2016-04-01 |
MARKET DATA |
No 62 (2844) |
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 |
612,50 |
634,13 |
44 |
410,00 |
437,46 |
6 |
1 022,50 |
1 071,59 |
50 |
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 |
100,18 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,59 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,89 |
101,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,55 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,24 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,96 |
106,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,63 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,29 |
102,33 |
102,290 |
102,290 |
102,290 |
102,290 |
102,290 |
25 000 |
26,01 |
2 |
OK1018 |
PL0000109062 |
96,19 |
96,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,18 |
105,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,15 |
113,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,60 |
98,50 |
98,560 |
98,650 |
98,560 |
98,650 |
98,605 |
10 000 |
10,00 |
2 |
DS1020 |
PL0000106126 |
114,50 |
114,35 |
114,500 |
114,500 |
114,500 |
114,500 |
114,500 |
7 500 |
8,76 |
2 |
PS0421 |
PL0000108916 |
99,37 |
99,20 |
99,200 |
99,350 |
99,200 |
99,330 |
99,260 |
275 000 |
278,17 |
13 |
PS0721 |
PL0000109153 |
97,91 |
97,82 |
97,890 |
97,900 |
97,890 |
97,900 |
97,895 |
20 000 |
19,82 |
2 |
DS1021 |
PL0000106670 |
118,66 |
118,55 |
118,740 |
118,750 |
118,740 |
118,750 |
118,749 |
75 000 |
90,98 |
5 |
WS0922 |
PL0000102646 |
120,63 |
120,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,25 |
110,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,75 |
104,55 |
104,700 |
104,700 |
104,700 |
104,700 |
104,700 |
30 000 |
32,09 |
2 |
DS0726 |
PL0000108866 |
97,30 |
97,09 |
97,100 |
97,350 |
97,100 |
97,200 |
97,256 |
170 000 |
168,30 |
16 |
WS0428 |
PL0000107611 |
93,37 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,67 |
127,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,35 |
132,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,99 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,92 |
110,50 |
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 |
100,36 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,06 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,30 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,69 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,20 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,50 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
612 500 |
634,13 |
44 |
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 |
148 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
176 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
239 |
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 |
99,68 |
1,39 |
1,06 |
99,63 |
1,22 |
IZ0816 |
PL0000103529 |
100,84 |
101,28 |
--- |
--- |
101,06 |
--- |
PS1016 |
PL0000106795 |
101,87 |
101,97 |
1,33 |
1,15 |
101,92 |
1,24 |
WZ0117 |
PL0000106936 |
100,28 |
100,39 |
--- |
--- |
100,34 |
--- |
PS0417 |
PL0000107058 |
103,53 |
103,63 |
1,35 |
1,26 |
103,58 |
1,31 |
OK0717 |
PL0000108502 |
98,21 |
98,37 |
1,39 |
1,27 |
98,29 |
1,33 |
DS1017 |
PL0000104543 |
105,93 |
106,05 |
1,36 |
1,29 |
105,99 |
1,32 |
WZ0118 |
PL0000104717 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,58 |
104,75 |
1,47 |
1,39 |
104,67 |
1,43 |
PS0718 |
PL0000107595 |
102,22 |
102,36 |
1,51 |
1,45 |
102,29 |
1,48 |
OK1018 |
PL0000109062 |
96,13 |
96,27 |
1,56 |
1,50 |
