2016-03-14 |
MARKET DATA |
No 50 (2832) |
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 |
167,50 |
168,74 |
16 |
640,00 |
659,08 |
13 |
807,50 |
827,82 |
29 |
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 |
100,43 |
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 |
102,08 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,71 |
103,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,20 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,16 |
106,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,74 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,32 |
102,40 |
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 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,47 |
113,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,55 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,52 |
114,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,33 |
99,29 |
99,330 |
99,330 |
99,280 |
99,280 |
99,309 |
47 500 |
48,02 |
3 |
DS1021 |
PL0000106670 |
118,67 |
118,56 |
118,560 |
118,560 |
118,560 |
118,560 |
118,560 |
10 000 |
12,08 |
1 |
WS0922 |
PL0000102646 |
120,25 |
120,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,66 |
109,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,40 |
104,19 |
104,400 |
104,400 |
104,400 |
104,400 |
104,400 |
5 000 |
5,32 |
1 |
DS0726 |
PL0000108866 |
96,88 |
96,65 |
96,860 |
96,930 |
96,860 |
96,930 |
96,910 |
100 000 |
98,51 |
10 |
WS0428 |
PL0000107611 |
93,41 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,20 |
127,90 |
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 |
100,80 |
100,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,01 |
110,61 |
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 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,36 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,71 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,16 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,41 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
162 500 |
163,94 |
15 |
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 |
168 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
196 |
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 |
1,40 |
1,07 |
99,56 |
1,23 |
IZ0816 |
PL0000103529 |
100,61 |
101,10 |
--- |
--- |
100,86 |
--- |
PS1016 |
PL0000106795 |
102,04 |
102,18 |
1,35 |
1,13 |
102,11 |
1,24 |
WZ0117 |
PL0000106936 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,68 |
103,84 |
1,38 |
1,24 |
103,76 |
1,31 |
OK0717 |
PL0000108502 |
98,15 |
98,31 |
1,38 |
1,26 |
98,23 |
1,32 |
DS1017 |
PL0000104543 |
106,13 |
106,30 |
1,37 |
1,26 |
106,22 |
1,31 |
WZ0118 |
PL0000104717 |
100,33 |
100,51 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,86 |
1,48 |
1,39 |
104,77 |
1,44 |
PS0718 |
PL0000107595 |
102,26 |
102,43 |
1,51 |
1,44 |
102,35 |
1,48 |
OK1018 |
PL0000109062 |
96,01 |
96,21 |
1,57 |
1,49 |
96,11 |
1,53 |
WZ0119 |
PL0000107603 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0719 |
PL0000108148 |
105,12 |
105,29 |
1,67 |
1,62 |
105,21 |
1,64 |
DS1019 |
PL0000105441 |
113,18 |
113,40 |
1,70 |
1,64 |
113,29 |
1,67 |
WZ0120 |
PL0000108601 |
99,26 |
99,53 |
--- |
--- |
99,40 |
--- |
PS0420 |
PL0000108510 |
98,45 |
98,61 |
1,89 |
1,85 |
98,53 |
1,87 |
DS1020 |
PL0000106126 |
114,35 |
114,57 |
1,96 |
1,91 |
114,46 |
1,94 |
WZ0121 |
