2016-04-07 |
MARKET DATA |
No 66 (2848) |
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 |
1 565,00 |
1 631,60 |
111 |
585,00 |
593,05 |
4 |
2 150,00 |
2 224,65 |
115 |
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 |
100,13 |
100,14 |
100,135 |
100,135 |
100,135 |
100,135 |
100,135 |
40 000 |
41,98 |
1 |
OK0716 |
PL0000107926 |
99,58 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,80 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,48 |
103,44 |
103,450 |
103,450 |
103,440 |
103,440 |
103,442 |
225 000 |
243,02 |
4 |
OK0717 |
PL0000108502 |
98,22 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,82 |
105,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,49 |
104,55 |
104,490 |
104,490 |
104,490 |
104,490 |
104,490 |
10 000 |
10,81 |
1 |
PS0718 |
PL0000107595 |
102,15 |
102,16 |
102,130 |
102,130 |
102,120 |
102,120 |
102,123 |
30 000 |
31,17 |
2 |
OK1018 |
PL0000109062 |
96,12 |
96,13 |
96,120 |
96,120 |
96,100 |
96,100 |
96,116 |
25 000 |
24,03 |
2 |
PS0719 |
PL0000108148 |
104,90 |
104,85 |
104,780 |
104,780 |
104,780 |
104,780 |
104,780 |
80 000 |
85,68 |
1 |
DS1019 |
PL0000105441 |
112,77 |
112,70 |
112,610 |
112,610 |
112,610 |
112,610 |
112,610 |
50 000 |
57,58 |
1 |
PS0420 |
PL0000108510 |
98,15 |
98,03 |
98,080 |
98,080 |
98,080 |
98,080 |
98,080 |
10 000 |
9,95 |
1 |
DS1020 |
PL0000106126 |
113,95 |
113,89 |
113,950 |
113,950 |
113,850 |
113,850 |
113,917 |
15 000 |
17,45 |
3 |
PS0421 |
PL0000108916 |
98,90 |
98,70 |
98,820 |
98,850 |
98,700 |
98,700 |
98,754 |
150 000 |
151,02 |
13 |
PS0721 |
PL0000109153 |
97,45 |
97,30 |
97,270 |
97,300 |
97,260 |
97,300 |
97,275 |
75 000 |
73,89 |
3 |
DS1021 |
PL0000106670 |
117,95 |
117,80 |
117,900 |
117,950 |
117,900 |
117,950 |
117,926 |
25 000 |
30,15 |
4 |
WS0922 |
PL0000102646 |
119,90 |
119,68 |
119,820 |
119,820 |
119,720 |
119,720 |
119,787 |
150 000 |
184,42 |
15 |
DS1023 |
PL0000107264 |
109,51 |
109,45 |
109,450 |
109,450 |
109,450 |
109,450 |
109,450 |
10 000 |
11,13 |
1 |
DS0725 |
PL0000108197 |
103,82 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,55 |
96,22 |
96,500 |
96,560 |
96,100 |
96,100 |
96,409 |
640 000 |
628,43 |
55 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,00 |
126,65 |
126,850 |
126,850 |
126,850 |
126,850 |
126,850 |
5 000 |
6,62 |
1 |
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 |
109,52 |
111,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,25 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,02 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,29 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,62 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,00 |
96,00 |
95,970 |
95,970 |
95,970 |
95,970 |
95,970 |
15 000 |
14,45 |
2 |
WZ0126 |
PL0000108817 |
94,43 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 555 000 |
1 621,77 |
110 |
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 |
142 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
170 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
233 |
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 |
99,65 |
1,51 |
1,22 |
99,61 |
1,36 |
IZ0816 |
PL0000103529 |
100,82 |
101,29 |
--- |
--- |
101,06 |
--- |
PS1016 |
PL0000106795 |
101,77 |
101,88 |
1,41 |
1,21 |
101,83 |
1,30 |
WZ0117 |
PL0000106936 |
100,23 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0417 |
PL0000107058 |
103,46 |
103,54 |
1,37 |
1,29 |
103,50 |
1,33 |
OK0717 |
PL0000108502 |
98,19 |
98,36 |
1,43 |
1,29 |
98,28 |
1,36 |
DS1017 |
PL0000104543 |
105,79 |
105,94 |
1,41 |
1,32 |
105,87 |
1,36 |
WZ0118 |
PL0000104717 |
100,30 |
100,45 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,47 |
104,63 |
1,51 |
1,43 |
104,55 |
