2016-03-23 |
MARKET DATA |
No 57 (2839) |
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 |
1 542,50 |
1 647,20 |
93 |
0,00 |
0,00 |
0 |
1 542,50 |
1 647,20 |
93 |
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 |
100,30 |
100,29 |
100,300 |
100,300 |
100,290 |
100,290 |
100,291 |
422 500 |
443,30 |
7 |
OK0716 |
PL0000107926 |
99,59 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,98 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,64 |
103,63 |
103,640 |
103,640 |
103,640 |
103,640 |
103,640 |
90 000 |
97,24 |
3 |
OK0717 |
PL0000108502 |
98,23 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,03 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,67 |
104,69 |
104,670 |
104,670 |
104,630 |
104,630 |
104,635 |
95 000 |
102,70 |
6 |
PS0718 |
PL0000107595 |
102,26 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,17 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,15 |
105,12 |
105,110 |
105,150 |
105,110 |
105,150 |
105,140 |
90 000 |
96,61 |
6 |
DS1019 |
PL0000105441 |
113,07 |
113,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,38 |
98,21 |
98,370 |
98,400 |
98,370 |
98,400 |
98,378 |
40 000 |
39,91 |
4 |
DS1020 |
PL0000106126 |
114,19 |
114,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,03 |
98,83 |
98,900 |
99,030 |
98,900 |
99,000 |
98,970 |
320 000 |
322,63 |
26 |
DS1021 |
PL0000106670 |
118,35 |
118,27 |
118,270 |
118,350 |
118,270 |
118,350 |
118,332 |
45 000 |
54,35 |
5 |
WS0922 |
PL0000102646 |
119,98 |
120,01 |
119,950 |
119,950 |
119,950 |
119,950 |
119,950 |
5 000 |
6,15 |
1 |
DS1023 |
PL0000107264 |
109,50 |
109,45 |
109,500 |
109,530 |
109,500 |
109,530 |
109,521 |
90 000 |
100,10 |
7 |
DS0725 |
PL0000108197 |
104,07 |
103,95 |
104,020 |
104,150 |
103,950 |
103,950 |
104,003 |
65 000 |
69,03 |
6 |
DS0726 |
PL0000108866 |
96,87 |
96,73 |
96,860 |
96,870 |
96,700 |
96,760 |
96,769 |
65 000 |
64,00 |
8 |
WS0428 |
PL0000107611 |
93,23 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,19 |
127,09 |
127,000 |
127,190 |
126,850 |
126,850 |
127,020 |
115 000 |
152,20 |
8 |
WS0437 |
PL0000104857 |
122,12 |
131,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,92 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,20 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,33 |
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 |
100,08 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,31 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,68 |
98,67 |
98,670 |
98,680 |
98,670 |
98,680 |
98,675 |
100 000 |
98,98 |
6 |
WZ0124 |
PL0000107454 |
95,90 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,26 |
94,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 542 500 |
1 647,20 |
93 |
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 |
155 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
183 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
246 |
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 |
99,54 |
99,64 |
1,43 |
1,12 |
99,59 |
1,28 |
IZ0816 |
PL0000103529 |
100,73 |
101,17 |
--- |
--- |
100,95 |
--- |
PS1016 |
PL0000106795 |
101,95 |
102,05 |
1,30 |
1,13 |
102,00 |
1,21 |
WZ0117 |
PL0000106936 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
103,59 |
103,69 |
1,36 |
1,27 |
103,64 |
1,31 |
OK0717 |
PL0000108502 |
98,16 |
98,28 |
1,41 |
1,32 |
98,22 |
1,37 |
DS1017 |
PL0000104543 |
105,99 |
106,14 |
1,37 |
1,28 |
106,07 |
1,32 |
WZ0118 |
PL0000104717 |
100,33 |
