2016-03-17 |
MARKET DATA |
No 53 (2835) |
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 |
1 400,00 |
1 467,29 |
98 |
185,00 |
192,78 |
3 |
1 585,00 |
1 660,07 |
101 |
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 |
100,34 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,54 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,03 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,66 |
103,68 |
103,660 |
103,660 |
103,650 |
103,650 |
103,651 |
160 000 |
172,71 |
3 |
OK0717 |
PL0000108502 |
98,21 |
98,20 |
98,200 |
98,200 |
98,200 |
98,200 |
98,200 |
25 000 |
24,55 |
1 |
DS1017 |
PL0000104543 |
106,18 |
106,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,76 |
104,76 |
104,710 |
104,710 |
104,710 |
104,710 |
104,710 |
2 500 |
2,70 |
1 |
PS0718 |
PL0000107595 |
102,36 |
102,37 |
102,380 |
102,390 |
102,320 |
102,320 |
102,371 |
247 500 |
257,43 |
11 |
OK1018 |
PL0000109062 |
96,15 |
96,13 |
96,130 |
96,130 |
96,100 |
96,130 |
96,124 |
65 000 |
62,48 |
4 |
PS0719 |
PL0000108148 |
105,27 |
105,22 |
105,270 |
105,270 |
105,200 |
105,200 |
105,244 |
80 000 |
85,90 |
2 |
DS1019 |
PL0000105441 |
113,35 |
113,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,65 |
98,58 |
98,630 |
98,640 |
98,590 |
98,600 |
98,611 |
55 000 |
54,98 |
4 |
DS1020 |
PL0000106126 |
114,57 |
114,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,40 |
99,25 |
99,400 |
99,450 |
99,210 |
99,210 |
99,305 |
205 000 |
207,28 |
17 |
DS1021 |
PL0000106670 |
118,70 |
118,60 |
118,600 |
118,650 |
118,600 |
118,650 |
118,623 |
145 000 |
175,37 |
12 |
WS0922 |
PL0000102646 |
120,43 |
120,40 |
120,400 |
120,400 |
120,400 |
120,400 |
120,400 |
15 000 |
18,48 |
2 |
DS1023 |
PL0000107264 |
109,87 |
109,78 |
109,750 |
109,750 |
109,730 |
109,730 |
109,736 |
70 000 |
77,95 |
6 |
DS0725 |
PL0000108197 |
104,60 |
104,40 |
104,470 |
104,500 |
104,470 |
104,480 |
104,483 |
30 000 |
31,98 |
3 |
DS0726 |
PL0000108866 |
97,10 |
96,86 |
97,000 |
97,280 |
96,920 |
96,920 |
97,163 |
175 000 |
172,90 |
18 |
WS0428 |
PL0000107611 |
93,86 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,90 |
127,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,30 |
132,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,85 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,20 |
110,65 |
110,200 |
110,200 |
110,200 |
110,200 |
110,200 |
5 000 |
6,37 |
1 |
WZ0117 |
PL0000106936 |
100,25 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,37 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,09 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,36 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,68 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,10 |
96,05 |
96,050 |
96,100 |
96,000 |
96,100 |
96,060 |
100 000 |
96,33 |
11 |
WZ0126 |
PL0000108817 |
94,45 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 380 000 |
1 447,43 |
96 |
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 |
163 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
191 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
254 |
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 |
99,52 |
99,60 |
1,40 |
1,17 |
99,56 |
1,28 |
IZ0816 |
PL0000103529 |
100,65 |
101,00 |
--- |
--- |
100,83 |
--- |
PS1016 |
PL0000106795 |
102,00 |
102,09 |
1,34 |
1,19 |
102,05 |
1,26 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,64 |
103,78 |
1,38 |
1,25 |
103,71 |
1,31 |
OK0717 |
PL0000108502 |
98,19 |
98,36 |
1,37 |
1,24 |
98,28 |
1,30 |
DS1017 |
PL0000104543 |
106,11 |
106,26 |
1,35 |
1,26 |
106,19 |
1,30 |
WZ0118 |
PL0000104717 |
100,33 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,80 |
