2016-03-16 |
MARKET DATA |
No 52 (2834) |
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 |
760,00 |
767,71 |
67 |
765,00 |
839,92 |
9 |
1 525,00 |
1 607,63 |
76 |
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 |
100,39 |
100,380 |
100,380 |
100,370 |
100,370 |
100,375 |
20 000 |
20,97 |
2 |
OK0716 |
PL0000107926 |
99,52 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,07 |
102,11 |
102,050 |
102,050 |
102,050 |
102,050 |
102,050 |
60 000 |
62,36 |
2 |
PS0417 |
PL0000107058 |
103,69 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,20 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,12 |
106,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,70 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,31 |
102,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,10 |
96,15 |
96,090 |
96,090 |
96,090 |
96,090 |
96,090 |
25 000 |
24,02 |
1 |
PS0719 |
PL0000108148 |
105,14 |
105,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,16 |
113,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,52 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,35 |
114,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,21 |
99,02 |
99,180 |
99,180 |
99,020 |
99,130 |
99,115 |
220 000 |
222,00 |
16 |
DS1021 |
PL0000106670 |
118,44 |
118,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,15 |
119,98 |
120,130 |
120,130 |
120,000 |
120,000 |
120,043 |
17 500 |
21,49 |
4 |
DS1023 |
PL0000107264 |
109,41 |
109,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,04 |
103,73 |
103,970 |
103,970 |
103,600 |
103,600 |
103,709 |
105 000 |
111,10 |
11 |
DS0726 |
PL0000108866 |
96,55 |
96,20 |
96,550 |
96,600 |
96,150 |
96,180 |
96,445 |
212 500 |
208,39 |
20 |
WS0428 |
PL0000107611 |
92,90 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,03 |
126,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,54 |
131,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,75 |
100,84 |
100,750 |
100,750 |
100,750 |
100,750 |
100,750 |
5 000 |
6,45 |
1 |
IZ0823 |
PL0000105359 |
110,40 |
110,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,36 |
100,43 |
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 |
99,31 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,68 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
10 000 |
9,89 |
1 |
WZ0124 |
PL0000107454 |
96,05 |
95,95 |
96,020 |
96,020 |
95,950 |
95,950 |
95,991 |
35 000 |
33,69 |
4 |
WZ0126 |
PL0000108817 |
94,50 |
94,50 |
94,500 |
94,500 |
94,420 |
94,430 |
94,450 |
50 000 |
47,35 |
5 |
TOTAL |
760 000 |
767,71 |
67 |
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 |
166 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
194 |
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 |
99,51 |
99,60 |
1,40 |
1,14 |
99,56 |
1,25 |
IZ0816 |
PL0000103529 |
100,61 |
101,00 |
--- |
--- |
100,81 |
--- |
PS1016 |
PL0000106795 |
102,03 |
102,15 |
1,34 |
1,14 |
102,09 |
1,24 |
WZ0117 |
PL0000106936 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,66 |
103,79 |
1,38 |
1,27 |
103,73 |
1,32 |
OK0717 |
PL0000108502 |
98,18 |
98,33 |
1,37 |
1,25 |
98,26 |
1,31 |
DS1017 |
PL0000104543 |
106,11 |
106,28 |
1,37 |
1,26 |
106,20 |
1,31 |
WZ0118 |
PL0000104717 |
100,34 |
100,51 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,82 |
1,47 |
1,41 |
104,75 |
1,44 |
PS0718 |
PL0000107595 |
102,29 |
102,42 |
1,50 |
1,44 |
102,36 |
1,47 |
OK1018 |
PL0000109062 |
96,07 |
96,20 |
1,55 |
1,50 |
96,14 |
1,52 |
WZ0119 |
PL0000107603 |
