2016-03-08 |
MARKET DATA |
No 46 (2828) |
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 |
805,00 |
857,23 |
52 |
85,00 |
89,49 |
2 |
890,00 |
946,72 |
54 |
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 |
100,45 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,52 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,15 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,79 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,20 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,33 |
106,32 |
106,320 |
106,330 |
106,320 |
106,330 |
106,328 |
280 000 |
303,22 |
8 |
PS0418 |
PL0000107314 |
104,82 |
104,83 |
104,840 |
104,840 |
104,840 |
104,840 |
104,840 |
25 000 |
27,03 |
1 |
PS0718 |
PL0000107595 |
102,38 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,09 |
96,12 |
96,090 |
96,090 |
96,090 |
96,090 |
96,090 |
25 000 |
24,02 |
1 |
PS0719 |
PL0000108148 |
105,20 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,28 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,40 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,38 |
114,36 |
114,420 |
114,420 |
114,420 |
114,420 |
114,420 |
20 000 |
23,28 |
2 |
PS0421 |
PL0000108916 |
99,19 |
99,14 |
99,100 |
99,230 |
99,100 |
99,230 |
99,218 |
110 000 |
111,06 |
3 |
DS1021 |
PL0000106670 |
118,46 |
118,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,05 |
119,97 |
120,000 |
120,030 |
120,000 |
120,030 |
120,014 |
50 000 |
61,33 |
3 |
DS1023 |
PL0000107264 |
109,53 |
109,38 |
109,400 |
109,450 |
109,350 |
109,400 |
109,402 |
110 000 |
121,99 |
11 |
DS0725 |
PL0000108197 |
104,08 |
103,95 |
103,820 |
103,820 |
103,780 |
103,780 |
103,793 |
50 000 |
52,91 |
5 |
DS0726 |
PL0000108866 |
96,60 |
96,32 |
96,350 |
96,600 |
96,320 |
96,600 |
96,494 |
135 000 |
132,38 |
18 |
WS0428 |
PL0000107611 |
92,89 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,59 |
127,46 |
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 |
100,72 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,36 |
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 |
100,04 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,37 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,10 |
94,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
805 000 |
857,23 |
52 |
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 |
174 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
202 |
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 |
99,50 |
99,62 |
1,34 |
1,02 |
99,56 |
1,18 |
IZ0816 |
PL0000103529 |
100,55 |
101,01 |
--- |
--- |
100,78 |
--- |
PS1016 |
PL0000106795 |
102,13 |
102,26 |
1,30 |
1,09 |
102,20 |
1,19 |
WZ0117 |
PL0000106936 |
100,27 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0417 |
PL0000107058 |
103,77 |
103,92 |
1,35 |
1,22 |
103,85 |
1,28 |
OK0717 |
PL0000108502 |
98,12 |
98,28 |
1,39 |
1,27 |
98,20 |
1,33 |
DS1017 |
PL0000104543 |
106,21 |
106,38 |
1,36 |
1,25 |
106,30 |
1,30 |
WZ0118 |
PL0000104717 |
100,32 |
100,53 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,89 |
1,44 |
1,40 |
104,84 |
1,42 |
PS0718 |
PL0000107595 |
102,34 |
102,44 |
1,49 |
1,44 |
102,39 |
1,47 |
OK1018 |
PL0000109062 |
96,05 |
96,21 |
1,55 |
1,48 |
96,13 |
1,51 |
WZ0119 |
PL0000107603 |
100,00 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
