2016-03-29 |
MARKET DATA |
No 59 (2841) |
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 |
1 270,00 |
1 311,49 |
78 |
145,00 |
173,53 |
3 |
1 415,00 |
1 485,02 |
81 |
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 |
100,25 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,61 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,93 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,61 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,25 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,99 |
106,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,63 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,25 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,15 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,18 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,05 |
113,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,47 |
98,43 |
98,450 |
98,460 |
98,440 |
98,460 |
98,443 |
95 000 |
94,85 |
7 |
DS1020 |
PL0000106126 |
114,75 |
114,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,16 |
99,08 |
99,140 |
99,160 |
99,140 |
99,150 |
99,151 |
40 000 |
40,41 |
4 |
DS1021 |
PL0000106670 |
118,44 |
118,43 |
118,440 |
118,440 |
118,440 |
118,440 |
118,440 |
10 000 |
12,09 |
1 |
WS0922 |
PL0000102646 |
120,22 |
120,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,85 |
109,55 |
109,900 |
109,950 |
109,900 |
109,950 |
109,902 |
115 000 |
128,37 |
3 |
DS0725 |
PL0000108197 |
104,30 |
103,95 |
104,080 |
104,350 |
103,950 |
104,300 |
104,294 |
225 000 |
239,66 |
14 |
DS0726 |
PL0000108866 |
96,92 |
96,62 |
96,800 |
97,050 |
96,620 |
97,000 |
96,795 |
640 000 |
630,42 |
42 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,86 |
126,90 |
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 |
101,10 |
101,10 |
101,100 |
101,100 |
101,100 |
101,100 |
101,100 |
70 000 |
90,61 |
3 |
IZ0823 |
PL0000105359 |
109,50 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,30 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,39 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,09 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
45 000 |
45,18 |
3 |
WZ0120 |
PL0000108601 |
99,34 |
99,34 |
99,360 |
99,360 |
99,360 |
99,360 |
99,360 |
30 000 |
29,90 |
1 |
WZ0121 |
PL0000106068 |
98,56 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,00 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,36 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 270 000 |
1 311,49 |
78 |
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 |
153 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
181 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
244 |
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 |
99,57 |
99,68 |
1,36 |
1,01 |
99,63 |
1,17 |
IZ0816 |
PL0000103529 |
100,80 |
101,29 |
--- |
--- |
101,05 |
--- |
PS1016 |
PL0000106795 |
101,92 |
102,01 |
1,32 |
1,17 |
101,97 |
1,23 |
WZ0117 |
PL0000106936 |
100,27 |
100,41 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,58 |
103,67 |
1,35 |
1,27 |
103,63 |
1,30 |
OK0717 |
PL0000108502 |
98,19 |
98,36 |
1,40 |
1,26 |
98,28 |
1,33 |
DS1017 |
PL0000104543 |
105,97 |
106,11 |
1,37 |
1,28 |
106,04 |
1,33 |
WZ0118 |
PL0000104717 |
100,36 |
100,49 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,74 |
1,47 |
1,41 |
104,67 |
1,44 |
PS0718 |
PL0000107595 |
102,23 |
102,35 |
1,51 |
1,46 |
102,29 |
1,48 |
OK1018 |
PL0000109062 |
96,13 |
