2016-03-22 |
MARKET DATA |
No 56 (2838) |
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 |
1 690,00 |
1 765,89 |
71 |
1 220,00 |
1 275,55 |
5 |
2 910,00 |
3 041,44 |
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 |
100,32 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,56 |
99,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,02 |
102,02 |
102,010 |
102,010 |
102,000 |
102,000 |
102,001 |
130 000 |
135,15 |
5 |
PS0417 |
PL0000107058 |
103,65 |
103,70 |
103,650 |
103,650 |
103,650 |
103,650 |
103,650 |
50 000 |
53,99 |
1 |
OK0717 |
PL0000108502 |
98,18 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,05 |
106,09 |
106,090 |
106,090 |
106,090 |
106,090 |
106,090 |
110 000 |
119,08 |
2 |
PS0418 |
PL0000107314 |
104,70 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,30 |
102,34 |
102,270 |
102,270 |
102,250 |
102,250 |
102,266 |
140 000 |
145,50 |
6 |
OK1018 |
PL0000109062 |
96,16 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,18 |
105,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,18 |
113,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,52 |
98,45 |
98,450 |
98,470 |
98,450 |
98,470 |
98,460 |
20 000 |
19,97 |
2 |
DS1020 |
PL0000106126 |
114,37 |
114,24 |
114,200 |
114,240 |
114,180 |
114,240 |
114,202 |
220 000 |
256,01 |
8 |
PS0421 |
PL0000108916 |
99,22 |
99,10 |
99,130 |
99,130 |
99,070 |
99,080 |
99,105 |
210 000 |
211,95 |
18 |
DS1021 |
PL0000106670 |
118,52 |
118,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,17 |
120,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,68 |
109,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,50 |
104,25 |
104,500 |
104,500 |
104,220 |
104,220 |
104,412 |
30 000 |
31,97 |
4 |
DS0726 |
PL0000108866 |
97,15 |
97,01 |
97,150 |
97,150 |
96,890 |
96,890 |
96,950 |
45 000 |
44,37 |
6 |
WS0428 |
PL0000107611 |
93,79 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,86 |
127,45 |
127,860 |
127,860 |
127,450 |
127,450 |
127,574 |
45 000 |
59,77 |
3 |
WS0437 |
PL0000104857 |
123,16 |
132,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,89 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,80 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,28 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,38 |
100,42 |
100,380 |
100,380 |
100,380 |
100,380 |
100,380 |
25 000 |
25,17 |
1 |
WZ0119 |
PL0000107603 |
100,08 |
100,12 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
100 000 |
100,36 |
2 |
WZ0120 |
PL0000108601 |
99,40 |
99,35 |
99,400 |
99,400 |
99,350 |
99,350 |
99,376 |
555 000 |
553,12 |
12 |
WZ0121 |
PL0000106068 |
98,65 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,05 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,45 |
94,48 |
94,500 |
94,500 |
94,500 |
94,500 |
94,500 |
10 000 |
9,48 |
1 |
TOTAL |
1 690 000 |
1 765,89 |
71 |
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 |
160 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
188 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
251 |
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 |
1,47 |
1,23 |
99,55 |
1,35 |
IZ0816 |
PL0000103529 |
100,74 |
101,15 |
--- |
--- |
100,95 |
--- |
PS1016 |
PL0000106795 |
101,99 |
102,10 |
1,31 |
1,13 |
102,05 |
1,21 |
WZ0117 |
PL0000106936 |
100,24 |
100,35 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
103,59 |
103,73 |
1,40 |
1,27 |
103,66 |
1,33 |
OK0717 |
PL0000108502 |
98,15 |
98,31 |
1,41 |
1,28 |
98,23 |
1,34 |
DS1017 |
PL0000104543 |
106,03 |
106,19 |
1,38 |
1,28 |
106,11 |
1,33 |
WZ0118 |
PL0000104717 |
100,29 |
100,45 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,68 |