105,17 |
105,39 |
1,66 |
1,59 |
105,28 |
1,63 |
DS1019 |
PL0000105441 |
113,26 |
113,52 |
1,69 |
1,63 |
113,39 |
1,66 |
WZ0120 |
PL0000108601 |
99,28 |
99,55 |
--- |
--- |
99,42 |
--- |
PS0420 |
PL0000108510 |
98,36 |
98,61 |
1,92 |
1,85 |
98,49 |
1,88 |
DS1020 |
PL0000106126 |
114,27 |
114,45 |
1,99 |
1,95 |
114,36 |
1,97 |
WZ0121 |
PL0000106068 |
98,44 |
98,77 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
99,08 |
99,27 |
2,19 |
2,15 |
99,18 |
2,17 |
DS1021 |
PL0000106670 |
118,42 |
118,64 |
2,23 |
2,19 |
118,53 |
2,21 |
WS0922 |
PL0000102646 |
119,77 |
120,20 |
2,44 |
2,37 |
119,99 |
2,40 |
IZ0823 |
PL0000105359 |
107,63 |
114,54 |
--- |
--- |
111,09 |
--- |
DS1023 |
PL0000107264 |
109,36 |
109,57 |
2,63 |
2,60 |
109,47 |
2,61 |
WZ0124 |
PL0000107454 |
95,72 |
96,19 |
--- |
--- |
95,96 |
--- |
DS0725 |
PL0000108197 |
103,85 |
104,17 |
2,77 |
2,74 |
104,01 |
2,76 |
WZ0126 |
PL0000108817 |
94,00 |
94,61 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
96,25 |
96,54 |
2,92 |
2,89 |
96,40 |
2,90 |
WS0429 |
PL0000105391 |
124,17 |
129,80 |
3,43 |
2,97 |
126,99 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,50 |
99,61 |
1,34 |
1,05 |
99,56 |
1,18 |
IZ0816 |
PL0000103529 |
100,59 |
101,01 |
--- |
--- |
100,80 |
--- |
PS1016 |
PL0000106795 |
102,13 |
102,24 |
1,30 |
1,12 |
102,19 |
1,20 |
WZ0117 |
PL0000106936 |
100,26 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,76 |
103,91 |
1,36 |
1,23 |
103,84 |
1,29 |
OK0717 |
PL0000108502 |
98,18 |
98,30 |
1,34 |
1,25 |
98,24 |
1,30 |
DS1017 |
PL0000104543 |
106,24 |
106,36 |
1,34 |
1,27 |
106,30 |
1,30 |
WZ0118 |
PL0000104717 |
100,34 |
100,52 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,79 |
104,86 |
1,44 |
1,41 |
104,83 |
1,43 |
PS0718 |
PL0000107595 |
102,33 |
102,46 |
1,49 |
1,44 |
102,40 |
1,46 |
OK1018 |
PL0000109062 |
96,03 |
96,16 |
1,55 |
1,50 |
96,10 |
1,53 |
WZ0119 |
PL0000107603 |
100,01 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
105,18 |
105,32 |
1,66 |
1,62 |
105,25 |
1,64 |
DS1019 |
PL0000105441 |
113,23 |
113,43 |
1,70 |
1,65 |
113,33 |
1,68 |
WZ0120 |
PL0000108601 |
99,32 |
99,54 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
98,35 |
98,63 |
1,92 |
1,85 |
98,49 |
1,88 |
DS1020 |
PL0000106126 |
114,31 |
114,45 |
1,98 |
1,95 |
114,38 |
1,96 |
WZ0121 |
PL0000106068 |
98,50 |
98,76 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
99,15 |
99,28 |
2,18 |
2,15 |
99,22 |
2,16 |
DS1021 |
PL0000106670 |
118,44 |
118,68 |
2,22 |
2,18 |
118,56 |
2,20 |
WS0922 |
PL0000102646 |
119,87 |
120,25 |
2,42 |
2,37 |
120,06 |
2,39 |
IZ0823 |
PL0000105359 |
107,91 |
114,33 |
--- |
--- |
111,12 |
--- |
DS1023 |
PL0000107264 |
109,46 |
109,80 |
2,61 |
2,57 |
109,63 |
2,59 |
WZ0124 |
PL0000107454 |
95,72 |
96,12 |
--- |
--- |
95,92 |
--- |
DS0725 |
PL0000108197 |
103,98 |
104,25 |
2,76 |
2,73 |
104,12 |
2,74 |
WZ0126 |
PL0000108817 |
94,04 |
94,64 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,25 |
96,58 |
2,92 |
2,88 |
96,42 |
2,90 |
WS0429 |
PL0000105391 |
124,87 |
129,40 |
3,37 |
3,00 |
127,14 |
3,18 |
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 |
1,300 |
1,300 |
1,300 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
TOTAL |
85 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.