2016-04-06 |
MARKET DATA |
No 65 (2847) |
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 |
690,00 |
712,33 |
44 |
40,00 |
41,36 |
3 |
730,00 |
753,69 |
47 |
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 |
100,15 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,60 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,83 |
101,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,50 |
103,53 |
103,500 |
103,500 |
103,500 |
103,500 |
103,500 |
100 000 |
108,03 |
4 |
OK0717 |
PL0000108502 |
98,24 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,86 |
105,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,58 |
104,58 |
104,580 |
104,580 |
104,540 |
104,540 |
104,562 |
65 000 |
70,29 |
5 |
PS0718 |
PL0000107595 |
102,20 |
102,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,15 |
96,17 |
96,150 |
96,150 |
96,150 |
96,150 |
96,150 |
50 000 |
48,08 |
1 |
PS0719 |
PL0000108148 |
105,01 |
105,00 |
104,960 |
104,960 |
104,950 |
104,950 |
104,951 |
130 000 |
139,41 |
3 |
DS1019 |
PL0000105441 |
112,91 |
112,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,28 |
98,19 |
98,280 |
98,280 |
98,190 |
98,190 |
98,213 |
40 000 |
39,86 |
3 |
DS1020 |
PL0000106126 |
114,00 |
114,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,95 |
98,90 |
98,920 |
98,970 |
98,850 |
98,850 |
98,935 |
110 000 |
110,93 |
12 |
PS0721 |
PL0000109153 |
97,50 |
97,45 |
97,500 |
97,500 |
97,450 |
97,450 |
97,468 |
75 000 |
74,03 |
5 |
DS1021 |
PL0000106670 |
118,03 |
117,90 |
117,900 |
117,900 |
117,900 |
117,900 |
117,900 |
5 000 |
6,03 |
1 |
WS0922 |
PL0000102646 |
119,97 |
120,02 |
119,950 |
119,950 |
119,950 |
119,950 |
119,950 |
10 000 |
12,31 |
2 |
DS1023 |
PL0000107264 |
109,65 |
109,70 |
109,600 |
109,600 |
109,600 |
109,600 |
109,600 |
5 000 |
5,57 |
1 |
DS0725 |
PL0000108197 |
104,10 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,72 |
96,65 |
96,700 |
96,750 |
96,650 |
96,650 |
96,736 |
55 000 |
54,17 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,15 |
127,22 |
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 |
100,95 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,75 |
111,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,26 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,02 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,28 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,89 |
98,670 |
98,670 |
98,670 |
98,670 |
98,670 |
10 000 |
9,90 |
1 |
WZ0124 |
PL0000107454 |
96,04 |
96,11 |
96,040 |
96,040 |
96,020 |
96,020 |
96,026 |
35 000 |
33,73 |
2 |
WZ0126 |
PL0000108817 |
94,44 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
690 000 |
712,33 |
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 |
145 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
173 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
236 |
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 |
99,66 |
1,46 |
1,16 |
99,62 |
1,29 |
IZ0816 |
PL0000103529 |
100,78 |
101,28 |
--- |
--- |
101,03 |
--- |
PS1016 |
PL0000106795 |
101,81 |
101,91 |
1,38 |
1,21 |
101,86 |
1,29 |
WZ0117 |
PL0000106936 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
103,47 |
103,58 |
1,39 |
1,28 |
103,53 |
1,33 |
OK0717 |
PL0000108502 |
98,22 |
98,36 |
1,40 |
1,28 |
98,29 |
1,34 |
DS1017 |
PL0000104543 |
105,84 |
105,99 |
1,40 |
1,31 |
105,92 |
1,35 |
WZ0118 |
PL0000104717 |
100,30 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,55 |
104,69 |
1,48 |
1,41 |
104,62 |
1,44 |
PS0718 |
PL0000107595 |
102,14 |
