2016-03-30 |
MARKET DATA |
No 60 (2842) |
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 |
275,00 |
277,08 |
21 |
0,00 |
0,00 |
0 |
275,00 |
277,08 |
21 |
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 |
101,46 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,59 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,94 |
101,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,61 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,25 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,99 |
106,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,64 |
104,70 |
104,640 |
104,640 |
104,640 |
104,640 |
104,640 |
10 000 |
10,81 |
1 |
PS0718 |
PL0000107595 |
102,25 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,16 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,20 |
105,23 |
105,200 |
105,200 |
105,200 |
105,200 |
105,200 |
30 000 |
32,23 |
2 |
DS1019 |
PL0000105441 |
113,12 |
113,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,53 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
114,40 |
114,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,24 |
99,10 |
99,080 |
99,100 |
99,050 |
99,100 |
99,064 |
100 000 |
100,93 |
7 |
PS0721 |
PL0000109153 |
97,80 |
97,78 |
97,690 |
97,690 |
97,690 |
97,690 |
97,690 |
10 000 |
9,89 |
1 |
DS1021 |
PL0000106670 |
118,56 |
118,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,38 |
120,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,02 |
109,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,46 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,20 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,32 |
127,29 |
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 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
112,00 |
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 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,07 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,33 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,73 |
98,70 |
98,690 |
98,730 |
98,680 |
98,730 |
98,689 |
95 000 |
94,06 |
6 |
WZ0124 |
PL0000107454 |
96,08 |
96,08 |
96,080 |
96,080 |
96,050 |
96,050 |
96,062 |
25 000 |
24,10 |
3 |
WZ0126 |
PL0000108817 |
94,45 |
94,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
270 000 |
272,02 |
20 |
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 |
152 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
180 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
243 |
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 |
99,69 |
1,34 |
0,99 |
99,64 |
1,15 |
IZ0816 |
PL0000103529 |
100,94 |
101,33 |
--- |
--- |
101,14 |
--- |
PS1016 |
PL0000106795 |
101,91 |
102,02 |
1,32 |
1,13 |
101,97 |
1,22 |
WZ0117 |
PL0000106936 |
100,28 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0417 |
PL0000107058 |
103,57 |
103,70 |
1,35 |
1,23 |
103,64 |
1,29 |
OK0717 |
PL0000108502 |
98,22 |
98,37 |
1,38 |
1,26 |
98,30 |
1,31 |
DS1017 |
PL0000104543 |
105,97 |
106,13 |
1,36 |
1,26 |
106,05 |
1,31 |
WZ0118 |
PL0000104717 |
100,35 |
100,49 |
--- |
--- |
100,42 |
--- |
PS0418 |
PL0000107314 |
104,61 |
104,72 |
1,47 |
1,41 |
104,67 |
1,44 |
PS0718 |
PL0000107595 |
102,23 |
102,36 |
1,51 |
1,45 |
102,30 |
