2016-03-15 |
MARKET DATA |
No 51 (2833) |
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 |
492,50 |
511,89 |
30 |
845,00 |
981,74 |
17 |
1 337,50 |
1 493,64 |
47 |
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 |
100,38 |
100,41 |
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 |
102,07 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,69 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,20 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,14 |
106,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,73 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,33 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,11 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,20 |
105,22 |
105,200 |
105,200 |
105,180 |
105,180 |
105,188 |
100 000 |
107,28 |
4 |
DS1019 |
PL0000105441 |
113,24 |
113,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,62 |
98,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,49 |
114,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,33 |
99,20 |
99,330 |
99,330 |
99,330 |
99,330 |
99,330 |
125 000 |
126,40 |
5 |
DS1021 |
PL0000106670 |
118,64 |
118,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,30 |
120,28 |
120,310 |
120,310 |
120,310 |
120,310 |
120,310 |
50 000 |
61,54 |
1 |
DS1023 |
PL0000107264 |
109,62 |
109,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,32 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,75 |
96,50 |
96,740 |
96,750 |
96,690 |
96,750 |
96,716 |
115 000 |
113,08 |
11 |
WS0428 |
PL0000107611 |
93,36 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,45 |
127,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,39 |
131,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,78 |
100,78 |
100,780 |
100,780 |
100,780 |
100,780 |
100,780 |
7 500 |
9,68 |
1 |
IZ0823 |
PL0000105359 |
110,40 |
110,61 |
110,700 |
110,700 |
110,700 |
110,700 |
110,700 |
5 000 |
6,40 |
1 |
WZ0117 |
PL0000106936 |
100,30 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,37 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,78 |
98,700 |
98,700 |
98,690 |
98,690 |
98,693 |
35 000 |
34,63 |
3 |
WZ0124 |
PL0000107454 |
96,17 |
96,20 |
96,300 |
96,300 |
96,150 |
96,150 |
96,187 |
45 000 |
43,40 |
3 |
WZ0126 |
PL0000108817 |
94,50 |
94,62 |
94,640 |
94,640 |
94,640 |
94,640 |
94,640 |
10 000 |
9,49 |
1 |
TOTAL |
492 500 |
511,89 |
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 |
167 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
195 |
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 |
1,44 |
1,13 |
99,55 |
1,27 |
IZ0816 |
PL0000103529 |
100,61 |
101,04 |
--- |
--- |
100,83 |
--- |
PS1016 |
PL0000106795 |
102,03 |
102,14 |
1,35 |
1,17 |
102,09 |
1,25 |
WZ0117 |
PL0000106936 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,67 |
103,80 |
1,38 |
1,27 |
103,74 |
1,32 |
OK0717 |
PL0000108502 |
98,13 |
98,30 |
1,40 |
1,27 |
98,22 |
1,33 |
DS1017 |
PL0000104543 |
106,13 |
106,28 |
1,36 |
1,27 |
106,21 |
1,31 |
WZ0118 |
PL0000104717 |
100,32 |
100,51 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,70 |
104,83 |
1,47 |
1,41 |
104,77 |
1,43 |
PS0718 |
PL0000107595 |
102,28 |
102,46 |
1,50 |
1,43 |
102,37 |
1,47 |
OK1018 |
PL0000109062 |
96,07 |
96,19 |
1,55 |
1,50 |
96,13 |
1,52 |
WZ0119 |
PL0000107603 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,36 |
1,66 |
1,59 |
105,26 |
1,62 |
DS1019 |
PL0000105441 |
113,23 |
113,49 |
1,68 |
1,62 |
113,36 |
1,65 |
WZ0120 |
PL0000108601 |
