2016-03-11 |
MARKET DATA |
No 49 (2831) |
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 |
657,50 |
683,06 |
30 |
295,00 |
293,11 |
3 |
952,50 |
976,17 |
33 |
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 |
100,40 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,51 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,08 |
102,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,72 |
103,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,19 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,19 |
106,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,77 |
104,75 |
104,760 |
104,770 |
104,750 |
104,770 |
104,754 |
167 500 |
181,04 |
5 |
PS0718 |
PL0000107595 |
102,35 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,10 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,19 |
105,20 |
105,210 |
105,210 |
105,200 |
105,200 |
105,208 |
60 000 |
64,37 |
2 |
DS1019 |
PL0000105441 |
113,27 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,53 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,55 |
114,55 |
114,550 |
114,550 |
114,550 |
114,550 |
114,550 |
15 000 |
17,49 |
1 |
PS0421 |
PL0000108916 |
99,37 |
99,27 |
99,250 |
99,350 |
99,250 |
99,300 |
99,308 |
155 000 |
156,68 |
7 |
DS1021 |
PL0000106670 |
118,65 |
118,55 |
118,800 |
118,800 |
118,650 |
118,660 |
118,703 |
15 000 |
18,14 |
3 |
WS0922 |
PL0000102646 |
120,28 |
120,10 |
120,250 |
120,250 |
120,250 |
120,250 |
120,250 |
5 000 |
6,15 |
1 |
DS1023 |
PL0000107264 |
109,66 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,40 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,81 |
96,70 |
96,650 |
96,930 |
96,640 |
96,930 |
96,732 |
65 000 |
63,91 |
5 |
WS0428 |
PL0000107611 |
93,63 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,00 |
128,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,22 |
132,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,85 |
100,90 |
100,850 |
100,850 |
100,850 |
100,850 |
100,850 |
10 000 |
12,92 |
1 |
IZ0823 |
PL0000105359 |
110,25 |
110,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,39 |
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 |
100,07 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,40 |
99,49 |
99,370 |
99,370 |
99,370 |
99,370 |
99,370 |
100 000 |
99,61 |
1 |
WZ0121 |
PL0000106068 |
98,70 |
98,70 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
10 000 |
9,89 |
1 |
WZ0124 |
PL0000107454 |
96,15 |
96,10 |
96,150 |
96,150 |
96,130 |
96,130 |
96,141 |
45 000 |
43,37 |
2 |
WZ0126 |
PL0000108817 |
94,38 |
94,55 |
94,550 |
94,550 |
94,550 |
94,550 |
94,550 |
10 000 |
9,48 |
1 |
TOTAL |
657 500 |
683,06 |
30 |
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 |
169 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
197 |
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 |
99,60 |
1,42 |
1,11 |
99,55 |
1,25 |
IZ0816 |
PL0000103529 |
100,62 |
101,01 |
--- |
--- |
100,82 |
--- |
PS1016 |
PL0000106795 |
102,06 |
102,17 |
1,33 |
1,16 |
102,12 |
1,24 |
WZ0117 |
PL0000106936 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0417 |
PL0000107058 |
103,68 |
103,83 |
1,39 |
1,26 |
103,76 |
1,32 |
OK0717 |
PL0000108502 |
98,15 |
98,30 |
1,38 |
1,27 |
98,23 |
1,32 |
DS1017 |
PL0000104543 |
106,16 |
106,32 |
1,35 |
1,26 |
106,24 |
1,31 |
WZ0118 |
PL0000104717 |
100,32 |
100,51 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,71 |
104,82 |
1,47 |
1,42 |
104,77 |
1,44 |
PS0718 |
PL0000107595 |
102,28 |
102,46 |
1,51 |
1,43 |
102,37 |
