |
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 |
100,75 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
111,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,41 |
100,42 |
100,420 |
100,470 |
100,420 |
100,440 |
100,448 |
340 000 |
342,15 |
9 |
WZ0119 |
PL0000107603 |
100,11 |
100,15 |
100,110 |
100,110 |
100,100 |
100,100 |
100,103 |
105 000 |
105,30 |
4 |
WZ0120 |
PL0000108601 |
99,36 |
99,43 |
99,360 |
99,360 |
99,360 |
99,360 |
99,360 |
10 000 |
9,95 |
1 |
WZ0121 |
PL0000106068 |
98,50 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,90 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,17 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
582 500 |
582,75 |
29 |
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 |
181 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
209 |
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 |
99,45 |
99,54 |
1,41 |
1,17 |
99,50 |
1,28 |
IZ0816 |
PL0000103529 |
100,64 |
101,07 |
--- |
--- |
100,86 |
--- |
PS1016 |
PL0000106795 |
102,15 |
102,26 |
1,36 |
1,20 |
102,21 |
1,27 |
WZ0117 |
PL0000106936 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,78 |
103,94 |
1,39 |
1,26 |
103,86 |
1,33 |
OK0717 |
PL0000108502 |
98,04 |
98,18 |
1,43 |
1,33 |
98,11 |
1,38 |
DS1017 |
PL0000104543 |
106,23 |
106,35 |
1,39 |
1,32 |
106,29 |
1,35 |
WZ0118 |
PL0000104717 |
100,36 |
100,55 |
--- |
--- |
100,46 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,95 |
1,46 |
1,39 |
104,87 |
1,43 |
PS0718 |
PL0000107595 |
102,30 |
102,44 |
1,51 |
1,45 |
102,37 |
1,48 |
WZ0119 |
PL0000107603 |
100,05 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
105,03 |
105,26 |
1,71 |
1,64 |
105,15 |
1,67 |
DS1019 |
PL0000105441 |
113,10 |
113,39 |
1,75 |
1,68 |
113,25 |
1,71 |
WZ0120 |
PL0000108601 |
99,27 |
99,48 |
--- |
--- |
99,38 |
--- |
PS0420 |
PL0000108510 |
98,14 |
98,42 |
1,97 |
1,90 |
98,28 |
1,93 |
DS1020 |
PL0000106126 |
114,19 |
114,49 |
2,01 |
1,95 |
114,34 |
1,98 |
WZ0121 |
PL0000106068 |
98,36 |
98,74 |
--- |
--- |
98,55 |
--- |
PS0421 |
PL0000108916 |
98,92 |
99,15 |
2,22 |
2,17 |
99,04 |
2,20 |
DS1021 |
PL0000106670 |
118,15 |
118,44 |
2,28 |
2,23 |
118,30 |
2,26 |
WS0922 |
PL0000102646 |
119,78 |
120,21 |
2,44 |
2,38 |
120,00 |
2,41 |
IZ0823 |
PL0000105359 |
103,52 |
115,55 |
--- |
--- |
109,54 |
--- |
DS1023 |
PL0000107264 |
109,04 |
109,47 |
2,67 |
2,61 |
109,26 |
2,64 |
WZ0124 |
PL0000107454 |
95,81 |
96,20 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
103,70 |
104,08 |
2,79 |
2,75 |
103,89 |
2,77 |
WZ0126 |
PL0000108817 |
94,09 |
94,53 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
95,88 |
96,23 |
2,96 |
2,92 |
96,06 |
2,94 |
WS0429 |
PL0000105391 |
123,37 |
128,59 |
3,50 |
3,07 |
125,98 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,46 |
99,54 |
1,38 |
1,17 |
99,50 |
1,28 |
IZ0816 |
PL0000103529 |
100,64 |
101,07 |
--- |
--- |
100,86 |
--- |
PS1016 |
PL0000106795 |
102,15 |
102,26 |
1,36 |
1,20 |
102,21 |
1,27 |
WZ0117 |
PL0000106936 |
100,23 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,78 |
103,94 |
1,39 |
1,26 |
103,86 |
1,33 |
OK0717 |
PL0000108502 |
98,06 |
98,18 |
1,41 |
1,33 |
98,12 |
1,37 |
DS1017 |
PL0000104543 |
106,22 |
106,35 |
1,39 |
1,32 |
106,29 |
1,35 |
WZ0118 |
PL0000104717 |
100,38 |
100,54 |
--- |
--- |
100,46 |
--- |
PS0418 |
PL0000107314 |
104,78 |
104,92 |
1,47 |
1,40 |
104,85 |
1,44 |
PS0718 |
PL0000107595 |
102,30 |
102,41 |
1,51 |
1,47 |
102,36 |
1,49 |
WZ0119 |
PL0000107603 |
100,04 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
105,03 |
105,24 |
1,71 |
1,65 |
105,14 |
1,68 |
DS1019 |
PL0000105441 |
113,12 |
113,38 |
1,75 |
1,68 |
113,25 |
1,71 |
WZ0120 |
PL0000108601 |
99,29 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,22 |
98,38 |
1,95 |
1,91 |
98,30 |
1,93 |
DS1020 |
PL0000106126 |
114,19 |
114,46 |
2,01 |
1,96 |
114,33 |
1,99 |
WZ0121 |
PL0000106068 |
98,43 |
98,73 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
98,95 |
99,11 |
2,22 |
2,18 |
99,03 |
2,20 |
DS1021 |
PL0000106670 |
118,23 |
118,48 |
2,27 |
2,23 |
118,36 |
2,25 |
WS0922 |
PL0000102646 |
119,82 |
120,14 |
2,44 |
2,39 |
119,98 |
2,41 |
IZ0823 |
PL0000105359 |
108,62 |
112,27 |
--- |
--- |
110,45 |
--- |
DS1023 |
PL0000107264 |
109,11 |
109,38 |
2,66 |
2,63 |
109,25 |
2,64 |
WZ0124 |
PL0000107454 |
95,83 |
96,18 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
103,75 |
104,01 |
2,79 |
2,76 |
103,88 |
2,77 |
WZ0126 |
PL0000108817 |
94,10 |
94,52 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
95,96 |
96,16 |
2,95 |
2,93 |
96,06 |
2,94 |
WS0429 |
PL0000105391 |
124,64 |
128,09 |
3,39 |
3,11 |
126,37 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,170 |
1,170 |
1,170 |
30 |
TOTAL |
30 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.