102,31 |
1,54 |
1,47 |
102,23 |
1,50 |
OK1018 |
PL0000109062 |
96,12 |
96,23 |
1,57 |
1,52 |
96,18 |
1,54 |
WZ0119 |
PL0000107603 |
99,96 |
100,10 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
104,99 |
105,18 |
1,68 |
1,62 |
105,09 |
1,65 |
DS1019 |
PL0000105441 |
112,85 |
113,08 |
1,73 |
1,67 |
112,97 |
1,70 |
WZ0120 |
PL0000108601 |
99,23 |
99,39 |
--- |
--- |
99,31 |
--- |
PS0420 |
PL0000108510 |
98,18 |
98,35 |
1,97 |
1,93 |
98,27 |
1,95 |
DS1020 |
PL0000106126 |
113,94 |
114,22 |
2,01 |
1,95 |
114,08 |
1,98 |
WZ0121 |
PL0000106068 |
98,58 |
98,92 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
98,88 |
99,03 |
2,24 |
2,20 |
98,96 |
2,22 |
DS1021 |
PL0000106670 |
117,93 |
118,18 |
2,27 |
2,22 |
118,06 |
2,25 |
WS0922 |
PL0000102646 |
119,82 |
120,20 |
2,40 |
2,34 |
120,01 |
2,37 |
IZ0823 |
PL0000105359 |
107,55 |
116,33 |
--- |
--- |
111,94 |
--- |
DS1023 |
PL0000107264 |
109,54 |
109,91 |
2,59 |
2,54 |
109,73 |
2,56 |
WZ0124 |
PL0000107454 |
95,92 |
96,27 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
103,87 |
104,29 |
2,77 |
2,72 |
104,08 |
2,74 |
WZ0126 |
PL0000108817 |
94,34 |
94,72 |
--- |
--- |
94,53 |
--- |
DS0726 |
PL0000108866 |
96,57 |
96,91 |
2,89 |
2,85 |
96,74 |
2,87 |
WS0429 |
PL0000105391 |
126,31 |
128,31 |
3,24 |
3,08 |
127,31 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,57 |
99,66 |
1,46 |
1,16 |
99,62 |
1,29 |
IZ0816 |
PL0000103529 |
100,80 |
101,26 |
--- |
--- |
101,03 |
--- |
PS1016 |
PL0000106795 |
101,81 |
101,91 |
1,38 |
1,21 |
101,86 |
1,29 |
WZ0117 |
PL0000106936 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
103,47 |
103,55 |
1,39 |
1,31 |
103,51 |
1,35 |
OK0717 |
PL0000108502 |
98,22 |
98,36 |
1,40 |
1,28 |
98,29 |
1,34 |
DS1017 |
PL0000104543 |
105,83 |
105,98 |
1,41 |
1,31 |
105,91 |
1,36 |
WZ0118 |
PL0000104717 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,53 |
104,63 |
1,49 |
1,44 |
104,58 |
1,46 |
PS0718 |
PL0000107595 |
102,17 |
102,29 |
1,53 |
1,48 |
102,23 |
1,50 |
OK1018 |
PL0000109062 |
96,08 |
96,22 |
1,58 |
1,52 |
96,15 |
1,55 |
WZ0119 |
PL0000107603 |
99,98 |
100,11 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,96 |
105,13 |
1,69 |
1,64 |
105,05 |
1,66 |
DS1019 |
PL0000105441 |
112,85 |
113,07 |
1,73 |
1,67 |
112,96 |
1,70 |
WZ0120 |
PL0000108601 |
99,23 |
99,37 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
98,18 |
98,30 |
1,97 |
1,94 |
98,24 |
1,96 |
DS1020 |
PL0000106126 |
113,93 |
114,22 |
2,01 |
1,95 |
114,08 |
1,98 |
WZ0121 |
PL0000106068 |
98,61 |
98,92 |
--- |
--- |
98,77 |
--- |
PS0421 |
PL0000108916 |
98,86 |
98,99 |
2,24 |
2,21 |
98,93 |
2,23 |
DS1021 |
PL0000106670 |
117,91 |
118,18 |
2,27 |
2,22 |
118,05 |
2,25 |
WS0922 |
PL0000102646 |
119,89 |
120,14 |
2,39 |
2,35 |
120,02 |
2,37 |
IZ0823 |
PL0000105359 |
108,59 |
114,04 |
--- |
--- |
111,32 |
--- |
DS1023 |
PL0000107264 |
109,54 |
109,81 |
2,59 |
2,55 |
109,68 |
2,57 |
WZ0124 |
PL0000107454 |
95,95 |
96,19 |
--- |
--- |
96,07 |
--- |
DS0725 |
PL0000108197 |
103,88 |
104,27 |
2,77 |
2,72 |
104,08 |
2,74 |
WZ0126 |
PL0000108817 |
94,35 |
94,66 |
--- |
--- |
94,51 |
--- |
DS0726 |
PL0000108866 |
96,56 |
96,81 |
2,89 |
2,86 |
96,69 |
2,87 |
WS0429 |
PL0000105391 |
126,15 |
128,37 |
3,26 |
3,07 |
127,26 |
3,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
10 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
20 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,330 |
1,330 |
1,330 |
10 |
TOTAL |
40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.