2016-03-10 |
MARKET DATA |
No 48 (2830) |
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 |
990,00 |
1 062,92 |
81 |
65,00 |
69,70 |
2 |
1 055,00 |
1 132,63 |
83 |
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 |
100,42 |
100,42 |
100,420 |
100,420 |
100,420 |
100,420 |
100,420 |
150 000 |
157,27 |
13 |
OK0716 |
PL0000107926 |
99,52 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,11 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,70 |
103,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,19 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,19 |
106,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,77 |
104,75 |
104,770 |
104,770 |
104,770 |
104,770 |
104,770 |
175 000 |
189,16 |
8 |
PS0718 |
PL0000107595 |
102,37 |
102,40 |
102,360 |
102,360 |
102,360 |
102,360 |
102,360 |
10 000 |
10,40 |
1 |
OK1018 |
PL0000109062 |
96,13 |
96,12 |
96,140 |
96,140 |
96,110 |
96,110 |
96,119 |
70 000 |
67,28 |
2 |
PS0719 |
PL0000108148 |
105,23 |
105,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,30 |
113,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,65 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,54 |
114,50 |
114,500 |
114,550 |
114,500 |
114,550 |
114,510 |
25 000 |
29,13 |
2 |
PS0421 |
PL0000108916 |
99,39 |
99,24 |
99,250 |
99,300 |
99,250 |
99,290 |
99,272 |
50 000 |
50,52 |
3 |
DS1021 |
PL0000106670 |
118,70 |
118,50 |
118,780 |
118,810 |
118,500 |
118,500 |
118,726 |
225 000 |
272,12 |
17 |
WS0922 |
PL0000102646 |
120,15 |
120,03 |
120,000 |
120,000 |
120,000 |
120,000 |
120,000 |
5 000 |
6,14 |
1 |
DS1023 |
PL0000107264 |
109,70 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,45 |
104,10 |
104,400 |
104,450 |
104,090 |
104,090 |
104,315 |
65 000 |
69,15 |
9 |
DS0726 |
PL0000108866 |
96,95 |
96,60 |
96,610 |
96,950 |
96,600 |
96,650 |
96,768 |
200 000 |
196,72 |
24 |
WS0428 |
PL0000107611 |
93,43 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,00 |
128,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,90 |
132,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,80 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,30 |
110,55 |
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 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,06 |
100,20 |
100,050 |
100,050 |
100,050 |
100,050 |
100,050 |
15 000 |
15,04 |
1 |
WZ0120 |
PL0000108601 |
99,35 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,90 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,05 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
990 000 |
1 062,92 |
81 |
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 |
170 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
198 |
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 |
99,61 |
1,38 |
1,08 |
99,56 |
1,22 |
IZ0816 |
PL0000103529 |
100,57 |
101,01 |
--- |
--- |
100,79 |
--- |
PS1016 |
PL0000106795 |
102,07 |
102,19 |
1,33 |
1,14 |
102,13 |
1,24 |
WZ0117 |
PL0000106936 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,68 |
103,85 |
1,40 |
1,25 |
103,77 |
1,32 |
OK0717 |
PL0000108502 |
98,13 |
98,30 |
1,39 |
1,26 |
98,22 |
1,33 |
DS1017 |
PL0000104543 |
106,15 |
106,32 |
1,37 |
1,26 |
106,24 |
1,31 |
WZ0118 |
PL0000104717 |
100,33 |
100,52 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,73 |
104,87 |
1,46 |
1,40 |
104,80 |
1,43 |
PS0718 |
PL0000107595 |
102,29 |
102,45 |
1,50 |
1,44 |
102,37 |
1,47 |
