2016-03-24 |
MARKET DATA |
No 58 (2840) |
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 |
2 040,00 |
2 110,10 |
67 |
305,00 |
355,52 |
4 |
2 345,00 |
2 465,61 |
71 |
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 |
100,29 |
100,28 |
100,290 |
100,290 |
100,280 |
100,280 |
100,282 |
475 000 |
498,40 |
5 |
OK0716 |
PL0000107926 |
99,60 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,99 |
101,99 |
101,990 |
102,000 |
101,990 |
102,000 |
101,998 |
300 000 |
312,11 |
3 |
PS0417 |
PL0000107058 |
103,64 |
103,65 |
103,650 |
103,660 |
103,650 |
103,660 |
103,656 |
165 000 |
178,31 |
3 |
OK0717 |
PL0000108502 |
98,24 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,02 |
106,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,65 |
104,70 |
104,620 |
104,620 |
104,620 |
104,620 |
104,620 |
10 000 |
10,81 |
1 |
PS0718 |
PL0000107595 |
102,27 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,16 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,18 |
105,15 |
105,150 |
105,220 |
105,150 |
105,220 |
105,187 |
110 000 |
118,14 |
8 |
DS1019 |
PL0000105441 |
113,09 |
113,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,55 |
98,44 |
98,570 |
98,570 |
98,450 |
98,450 |
98,523 |
30 000 |
29,97 |
3 |
DS1020 |
PL0000106126 |
114,29 |
114,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,20 |
99,04 |
99,010 |
99,010 |
99,010 |
99,010 |
99,010 |
15 000 |
15,13 |
1 |
DS1021 |
PL0000106670 |
118,48 |
118,27 |
118,280 |
118,280 |
118,280 |
118,280 |
118,280 |
5 000 |
6,04 |
1 |
WS0922 |
PL0000102646 |
120,12 |
120,15 |
120,070 |
120,070 |
120,070 |
120,070 |
120,070 |
10 000 |
12,30 |
1 |
DS1023 |
PL0000107264 |
109,66 |
109,59 |
109,600 |
109,600 |
109,600 |
109,600 |
109,600 |
10 000 |
11,13 |
1 |
DS0725 |
PL0000108197 |
104,30 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,04 |
96,79 |
96,960 |
97,100 |
96,960 |
97,100 |
97,068 |
105 000 |
103,71 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,12 |
126,94 |
127,070 |
127,070 |
127,000 |
127,050 |
127,048 |
25 000 |
33,10 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,95 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,33 |
100,30 |
100,300 |
100,360 |
100,300 |
100,360 |
100,346 |
300 000 |
301,98 |
7 |
WZ0118 |
PL0000104717 |
100,40 |
100,40 |
100,360 |
100,400 |
100,360 |
100,400 |
100,389 |
55 000 |
55,39 |
3 |
WZ0119 |
PL0000107603 |
100,08 |
100,06 |
100,080 |
100,080 |
100,060 |
100,060 |
100,067 |
180 000 |
180,68 |
8 |
WZ0120 |
PL0000108601 |
99,35 |
99,34 |
99,330 |
99,330 |
99,320 |
99,330 |
99,327 |
220 000 |
219,21 |
7 |
WZ0121 |
PL0000106068 |
98,60 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,97 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,37 |
94,32 |
94,430 |
94,430 |
94,430 |
94,430 |
94,430 |
25 000 |
23,69 |
3 |
TOTAL |
2 040 000 |
2 110,10 |
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 |
154 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
182 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
245 |
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 |
99,58 |
99,67 |
1,32 |
1,04 |
99,63 |
1,16 |
IZ0816 |
PL0000103529 |
100,76 |
101,19 |
--- |
--- |
100,98 |
--- |
PS1016 |
PL0000106795 |
101,93 |
102,00 |
1,32 |
1,20 |
101,97 |
1,25 |
WZ0117 |
PL0000106936 |
100,23 |
100,35 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
103,58 |
103,66 |
1,36 |
1,28 |
103,62 |
1,32 |
OK0717 |
PL0000108502 |
98,19 |
98,33 |
1,39 |
1,28 |
98,26 |
1,34 |
DS1017 |
PL0000104543 |
105,96 |
106,11 |
1,38 |
1,29 |
106,04 |
1,33 |
WZ0118 |
PL0000104717 |
100,29 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,73 |
1,48 |
1,42 |
