2016-03-09 |
MARKET DATA |
No 47 (2829) |
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 |
1 165,00 |
1 207,82 |
77 |
300,00 |
326,01 |
3 |
1 465,00 |
1 533,83 |
80 |
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 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,52 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,13 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,75 |
103,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,18 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,22 |
106,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,78 |
104,77 |
104,780 |
104,780 |
104,770 |
104,770 |
104,771 |
225 000 |
243,14 |
9 |
PS0718 |
PL0000107595 |
102,33 |
102,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,07 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,18 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,23 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,46 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,43 |
114,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,31 |
99,16 |
99,200 |
99,250 |
99,150 |
99,210 |
99,208 |
420 000 |
424,04 |
26 |
DS1021 |
PL0000106670 |
118,52 |
118,50 |
118,540 |
118,580 |
118,540 |
118,540 |
118,559 |
105 000 |
126,76 |
9 |
WS0922 |
PL0000102646 |
120,10 |
120,05 |
120,100 |
120,100 |
120,100 |
120,100 |
120,100 |
5 000 |
6,14 |
1 |
DS1023 |
PL0000107264 |
109,60 |
109,55 |
109,600 |
109,600 |
109,450 |
109,450 |
109,525 |
20 000 |
22,21 |
2 |
DS0725 |
PL0000108197 |
104,93 |
103,95 |
104,100 |
104,100 |
103,980 |
103,980 |
103,998 |
40 000 |
42,42 |
3 |
DS0726 |
PL0000108866 |
96,50 |
96,40 |
96,400 |
96,550 |
96,320 |
96,350 |
96,464 |
350 000 |
343,12 |
27 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,80 |
127,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,95 |
131,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,70 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,90 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,32 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,37 |
100,46 |
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 |
99,31 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,47 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,09 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 165 000 |
1 207,82 |
77 |
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 |
173 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
201 |
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 |
99,49 |
99,61 |
1,38 |
1,05 |
99,55 |
1,22 |
IZ0816 |
PL0000103529 |
100,57 |
101,01 |
--- |
--- |
100,79 |
--- |
PS1016 |
PL0000106795 |
102,11 |
102,22 |
1,31 |
1,14 |
102,17 |
1,22 |
WZ0117 |
PL0000106936 |
100,26 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,73 |
103,90 |
1,38 |
1,23 |
103,82 |
1,30 |
OK0717 |
PL0000108502 |
98,13 |
98,31 |
1,38 |
1,25 |
98,22 |
1,32 |
DS1017 |
PL0000104543 |
106,20 |
106,37 |
1,35 |
1,25 |
106,29 |
1,30 |
WZ0118 |
PL0000104717 |
100,32 |
100,52 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,87 |
1,46 |
1,40 |
104,81 |
1,43 |
PS0718 |
PL0000107595 |
102,31 |
102,44 |
1,50 |
1,44 |
102,38 |
1,47 |
OK1018 |
PL0000109062 |
96,02 |
96,19 |
1,56 |
1,49 |
96,11 |
1,52 |
WZ0119 |
PL0000107603 |
100,00 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
