2016-03-31 |
MARKET DATA |
No 61 (2843) |
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 |
1 007,50 |
1 048,02 |
82 |
100,00 |
106,63 |
2 |
1 107,50 |
1 154,66 |
84 |
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 |
100,20 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,58 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,91 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,55 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,25 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,97 |
106,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,62 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,24 |
102,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,17 |
96,18 |
96,170 |
96,170 |
96,170 |
96,170 |
96,170 |
150 000 |
144,26 |
5 |
PS0719 |
PL0000108148 |
105,17 |
105,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,14 |
113,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,46 |
98,46 |
98,510 |
98,510 |
98,500 |
98,500 |
98,505 |
10 000 |
9,99 |
2 |
DS1020 |
PL0000106126 |
114,35 |
114,35 |
114,330 |
114,370 |
114,330 |
114,370 |
114,352 |
95 000 |
110,84 |
8 |
PS0421 |
PL0000108916 |
99,30 |
99,15 |
99,150 |
99,200 |
99,130 |
99,160 |
99,166 |
220 000 |
222,31 |
13 |
PS0721 |
PL0000109153 |
97,78 |
97,75 |
97,780 |
97,780 |
97,770 |
97,770 |
97,773 |
35 000 |
34,65 |
4 |
DS1021 |
PL0000106670 |
118,52 |
118,48 |
118,500 |
118,500 |
118,470 |
118,480 |
118,481 |
55 000 |
66,56 |
6 |
WS0922 |
PL0000102646 |
120,35 |
120,45 |
120,350 |
120,350 |
120,350 |
120,350 |
120,350 |
10 000 |
12,34 |
1 |
DS1023 |
PL0000107264 |
109,96 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,45 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,12 |
97,04 |
97,050 |
97,200 |
96,950 |
97,100 |
97,128 |
212 500 |
210,08 |
23 |
WS0428 |
PL0000107611 |
93,41 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,33 |
127,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,43 |
132,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,13 |
101,12 |
101,120 |
101,150 |
101,080 |
101,080 |
101,116 |
55 000 |
71,21 |
6 |
IZ0823 |
PL0000105359 |
110,00 |
110,00 |
110,000 |
110,000 |
110,000 |
110,000 |
110,000 |
15 000 |
19,05 |
4 |
WZ0117 |
PL0000106936 |
100,30 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,43 |
100,43 |
100,430 |
100,430 |
100,430 |
100,430 |
100,430 |
10 000 |
10,08 |
2 |
WZ0119 |
PL0000107603 |
100,05 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,34 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,79 |
98,80 |
98,790 |
98,790 |
98,790 |
98,790 |
98,790 |
75 000 |
74,35 |
3 |
WZ0124 |
PL0000107454 |
96,20 |
96,10 |
96,200 |
96,200 |
96,200 |
96,200 |
96,200 |
25 000 |
24,13 |
3 |
WZ0126 |
PL0000108817 |
94,47 |
94,53 |
94,470 |
94,470 |
94,470 |
94,470 |
94,470 |
25 000 |
23,70 |
1 |
TOTAL |
992 500 |
1 033,56 |
81 |
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 |
149 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
177 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
240 |
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 |
99,67 |
1,41 |
1,08 |
99,62 |
1,25 |
IZ0816 |
PL0000103529 |
100,99 |
101,34 |
--- |
--- |
101,17 |
--- |
PS1016 |
PL0000106795 |
101,87 |
101,97 |
1,34 |
1,17 |
101,92 |
1,26 |
WZ0117 |
PL0000106936 |
100,28 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,53 |
103,65 |
1,36 |
1,25 |
103,59 |
1,31 |
OK0717 |
PL0000108502 |
98,22 |
98,37 |
1,38 |
1,27 |
98,30 |
1,32 |
DS1017 |
PL0000104543 |
105,94 |
106,06 |
1,36 |
1,29 |
106,00 |