1,46 |
1,41 |
104,74 |
1,44 |
PS0718 |
PL0000107595 |
102,28 |
102,40 |
1,50 |
1,45 |
102,34 |
1,47 |
OK1018 |
PL0000109062 |
96,08 |
96,22 |
1,55 |
1,49 |
96,15 |
1,52 |
WZ0119 |
PL0000107603 |
100,04 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,34 |
1,65 |
1,60 |
105,25 |
1,62 |
DS1019 |
PL0000105441 |
113,23 |
113,47 |
1,67 |
1,61 |
113,35 |
1,64 |
WZ0120 |
PL0000108601 |
99,28 |
99,50 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,57 |
98,77 |
1,86 |
1,81 |
98,67 |
1,84 |
DS1020 |
PL0000106126 |
114,45 |
114,68 |
1,93 |
1,88 |
114,57 |
1,90 |
WZ0121 |
PL0000106068 |
98,59 |
98,83 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
99,29 |
99,48 |
2,15 |
2,11 |
99,39 |
2,13 |
DS1021 |
PL0000106670 |
118,55 |
118,84 |
2,19 |
2,14 |
118,70 |
2,16 |
WS0922 |
PL0000102646 |
120,17 |
120,55 |
2,37 |
2,31 |
120,36 |
2,34 |
IZ0823 |
PL0000105359 |
109,07 |
112,70 |
--- |
--- |
110,89 |
--- |
DS1023 |
PL0000107264 |
109,62 |
110,02 |
2,59 |
2,53 |
109,82 |
2,56 |
WZ0124 |
PL0000107454 |
95,95 |
96,27 |
--- |
--- |
96,11 |
--- |
DS0725 |
PL0000108197 |
104,18 |
104,56 |
2,73 |
2,69 |
104,37 |
2,71 |
WZ0126 |
PL0000108817 |
94,31 |
94,69 |
--- |
--- |
94,50 |
--- |
DS0726 |
PL0000108866 |
96,87 |
97,12 |
2,85 |
2,82 |
97,00 |
2,84 |
WS0429 |
PL0000105391 |
125,56 |
130,21 |
3,31 |
2,94 |
127,89 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,51 |
99,59 |
1,43 |
1,20 |
99,55 |
1,31 |
IZ0816 |
PL0000103529 |
100,71 |
101,08 |
--- |
--- |
100,90 |
--- |
PS1016 |
PL0000106795 |
101,99 |
102,09 |
1,36 |
1,19 |
102,04 |
1,27 |
WZ0117 |
PL0000106936 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,61 |
103,73 |
1,40 |
1,30 |
103,67 |
1,35 |
OK0717 |
PL0000108502 |
98,15 |
98,29 |
1,40 |
1,29 |
98,22 |
1,34 |
DS1017 |
PL0000104543 |
106,04 |
106,23 |
1,39 |
1,27 |
106,14 |
1,33 |
WZ0118 |
PL0000104717 |
100,34 |
100,48 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,79 |
1,46 |
1,41 |
104,74 |
1,44 |
PS0718 |
PL0000107595 |
102,29 |
102,40 |
1,50 |
1,45 |
102,35 |
1,47 |
OK1018 |
PL0000109062 |
96,09 |
96,20 |
1,55 |
1,50 |
96,15 |
1,52 |
WZ0119 |
PL0000107603 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
105,12 |
105,25 |
1,66 |
1,62 |
105,19 |
1,64 |
DS1019 |
PL0000105441 |
113,17 |
113,40 |
1,69 |
1,63 |
113,29 |
1,66 |
WZ0120 |
PL0000108601 |
99,30 |
99,44 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,51 |
98,63 |
1,88 |
1,85 |
98,57 |
1,86 |
DS1020 |
PL0000106126 |
114,45 |
114,66 |
1,93 |
1,89 |
114,56 |
1,91 |
WZ0121 |
PL0000106068 |
98,59 |
98,77 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
99,20 |
99,39 |
2,17 |
2,13 |
99,30 |
2,14 |
DS1021 |
PL0000106670 |
118,53 |
118,75 |
2,19 |
2,15 |
118,64 |
2,17 |
WS0922 |
PL0000102646 |
120,26 |
120,49 |
2,35 |
2,32 |
120,38 |
2,33 |
IZ0823 |
PL0000105359 |
109,22 |
111,59 |
--- |
--- |
110,41 |
--- |
DS1023 |
PL0000107264 |
109,57 |
109,85 |
2,59 |
2,55 |
109,71 |
2,57 |
WZ0124 |
PL0000107454 |
95,98 |
96,19 |
--- |
--- |
96,09 |
--- |
DS0725 |
PL0000108197 |
104,34 |
104,56 |
2,71 |
2,69 |
104,45 |
2,70 |
WZ0126 |
PL0000108817 |
94,38 |
94,71 |
--- |
--- |
94,55 |
--- |
DS0726 |
PL0000108866 |
96,88 |
97,07 |
2,85 |
2,83 |
96,98 |
2,84 |
WS0429 |
PL0000105391 |
126,42 |
128,90 |
3,24 |
3,04 |
127,66 |
3,14 |
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 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
25 |
PS1016 |
PL0000106795 |
1/12 |
11 |
1,450 |
1,450 |
1,450 |
20 |
PS0421 |
PL0000108916 |
1/12 |
11 |
1,390 |
1,390 |
1,390 |
140 |
TOTAL |
185 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.