2016-03-18 |
MARKET DATA |
No 54 (2836) |
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 |
795,00 |
794,03 |
53 |
345,00 |
376,64 |
4 |
1 140,00 |
1 170,68 |
57 |
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 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,53 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,00 |
102,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,62 |
103,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,18 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,04 |
106,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,71 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,33 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,14 |
96,14 |
96,140 |
96,160 |
96,140 |
96,140 |
96,145 |
105 000 |
100,95 |
4 |
PS0719 |
PL0000108148 |
105,18 |
105,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,20 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,65 |
98,65 |
98,650 |
98,720 |
98,650 |
98,720 |
98,692 |
25 000 |
25,01 |
2 |
DS1020 |
PL0000106126 |
114,52 |
114,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,40 |
99,35 |
99,400 |
99,400 |
99,380 |
99,380 |
99,384 |
45 000 |
45,54 |
3 |
DS1021 |
PL0000106670 |
118,72 |
118,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,50 |
120,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,00 |
109,98 |
109,980 |
109,980 |
109,980 |
109,980 |
109,980 |
25 000 |
27,90 |
1 |
DS0725 |
PL0000108197 |
104,80 |
104,60 |
104,650 |
104,950 |
104,650 |
104,750 |
104,849 |
40 000 |
42,80 |
6 |
DS0726 |
PL0000108866 |
97,40 |
97,25 |
97,250 |
97,440 |
97,250 |
97,440 |
97,321 |
225 000 |
222,68 |
14 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,06 |
128,25 |
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 |
100,88 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,30 |
110,20 |
110,300 |
110,300 |
110,200 |
110,200 |
110,250 |
10 000 |
12,74 |
2 |
WZ0117 |
PL0000106936 |
100,28 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,37 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,09 |
100,10 |
100,090 |
100,090 |
100,080 |
100,080 |
100,083 |
30 000 |
30,11 |
2 |
WZ0120 |
PL0000108601 |
99,43 |
99,40 |
99,370 |
99,430 |
99,370 |
99,430 |
99,401 |
205 000 |
204,33 |
13 |
WZ0121 |
PL0000106068 |
98,74 |
98,75 |
98,750 |
98,750 |
98,750 |
98,750 |
98,750 |
10 000 |
9,90 |
1 |
WZ0124 |
PL0000107454 |
96,15 |
96,14 |
96,150 |
96,150 |
96,140 |
96,140 |
96,143 |
60 000 |
57,85 |
3 |
WZ0126 |
PL0000108817 |
94,55 |
94,55 |
94,550 |
94,550 |
94,550 |
94,550 |
94,550 |
15 000 |
14,22 |
2 |
TOTAL |
795 000 |
794,03 |
53 |
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 |
162 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
190 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
253 |
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 |
99,59 |
1,44 |
1,21 |
99,55 |
1,32 |
IZ0816 |
PL0000103529 |
100,72 |
101,08 |
--- |
--- |
100,90 |
--- |
PS1016 |
PL0000106795 |
101,98 |
102,10 |
1,36 |
1,16 |
102,04 |
1,26 |
WZ0117 |
PL0000106936 |
100,23 |
100,46 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,59 |
103,73 |
1,41 |
1,29 |
103,66 |
1,35 |
OK0717 |
PL0000108502 |
98,16 |
98,30 |
1,39 |
1,29 |
98,23 |
1,34 |
DS1017 |
PL0000104543 |
106,03 |
106,23 |
1,39 |
1,27 |
106,13 |
1,33 |
WZ0118 |
PL0000104717 |
100,33 |
100,51 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,67 |
104,79 |
1,47 |
1,41 |
104,73 |
1,44 |
PS0718 |
PL0000107595 |
102,31 |
102,41 |
1,49 |
1,44 |
102,36 |
1,47 |
OK1018 |
PL0000109062 |
96,09 |
96,18 |