1,47 |
PS0718 |
PL0000107595 |
102,13 |
102,28 |
1,54 |
1,48 |
102,21 |
1,51 |
OK1018 |
PL0000109062 |
96,05 |
96,19 |
1,60 |
1,54 |
96,12 |
1,57 |
WZ0119 |
PL0000107603 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,84 |
105,02 |
1,72 |
1,67 |
104,93 |
1,69 |
DS1019 |
PL0000105441 |
112,71 |
112,89 |
1,76 |
1,71 |
112,80 |
1,73 |
WZ0120 |
PL0000108601 |
99,23 |
99,40 |
--- |
--- |
99,32 |
--- |
PS0420 |
PL0000108510 |
98,09 |
98,24 |
2,00 |
1,96 |
98,17 |
1,97 |
DS1020 |
PL0000106126 |
113,83 |
114,10 |
2,02 |
1,97 |
113,97 |
1,99 |
WZ0121 |
PL0000106068 |
98,57 |
98,86 |
--- |
--- |
98,72 |
--- |
PS0421 |
PL0000108916 |
98,78 |
98,93 |
2,26 |
2,23 |
98,86 |
2,24 |
DS1021 |
PL0000106670 |
117,79 |
118,09 |
2,29 |
2,24 |
117,94 |
2,26 |
WS0922 |
PL0000102646 |
119,70 |
120,06 |
2,41 |
2,36 |
119,88 |
2,38 |
IZ0823 |
PL0000105359 |
99,60 |
120,37 |
--- |
--- |
109,99 |
--- |
DS1023 |
PL0000107264 |
109,35 |
109,75 |
2,61 |
2,56 |
109,55 |
2,59 |
WZ0124 |
PL0000107454 |
95,86 |
96,21 |
--- |
--- |
96,04 |
--- |
DS0725 |
PL0000108197 |
103,73 |
104,14 |
2,79 |
2,74 |
103,94 |
2,76 |
WZ0126 |
PL0000108817 |
94,33 |
94,73 |
--- |
--- |
94,53 |
--- |
DS0726 |
PL0000108866 |
96,43 |
96,67 |
2,90 |
2,88 |
96,55 |
2,89 |
WS0429 |
PL0000105391 |
126,10 |
128,30 |
3,26 |
3,08 |
127,20 |
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 |
99,65 |
1,51 |
1,22 |
99,61 |
1,36 |
IZ0816 |
PL0000103529 |
100,82 |
101,29 |
--- |
--- |
101,06 |
--- |
PS1016 |
PL0000106795 |
101,77 |
101,88 |
1,41 |
1,21 |
101,83 |
1,30 |
WZ0117 |
PL0000106936 |
100,21 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0417 |
PL0000107058 |
103,43 |
103,53 |
1,40 |
1,30 |
103,48 |
1,35 |
OK0717 |
PL0000108502 |
98,20 |
98,34 |
1,42 |
1,31 |
98,27 |
1,36 |
DS1017 |
PL0000104543 |
105,77 |
105,92 |
1,42 |
1,33 |
105,85 |
1,37 |
WZ0118 |
PL0000104717 |
100,30 |
100,46 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,45 |
104,57 |
1,52 |
1,46 |
104,51 |
1,49 |
PS0718 |
PL0000107595 |
102,10 |
102,22 |
1,56 |
1,50 |
102,16 |
1,53 |
OK1018 |
PL0000109062 |
96,04 |
96,16 |
1,60 |
1,55 |
96,10 |
1,58 |
WZ0119 |
PL0000107603 |
99,98 |
100,14 |
--- |
--- |
100,06 |
--- |
PS0719 |
PL0000108148 |
104,74 |
104,91 |
1,75 |
1,70 |
104,83 |
1,72 |
DS1019 |
PL0000105441 |
112,56 |
112,76 |
1,80 |
1,75 |
112,66 |
1,77 |
WZ0120 |
PL0000108601 |
99,23 |
99,36 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
97,97 |
98,14 |
2,03 |
1,98 |
98,06 |
2,00 |
DS1020 |
PL0000106126 |
113,70 |
113,95 |
2,05 |
2,00 |
113,83 |
2,02 |
WZ0121 |
PL0000106068 |
98,53 |
98,87 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
98,66 |
98,80 |
2,28 |
2,25 |
98,73 |
2,27 |
DS1021 |
PL0000106670 |
117,60 |
117,89 |
2,32 |
2,27 |
117,75 |
2,30 |
WS0922 |
PL0000102646 |
119,50 |
119,78 |
2,44 |
2,40 |
119,64 |
2,42 |
IZ0823 |
PL0000105359 |
107,45 |
113,41 |
--- |
--- |
110,43 |
--- |
DS1023 |
PL0000107264 |
109,14 |
109,53 |
2,64 |
2,59 |
109,34 |
2,62 |
WZ0124 |
PL0000107454 |
95,83 |
96,16 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
103,52 |
103,87 |
2,81 |
2,77 |
103,70 |
2,79 |
WZ0126 |
PL0000108817 |
94,29 |
94,71 |
--- |
--- |
94,50 |
--- |
DS0726 |
PL0000108866 |
96,10 |
96,41 |
2,94 |
2,91 |
96,26 |
2,92 |
WS0429 |
PL0000105391 |
125,82 |
127,73 |
3,28 |
3,13 |
126,78 |
3,20 |
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 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
60 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
290 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,390 |
1,390 |
1,390 |
230 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
5 |
TOTAL |
585 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.