PL0000106068 |
98,62 |
98,84 |
--- |
--- |
98,73 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,39 |
2,16 |
2,13 |
99,31 |
2,14 |
DS1021 |
PL0000106670 |
118,49 |
118,71 |
2,20 |
2,17 |
118,60 |
2,19 |
WS0922 |
PL0000102646 |
119,94 |
120,29 |
2,41 |
2,35 |
120,12 |
2,38 |
IZ0823 |
PL0000105359 |
108,11 |
116,82 |
--- |
--- |
112,47 |
--- |
DS1023 |
PL0000107264 |
109,49 |
109,92 |
2,61 |
2,55 |
109,71 |
2,58 |
WZ0124 |
PL0000107454 |
95,94 |
96,31 |
--- |
--- |
96,13 |
--- |
DS0725 |
PL0000108197 |
104,10 |
104,42 |
2,74 |
2,71 |
104,26 |
2,72 |
WZ0126 |
PL0000108817 |
94,28 |
94,67 |
--- |
--- |
94,48 |
--- |
DS0726 |
PL0000108866 |
96,62 |
96,90 |
2,88 |
2,85 |
96,76 |
2,86 |
WS0429 |
PL0000105391 |
125,65 |
129,20 |
3,30 |
3,02 |
127,43 |
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 |
1,40 |
1,09 |
99,56 |
1,23 |
IZ0816 |
PL0000103529 |
100,64 |
101,04 |
--- |
--- |
100,84 |
--- |
PS1016 |
PL0000106795 |
102,05 |
102,16 |
1,33 |
1,16 |
102,11 |
1,24 |
WZ0117 |
PL0000106936 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,69 |
103,84 |
1,37 |
1,24 |
103,77 |
1,30 |
OK0717 |
PL0000108502 |
98,18 |
98,32 |
1,36 |
1,25 |
98,25 |
1,31 |
DS1017 |
PL0000104543 |
106,14 |
106,31 |
1,36 |
1,26 |
106,23 |
1,31 |
WZ0118 |
PL0000104717 |
100,35 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0418 |
PL0000107314 |
104,72 |
104,82 |
1,46 |
1,41 |
104,77 |
1,44 |
PS0718 |
PL0000107595 |
102,30 |
102,46 |
1,50 |
1,43 |
102,38 |
1,46 |
OK1018 |
PL0000109062 |
96,08 |
96,19 |
1,54 |
1,50 |
96,14 |
1,52 |
WZ0119 |
PL0000107603 |
100,05 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0719 |
PL0000108148 |
105,17 |
105,35 |
1,65 |
1,60 |
105,26 |
1,63 |
DS1019 |
PL0000105441 |
113,24 |
113,49 |
1,68 |
1,62 |
113,37 |
1,65 |
WZ0120 |
PL0000108601 |
99,31 |
99,54 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
98,47 |
98,68 |
1,89 |
1,83 |
98,58 |
1,86 |
DS1020 |
PL0000106126 |
114,39 |
114,67 |
1,95 |
1,89 |
114,53 |
1,92 |
WZ0121 |
PL0000106068 |
98,65 |
98,87 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,38 |
2,16 |
2,13 |
99,31 |
2,14 |
DS1021 |
PL0000106670 |
118,51 |
118,79 |
2,20 |
2,15 |
118,65 |
2,18 |
WS0922 |
PL0000102646 |
120,12 |
120,41 |
2,38 |
2,34 |
120,27 |
2,36 |
IZ0823 |
PL0000105359 |
108,89 |
112,11 |
--- |
--- |
110,50 |
--- |
DS1023 |
PL0000107264 |
109,53 |
109,88 |
2,60 |
2,55 |
109,71 |
2,58 |
WZ0124 |
PL0000107454 |
96,03 |
96,39 |
--- |
--- |
96,21 |
--- |
DS0725 |
PL0000108197 |
104,25 |
104,51 |
2,73 |
2,70 |
104,38 |
2,71 |
WZ0126 |
PL0000108817 |
94,35 |
94,69 |
--- |
--- |
94,52 |
--- |
DS0726 |
PL0000108866 |
96,64 |
96,97 |
2,88 |
2,84 |
96,81 |
2,86 |
WS0429 |
PL0000105391 |
126,16 |
128,74 |
3,26 |
3,05 |
127,45 |
3,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
20 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
125 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
35 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
45 |
WZ0120 |
PL0000108601 |
2/3 |
1 |
1,450 |
1,450 |
1,450 |
45 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
200 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
10 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
20 |
DS1019 |
PL0000105441 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
30 |
TOTAL |
640 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.