105,10 |
105,32 |
1,68 |
1,61 |
105,21 |
1,65 |
DS1019 |
PL0000105441 |
113,16 |
113,43 |
1,72 |
1,65 |
113,30 |
1,68 |
WZ0120 |
PL0000108601 |
99,26 |
99,55 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,32 |
98,48 |
1,93 |
1,88 |
98,40 |
1,91 |
DS1020 |
PL0000106126 |
114,20 |
114,47 |
2,00 |
1,94 |
114,34 |
1,97 |
WZ0121 |
PL0000106068 |
98,42 |
98,80 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
99,06 |
99,22 |
2,19 |
2,16 |
99,14 |
2,18 |
DS1021 |
PL0000106670 |
118,26 |
118,56 |
2,25 |
2,20 |
118,41 |
2,23 |
WS0922 |
PL0000102646 |
119,64 |
120,08 |
2,46 |
2,39 |
119,86 |
2,42 |
IZ0823 |
PL0000105359 |
108,28 |
113,07 |
--- |
--- |
110,68 |
--- |
DS1023 |
PL0000107264 |
109,16 |
109,58 |
2,65 |
2,60 |
109,37 |
2,62 |
WZ0124 |
PL0000107454 |
95,68 |
96,23 |
--- |
--- |
95,96 |
--- |
DS0725 |
PL0000108197 |
103,64 |
104,01 |
2,80 |
2,76 |
103,83 |
2,78 |
WZ0126 |
PL0000108817 |
94,01 |
94,63 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
96,13 |
96,46 |
2,94 |
2,90 |
96,30 |
2,92 |
WS0429 |
PL0000105391 |
123,35 |
131,11 |
3,50 |
2,87 |
127,23 |
3,18 |
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 |
1,35 |
1,05 |
99,56 |
1,19 |
IZ0816 |
PL0000103529 |
100,57 |
100,97 |
--- |
--- |
100,77 |
--- |
PS1016 |
PL0000106795 |
102,11 |
102,22 |
1,31 |
1,14 |
102,17 |
1,22 |
WZ0117 |
PL0000106936 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,73 |
103,90 |
1,38 |
1,23 |
103,82 |
1,30 |
OK0717 |
PL0000108502 |
98,16 |
98,31 |
1,36 |
1,25 |
98,24 |
1,30 |
DS1017 |
PL0000104543 |
106,18 |
106,33 |
1,37 |
1,28 |
106,26 |
1,32 |
WZ0118 |
PL0000104717 |
100,34 |
100,50 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,75 |
104,80 |
1,46 |
1,44 |
104,78 |
1,45 |
PS0718 |
PL0000107595 |
102,30 |
102,45 |
1,50 |
1,44 |
102,38 |
1,47 |
OK1018 |
PL0000109062 |
96,01 |
96,17 |
1,56 |
1,50 |
96,09 |
1,53 |
WZ0119 |
PL0000107603 |
100,01 |
100,16 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
105,12 |
105,27 |
1,67 |
1,63 |
105,20 |
1,65 |
DS1019 |
PL0000105441 |
113,18 |
113,45 |
1,71 |
1,64 |
113,32 |
1,68 |
WZ0120 |
PL0000108601 |
99,26 |
99,53 |
--- |
--- |
99,40 |
--- |
PS0420 |
PL0000108510 |
98,43 |
98,56 |
1,90 |
1,86 |
98,50 |
1,88 |
DS1020 |
PL0000106126 |
114,38 |
114,53 |
1,96 |
1,93 |
114,46 |
1,94 |
WZ0121 |
PL0000106068 |
98,43 |
98,71 |
--- |
--- |
98,57 |
--- |
PS0421 |
PL0000108916 |
99,20 |
99,31 |
2,16 |
2,14 |
99,26 |
2,15 |
DS1021 |
PL0000106670 |
118,46 |
118,69 |
2,22 |
2,18 |
118,58 |
2,20 |
WS0922 |
PL0000102646 |
119,81 |
120,19 |
2,43 |
2,37 |
120,00 |
2,40 |
IZ0823 |
PL0000105359 |
108,89 |
113,64 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
109,41 |
109,71 |
2,62 |
2,58 |
109,56 |
2,60 |
WZ0124 |
PL0000107454 |
95,72 |
96,00 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
103,97 |
104,23 |
2,76 |
2,73 |
104,10 |
2,74 |
WZ0126 |
PL0000108817 |
94,05 |
94,63 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,43 |
96,68 |
2,90 |
2,87 |
96,56 |
2,89 |
WS0429 |
PL0000105391 |
125,11 |
129,29 |
3,35 |
3,01 |
127,20 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,370 |
1,420 |
1,409 |
255 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
45 |
TOTAL |
300 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.