96,21 |
1,55 |
1,51 |
96,17 |
1,53 |
WZ0119 |
PL0000107603 |
100,04 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,10 |
105,29 |
1,65 |
1,60 |
105,20 |
1,62 |
DS1019 |
PL0000105441 |
113,00 |
113,24 |
1,71 |
1,65 |
113,12 |
1,68 |
WZ0120 |
PL0000108601 |
99,23 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
98,41 |
98,66 |
1,91 |
1,84 |
98,54 |
1,87 |
DS1020 |
PL0000106126 |
114,24 |
114,45 |
1,96 |
1,91 |
114,35 |
1,93 |
WZ0121 |
PL0000106068 |
98,52 |
98,84 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
98,98 |
99,19 |
2,21 |
2,17 |
99,09 |
2,19 |
DS1021 |
PL0000106670 |
118,24 |
118,52 |
2,23 |
2,18 |
118,38 |
2,20 |
WS0922 |
PL0000102646 |
119,93 |
120,32 |
2,39 |
2,33 |
120,13 |
2,36 |
IZ0823 |
PL0000105359 |
104,54 |
116,40 |
--- |
--- |
110,47 |
--- |
DS1023 |
PL0000107264 |
109,48 |
109,83 |
2,60 |
2,55 |
109,66 |
2,58 |
WZ0124 |
PL0000107454 |
95,80 |
96,20 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
103,95 |
104,21 |
2,76 |
2,73 |
104,08 |
2,74 |
WZ0126 |
PL0000108817 |
94,12 |
94,65 |
--- |
--- |
94,39 |
--- |
DS0726 |
PL0000108866 |
96,75 |
96,94 |
2,87 |
2,84 |
96,85 |
2,85 |
WS0429 |
PL0000105391 |
125,37 |
128,33 |
3,32 |
3,08 |
126,85 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,58 |
99,68 |
1,33 |
1,01 |
99,63 |
1,17 |
IZ0816 |
PL0000103529 |
100,95 |
101,30 |
--- |
--- |
101,13 |
--- |
PS1016 |
PL0000106795 |
101,92 |
102,01 |
1,32 |
1,17 |
101,97 |
1,23 |
WZ0117 |
PL0000106936 |
100,28 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,58 |
103,71 |
1,35 |
1,23 |
103,65 |
1,29 |
OK0717 |
PL0000108502 |
98,23 |
98,38 |
1,36 |
1,25 |
98,31 |
1,30 |
DS1017 |
PL0000104543 |
105,97 |
106,13 |
1,37 |
1,27 |
106,05 |
1,32 |
WZ0118 |
PL0000104717 |
100,36 |
100,49 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,61 |
104,73 |
1,47 |
1,41 |
104,67 |
1,44 |
PS0718 |
PL0000107595 |
102,23 |
102,32 |
1,51 |
1,47 |
102,28 |
1,49 |
OK1018 |
PL0000109062 |
96,13 |
96,24 |
1,55 |
1,50 |
96,19 |
1,52 |
WZ0119 |
PL0000107603 |
100,05 |
100,15 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,32 |
1,64 |
1,59 |
105,24 |
1,61 |
DS1019 |
PL0000105441 |
113,03 |
113,28 |
1,70 |
1,63 |
113,16 |
1,67 |
WZ0120 |
PL0000108601 |
99,26 |
99,43 |
--- |
--- |
99,35 |
--- |
PS0420 |
PL0000108510 |
98,43 |
98,51 |
1,90 |
1,88 |
98,47 |
1,89 |
DS1020 |
PL0000106126 |
114,22 |
114,50 |
1,96 |
1,90 |
114,36 |
1,93 |
WZ0121 |
PL0000106068 |
98,52 |
98,74 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
99,09 |
99,22 |
2,19 |
2,16 |
99,16 |
2,18 |
DS1021 |
PL0000106670 |
118,38 |
118,58 |
2,20 |
2,17 |
118,48 |
2,18 |
WS0922 |
PL0000102646 |
120,17 |
120,45 |
2,35 |
2,31 |
120,31 |
2,33 |
IZ0823 |
PL0000105359 |
108,23 |
112,74 |
--- |
--- |
110,49 |
--- |
DS1023 |
PL0000107264 |
109,71 |
110,00 |
2,57 |
2,53 |
109,86 |
2,55 |
WZ0124 |
PL0000107454 |
95,91 |
96,15 |
--- |
--- |
96,03 |
--- |
DS0725 |
PL0000108197 |
104,02 |
104,40 |
2,75 |
2,71 |
104,21 |
2,73 |
WZ0126 |
PL0000108817 |
94,26 |
94,72 |
--- |
--- |
94,49 |
--- |
DS0726 |
PL0000108866 |
96,79 |
97,04 |
2,86 |
2,83 |
96,92 |
2,85 |
WS0429 |
PL0000105391 |
126,08 |
128,14 |
3,26 |
3,10 |
127,11 |
3,18 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
40 |
DS1021 |
PL0000106670 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
0,800 |
0,800 |
0,800 |
45 |
TOTAL |
145 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.