100,45 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
104,63 |
104,77 |
1,47 |
1,40 |
104,70 |
1,43 |
PS0718 |
PL0000107595 |
102,22 |
102,36 |
1,52 |
1,46 |
102,29 |
1,49 |
OK1018 |
PL0000109062 |
96,11 |
96,19 |
1,55 |
1,52 |
96,15 |
1,54 |
WZ0119 |
PL0000107603 |
100,01 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0719 |
PL0000108148 |
105,08 |
105,21 |
1,66 |
1,62 |
105,15 |
1,64 |
DS1019 |
PL0000105441 |
112,96 |
113,22 |
1,73 |
1,66 |
113,09 |
1,69 |
WZ0120 |
PL0000108601 |
99,23 |
99,42 |
--- |
--- |
99,33 |
--- |
PS0420 |
PL0000108510 |
98,33 |
98,47 |
1,93 |
1,89 |
98,40 |
1,91 |
DS1020 |
PL0000106126 |
114,13 |
114,33 |
1,98 |
1,94 |
114,23 |
1,96 |
WZ0121 |
PL0000106068 |
98,50 |
98,74 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
98,95 |
99,07 |
2,22 |
2,19 |
99,01 |
2,21 |
DS1021 |
PL0000106670 |
118,21 |
118,46 |
2,23 |
2,19 |
118,34 |
2,21 |
WS0922 |
PL0000102646 |
119,90 |
120,17 |
2,40 |
2,36 |
120,04 |
2,38 |
IZ0823 |
PL0000105359 |
107,68 |
115,09 |
--- |
--- |
111,39 |
--- |
DS1023 |
PL0000107264 |
109,34 |
109,69 |
2,62 |
2,57 |
109,52 |
2,60 |
WZ0124 |
PL0000107454 |
95,79 |
96,15 |
--- |
--- |
95,97 |
--- |
DS0725 |
PL0000108197 |
103,90 |
104,23 |
2,77 |
2,73 |
104,07 |
2,75 |
WZ0126 |
PL0000108817 |
94,15 |
94,53 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,64 |
96,99 |
2,88 |
2,84 |
96,82 |
2,86 |
WS0429 |
PL0000105391 |
125,95 |
128,49 |
3,28 |
3,07 |
127,22 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,56 |
99,65 |
1,37 |
1,09 |
99,61 |
1,21 |
IZ0816 |
PL0000103529 |
100,79 |
101,17 |
--- |
--- |
100,98 |
--- |
PS1016 |
PL0000106795 |
101,95 |
102,03 |
1,30 |
1,16 |
101,99 |
1,23 |
WZ0117 |
PL0000106936 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
103,60 |
103,67 |
1,35 |
1,28 |
103,64 |
1,31 |
OK0717 |
PL0000108502 |
98,16 |
98,31 |
1,41 |
1,30 |
98,24 |
1,35 |
DS1017 |
PL0000104543 |
105,95 |
106,11 |
1,39 |
1,30 |
106,03 |
1,34 |
WZ0118 |
PL0000104717 |
100,33 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,62 |
104,76 |
1,47 |
1,40 |
104,69 |
1,44 |
PS0718 |
PL0000107595 |
102,23 |
102,36 |
1,51 |
1,46 |
102,30 |
1,48 |
OK1018 |
PL0000109062 |
96,11 |
96,20 |
1,55 |
1,52 |
96,16 |
1,53 |
WZ0119 |
PL0000107603 |
100,02 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,07 |
105,17 |
1,67 |
1,64 |
105,12 |
1,65 |
DS1019 |
PL0000105441 |
112,96 |
113,18 |
1,73 |
1,67 |
113,07 |
1,70 |
WZ0120 |
PL0000108601 |
99,24 |
99,39 |
--- |
--- |
99,32 |
--- |
PS0420 |
PL0000108510 |
98,34 |
98,45 |
1,93 |
1,90 |
98,40 |
1,91 |
DS1020 |
PL0000106126 |
114,15 |
114,34 |
1,98 |
1,94 |
114,25 |
1,96 |
WZ0121 |
PL0000106068 |
98,61 |
98,76 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
98,96 |
99,08 |
2,22 |
2,19 |
99,02 |
2,20 |
DS1021 |
PL0000106670 |
118,32 |
118,43 |
2,21 |
2,20 |
118,38 |
2,20 |
WS0922 |
PL0000102646 |
119,84 |
120,18 |
2,41 |
2,35 |
120,01 |
2,38 |
IZ0823 |
PL0000105359 |
107,61 |
113,51 |
--- |
--- |
110,56 |
--- |
DS1023 |
PL0000107264 |
109,34 |
109,70 |
2,62 |
2,57 |
109,52 |
2,60 |
WZ0124 |
PL0000107454 |
95,76 |
96,11 |
--- |
--- |
95,94 |
--- |
DS0725 |
PL0000108197 |
103,84 |
104,16 |
2,77 |
2,74 |
104,00 |
2,75 |
WZ0126 |
PL0000108817 |
94,08 |
94,43 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
96,63 |
96,83 |
2,88 |
2,86 |
96,73 |
2,87 |
WS0429 |
PL0000105391 |
125,57 |
128,09 |
3,31 |
3,10 |
126,83 |
3,20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.