104,67 |
1,44 |
PS0718 |
PL0000107595 |
102,24 |
102,36 |
1,51 |
1,46 |
102,30 |
1,48 |
OK1018 |
PL0000109062 |
96,12 |
96,21 |
1,55 |
1,51 |
96,17 |
1,53 |
WZ0119 |
PL0000107603 |
100,02 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
105,12 |
105,20 |
1,65 |
1,63 |
105,16 |
1,64 |
DS1019 |
PL0000105441 |
113,06 |
113,31 |
1,70 |
1,63 |
113,19 |
1,66 |
WZ0120 |
PL0000108601 |
99,22 |
99,39 |
--- |
--- |
99,31 |
--- |
PS0420 |
PL0000108510 |
98,41 |
98,66 |
1,91 |
1,84 |
98,54 |
1,87 |
DS1020 |
PL0000106126 |
114,19 |
114,46 |
1,97 |
1,91 |
114,33 |
1,94 |
WZ0121 |
PL0000106068 |
98,51 |
98,79 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,02 |
99,19 |
2,20 |
2,17 |
99,11 |
2,19 |
DS1021 |
PL0000106670 |
118,32 |
118,53 |
2,21 |
2,18 |
118,43 |
2,19 |
WS0922 |
PL0000102646 |
119,96 |
120,40 |
2,39 |
2,32 |
120,18 |
2,35 |
IZ0823 |
PL0000105359 |
107,30 |
115,70 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
109,51 |
109,92 |
2,60 |
2,54 |
109,72 |
2,57 |
WZ0124 |
PL0000107454 |
95,74 |
96,19 |
--- |
--- |
95,97 |
--- |
DS0725 |
PL0000108197 |
104,07 |
104,35 |
2,75 |
2,71 |
104,21 |
2,73 |
WZ0126 |
PL0000108817 |
94,07 |
94,43 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
96,76 |
97,10 |
2,86 |
2,83 |
96,93 |
2,84 |
WS0429 |
PL0000105391 |
126,15 |
128,58 |
3,26 |
3,06 |
127,37 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,57 |
99,65 |
1,35 |
1,10 |
99,61 |
1,22 |
IZ0816 |
PL0000103529 |
100,80 |
101,23 |
--- |
--- |
101,02 |
--- |
PS1016 |
PL0000106795 |
101,93 |
102,01 |
1,32 |
1,18 |
101,97 |
1,25 |
WZ0117 |
PL0000106936 |
100,27 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,59 |
103,68 |
1,35 |
1,27 |
103,64 |
1,30 |
OK0717 |
PL0000108502 |
98,18 |
98,31 |
1,40 |
1,30 |
98,25 |
1,35 |
DS1017 |
PL0000104543 |
105,97 |
106,08 |
1,38 |
1,31 |
106,03 |
1,34 |
WZ0118 |
PL0000104717 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,73 |
1,48 |
1,42 |
104,67 |
1,44 |
PS0718 |
PL0000107595 |
102,24 |
102,35 |
1,51 |
1,46 |
102,30 |
1,48 |
OK1018 |
PL0000109062 |
96,11 |
96,21 |
1,55 |
1,51 |
96,16 |
1,53 |
WZ0119 |
PL0000107603 |
100,02 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0719 |
PL0000108148 |
105,13 |
105,26 |
1,65 |
1,61 |
105,20 |
1,63 |
DS1019 |
PL0000105441 |
112,98 |
113,24 |
1,72 |
1,65 |
113,11 |
1,68 |
WZ0120 |
PL0000108601 |
99,23 |
99,38 |
--- |
--- |
99,31 |
--- |
PS0420 |
PL0000108510 |
98,37 |
98,47 |
1,92 |
1,89 |
98,42 |
1,91 |
DS1020 |
PL0000106126 |
114,13 |
114,37 |
1,98 |
1,93 |
114,25 |
1,96 |
WZ0121 |
PL0000106068 |
98,55 |
98,75 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
98,96 |
99,09 |
2,22 |
2,19 |
99,03 |
2,20 |
DS1021 |
PL0000106670 |
118,21 |
118,30 |
2,23 |
2,22 |
118,26 |
2,22 |
WS0922 |
PL0000102646 |
119,95 |
120,19 |
2,39 |
2,35 |
120,07 |
2,37 |
IZ0823 |
PL0000105359 |
107,99 |
115,12 |
--- |
--- |
111,56 |
--- |
DS1023 |
PL0000107264 |
109,39 |
109,68 |
2,61 |
2,57 |
109,54 |
2,59 |
WZ0124 |
PL0000107454 |
95,87 |
96,11 |
--- |
--- |
95,99 |
--- |
DS0725 |
PL0000108197 |
103,81 |
104,06 |
2,78 |
2,75 |
103,94 |
2,76 |
WZ0126 |
PL0000108817 |
94,16 |
94,53 |
--- |
--- |
94,35 |
--- |
DS0726 |
PL0000108866 |
96,57 |
96,87 |
2,89 |
2,85 |
96,72 |
2,87 |
WS0429 |
PL0000105391 |
125,84 |
127,91 |
3,28 |
3,12 |
126,88 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
5/6 |
1 |
0,600 |
0,600 |
0,600 |
35 |
DS1017 |
PL0000104543 |
5/6 |
1 |
0,600 |
0,600 |
0,600 |
35 |
DS1021 |
PL0000106670 |
5/6 |
1 |
0,600 |
0,600 |
0,600 |
135 |
DS1023 |
PL0000107264 |
5/6 |
1 |
0,600 |
0,600 |
0,600 |
100 |
TOTAL |
305 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.