104,76 |
1,46 |
1,42 |
104,72 |
1,44 |
PS0718 |
PL0000107595 |
102,28 |
102,41 |
1,50 |
1,44 |
102,35 |
1,47 |
OK1018 |
PL0000109062 |
96,09 |
96,21 |
1,55 |
1,50 |
96,15 |
1,53 |
WZ0119 |
PL0000107603 |
100,04 |
100,16 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,16 |
105,30 |
1,65 |
1,60 |
105,23 |
1,62 |
DS1019 |
PL0000105441 |
113,16 |
113,37 |
1,68 |
1,63 |
113,27 |
1,66 |
WZ0120 |
PL0000108601 |
99,36 |
99,50 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
98,46 |
98,72 |
1,89 |
1,83 |
98,59 |
1,86 |
DS1020 |
PL0000106126 |
114,36 |
114,62 |
1,94 |
1,89 |
114,49 |
1,92 |
WZ0121 |
PL0000106068 |
98,60 |
98,80 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
99,18 |
99,33 |
2,17 |
2,14 |
99,26 |
2,15 |
DS1021 |
PL0000106670 |
118,50 |
118,78 |
2,19 |
2,14 |
118,64 |
2,17 |
WS0922 |
PL0000102646 |
120,15 |
120,58 |
2,36 |
2,30 |
120,37 |
2,33 |
IZ0823 |
PL0000105359 |
108,50 |
116,66 |
--- |
--- |
112,58 |
--- |
DS1023 |
PL0000107264 |
109,66 |
110,11 |
2,58 |
2,52 |
109,89 |
2,55 |
WZ0124 |
PL0000107454 |
95,97 |
96,23 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
104,44 |
104,71 |
2,70 |
2,67 |
104,58 |
2,69 |
WZ0126 |
PL0000108817 |
94,37 |
94,66 |
--- |
--- |
94,52 |
--- |
DS0726 |
PL0000108866 |
97,09 |
97,42 |
2,83 |
2,79 |
97,26 |
2,81 |
WS0429 |
PL0000105391 |
127,11 |
128,82 |
3,18 |
3,04 |
127,97 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,54 |
99,61 |
1,38 |
1,17 |
99,58 |
1,26 |
IZ0816 |
PL0000103529 |
100,77 |
101,15 |
--- |
--- |
100,96 |
--- |
PS1016 |
PL0000106795 |
101,99 |
102,07 |
1,31 |
1,18 |
102,03 |
1,24 |
WZ0117 |
PL0000106936 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
103,63 |
103,73 |
1,36 |
1,27 |
103,68 |
1,32 |
OK0717 |
PL0000108502 |
98,16 |
98,31 |
1,40 |
1,28 |
98,24 |
1,34 |
DS1017 |
PL0000104543 |
106,03 |
106,14 |
1,38 |
1,31 |
106,09 |
1,34 |
WZ0118 |
PL0000104717 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,67 |
104,76 |
1,46 |
1,42 |
104,72 |
1,44 |
PS0718 |
PL0000107595 |
102,25 |
102,37 |
1,51 |
1,46 |
102,31 |
1,48 |
OK1018 |
PL0000109062 |
96,14 |
96,20 |
1,53 |
1,51 |
96,17 |
1,52 |
WZ0119 |
PL0000107603 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,28 |
1,65 |
1,61 |
105,22 |
1,63 |
DS1019 |
PL0000105441 |
113,07 |
113,34 |
1,71 |
1,64 |
113,21 |
1,67 |
WZ0120 |
PL0000108601 |
99,31 |
99,42 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,39 |
98,49 |
1,91 |
1,89 |
98,44 |
1,90 |
DS1020 |
PL0000106126 |
114,23 |
114,41 |
1,97 |
1,93 |
114,32 |
1,95 |
WZ0121 |
PL0000106068 |
98,55 |
98,73 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
99,04 |
99,18 |
2,20 |
2,17 |
99,11 |
2,19 |
DS1021 |
PL0000106670 |
118,29 |
118,56 |
2,23 |
2,18 |
118,43 |
2,20 |
WS0922 |
PL0000102646 |
119,97 |
120,23 |
2,39 |
2,35 |
120,10 |
2,37 |
IZ0823 |
PL0000105359 |
108,80 |
114,06 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
109,39 |
109,66 |
2,62 |
2,58 |
109,53 |
2,60 |
WZ0124 |
PL0000107454 |
95,87 |
96,09 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
104,14 |
104,36 |
2,74 |
2,71 |
104,25 |
2,73 |
WZ0126 |
PL0000108817 |
94,23 |
94,55 |
--- |
--- |
94,39 |
--- |
DS0726 |
PL0000108866 |
96,87 |
97,12 |
2,85 |
2,82 |
97,00 |
2,84 |
WS0429 |
PL0000105391 |
126,67 |
128,44 |
3,22 |
3,07 |
127,56 |
3,15 |
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 |
1,000 |
1,000 |
1,000 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
400 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
400 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
400 |
TOTAL |
1 220 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.