96,20 |
1,53 |
WZ0119 |
PL0000107603 |
100,01 |
100,17 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
105,09 |
105,30 |
1,65 |
1,59 |
105,20 |
1,62 |
DS1019 |
PL0000105441 |
113,04 |
113,29 |
1,69 |
1,62 |
113,17 |
1,65 |
WZ0120 |
PL0000108601 |
99,23 |
99,44 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
98,38 |
98,54 |
1,92 |
1,88 |
98,46 |
1,90 |
DS1020 |
PL0000106126 |
114,17 |
114,45 |
1,96 |
1,90 |
114,31 |
1,93 |
WZ0121 |
PL0000106068 |
98,62 |
98,94 |
--- |
--- |
98,78 |
--- |
PS0421 |
PL0000108916 |
99,06 |
99,24 |
2,20 |
2,16 |
99,15 |
2,18 |
DS1021 |
PL0000106670 |
118,41 |
118,59 |
2,19 |
2,16 |
118,50 |
2,17 |
WS0922 |
PL0000102646 |
120,17 |
120,60 |
2,35 |
2,28 |
120,39 |
2,31 |
IZ0823 |
PL0000105359 |
107,51 |
116,49 |
--- |
--- |
112,00 |
--- |
DS1023 |
PL0000107264 |
109,94 |
110,31 |
2,53 |
2,48 |
110,13 |
2,51 |
WZ0124 |
PL0000107454 |
95,89 |
96,28 |
--- |
--- |
96,09 |
--- |
DS0725 |
PL0000108197 |
104,24 |
104,60 |
2,72 |
2,68 |
104,42 |
2,70 |
WZ0126 |
PL0000108817 |
94,27 |
94,72 |
--- |
--- |
94,50 |
--- |
DS0726 |
PL0000108866 |
96,93 |
97,18 |
2,85 |
2,82 |
97,06 |
2,83 |
WS0429 |
PL0000105391 |
126,07 |
128,56 |
3,26 |
3,06 |
127,32 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,58 |
99,68 |
1,39 |
1,06 |
99,63 |
1,22 |
IZ0816 |
PL0000103529 |
100,86 |
101,27 |
--- |
--- |
101,07 |
--- |
PS1016 |
PL0000106795 |
101,87 |
101,96 |
1,33 |
1,17 |
101,92 |
1,24 |
WZ0117 |
PL0000106936 |
100,27 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,51 |
103,62 |
1,37 |
1,27 |
103,57 |
1,32 |
OK0717 |
PL0000108502 |
98,22 |
98,38 |
1,39 |
1,26 |
98,30 |
1,32 |
DS1017 |
PL0000104543 |
105,92 |
106,04 |
1,37 |
1,29 |
105,98 |
1,33 |
WZ0118 |
PL0000104717 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,60 |
104,71 |
1,46 |
1,41 |
104,66 |
1,43 |
PS0718 |
PL0000107595 |
102,24 |
102,36 |
1,50 |
1,45 |
102,30 |
1,47 |
OK1018 |
PL0000109062 |
96,16 |
96,27 |
1,54 |
1,50 |
96,22 |
1,52 |
WZ0119 |
PL0000107603 |
100,01 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0719 |
PL0000108148 |
105,14 |
105,33 |
1,64 |
1,58 |
105,24 |
1,61 |
DS1019 |
PL0000105441 |
113,09 |
113,36 |
1,67 |
1,60 |
113,23 |
1,63 |
WZ0120 |
PL0000108601 |
99,26 |
99,41 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
98,45 |
98,63 |
1,90 |
1,85 |
98,54 |
1,88 |
DS1020 |
PL0000106126 |
114,39 |
114,58 |
1,92 |
1,88 |
114,49 |
1,89 |
WZ0121 |
PL0000106068 |
98,64 |
98,98 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
99,19 |
99,33 |
2,17 |
2,14 |
99,26 |
2,15 |
DS1021 |
PL0000106670 |
118,57 |
118,74 |
2,16 |
2,13 |
118,66 |
2,15 |
WS0922 |
PL0000102646 |
120,40 |
120,73 |
2,31 |
2,26 |
120,57 |
2,29 |
IZ0823 |
PL0000105359 |
108,17 |
113,74 |
--- |
--- |
110,96 |
--- |
DS1023 |
PL0000107264 |
110,02 |
110,26 |
2,52 |
2,49 |
110,14 |
2,51 |
WZ0124 |
PL0000107454 |
96,10 |
96,37 |
--- |
--- |
96,24 |
--- |
DS0725 |
PL0000108197 |
104,41 |
104,79 |
2,70 |
2,66 |
104,60 |
2,68 |
WZ0126 |
PL0000108817 |
94,38 |
94,73 |
--- |
--- |
94,56 |
--- |
DS0726 |
PL0000108866 |
97,10 |
97,33 |
2,83 |
2,80 |
97,22 |
2,81 |
WS0429 |
PL0000105391 |
126,71 |
128,76 |
3,21 |
3,04 |
127,74 |
3,13 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
3/10 |
7 |
1,320 |
1,320 |
1,320 |
100 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,320 |
1,330 |
1,323 |
220 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
90 |
TOTAL |
410 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.