OK1018 |
PL0000109062 |
96,04 |
96,19 |
1,56 |
1,50 |
96,12 |
1,52 |
WZ0119 |
PL0000107603 |
100,02 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
105,11 |
105,33 |
1,67 |
1,61 |
105,22 |
1,64 |
DS1019 |
PL0000105441 |
113,19 |
113,44 |
1,70 |
1,64 |
113,32 |
1,67 |
WZ0120 |
PL0000108601 |
99,26 |
99,46 |
--- |
--- |
99,36 |
--- |
PS0420 |
PL0000108510 |
98,38 |
98,64 |
1,91 |
1,84 |
98,51 |
1,88 |
DS1020 |
PL0000106126 |
114,28 |
114,52 |
1,98 |
1,93 |
114,40 |
1,95 |
WZ0121 |
PL0000106068 |
98,41 |
98,75 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
99,13 |
99,31 |
2,18 |
2,14 |
99,22 |
2,16 |
DS1021 |
PL0000106670 |
118,41 |
118,68 |
2,22 |
2,18 |
118,55 |
2,20 |
WS0922 |
PL0000102646 |
119,86 |
120,24 |
2,42 |
2,36 |
120,05 |
2,39 |
IZ0823 |
PL0000105359 |
108,92 |
113,18 |
--- |
--- |
111,05 |
--- |
DS1023 |
PL0000107264 |
109,37 |
109,77 |
2,62 |
2,57 |
109,57 |
2,60 |
WZ0124 |
PL0000107454 |
95,68 |
96,14 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
103,85 |
104,17 |
2,77 |
2,74 |
104,01 |
2,76 |
WZ0126 |
PL0000108817 |
94,02 |
94,63 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
96,37 |
96,69 |
2,91 |
2,87 |
96,53 |
2,89 |
WS0429 |
PL0000105391 |
125,44 |
129,39 |
3,32 |
3,00 |
127,42 |
3,16 |
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 |
1,38 |
1,08 |
99,56 |
1,22 |
IZ0816 |
PL0000103529 |
100,64 |
101,01 |
--- |
--- |
100,83 |
--- |
PS1016 |
PL0000106795 |
102,09 |
102,19 |
1,30 |
1,14 |
102,14 |
1,22 |
WZ0117 |
PL0000106936 |
100,26 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,68 |
103,85 |
1,40 |
1,25 |
103,77 |
1,32 |
OK0717 |
PL0000108502 |
98,16 |
98,29 |
1,37 |
1,27 |
98,23 |
1,32 |
DS1017 |
PL0000104543 |
106,17 |
106,29 |
1,35 |
1,28 |
106,23 |
1,32 |
WZ0118 |
PL0000104717 |
100,34 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
104,74 |
104,82 |
1,46 |
1,42 |
104,78 |
1,44 |
PS0718 |
PL0000107595 |
102,32 |
102,42 |
1,49 |
1,45 |
102,37 |
1,47 |
OK1018 |
PL0000109062 |
96,09 |
96,22 |
1,54 |
1,48 |
96,16 |
1,51 |
WZ0119 |
PL0000107603 |
100,02 |
100,24 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
105,16 |
105,36 |
1,66 |
1,60 |
105,26 |
1,63 |
DS1019 |
PL0000105441 |
113,23 |
113,42 |
1,69 |
1,64 |
113,33 |
1,67 |
WZ0120 |
PL0000108601 |
99,30 |
99,55 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
98,45 |
98,61 |
1,89 |
1,85 |
98,53 |
1,87 |
DS1020 |
PL0000106126 |
114,35 |
114,59 |
1,96 |
1,91 |
114,47 |
1,94 |
WZ0121 |
PL0000106068 |
98,52 |
98,77 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,20 |
99,37 |
2,17 |
2,13 |
99,29 |
2,15 |
DS1021 |
PL0000106670 |
118,46 |
118,67 |
2,21 |
2,18 |
118,57 |
2,19 |
WS0922 |
PL0000102646 |
119,86 |
120,25 |
2,42 |
2,36 |
120,06 |
2,39 |
IZ0823 |
PL0000105359 |
109,15 |
111,53 |
--- |
--- |
110,34 |
--- |
DS1023 |
PL0000107264 |
109,45 |
109,89 |
2,61 |
2,55 |
109,67 |
2,58 |
WZ0124 |
PL0000107454 |
95,80 |
96,15 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
104,14 |
104,41 |
2,74 |
2,71 |
104,28 |
2,72 |
WZ0126 |
PL0000108817 |
94,02 |
94,65 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,59 |
96,83 |
2,88 |
2,85 |
96,71 |
2,87 |
WS0429 |
PL0000105391 |
125,40 |
129,28 |
3,33 |
3,01 |
127,34 |
3,17 |
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 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
25 |
TOTAL |
65 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.