1,55 |
1,51 |
96,14 |
1,53 |
WZ0119 |
PL0000107603 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0719 |
PL0000108148 |
105,13 |
105,28 |
1,66 |
1,61 |
105,21 |
1,63 |
DS1019 |
PL0000105441 |
113,19 |
113,37 |
1,68 |
1,63 |
113,28 |
1,66 |
WZ0120 |
PL0000108601 |
99,33 |
99,49 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,56 |
98,75 |
1,87 |
1,82 |
98,66 |
1,84 |
DS1020 |
PL0000106126 |
114,50 |
114,71 |
1,92 |
1,87 |
114,61 |
1,89 |
WZ0121 |
PL0000106068 |
98,64 |
98,92 |
--- |
--- |
98,78 |
--- |
PS0421 |
PL0000108916 |
99,31 |
99,51 |
2,14 |
2,10 |
99,41 |
2,12 |
DS1021 |
PL0000106670 |
118,66 |
118,95 |
2,17 |
2,12 |
118,81 |
2,14 |
WS0922 |
PL0000102646 |
120,40 |
120,75 |
2,33 |
2,28 |
120,58 |
2,30 |
IZ0823 |
PL0000105359 |
109,29 |
111,48 |
--- |
--- |
110,39 |
--- |
DS1023 |
PL0000107264 |
109,75 |
110,09 |
2,57 |
2,52 |
109,92 |
2,54 |
WZ0124 |
PL0000107454 |
96,02 |
96,29 |
--- |
--- |
96,16 |
--- |
DS0725 |
PL0000108197 |
104,48 |
104,81 |
2,70 |
2,66 |
104,65 |
2,68 |
WZ0126 |
PL0000108817 |
94,38 |
94,77 |
--- |
--- |
94,58 |
--- |
DS0726 |
PL0000108866 |
97,14 |
97,41 |
2,82 |
2,79 |
97,28 |
2,80 |
WS0429 |
PL0000105391 |
127,31 |
128,75 |
3,17 |
3,05 |
128,03 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,51 |
99,60 |
1,44 |
1,18 |
99,56 |
1,29 |
IZ0816 |
PL0000103529 |
100,75 |
101,11 |
--- |
--- |
100,93 |
--- |
PS1016 |
PL0000106795 |
101,98 |
102,10 |
1,36 |
1,16 |
102,04 |
1,26 |
WZ0117 |
PL0000106936 |
100,25 |
100,34 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
103,60 |
103,73 |
1,40 |
1,29 |
103,67 |
1,34 |
OK0717 |
PL0000108502 |
98,15 |
98,27 |
1,40 |
1,31 |
98,21 |
1,35 |
DS1017 |
PL0000104543 |
106,03 |
106,20 |
1,39 |
1,29 |
106,12 |
1,33 |
WZ0118 |
PL0000104717 |
100,34 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0418 |
PL0000107314 |
104,69 |
104,80 |
1,46 |
1,41 |
104,75 |
1,43 |
PS0718 |
PL0000107595 |
102,30 |
102,41 |
1,49 |
1,44 |
102,36 |
1,47 |
OK1018 |
PL0000109062 |
96,12 |
96,18 |
1,54 |
1,51 |
96,15 |
1,52 |
WZ0119 |
PL0000107603 |
100,05 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,33 |
1,65 |
1,60 |
105,24 |
1,62 |
DS1019 |
PL0000105441 |
113,15 |
113,42 |
1,69 |
1,62 |
113,29 |
1,66 |
WZ0120 |
PL0000108601 |
99,34 |
99,46 |
--- |
--- |
99,40 |
--- |
PS0420 |
PL0000108510 |
98,56 |
98,73 |
1,87 |
1,82 |
98,65 |
1,84 |
DS1020 |
PL0000106126 |
114,43 |
114,69 |
1,93 |
1,88 |
114,56 |
1,90 |
WZ0121 |
PL0000106068 |
98,62 |
98,85 |
--- |
--- |
98,74 |
--- |
PS0421 |
PL0000108916 |
99,32 |
99,46 |
2,14 |
2,11 |
99,39 |
2,13 |
DS1021 |
PL0000106670 |
118,65 |
118,89 |
2,17 |
2,13 |
118,77 |
2,15 |
WS0922 |
PL0000102646 |
120,40 |
120,65 |
2,33 |
2,29 |
120,53 |
2,31 |
IZ0823 |
PL0000105359 |
108,80 |
111,89 |
--- |
--- |
110,35 |
--- |
DS1023 |
PL0000107264 |
109,92 |
110,14 |
2,54 |
2,51 |
110,03 |
2,53 |
WZ0124 |
PL0000107454 |
96,04 |
96,25 |
--- |
--- |
96,15 |
--- |
DS0725 |
PL0000108197 |
104,68 |
104,93 |
2,67 |
2,64 |
104,81 |
2,66 |
WZ0126 |
PL0000108817 |
94,38 |
94,70 |
--- |
--- |
94,54 |
--- |
DS0726 |
PL0000108866 |
97,26 |
97,48 |
2,81 |
2,78 |
97,37 |
2,79 |
WS0429 |
PL0000105391 |
127,13 |
129,06 |
3,18 |
3,03 |
128,10 |
3,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,100 |
1,100 |
1,100 |
150 |
DS1019 |
PL0000105441 |
3/11 |
8 |
1,300 |
1,300 |
1,300 |
60 |
DS1020 |
PL0000106126 |
3/11 |
8 |
1,100 |
1,100 |
1,100 |
10 |
DS1021 |
PL0000106670 |
3/11 |
8 |
1,100 |
1,100 |
1,100 |
125 |
TOTAL |
345 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.