2016-04-04 |
MARKET DATA |
No 63 (2845) |
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 |
675,00 |
703,80 |
71 |
75,00 |
75,61 |
2 |
750,00 |
779,41 |
73 |
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 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,60 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,86 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,53 |
103,57 |
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 |
105,91 |
106,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,61 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,25 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,18 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
105,17 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,18 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,56 |
98,42 |
98,450 |
98,450 |
98,400 |
98,440 |
98,427 |
30 000 |
29,95 |
4 |
DS1020 |
PL0000106126 |
114,47 |
114,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,35 |
99,10 |
99,200 |
99,200 |
99,100 |
99,130 |
99,117 |
335 000 |
338,39 |
33 |
PS0721 |
PL0000109153 |
97,90 |
97,73 |
97,750 |
97,750 |
97,730 |
97,730 |
97,740 |
20 000 |
19,79 |
2 |
DS1021 |
PL0000106670 |
118,71 |
118,32 |
118,300 |
118,320 |
118,300 |
118,320 |
118,302 |
105 000 |
126,92 |
14 |
WS0922 |
PL0000102646 |
120,55 |
120,38 |
120,450 |
120,450 |
120,300 |
120,300 |
120,375 |
20 000 |
24,69 |
4 |
DS1023 |
PL0000107264 |
110,90 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,55 |
104,45 |
104,520 |
104,520 |
104,450 |
104,450 |
104,485 |
20 000 |
21,35 |
2 |
DS0726 |
PL0000108866 |
97,35 |
96,99 |
97,170 |
97,170 |
96,990 |
97,040 |
97,054 |
130 000 |
128,44 |
11 |
WS0428 |
PL0000107611 |
93,68 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,95 |
127,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,95 |
131,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,00 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
111,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,29 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,38 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,07 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,35 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,69 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,15 |
96,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,51 |
94,58 |
94,630 |
94,630 |
94,630 |
94,630 |
94,630 |
15 000 |
14,25 |
1 |
TOTAL |
675 000 |
703,80 |
71 |
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 |
147 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
175 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
238 |
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 |
99,59 |
99,70 |
1,37 |
1,00 |
99,65 |
1,17 |
IZ0816 |
PL0000103529 |
100,85 |
101,37 |
--- |
--- |
101,11 |
--- |
PS1016 |
PL0000106795 |
101,84 |
101,95 |
1,36 |
1,17 |
101,90 |
1,26 |
WZ0117 |
PL0000106936 |
100,27 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,51 |
103,61 |
1,37 |
1,27 |
103,56 |
1,32 |
OK0717 |
PL0000108502 |
98,22 |
98,38 |
1,39 |
1,26 |
98,30 |
1,33 |
DS1017 |
PL0000104543 |
105,89 |
106,05 |
1,38 |
1,28 |
105,97 |
1,33 |
WZ0118 |
PL0000104717 |
100,32 |
100,47 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,59 |
104,73 |
1,46 |
1,40 |
104,66 |
1,43 |
PS0718 |
PL0000107595 |
102,21 |
102,36 |
1,51 |
1,45 |
102,29 |
1,48 |
OK1018 |
PL0000109062 |
96,16 |
96,29 |
