2016-04-05 |
MARKET DATA |
No 64 (2846) |
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 |
1 050,00 |
1 057,21 |
60 |
190,00 |
203,87 |
6 |
1 240,00 |
1 261,07 |
66 |
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 |
100,17 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,58 |
99,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,85 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,53 |
103,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,25 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,91 |
105,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,60 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,25 |
102,30 |
102,240 |
102,240 |
102,230 |
102,230 |
102,232 |
60 000 |
62,39 |
3 |
OK1018 |
PL0000109062 |
96,18 |
96,19 |
96,170 |
96,170 |
96,150 |
96,150 |
96,160 |
150 000 |
144,24 |
5 |
PS0719 |
PL0000108148 |
105,09 |
105,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,01 |
113,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,40 |
98,29 |
98,390 |
98,390 |
98,280 |
98,280 |
98,339 |
75 000 |
74,82 |
6 |
DS1020 |
PL0000106126 |
114,30 |
114,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,15 |
99,00 |
99,150 |
99,150 |
99,000 |
99,000 |
99,066 |
70 000 |
70,68 |
7 |
PS0721 |
PL0000109153 |
97,65 |
97,58 |
97,650 |
97,650 |
97,550 |
97,550 |
97,611 |
100 000 |
98,84 |
8 |
DS1021 |
PL0000106670 |
118,25 |
118,20 |
118,060 |
118,060 |
118,050 |
118,050 |
118,054 |
40 000 |
48,26 |
3 |
WS0922 |
PL0000102646 |
120,20 |
120,10 |
120,010 |
120,010 |
120,000 |
120,000 |
120,003 |
30 000 |
36,93 |
3 |
DS1023 |
PL0000107264 |
109,90 |
109,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,30 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,10 |
96,85 |
97,100 |
97,100 |
96,800 |
96,900 |
96,906 |
115 000 |
113,46 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,28 |
127,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,52 |
131,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,95 |
101,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,90 |
111,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,27 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,34 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,05 |
100,03 |
100,050 |
100,050 |
100,020 |
100,020 |
100,026 |
315 000 |
316,19 |
10 |
WZ0120 |
PL0000108601 |
99,33 |
99,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,11 |
96,18 |
96,080 |
96,180 |
96,070 |
96,180 |
96,108 |
80 000 |
77,17 |
3 |
WZ0126 |
PL0000108817 |
94,51 |
94,57 |
94,510 |
94,510 |
94,510 |
94,510 |
94,510 |
15 000 |
14,23 |
1 |
TOTAL |
1 050 000 |
1 057,21 |
60 |
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 |
146 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
174 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
237 |
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 |
1,45 |
1,08 |
99,63 |
1,25 |
IZ0816 |
PL0000103529 |
100,74 |
101,34 |
--- |
--- |
101,04 |
--- |
PS1016 |
PL0000106795 |
101,84 |
101,93 |
1,35 |
1,19 |
101,89 |
1,26 |
WZ0117 |
PL0000106936 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0417 |
PL0000107058 |
103,51 |
103,61 |
1,36 |
1,26 |
103,56 |
1,31 |
OK0717 |
PL0000108502 |
98,23 |
98,38 |
1,38 |
1,27 |
98,31 |
1,32 |
DS1017 |
PL0000104543 |
105,90 |
106,05 |
1,37 |
1,27 |
105,98 |
1,32 |
WZ0118 |
PL0000104717 |
100,29 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,58 |
104,73 |
1,46 |
1,39 |
104,66 |
1,43 |
PS0718 |
PL0000107595 |
102,23 |
102,35 |
1,50 |
1,45 |
102,29 |
1,48 |
OK1018 |
PL0000109062 |
96,15 |
