2016-03-04 |
MARKET DATA |
No 44 (2826) |
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 |
812,50 |
836,50 |
73 |
100,00 |
105,32 |
2 |
912,50 |
941,82 |
75 |
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 |
100,46 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,50 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,14 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,76 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,12 |
98,15 |
98,120 |
98,120 |
98,120 |
98,120 |
98,120 |
60 000 |
58,87 |
2 |
DS1017 |
PL0000104543 |
106,20 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,75 |
104,88 |
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 |
96,02 |
96,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,08 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,20 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,28 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,20 |
114,15 |
114,170 |
114,170 |
114,170 |
114,170 |
114,170 |
5 000 |
5,81 |
1 |
PS0421 |
PL0000108916 |
99,00 |
98,85 |
98,850 |
99,060 |
98,830 |
99,060 |
98,911 |
442 500 |
445,37 |
35 |
DS1021 |
PL0000106670 |
118,32 |
118,11 |
118,300 |
118,320 |
118,280 |
118,280 |
118,308 |
110 000 |
132,47 |
13 |
WS0922 |
PL0000102646 |
119,64 |
119,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,00 |
108,92 |
108,800 |
109,050 |
108,800 |
109,050 |
108,967 |
15 000 |
16,57 |
2 |
DS0725 |
PL0000108197 |
103,55 |
103,26 |
103,590 |
103,600 |
103,590 |
103,600 |
103,597 |
30 000 |
31,68 |
3 |
DS0726 |
PL0000108866 |
95,76 |
95,40 |
95,400 |
95,800 |
95,350 |
95,760 |
95,603 |
150 000 |
145,73 |
17 |
WS0428 |
PL0000107611 |
92,20 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,00 |
126,46 |
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 |
112,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,38 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,34 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,13 |
94,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
812 500 |
836,50 |
73 |
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 |
176 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
204 |
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 |
99,48 |
99,56 |
1,38 |
1,16 |
99,52 |
1,27 |
IZ0816 |
PL0000103529 |
100,62 |
101,07 |
--- |
--- |
100,85 |
--- |
PS1016 |
PL0000106795 |
102,11 |
102,22 |
1,35 |
1,19 |
102,17 |
1,26 |
WZ0117 |
PL0000106936 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,74 |
103,86 |
1,39 |
1,29 |
103,80 |
1,34 |
OK0717 |
PL0000108502 |
98,06 |
98,17 |
1,43 |
1,35 |
98,12 |
1,38 |
DS1017 |
PL0000104543 |
106,18 |
106,31 |
1,39 |
1,31 |
106,25 |
1,34 |
WZ0118 |
PL0000104717 |
100,33 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,73 |
104,90 |
1,48 |
1,40 |
104,82 |
1,44 |
PS0718 |
PL0000107595 |
102,25 |
102,43 |
1,53 |
1,45 |
102,34 |
1,49 |
WZ0119 |
PL0000107603 |
100,02 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0719 |
PL0000108148 |
105,00 |
105,22 |
1,71 |
1,65 |
105,11 |
1,68 |
DS1019 |
PL0000105441 |
113,13 |
113,32 |
1,73 |
1,68 |
113,23 |
1,71 |
WZ0120 |
PL0000108601 |
99,26 |
99,48 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,10 |
98,37 |
1,98 |
1,91 |
98,24 |
1,95 |
DS1020 |
PL0000106126 |
114,01 |
114,29 |
2,04 |
1,99 |
114,15 |
2,01 |
WZ0121 |
PL0000106068 |
98,35 |
98,69 |
--- |
--- |
98,52 |
--- |
PS0421 |
PL0000108916 |
98,77 |
98,95 |
2,25 |
2,22 |
98,86 |
2,24 |
DS1021 |
PL0000106670 |
117,90 |
118,17 |
2,32 |
2,27 |
118,04 |
2,29 |
WS0922 |
PL0000102646 |
119,26 |
119,67 |
2,52 |
2,45 |
119,47 |
2,48 |
IZ0823 |
PL0000105359 |
103,13 |
115,06 |
--- |
--- |
109,10 |
--- |
DS1023 |
PL0000107264 |
108,61 |
109,01 |
2,73 |
2,68 |
108,81 |
2,70 |
WZ0124 |
PL0000107454 |
95,71 |
96,00 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
103,11 |
103,45 |
2,86 |
2,82 |
103,28 |
2,84 |
WZ0126 |
PL0000108817 |
94,05 |
94,46 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
95,30 |
95,65 |
3,03 |
2,99 |
95,48 |
3,01 |
WS0429 |
PL0000105391 |
123,51 |
128,16 |
3,48 |
3,10 |
125,84 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,48 |
99,56 |
1,38 |
1,16 |
99,52 |
1,27 |
IZ0816 |
PL0000103529 |
100,62 |
101,06 |
--- |
--- |
100,84 |
--- |
PS1016 |
PL0000106795 |
102,12 |
102,22 |
1,34 |
1,19 |
102,17 |
1,26 |
WZ0117 |
PL0000106936 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,74 |
103,86 |
1,39 |
1,29 |
103,80 |
1,34 |
OK0717 |
PL0000108502 |
98,09 |
98,21 |
1,41 |
1,32 |
98,15 |
1,36 |
DS1017 |
PL0000104543 |
106,18 |
106,31 |
1,39 |
1,31 |
106,25 |
1,34 |
WZ0118 |
PL0000104717 |
100,35 |
100,50 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,73 |
104,91 |
1,48 |
1,39 |
104,82 |
1,44 |
PS0718 |
PL0000107595 |
102,27 |
102,41 |
1,52 |
1,46 |
102,34 |
1,49 |
WZ0119 |
PL0000107603 |
100,05 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0719 |
PL0000108148 |
105,05 |
105,29 |
1,70 |
1,63 |
105,17 |
1,66 |
DS1019 |
PL0000105441 |
113,17 |
113,37 |
1,72 |
1,67 |
113,27 |
1,70 |
WZ0120 |
PL0000108601 |
99,29 |
99,49 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,23 |
98,43 |
1,95 |
1,90 |
98,33 |
1,92 |
DS1020 |
PL0000106126 |
114,15 |
114,31 |
2,01 |
1,98 |
114,23 |
2,00 |
WZ0121 |
PL0000106068 |
98,43 |
98,65 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
98,90 |
99,05 |
2,23 |
2,20 |
98,98 |
2,21 |
DS1021 |
PL0000106670 |
118,16 |
118,37 |
2,27 |
2,24 |
118,27 |
2,25 |
WS0922 |
PL0000102646 |
119,56 |
119,82 |
2,47 |
2,43 |
119,69 |
2,45 |
IZ0823 |
PL0000105359 |
107,89 |
114,12 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
108,91 |
109,30 |
2,69 |
2,64 |
109,11 |
2,66 |
WZ0124 |
PL0000107454 |
95,73 |
96,04 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
103,44 |
103,66 |
2,82 |
2,80 |
103,55 |
2,81 |
WZ0126 |
PL0000108817 |
94,02 |
94,54 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
95,63 |
95,83 |
2,99 |
2,97 |
95,73 |
2,98 |
WS0429 |
PL0000105391 |
124,70 |
127,92 |
3,39 |
3,12 |
126,31 |
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 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
40 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,200 |
1,200 |
1,200 |
60 |
TOTAL |
100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.