99,25 |
99,51 |
--- |
--- |
99,38 |
--- |
PS0420 |
PL0000108510 |
98,50 |
98,74 |
1,88 |
1,82 |
98,62 |
1,85 |
DS1020 |
PL0000106126 |
114,40 |
114,66 |
1,95 |
1,89 |
114,53 |
1,92 |
WZ0121 |
PL0000106068 |
98,64 |
98,87 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,41 |
2,16 |
2,12 |
99,32 |
2,14 |
DS1021 |
PL0000106670 |
118,53 |
118,80 |
2,20 |
2,15 |
118,67 |
2,17 |
WS0922 |
PL0000102646 |
120,06 |
120,46 |
2,39 |
2,33 |
120,26 |
2,36 |
IZ0823 |
PL0000105359 |
109,18 |
111,20 |
--- |
--- |
110,19 |
--- |
DS1023 |
PL0000107264 |
109,54 |
109,95 |
2,60 |
2,54 |
109,75 |
2,57 |
WZ0124 |
PL0000107454 |
96,01 |
96,40 |
--- |
--- |
96,21 |
--- |
DS0725 |
PL0000108197 |
104,17 |
104,49 |
2,74 |
2,70 |
104,33 |
2,72 |
WZ0126 |
PL0000108817 |
94,34 |
94,76 |
--- |
--- |
94,55 |
--- |
DS0726 |
PL0000108866 |
96,68 |
97,03 |
2,87 |
2,83 |
96,86 |
2,85 |
WS0429 |
PL0000105391 |
125,91 |
128,80 |
3,28 |
3,05 |
127,36 |
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 |
1,41 |
1,10 |
99,56 |
1,24 |
IZ0816 |
PL0000103529 |
100,63 |
100,98 |
--- |
--- |
100,81 |
--- |
PS1016 |
PL0000106795 |
102,04 |
102,15 |
1,33 |
1,16 |
102,10 |
1,24 |
WZ0117 |
PL0000106936 |
100,27 |
100,43 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,67 |
103,80 |
1,38 |
1,27 |
103,74 |
1,32 |
OK0717 |
PL0000108502 |
98,17 |
98,32 |
1,37 |
1,26 |
98,25 |
1,31 |
DS1017 |
PL0000104543 |
106,11 |
106,28 |
1,37 |
1,27 |
106,20 |
1,32 |
WZ0118 |
PL0000104717 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
104,70 |
104,81 |
1,47 |
1,42 |
104,76 |
1,44 |
PS0718 |
PL0000107595 |
102,29 |
102,42 |
1,50 |
1,45 |
102,36 |
1,47 |
OK1018 |
PL0000109062 |
96,06 |
96,19 |
1,55 |
1,50 |
96,13 |
1,52 |
WZ0119 |
PL0000107603 |
100,04 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
105,09 |
105,27 |
1,67 |
1,62 |
105,18 |
1,65 |
DS1019 |
PL0000105441 |
113,15 |
113,41 |
1,71 |
1,64 |
113,28 |
1,67 |
WZ0120 |
PL0000108601 |
99,25 |
99,48 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,41 |
98,63 |
1,90 |
1,85 |
98,52 |
1,88 |
DS1020 |
PL0000106126 |
114,26 |
114,56 |
1,98 |
1,91 |
114,41 |
1,94 |
WZ0121 |
PL0000106068 |
98,56 |
98,83 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
99,12 |
99,25 |
2,18 |
2,15 |
99,19 |
2,17 |
DS1021 |
PL0000106670 |
118,36 |
118,57 |
2,23 |
2,19 |
118,47 |
2,21 |
WS0922 |
PL0000102646 |
119,97 |
120,32 |
2,40 |
2,35 |
120,15 |
2,37 |
IZ0823 |
PL0000105359 |
109,32 |
111,92 |
--- |
--- |
110,62 |
--- |
DS1023 |
PL0000107264 |
109,32 |
109,76 |
2,63 |
2,57 |
109,54 |
2,60 |
WZ0124 |
PL0000107454 |
95,98 |
96,25 |
--- |
--- |
96,12 |
--- |
DS0725 |
PL0000108197 |
103,95 |
104,22 |
2,76 |
2,73 |
104,09 |
2,75 |
WZ0126 |
PL0000108817 |
94,31 |
94,70 |
--- |
--- |
94,51 |
--- |
DS0726 |
PL0000108866 |
96,37 |
96,67 |
2,91 |
2,87 |
96,52 |
2,89 |
WS0429 |
PL0000105391 |
126,05 |
128,39 |
3,27 |
3,08 |
127,22 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
40 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
20 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
160 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
10 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
320 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
35 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
5 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
30 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
50 |
TOTAL |
845 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.