1,48 |
OK1018 |
PL0000109062 |
96,14 |
96,27 |
1,55 |
1,49 |
96,21 |
1,52 |
WZ0119 |
PL0000107603 |
100,04 |
100,18 |
--- |
--- |
100,11 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,35 |
1,64 |
1,58 |
105,25 |
1,61 |
DS1019 |
PL0000105441 |
113,10 |
113,36 |
1,68 |
1,61 |
113,23 |
1,65 |
WZ0120 |
PL0000108601 |
99,27 |
99,44 |
--- |
--- |
99,36 |
--- |
PS0420 |
PL0000108510 |
98,48 |
98,72 |
1,89 |
1,83 |
98,60 |
1,86 |
DS1020 |
PL0000106126 |
114,27 |
114,57 |
1,95 |
1,88 |
114,42 |
1,92 |
WZ0121 |
PL0000106068 |
98,59 |
98,87 |
--- |
--- |
98,73 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,38 |
2,18 |
2,13 |
99,27 |
2,15 |
DS1021 |
PL0000106670 |
118,51 |
118,76 |
2,18 |
2,13 |
118,64 |
2,16 |
WS0922 |
PL0000102646 |
120,32 |
120,64 |
2,33 |
2,28 |
120,48 |
2,31 |
IZ0823 |
PL0000105359 |
107,05 |
112,83 |
--- |
--- |
109,94 |
--- |
DS1023 |
PL0000107264 |
109,90 |
110,33 |
2,54 |
2,48 |
110,12 |
2,51 |
WZ0124 |
PL0000107454 |
95,92 |
96,22 |
--- |
--- |
96,07 |
--- |
DS0725 |
PL0000108197 |
104,33 |
104,65 |
2,71 |
2,68 |
104,49 |
2,70 |
WZ0126 |
PL0000108817 |
94,32 |
94,76 |
--- |
--- |
94,54 |
--- |
DS0726 |
PL0000108866 |
97,06 |
97,34 |
2,83 |
2,80 |
97,20 |
2,81 |
WS0429 |
PL0000105391 |
125,57 |
128,57 |
3,31 |
3,06 |
127,07 |
3,18 |
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 |
1,37 |
1,12 |
99,61 |
1,25 |
IZ0816 |
PL0000103529 |
100,96 |
101,30 |
--- |
--- |
101,13 |
--- |
PS1016 |
PL0000106795 |
101,92 |
102,00 |
1,30 |
1,17 |
101,96 |
1,23 |
WZ0117 |
PL0000106936 |
100,28 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,59 |
103,69 |
1,33 |
1,24 |
103,64 |
1,29 |
OK0717 |
PL0000108502 |
98,23 |
98,38 |
1,37 |
1,25 |
98,31 |
1,30 |
DS1017 |
PL0000104543 |
105,98 |
106,12 |
1,36 |
1,27 |
106,05 |
1,31 |
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 |
102,35 |
1,51 |
1,46 |
102,29 |
1,48 |
OK1018 |
PL0000109062 |
96,13 |
96,23 |
1,55 |
1,51 |
96,18 |
1,53 |
WZ0119 |
PL0000107603 |
100,02 |
100,12 |
--- |
--- |
100,07 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,27 |
1,64 |
1,60 |
105,21 |
1,62 |
DS1019 |
PL0000105441 |
113,05 |
113,28 |
1,69 |
1,63 |
113,17 |
1,66 |
WZ0120 |
PL0000108601 |
99,27 |
99,41 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
98,39 |
98,51 |
1,91 |
1,88 |
98,45 |
1,90 |
DS1020 |
PL0000106126 |
114,25 |
114,45 |
1,95 |
1,91 |
114,35 |
1,93 |
WZ0121 |
PL0000106068 |
98,64 |
98,88 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,08 |
99,21 |
2,19 |
2,16 |
99,15 |
2,18 |
DS1021 |
PL0000106670 |
118,39 |
118,52 |
2,20 |
2,18 |
118,46 |
2,19 |
WS0922 |
PL0000102646 |
120,08 |
120,38 |
2,37 |
2,32 |
120,23 |
2,34 |
IZ0823 |
PL0000105359 |
108,88 |
113,69 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
109,68 |
109,96 |
2,57 |
2,53 |
109,82 |
2,55 |
WZ0124 |
PL0000107454 |
95,98 |
96,17 |
--- |
--- |
96,08 |
--- |
DS0725 |
PL0000108197 |
104,11 |
104,44 |
2,74 |
2,70 |
104,28 |
2,72 |
WZ0126 |
PL0000108817 |
94,29 |
94,71 |
--- |
--- |
94,50 |
--- |
DS0726 |
PL0000108866 |
96,76 |
96,99 |
2,86 |
2,84 |
96,88 |
2,85 |
WS0429 |
PL0000105391 |
126,18 |
128,06 |
3,26 |
3,10 |
127,12 |
3,18 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.