1,55 |
1,49 |
96,23 |
1,52 |
WZ0119 |
PL0000107603 |
100,01 |
100,18 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,15 |
105,34 |
1,63 |
1,57 |
105,25 |
1,60 |
DS1019 |
PL0000105441 |
113,07 |
113,32 |
1,68 |
1,61 |
113,20 |
1,64 |
WZ0120 |
PL0000108601 |
99,24 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0420 |
PL0000108510 |
98,50 |
98,67 |
1,89 |
1,84 |
98,59 |
1,86 |
DS1020 |
PL0000106126 |
114,42 |
114,64 |
1,91 |
1,86 |
114,53 |
1,88 |
WZ0121 |
PL0000106068 |
98,64 |
98,98 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
99,27 |
99,46 |
2,15 |
2,11 |
99,37 |
2,13 |
DS1021 |
PL0000106670 |
118,63 |
118,90 |
2,15 |
2,10 |
118,77 |
2,13 |
WS0922 |
PL0000102646 |
120,51 |
120,81 |
2,30 |
2,25 |
120,66 |
2,27 |
IZ0823 |
PL0000105359 |
103,93 |
116,05 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
110,11 |
110,54 |
2,51 |
2,45 |
110,33 |
2,48 |
WZ0124 |
PL0000107454 |
95,97 |
96,41 |
--- |
--- |
96,19 |
--- |
DS0725 |
PL0000108197 |
104,51 |
104,92 |
2,69 |
2,64 |
104,72 |
2,67 |
WZ0126 |
PL0000108817 |
94,35 |
94,90 |
--- |
--- |
94,63 |
--- |
DS0726 |
PL0000108866 |
97,24 |
97,50 |
2,81 |
2,78 |
97,37 |
2,79 |
WS0429 |
PL0000105391 |
127,11 |
129,33 |
3,18 |
3,00 |
128,22 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,59 |
99,68 |
1,37 |
1,07 |
99,64 |
1,20 |
IZ0816 |
PL0000103529 |
100,84 |
101,29 |
--- |
--- |
101,07 |
--- |
PS1016 |
PL0000106795 |
101,85 |
101,95 |
1,35 |
1,17 |
101,90 |
1,26 |
WZ0117 |
PL0000106936 |
100,26 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0417 |
PL0000107058 |
103,50 |
103,59 |
1,37 |
1,29 |
103,55 |
1,33 |
OK0717 |
PL0000108502 |
98,22 |
98,37 |
1,39 |
1,27 |
98,30 |
1,33 |
DS1017 |
PL0000104543 |
105,89 |
106,04 |
1,38 |
1,29 |
105,97 |
1,33 |
WZ0118 |
PL0000104717 |
100,34 |
100,46 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
104,58 |
104,73 |
1,47 |
1,40 |
104,66 |
1,43 |
PS0718 |
PL0000107595 |
102,23 |
102,35 |
1,50 |
1,45 |
102,29 |
1,48 |
OK1018 |
PL0000109062 |
96,15 |
96,25 |
1,55 |
1,51 |
96,20 |
1,53 |
WZ0119 |
PL0000107603 |
100,03 |
100,17 |
--- |
--- |
100,10 |
--- |
PS0719 |
PL0000108148 |
105,10 |
105,27 |
1,65 |
1,60 |
105,19 |
1,62 |
DS1019 |
PL0000105441 |
113,09 |
113,26 |
1,67 |
1,62 |
113,18 |
1,65 |
WZ0120 |
PL0000108601 |
99,29 |
99,44 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,32 |
98,48 |
1,93 |
1,89 |
98,40 |
1,91 |
DS1020 |
PL0000106126 |
114,23 |
114,38 |
1,95 |
1,92 |
114,31 |
1,93 |
WZ0121 |
PL0000106068 |
98,63 |
98,97 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
99,05 |
99,18 |
2,20 |
2,17 |
99,12 |
2,18 |
DS1021 |
PL0000106670 |
118,24 |
118,41 |
2,22 |
2,19 |
118,33 |
2,20 |
WS0922 |
PL0000102646 |
120,21 |
120,44 |
2,34 |
2,31 |
120,33 |
2,32 |
IZ0823 |
PL0000105359 |
108,46 |
113,92 |
--- |
--- |
111,19 |
--- |
DS1023 |
PL0000107264 |
109,91 |
110,11 |
2,54 |
2,51 |
110,01 |
2,52 |
WZ0124 |
PL0000107454 |
95,98 |
96,30 |
--- |
--- |
96,14 |
--- |
DS0725 |
PL0000108197 |
104,15 |
104,58 |
2,74 |
2,68 |
104,37 |
2,71 |
WZ0126 |
PL0000108817 |
94,39 |
94,75 |
--- |
--- |
94,57 |
--- |
DS0726 |
PL0000108866 |
96,83 |
97,06 |
2,86 |
2,83 |
96,95 |
2,84 |
WS0429 |
PL0000105391 |
126,40 |
128,68 |
3,24 |
3,05 |
127,54 |
3,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
15 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
60 |
TOTAL |
75 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.