96,24 |
1,55 |
1,51 |
96,20 |
1,53 |
WZ0119 |
PL0000107603 |
100,02 |
100,15 |
--- |
--- |
100,09 |
--- |
PS0719 |
PL0000108148 |
105,05 |
105,26 |
1,66 |
1,60 |
105,16 |
1,63 |
DS1019 |
PL0000105441 |
112,96 |
113,25 |
1,70 |
1,62 |
113,11 |
1,66 |
WZ0120 |
PL0000108601 |
99,26 |
99,44 |
--- |
--- |
99,35 |
--- |
PS0420 |
PL0000108510 |
98,36 |
98,51 |
1,92 |
1,88 |
98,44 |
1,90 |
DS1020 |
PL0000106126 |
114,13 |
114,41 |
1,97 |
1,91 |
114,27 |
1,94 |
WZ0121 |
PL0000106068 |
98,63 |
98,97 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
99,04 |
99,15 |
2,20 |
2,18 |
99,10 |
2,19 |
DS1021 |
PL0000106670 |
118,22 |
118,42 |
2,22 |
2,18 |
118,32 |
2,20 |
WS0922 |
PL0000102646 |
120,06 |
120,48 |
2,36 |
2,30 |
120,27 |
2,33 |
IZ0823 |
PL0000105359 |
107,89 |
116,24 |
--- |
--- |
112,07 |
--- |
DS1023 |
PL0000107264 |
109,77 |
110,15 |
2,56 |
2,50 |
109,96 |
2,53 |
WZ0124 |
PL0000107454 |
95,96 |
96,28 |
--- |
--- |
96,12 |
--- |
DS0725 |
PL0000108197 |
104,15 |
104,56 |
2,74 |
2,69 |
104,36 |
2,71 |
WZ0126 |
PL0000108817 |
94,41 |
94,73 |
--- |
--- |
94,57 |
--- |
DS0726 |
PL0000108866 |
96,89 |
97,13 |
2,85 |
2,82 |
97,01 |
2,84 |
WS0429 |
PL0000105391 |
126,64 |
128,45 |
3,22 |
3,07 |
127,55 |
3,14 |
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 |
1,45 |
1,11 |
99,62 |
1,28 |
IZ0816 |
PL0000103529 |
100,82 |
101,30 |
--- |
--- |
101,06 |
--- |
PS1016 |
PL0000106795 |
101,83 |
101,92 |
1,36 |
1,21 |
101,88 |
1,28 |
WZ0117 |
PL0000106936 |
100,24 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0417 |
PL0000107058 |
103,50 |
103,60 |
1,37 |
1,27 |
103,55 |
1,32 |
OK0717 |
PL0000108502 |
98,22 |
98,37 |
1,39 |
1,27 |
98,30 |
1,33 |
DS1017 |
PL0000104543 |
105,87 |
106,02 |
1,39 |
1,29 |
105,95 |
1,34 |
WZ0118 |
PL0000104717 |
100,31 |
100,47 |
--- |
--- |
100,39 |
--- |
PS0418 |
PL0000107314 |
104,57 |
104,71 |
1,47 |
1,40 |
104,64 |
1,44 |
PS0718 |
PL0000107595 |
102,21 |
102,36 |
1,51 |
1,45 |
102,29 |
1,48 |
OK1018 |
PL0000109062 |
96,13 |
96,21 |
1,56 |
1,53 |
96,17 |
1,54 |
WZ0119 |
PL0000107603 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
105,01 |
105,15 |
1,67 |
1,63 |
105,08 |
1,65 |
DS1019 |
PL0000105441 |
112,89 |
113,06 |
1,72 |
1,67 |
112,98 |
1,70 |
WZ0120 |
PL0000108601 |
99,24 |
99,43 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
98,25 |
98,36 |
1,95 |
1,92 |
98,31 |
1,94 |
DS1020 |
PL0000106126 |
114,07 |
114,23 |
1,98 |
1,95 |
114,15 |
1,96 |
WZ0121 |
PL0000106068 |
98,60 |
98,94 |
--- |
--- |
98,77 |
--- |
PS0421 |
PL0000108916 |
98,90 |
99,08 |
2,23 |
2,19 |
98,99 |
2,21 |
DS1021 |
PL0000106670 |
118,05 |
118,24 |
2,25 |
2,22 |
118,15 |
2,23 |
WS0922 |
PL0000102646 |
119,95 |
120,17 |
2,38 |
2,35 |
120,06 |
2,36 |
IZ0823 |
PL0000105359 |
108,86 |
112,83 |
--- |
--- |
110,85 |
--- |
DS1023 |
PL0000107264 |
109,62 |
109,90 |
2,58 |
2,54 |
109,76 |
2,56 |
WZ0124 |
PL0000107454 |
95,95 |
96,25 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
103,98 |
104,31 |
2,76 |
2,72 |
104,15 |
2,74 |
WZ0126 |
PL0000108817 |
94,36 |
94,67 |
--- |
--- |
94,52 |
--- |
DS0726 |
PL0000108866 |
96,72 |
96,96 |
2,87 |
2,84 |
96,84 |
2,86 |
WS0429 |
PL0000105391 |
126,38 |
128,46 |
3,24 |
3,07 |
127,42 |
3,15 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
50 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
15 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
40 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
55 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
30 |
TOTAL |
190 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.