100,01 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,10 |
105,27 |
1,67 |
1,62 |
105,19 |
1,64 |
DS1019 |
PL0000105441 |
113,13 |
113,41 |
1,71 |
1,63 |
113,27 |
1,67 |
WZ0120 |
PL0000108601 |
99,26 |
99,48 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,43 |
98,68 |
1,90 |
1,84 |
98,56 |
1,87 |
DS1020 |
PL0000106126 |
114,32 |
114,51 |
1,96 |
1,92 |
114,42 |
1,94 |
WZ0121 |
PL0000106068 |
98,55 |
98,86 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,32 |
2,17 |
2,14 |
99,24 |
2,16 |
DS1021 |
PL0000106670 |
118,40 |
118,69 |
2,22 |
2,17 |
118,55 |
2,19 |
WS0922 |
PL0000102646 |
120,04 |
120,37 |
2,39 |
2,34 |
120,21 |
2,36 |
IZ0823 |
PL0000105359 |
107,17 |
113,19 |
--- |
--- |
110,18 |
--- |
DS1023 |
PL0000107264 |
109,35 |
109,80 |
2,62 |
2,56 |
109,58 |
2,59 |
WZ0124 |
PL0000107454 |
95,93 |
96,30 |
--- |
--- |
96,12 |
--- |
DS0725 |
PL0000108197 |
103,98 |
104,29 |
2,76 |
2,72 |
104,14 |
2,74 |
WZ0126 |
PL0000108817 |
94,34 |
94,73 |
--- |
--- |
94,54 |
--- |
DS0726 |
PL0000108866 |
96,47 |
96,69 |
2,90 |
2,87 |
96,58 |
2,88 |
WS0429 |
PL0000105391 |
123,73 |
131,03 |
3,46 |
2,87 |
127,38 |
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 |
99,60 |
1,43 |
1,14 |
99,55 |
1,28 |
IZ0816 |
PL0000103529 |
100,61 |
100,96 |
--- |
--- |
100,79 |
--- |
PS1016 |
PL0000106795 |
102,04 |
102,13 |
1,32 |
1,18 |
102,09 |
1,24 |
WZ0117 |
PL0000106936 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
103,66 |
103,79 |
1,38 |
1,27 |
103,73 |
1,32 |
OK0717 |
PL0000108502 |
98,16 |
98,32 |
1,38 |
1,26 |
98,24 |
1,32 |
DS1017 |
PL0000104543 |
106,10 |
106,26 |
1,37 |
1,28 |
106,18 |
1,32 |
WZ0118 |
PL0000104717 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,79 |
1,47 |
1,42 |
104,74 |
1,44 |
PS0718 |
PL0000107595 |
102,26 |
102,41 |
1,51 |
1,45 |
102,34 |
1,48 |
OK1018 |
PL0000109062 |
96,04 |
96,18 |
1,56 |
1,51 |
96,11 |
1,53 |
WZ0119 |
PL0000107603 |
100,04 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
105,03 |
105,23 |
1,69 |
1,63 |
105,13 |
1,66 |
DS1019 |
PL0000105441 |
113,09 |
113,35 |
1,72 |
1,65 |
113,22 |
1,68 |
WZ0120 |
PL0000108601 |
99,26 |
99,42 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
98,37 |
98,48 |
1,92 |
1,89 |
98,43 |
1,90 |
DS1020 |
PL0000106126 |
114,28 |
114,48 |
1,97 |
1,93 |
114,38 |
1,95 |
WZ0121 |
PL0000106068 |
98,54 |
98,75 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,03 |
99,16 |
2,20 |
2,17 |
99,10 |
2,19 |
DS1021 |
PL0000106670 |
118,29 |
118,50 |
2,24 |
2,20 |
118,40 |
2,22 |
WS0922 |
PL0000102646 |
119,95 |
120,14 |
2,40 |
2,37 |
120,05 |
2,39 |
IZ0823 |
PL0000105359 |
109,07 |
112,86 |
--- |
--- |
110,97 |
--- |
DS1023 |
PL0000107264 |
109,25 |
109,48 |
2,64 |
2,61 |
109,37 |
2,62 |
WZ0124 |
PL0000107454 |
95,84 |
96,21 |
--- |
--- |
96,03 |
--- |
DS0725 |
PL0000108197 |
103,72 |
103,95 |
2,79 |
2,76 |
103,84 |
2,77 |
WZ0126 |
PL0000108817 |
94,28 |
94,58 |
--- |
--- |
94,43 |
--- |
DS0726 |
PL0000108866 |
96,17 |
96,46 |
2,93 |
2,90 |
96,32 |
2,91 |
WS0429 |
PL0000105391 |
125,55 |
128,39 |
3,31 |
3,08 |
126,97 |
3,20 |
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 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
5 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
140 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,410 |
1,430 |
1,422 |
440 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
100 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
80 |
TOTAL |
765 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.