1,32 |
WZ0118 |
PL0000104717 |
100,38 |
100,47 |
--- |
--- |
100,43 |
--- |
PS0418 |
PL0000107314 |
104,57 |
104,71 |
1,48 |
1,41 |
104,64 |
1,44 |
PS0718 |
PL0000107595 |
102,21 |
102,35 |
1,52 |
1,45 |
102,28 |
1,48 |
OK1018 |
PL0000109062 |
96,12 |
96,23 |
1,56 |
1,51 |
96,18 |
1,53 |
WZ0119 |
PL0000107603 |
100,02 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,09 |
105,27 |
1,65 |
1,60 |
105,18 |
1,63 |
DS1019 |
PL0000105441 |
113,03 |
113,26 |
1,69 |
1,63 |
113,15 |
1,66 |
WZ0120 |
PL0000108601 |
99,25 |
99,43 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
98,35 |
98,60 |
1,93 |
1,86 |
98,48 |
1,89 |
DS1020 |
PL0000106126 |
114,18 |
114,38 |
1,96 |
1,92 |
114,28 |
1,94 |
WZ0121 |
PL0000106068 |
98,60 |
98,92 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,07 |
99,21 |
2,19 |
2,17 |
99,14 |
2,18 |
DS1021 |
PL0000106670 |
118,29 |
118,57 |
2,21 |
2,16 |
118,43 |
2,19 |
WS0922 |
PL0000102646 |
120,09 |
120,54 |
2,36 |
2,29 |
120,32 |
2,33 |
IZ0823 |
PL0000105359 |
107,11 |
115,83 |
--- |
--- |
111,47 |
--- |
DS1023 |
PL0000107264 |
109,85 |
110,15 |
2,55 |
2,51 |
110,00 |
2,53 |
WZ0124 |
PL0000107454 |
95,90 |
96,18 |
--- |
--- |
96,04 |
--- |
DS0725 |
PL0000108197 |
104,15 |
104,48 |
2,74 |
2,70 |
104,32 |
2,72 |
WZ0126 |
PL0000108817 |
94,28 |
94,72 |
--- |
--- |
94,50 |
--- |
DS0726 |
PL0000108866 |
96,82 |
97,11 |
2,86 |
2,82 |
96,97 |
2,84 |
WS0429 |
PL0000105391 |
126,10 |
128,23 |
3,26 |
3,09 |
127,17 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,57 |
99,67 |
1,41 |
1,08 |
99,62 |
1,25 |
IZ0816 |
PL0000103529 |
100,94 |
101,28 |
--- |
--- |
101,11 |
--- |
PS1016 |
PL0000106795 |
101,89 |
101,96 |
1,31 |
1,19 |
101,93 |
1,24 |
WZ0117 |
PL0000106936 |
100,28 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,54 |
103,61 |
1,35 |
1,29 |
103,58 |
1,32 |
OK0717 |
PL0000108502 |
98,23 |
98,36 |
1,38 |
1,27 |
98,30 |
1,32 |
DS1017 |
PL0000104543 |
105,95 |
106,07 |
1,36 |
1,28 |
106,01 |
1,32 |
WZ0118 |
PL0000104717 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,73 |
1,46 |
1,40 |
104,67 |
1,43 |
PS0718 |
PL0000107595 |
102,22 |
102,35 |
1,51 |
1,45 |
102,29 |
1,48 |
OK1018 |
PL0000109062 |
96,14 |
96,24 |
1,55 |
1,51 |
96,19 |
1,53 |
WZ0119 |
PL0000107603 |
100,02 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
105,13 |
105,24 |
1,64 |
1,61 |
105,19 |
1,62 |
DS1019 |
PL0000105441 |
113,11 |
113,32 |
1,67 |
1,61 |
113,22 |
1,64 |
WZ0120 |
PL0000108601 |
99,29 |
99,44 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,39 |
98,51 |
1,91 |
1,88 |
98,45 |
1,90 |
DS1020 |
PL0000106126 |
114,27 |
114,38 |
1,94 |
1,92 |
114,33 |
1,93 |
WZ0121 |
PL0000106068 |
98,71 |
98,94 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
99,11 |
99,25 |
2,19 |
2,16 |
99,18 |
2,17 |
DS1021 |
PL0000106670 |
118,42 |
118,56 |
2,19 |
2,16 |
118,49 |
2,18 |
WS0922 |
PL0000102646 |
120,14 |
120,50 |
2,35 |
2,30 |
120,32 |
2,33 |
IZ0823 |
PL0000105359 |
108,99 |
111,27 |
--- |
--- |
110,13 |
--- |
DS1023 |
PL0000107264 |
109,83 |
110,09 |
2,55 |
2,51 |
109,96 |
2,53 |
WZ0124 |
PL0000107454 |
96,09 |
96,30 |
--- |
--- |
96,20 |
--- |
DS0725 |
PL0000108197 |
104,16 |
104,58 |
2,73 |
2,68 |
104,37 |
2,71 |
WZ0126 |
PL0000108817 |
94,37 |
94,68 |
--- |
--- |
94,53 |
--- |
DS0726 |
PL0000108866 |
96,93 |
97,11 |
2,85 |
2,82 |
97,02 |
2,83 |
WS0429 |
PL0000105391 |
126,35 |
128,16 |
3,24 |
3,09 |
127,26 |
3,17 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
100 |
TOTAL |
100 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.