2016-03-21 |
MARKET DATA |
No 55 (2837) |
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 |
877,50 |
896,89 |
61 |
1 205,00 |
1 230,21 |
5 |
2 082,50 |
2 127,10 |
66 |
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 |
100,33 |
100,35 |
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 |
102,01 |
102,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,63 |
103,70 |
103,630 |
103,630 |
103,630 |
103,630 |
103,630 |
42 500 |
45,88 |
4 |
OK0717 |
PL0000108502 |
98,18 |
98,29 |
98,180 |
98,180 |
98,180 |
98,180 |
98,180 |
2 500 |
2,45 |
1 |
DS1017 |
PL0000104543 |
106,05 |
106,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,70 |
104,74 |
104,680 |
104,680 |
104,680 |
104,680 |
104,680 |
2 500 |
2,70 |
1 |
PS0718 |
PL0000107595 |
102,30 |
102,35 |
102,300 |
102,300 |
102,300 |
102,300 |
102,300 |
5 000 |
5,20 |
1 |
OK1018 |
PL0000109062 |
96,18 |
96,12 |
96,120 |
96,190 |
96,120 |
96,190 |
96,167 |
190 000 |
182,72 |
4 |
PS0719 |
PL0000108148 |
105,20 |
105,18 |
105,180 |
105,230 |
105,180 |
105,230 |
105,196 |
220 000 |
236,16 |
15 |
DS1019 |
PL0000105441 |
113,18 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,58 |
98,52 |
98,520 |
98,520 |
98,520 |
98,520 |
98,520 |
40 000 |
39,95 |
4 |
DS1020 |
PL0000106126 |
114,46 |
114,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,40 |
99,23 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
10 000 |
10,12 |
1 |
DS1021 |
PL0000106670 |
118,65 |
118,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,45 |
120,30 |
120,130 |
120,130 |
120,130 |
120,130 |
120,130 |
2 500 |
3,07 |
1 |
DS1023 |
PL0000107264 |
109,95 |
109,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,61 |
104,40 |
104,500 |
104,500 |
104,400 |
104,400 |
104,436 |
115 000 |
122,57 |
10 |
DS0726 |
PL0000108866 |
97,36 |
97,09 |
97,450 |
97,450 |
97,000 |
97,180 |
97,238 |
135 000 |
133,50 |
14 |
WS0428 |
PL0000107611 |
93,90 |
99,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,01 |
128,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,37 |
132,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,88 |
101,02 |
100,870 |
100,870 |
100,870 |
100,870 |
100,870 |
2 500 |
3,23 |
1 |
IZ0823 |
PL0000105359 |
109,80 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,27 |
100,32 |
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 |
100,09 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,40 |
99,42 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
100 000 |
99,68 |
3 |
WZ0121 |
PL0000106068 |
98,69 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,15 |
96,18 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
10 000 |
9,64 |
1 |
WZ0126 |
PL0000108817 |
94,45 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
877 500 |
896,89 |
61 |
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 |
161 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
189 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
252 |
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 |
1,45 |
1,19 |
99,56 |
1,30 |
IZ0816 |
PL0000103529 |
100,72 |
101,11 |
--- |
--- |
100,92 |
--- |
PS1016 |
PL0000106795 |
101,97 |
102,08 |
1,36 |
1,18 |
102,03 |
1,26 |
WZ0117 |
PL0000106936 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
103,60 |
103,73 |
1,40 |
1,28 |
103,67 |
1,33 |
OK0717 |
PL0000108502 |
98,16 |
98,31 |
1,40 |
1,28 |
98,24 |
1,33 |
DS1017 |
PL0000104543 |
106,04 |
106,20 |
1,38 |
1,28 |
106,12 |
1,33 |
WZ0118 |
PL0000104717 |
100,29 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,80 |
1,46 |
1,40 |
104,74 |
1,43 |
PS0718 |
PL0000107595 |
102,26 |
