2016-03-03 |
MARKET DATA |
No 43 (2825) |
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 |
867,50 |
910,73 |
35 |
40,00 |
39,47 |
1 |
907,50 |
950,20 |
36 |
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 |
100,49 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,55 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,15 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,84 |
103,85 |
103,840 |
103,840 |
103,790 |
103,790 |
103,804 |
70 000 |
75,54 |
2 |
OK0717 |
PL0000108502 |
98,14 |
98,15 |
98,090 |
98,090 |
98,080 |
98,080 |
98,083 |
30 000 |
29,43 |
2 |
DS1017 |
PL0000104543 |
106,23 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,78 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,30 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,03 |
95,91 |
96,030 |
96,040 |
96,020 |
96,020 |
96,028 |
335 000 |
321,69 |
9 |
PS0719 |
PL0000108148 |
105,11 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,25 |
113,18 |
113,220 |
113,250 |
113,200 |
113,250 |
113,228 |
340 000 |
391,82 |
12 |
PS0420 |
PL0000108510 |
98,32 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,09 |
114,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,84 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,02 |
118,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,62 |
119,60 |
119,620 |
119,620 |
119,620 |
119,620 |
119,620 |
10 000 |
12,22 |
1 |
DS1023 |
PL0000107264 |
108,76 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,40 |
103,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,50 |
94,60 |
95,500 |
95,500 |
95,370 |
95,420 |
95,447 |
82 500 |
80,02 |
9 |
WS0428 |
PL0000107611 |
95,05 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,80 |
126,58 |
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 |
111,40 |
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 |
100,38 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,31 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,46 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,78 |
95,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,12 |
94,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
867 500 |
910,73 |
35 |
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 |
177 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
205 |
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 |
1,42 |
1,16 |
99,51 |
1,29 |
IZ0816 |
PL0000103529 |
100,63 |
101,07 |
--- |
--- |
100,85 |
--- |
PS1016 |
PL0000106795 |
102,13 |
102,23 |
1,34 |
1,19 |
102,18 |
1,26 |
WZ0117 |
PL0000106936 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,76 |
103,86 |
1,38 |
1,30 |
103,81 |
1,34 |
OK0717 |
PL0000108502 |
98,07 |
98,20 |
1,42 |
1,32 |
98,14 |
1,37 |
DS1017 |
PL0000104543 |
106,20 |
106,31 |
1,38 |
1,31 |
106,26 |
1,34 |
WZ0118 |
PL0000104717 |
100,33 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,71 |
104,89 |
1,49 |
1,41 |
104,80 |
1,45 |
PS0718 |
PL0000107595 |
102,24 |
102,37 |
1,53 |
1,48 |
102,31 |
1,50 |
WZ0119 |
PL0000107603 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
104,97 |
105,14 |
1,72 |
1,67 |
105,06 |
1,70 |
DS1019 |
PL0000105441 |
112,98 |
113,24 |
1,78 |
1,71 |
113,11 |
1,74 |
WZ0120 |
PL0000108601 |
99,25 |
99,48 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,03 |
98,30 |
2,00 |
1,93 |
98,17 |
1,96 |
DS1020 |
PL0000106126 |
113,98 |
114,25 |
2,05 |
2,00 |
114,12 |
2,02 |
WZ0121 |
PL0000106068 |
98,30 |
98,66 |
--- |
--- |
98,48 |
--- |
PS0421 |
PL0000108916 |
98,72 |
98,91 |
2,27 |
2,23 |
98,82 |
2,24 |
DS1021 |
PL0000106670 |
117,84 |
118,14 |
2,33 |
2,28 |
117,99 |
2,30 |
WS0922 |
PL0000102646 |
119,55 |
119,86 |
2,47 |
2,43 |
119,71 |
2,45 |
IZ0823 |
PL0000105359 |
108,10 |
114,72 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
108,62 |
109,06 |
2,73 |
2,67 |
108,84 |
2,70 |
WZ0124 |
PL0000107454 |
95,70 |
96,07 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
103,29 |
103,51 |
2,84 |
2,82 |
103,40 |
2,83 |
WZ0126 |
PL0000108817 |
94,04 |
94,43 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
95,28 |
95,59 |
3,03 |
3,00 |
95,44 |
3,02 |
WS0429 |
PL0000105391 |
124,46 |
128,42 |
3,41 |
3,08 |
126,44 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,48 |
99,57 |
1,37 |
1,13 |
99,53 |
1,23 |
IZ0816 |
PL0000103529 |
100,64 |
101,06 |
--- |
--- |
100,85 |
--- |
PS1016 |
PL0000106795 |
102,13 |
102,23 |
1,34 |
1,19 |
102,18 |
1,26 |
WZ0117 |
PL0000106936 |
100,22 |
100,44 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,74 |
103,86 |
1,40 |
1,30 |
103,80 |
1,35 |
OK0717 |
PL0000108502 |
98,06 |
98,17 |
1,43 |
1,34 |
98,12 |
1,38 |
DS1017 |
PL0000104543 |
106,20 |
106,31 |
1,38 |
1,31 |
106,26 |
1,34 |
WZ0118 |
PL0000104717 |
100,33 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
104,73 |
104,86 |
1,48 |
1,42 |
104,80 |
1,45 |
PS0718 |
PL0000107595 |
102,28 |
102,41 |
1,52 |
1,46 |
102,35 |
1,49 |
WZ0119 |
PL0000107603 |
100,03 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,00 |
105,23 |
1,71 |
1,65 |
105,12 |
1,68 |
DS1019 |
PL0000105441 |
113,18 |
113,33 |
1,72 |
1,68 |
113,26 |
1,70 |
WZ0120 |
PL0000108601 |
99,26 |
99,48 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,13 |
98,35 |
1,97 |
1,92 |
98,24 |
1,95 |
DS1020 |
PL0000106126 |
114,03 |
114,23 |
2,04 |
2,00 |
114,13 |
2,02 |
WZ0121 |
PL0000106068 |
98,35 |
98,60 |
--- |
--- |
98,48 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,97 |
2,25 |
2,21 |
98,89 |
2,23 |
DS1021 |
PL0000106670 |
117,98 |
118,23 |
2,31 |
2,26 |
118,11 |
2,28 |
WS0922 |
PL0000102646 |
119,36 |
119,64 |
2,50 |
2,46 |
119,50 |
2,48 |
IZ0823 |
PL0000105359 |
107,05 |
112,80 |
--- |
--- |
109,93 |
--- |
DS1023 |
PL0000107264 |
108,65 |
109,07 |
2,73 |
2,67 |
108,86 |
2,70 |
WZ0124 |
PL0000107454 |
95,71 |
96,03 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
103,17 |
103,53 |
2,86 |
2,81 |
103,35 |
2,83 |
WZ0126 |
PL0000108817 |
94,05 |
94,43 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
95,29 |
95,54 |
3,03 |
3,00 |
95,42 |
3,02 |
WS0429 |
PL0000105391 |
124,62 |
127,19 |
3,39 |
3,18 |
125,91 |
3,29 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
40 |
TOTAL |
40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.