2016-03-02 |
MARKET DATA |
No 42 (2824) |
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 |
392,50 |
402,61 |
33 |
390,00 |
413,08 |
6 |
782,50 |
815,68 |
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 |
100,52 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,47 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,17 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,79 |
103,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,08 |
98,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,24 |
106,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,78 |
104,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,29 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,94 |
96,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,12 |
105,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,10 |
113,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,20 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,17 |
114,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,93 |
98,88 |
98,970 |
99,000 |
98,910 |
98,910 |
98,956 |
72 500 |
72,99 |
7 |
DS1021 |
PL0000106670 |
118,23 |
118,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,85 |
119,80 |
119,900 |
119,910 |
119,800 |
119,910 |
119,879 |
70 000 |
85,71 |
9 |
DS1023 |
PL0000107264 |
109,10 |
109,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,71 |
103,64 |
103,710 |
103,710 |
103,710 |
103,710 |
103,710 |
10 000 |
10,57 |
1 |
DS0726 |
PL0000108866 |
95,79 |
95,70 |
95,800 |
95,850 |
95,610 |
95,700 |
95,727 |
220 000 |
213,95 |
14 |
WS0428 |
PL0000107611 |
92,27 |
97,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,00 |
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 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,24 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,39 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,03 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,35 |
99,40 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
10 000 |
9,95 |
1 |
WZ0121 |
PL0000106068 |
98,45 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,87 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,20 |
94,28 |
94,200 |
94,200 |
94,200 |
94,200 |
94,200 |
10 000 |
9,44 |
1 |
TOTAL |
392 500 |
402,61 |
33 |
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 |
180 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
208 |
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 |
99,46 |
99,56 |
1,39 |
1,13 |
99,51 |
1,26 |
IZ0816 |
PL0000103529 |
100,63 |
101,07 |
--- |
--- |
100,85 |
--- |
PS1016 |
PL0000106795 |
102,15 |
102,28 |
1,35 |
1,15 |
102,22 |
1,24 |
WZ0117 |
PL0000106936 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,77 |
103,94 |
1,40 |
1,25 |
103,86 |
1,32 |
OK0717 |
PL0000108502 |
98,04 |
98,18 |
1,43 |
1,33 |
98,11 |
1,38 |
DS1017 |
PL0000104543 |
106,22 |
106,35 |
1,39 |
1,31 |
106,29 |
1,34 |
WZ0118 |
PL0000104717 |
100,35 |
100,54 |
--- |
--- |
100,45 |
--- |
PS0418 |
PL0000107314 |
104,75 |
104,93 |
1,48 |
1,40 |
104,84 |
1,44 |
PS0718 |
PL0000107595 |
102,26 |
102,43 |
1,53 |
1,46 |
102,35 |
1,49 |
WZ0119 |
PL0000107603 |
100,00 |
100,24 |
--- |
--- |
100,12 |
--- |
PS0719 |
PL0000108148 |
104,98 |
105,17 |
1,72 |
1,67 |
105,08 |
1,69 |
DS1019 |
PL0000105441 |
113,04 |
113,34 |
1,77 |
1,69 |
113,19 |
1,73 |
WZ0120 |
PL0000108601 |
99,30 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,07 |
98,34 |
1,99 |
1,92 |
98,21 |
1,95 |
DS1020 |
PL0000106126 |
114,07 |
114,36 |
2,04 |
1,98 |
114,22 |
2,01 |
WZ0121 |
PL0000106068 |
98,31 |
98,73 |
--- |
--- |
98,52 |
--- |
PS0421 |
PL0000108916 |
98,83 |
99,00 |
2,24 |
2,21 |
98,92 |
2,22 |
DS1021 |
PL0000106670 |
118,11 |
118,33 |
2,29 |
2,25 |
118,22 |
2,27 |
WS0922 |
PL0000102646 |
119,61 |
120,04 |
2,47 |
2,40 |
119,83 |
2,44 |
IZ0823 |
PL0000105359 |
103,73 |
115,61 |
--- |
--- |
109,67 |
--- |
DS1023 |
PL0000107264 |
108,85 |
109,20 |
2,70 |
2,65 |
109,03 |
2,67 |
WZ0124 |
PL0000107454 |
95,82 |
96,31 |
--- |
--- |
96,07 |
--- |
DS0725 |
PL0000108197 |
103,51 |
103,83 |
2,82 |
2,78 |
103,67 |
2,80 |
WZ0126 |
PL0000108817 |
94,10 |
94,52 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
95,63 |
96,03 |
2,99 |
2,95 |
95,83 |
2,97 |
WS0429 |
PL0000105391 |
124,82 |
127,74 |
3,38 |
3,14 |
126,28 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,45 |
99,56 |
1,42 |
1,13 |
99,51 |
1,26 |
IZ0816 |
PL0000103529 |
100,63 |
101,07 |
--- |
--- |
100,85 |
--- |
PS1016 |
PL0000106795 |
102,15 |
102,27 |
1,35 |
1,17 |
102,21 |
1,26 |
WZ0117 |
PL0000106936 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,78 |
103,94 |
1,39 |
1,25 |
103,86 |
1,32 |
OK0717 |
PL0000108502 |
98,04 |
98,19 |
1,43 |
1,32 |
98,12 |
1,37 |
DS1017 |
PL0000104543 |
106,22 |
106,35 |
1,39 |
1,31 |
106,29 |
1,34 |
WZ0118 |
PL0000104717 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,76 |
104,93 |
1,47 |
1,40 |
104,85 |
1,43 |
PS0718 |
PL0000107595 |
102,27 |
102,43 |
1,52 |
1,46 |
102,35 |
1,49 |
WZ0119 |
PL0000107603 |
100,00 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
104,96 |
105,16 |
1,73 |
1,67 |
105,06 |
1,70 |
DS1019 |
PL0000105441 |
113,02 |
113,29 |
1,77 |
1,70 |
113,16 |
1,74 |
WZ0120 |
PL0000108601 |
99,27 |
99,48 |
--- |
--- |
99,38 |
--- |
PS0420 |
PL0000108510 |
98,07 |
98,32 |
1,99 |
1,92 |
98,20 |
1,95 |
DS1020 |
PL0000106126 |
114,04 |
114,31 |
2,04 |
1,99 |
114,18 |
2,01 |
WZ0121 |
PL0000106068 |
98,29 |
98,62 |
--- |
--- |
98,46 |
--- |
PS0421 |
PL0000108916 |
98,81 |
98,93 |
2,25 |
2,22 |
98,87 |
2,23 |
DS1021 |
PL0000106670 |
118,05 |
118,23 |
2,30 |
2,27 |
118,14 |
2,28 |
WS0922 |
PL0000102646 |
119,50 |
119,88 |
2,48 |
2,43 |
119,69 |
2,46 |
IZ0823 |
PL0000105359 |
107,74 |
113,55 |
--- |
--- |
110,65 |
--- |
DS1023 |
PL0000107264 |
108,81 |
109,16 |
2,70 |
2,66 |
108,99 |
2,68 |
WZ0124 |
PL0000107454 |
95,74 |
96,07 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
103,40 |
103,70 |
2,83 |
2,79 |
103,55 |
2,81 |
WZ0126 |
PL0000108817 |
94,05 |
94,44 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
95,61 |
95,82 |
3,00 |
2,97 |
95,72 |
2,98 |
WS0429 |
PL0000105391 |
124,84 |
128,17 |
3,38 |
3,10 |
126,51 |
3,24 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
260 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
10 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,000 |
1,000 |
1,000 |
90 |
TOTAL |
390 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.