102,40 |
1,51 |
1,45 |
102,33 |
1,48 |
OK1018 |
PL0000109062 |
96,11 |
96,19 |
1,54 |
1,51 |
96,15 |
1,53 |
WZ0119 |
PL0000107603 |
100,04 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0719 |
PL0000108148 |
105,10 |
105,31 |
1,66 |
1,60 |
105,21 |
1,63 |
DS1019 |
PL0000105441 |
113,14 |
113,41 |
1,69 |
1,62 |
113,28 |
1,66 |
WZ0120 |
PL0000108601 |
99,33 |
99,51 |
--- |
--- |
99,42 |
--- |
PS0420 |
PL0000108510 |
98,55 |
98,81 |
1,87 |
1,80 |
98,68 |
1,84 |
DS1020 |
PL0000106126 |
114,42 |
114,70 |
1,93 |
1,87 |
114,56 |
1,90 |
WZ0121 |
PL0000106068 |
98,59 |
98,91 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
99,30 |
99,48 |
2,14 |
2,11 |
99,39 |
2,13 |
DS1021 |
PL0000106670 |
118,63 |
118,88 |
2,17 |
2,13 |
118,76 |
2,15 |
WS0922 |
PL0000102646 |
120,29 |
120,71 |
2,34 |
2,28 |
120,50 |
2,31 |
IZ0823 |
PL0000105359 |
106,09 |
116,13 |
--- |
--- |
111,11 |
--- |
DS1023 |
PL0000107264 |
109,91 |
110,25 |
2,54 |
2,50 |
110,08 |
2,52 |
WZ0124 |
PL0000107454 |
95,97 |
96,30 |
--- |
--- |
96,14 |
--- |
DS0725 |
PL0000108197 |
104,57 |
104,97 |
2,69 |
2,64 |
104,77 |
2,66 |
WZ0126 |
PL0000108817 |
94,38 |
94,89 |
--- |
--- |
94,64 |
--- |
DS0726 |
PL0000108866 |
97,29 |
97,53 |
2,80 |
2,78 |
97,41 |
2,79 |
WS0429 |
PL0000105391 |
126,66 |
129,06 |
3,22 |
3,03 |
127,86 |
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 |
1,45 |
1,22 |
99,55 |
1,33 |
IZ0816 |
PL0000103529 |
100,76 |
101,15 |
--- |
--- |
100,96 |
--- |
PS1016 |
PL0000106795 |
101,98 |
102,08 |
1,34 |
1,18 |
102,03 |
1,26 |
WZ0117 |
PL0000106936 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
103,60 |
103,73 |
1,40 |
1,28 |
103,67 |
1,33 |
OK0717 |
PL0000108502 |
98,15 |
98,31 |
1,40 |
1,28 |
98,23 |
1,34 |
DS1017 |
PL0000104543 |
106,03 |
106,17 |
1,38 |
1,30 |
106,10 |
1,34 |
WZ0118 |
PL0000104717 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,66 |
104,78 |
1,47 |
1,41 |
104,72 |
1,44 |
PS0718 |
PL0000107595 |
102,28 |
102,37 |
1,50 |
1,46 |
102,33 |
1,48 |
OK1018 |
PL0000109062 |
96,12 |
96,19 |
1,54 |
1,51 |
96,16 |
1,52 |
WZ0119 |
PL0000107603 |
100,06 |
100,16 |
--- |
--- |
100,11 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,25 |
1,65 |
1,62 |
105,20 |
1,63 |
DS1019 |
PL0000105441 |
113,06 |
113,34 |
1,71 |
1,64 |
113,20 |
1,68 |
WZ0120 |
PL0000108601 |
99,35 |
99,47 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,47 |
98,55 |
1,89 |
1,87 |
98,51 |
1,88 |
DS1020 |
PL0000106126 |
114,40 |
114,54 |
1,94 |
1,91 |
114,47 |
1,92 |
WZ0121 |
PL0000106068 |
98,61 |
98,77 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
99,14 |
99,30 |
2,18 |
2,14 |
99,22 |
2,16 |
DS1021 |
PL0000106670 |
118,43 |
118,63 |
2,20 |
2,17 |
118,53 |
2,19 |
WS0922 |
PL0000102646 |
120,10 |
120,44 |
2,37 |
2,32 |
120,27 |
2,35 |
IZ0823 |
PL0000105359 |
108,84 |
112,62 |
--- |
--- |
110,73 |
--- |
DS1023 |
PL0000107264 |
109,67 |
109,91 |
2,58 |
2,54 |
109,79 |
2,56 |
WZ0124 |
PL0000107454 |
96,02 |
96,25 |
--- |
--- |
96,14 |
--- |
DS0725 |
PL0000108197 |
104,40 |
104,60 |
2,71 |
2,68 |
104,50 |
2,70 |
WZ0126 |
PL0000108817 |
94,38 |
94,68 |
--- |
--- |
94,53 |
--- |
DS0726 |
PL0000108866 |
97,02 |
97,25 |
2,83 |
2,81 |
97,14 |
2,82 |
WS0429 |
PL0000105391 |
126,98 |
128,77 |
3,19 |
3,05 |
127,88 |
3,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
400 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
250 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
55 |
TOTAL |
705 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,250 |
1,250 |
1,250 |
500 |
TOTAL |
500 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.