1,47 |
OK1018 |
PL0000109062 |
96,02 |
96,21 |
1,57 |
1,49 |
96,12 |
1,53 |
WZ0119 |
PL0000107603 |
100,03 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0719 |
PL0000108148 |
105,10 |
105,23 |
1,67 |
1,64 |
105,17 |
1,65 |
DS1019 |
PL0000105441 |
113,16 |
113,45 |
1,71 |
1,63 |
113,31 |
1,67 |
WZ0120 |
PL0000108601 |
99,26 |
99,55 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,42 |
98,66 |
1,90 |
1,84 |
98,54 |
1,87 |
DS1020 |
PL0000106126 |
114,30 |
114,59 |
1,97 |
1,91 |
114,45 |
1,94 |
WZ0121 |
PL0000106068 |
98,49 |
98,76 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
99,11 |
99,32 |
2,18 |
2,14 |
99,22 |
2,16 |
DS1021 |
PL0000106670 |
118,36 |
118,66 |
2,23 |
2,18 |
118,51 |
2,20 |
WS0922 |
PL0000102646 |
119,76 |
120,18 |
2,43 |
2,37 |
119,97 |
2,40 |
IZ0823 |
PL0000105359 |
109,01 |
111,83 |
--- |
--- |
110,42 |
--- |
DS1023 |
PL0000107264 |
109,34 |
109,73 |
2,63 |
2,57 |
109,54 |
2,60 |
WZ0124 |
PL0000107454 |
95,74 |
96,15 |
--- |
--- |
95,95 |
--- |
DS0725 |
PL0000108197 |
103,95 |
104,33 |
2,76 |
2,72 |
104,14 |
2,74 |
WZ0126 |
PL0000108817 |
94,03 |
94,64 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,38 |
96,77 |
2,91 |
2,86 |
96,58 |
2,88 |
WS0429 |
PL0000105391 |
125,44 |
129,30 |
3,32 |
3,01 |
127,37 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,49 |
99,61 |
1,42 |
1,09 |
99,55 |
1,25 |
IZ0816 |
PL0000103529 |
100,65 |
101,02 |
--- |
--- |
100,84 |
--- |
PS1016 |
PL0000106795 |
102,06 |
102,18 |
1,33 |
1,14 |
102,12 |
1,24 |
WZ0117 |
PL0000106936 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,68 |
103,84 |
1,39 |
1,25 |
103,76 |
1,32 |
OK0717 |
PL0000108502 |
98,14 |
98,30 |
1,39 |
1,27 |
98,22 |
1,33 |
DS1017 |
PL0000104543 |
106,18 |
106,32 |
1,34 |
1,26 |
106,25 |
1,30 |
WZ0118 |
PL0000104717 |
100,35 |
100,51 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,73 |
104,79 |
1,46 |
1,43 |
104,76 |
1,44 |
PS0718 |
PL0000107595 |
102,32 |
102,47 |
1,49 |
1,43 |
102,40 |
1,46 |
OK1018 |
PL0000109062 |
96,07 |
96,21 |
1,55 |
1,49 |
96,14 |
1,52 |
WZ0119 |
PL0000107603 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0719 |
PL0000108148 |
105,16 |
105,37 |
1,66 |
1,59 |
105,27 |
1,62 |
DS1019 |
PL0000105441 |
113,22 |
113,48 |
1,69 |
1,62 |
113,35 |
1,66 |
WZ0120 |
PL0000108601 |
99,33 |
99,62 |
--- |
--- |
99,48 |
--- |
PS0420 |
PL0000108510 |
98,50 |
98,66 |
1,88 |
1,84 |
98,58 |
1,86 |
DS1020 |
PL0000106126 |
114,42 |
114,69 |
1,95 |
1,89 |
114,56 |
1,92 |
WZ0121 |
PL0000106068 |
98,57 |
98,85 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
99,29 |
99,41 |
2,15 |
2,12 |
99,35 |
2,13 |
DS1021 |
PL0000106670 |
118,60 |
118,81 |
2,19 |
2,15 |
118,71 |
2,17 |
WS0922 |
PL0000102646 |
120,22 |
120,47 |
2,36 |
2,33 |
120,35 |
2,35 |
IZ0823 |
PL0000105359 |
106,23 |
113,62 |
--- |
--- |
109,93 |
--- |
DS1023 |
PL0000107264 |
109,59 |
109,90 |
2,59 |
2,55 |
109,75 |
2,57 |
WZ0124 |
PL0000107454 |
96,03 |
96,32 |
--- |
--- |
96,18 |
--- |
DS0725 |
PL0000108197 |
104,34 |
104,58 |
2,72 |
2,69 |
104,46 |
2,70 |
WZ0126 |
PL0000108817 |
94,33 |
94,75 |
--- |
--- |
94,54 |
--- |
DS0726 |
PL0000108866 |
96,73 |
97,02 |
2,87 |
2,83 |
96,88 |
2,85 |
WS0429 |
PL0000105391 |
124,13 |
130,41 |
3,43 |
2,92 |
127,27 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
40 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
15 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
240 |
TOTAL |
295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.