2016-04-08 |
MARKET DATA |
No 67 (2849) |
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 |
1 025,00 |
1 026,18 |
63 |
600,00 |
604,92 |
4 |
1 625,00 |
1 631,10 |
67 |
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 |
100,12 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,59 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,78 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,44 |
103,45 |
103,440 |
103,440 |
103,440 |
103,440 |
103,440 |
115 000 |
124,22 |
4 |
OK0717 |
PL0000108502 |
98,19 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,75 |
105,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,47 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,12 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,13 |
96,12 |
96,130 |
96,130 |
96,130 |
96,130 |
96,130 |
25 000 |
24,03 |
1 |
PS0719 |
PL0000108148 |
104,76 |
104,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,67 |
112,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,09 |
98,01 |
98,100 |
98,110 |
98,020 |
98,020 |
98,081 |
35 000 |
34,83 |
3 |
DS1020 |
PL0000106126 |
113,81 |
113,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,85 |
98,71 |
98,790 |
98,790 |
98,730 |
98,790 |
98,769 |
190 000 |
191,33 |
11 |
PS0721 |
PL0000109153 |
97,32 |
97,23 |
97,250 |
97,320 |
97,250 |
97,320 |
97,260 |
120 000 |
118,22 |
11 |
DS1021 |
PL0000106670 |
117,77 |
117,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,70 |
119,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,55 |
109,34 |
109,200 |
109,550 |
109,200 |
109,550 |
109,375 |
20 000 |
22,25 |
2 |
DS0725 |
PL0000108197 |
103,70 |
103,63 |
103,900 |
103,900 |
103,900 |
103,900 |
103,900 |
5 000 |
5,31 |
1 |
DS0726 |
PL0000108866 |
96,49 |
96,00 |
96,200 |
96,490 |
96,000 |
96,420 |
96,292 |
430 000 |
421,75 |
26 |
WS0428 |
PL0000107611 |
92,67 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,53 |
126,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,16 |
130,00 |
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 |
100,21 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,29 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,01 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
50 000 |
50,19 |
1 |
WZ0120 |
PL0000108601 |
99,28 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,56 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,95 |
96,07 |
95,930 |
95,930 |
95,920 |
95,920 |
95,924 |
25 000 |
24,07 |
2 |
WZ0126 |
PL0000108817 |
94,45 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 015 000 |
1 016,21 |
62 |
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 |
141 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
169 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
232 |
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 |
99,67 |
1,52 |
1,17 |
99,62 |
1,34 |
IZ0816 |
PL0000103529 |
100,79 |
101,27 |
--- |
--- |
101,03 |
--- |
PS1016 |
PL0000106795 |
101,76 |
101,87 |
1,41 |
1,21 |
101,82 |
1,30 |
WZ0117 |
PL0000106936 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,40 |
103,50 |
1,42 |
1,32 |
103,45 |
1,37 |
OK0717 |
PL0000108502 |
98,17 |
98,33 |
1,45 |
1,32 |
98,25 |
1,38 |
DS1017 |
PL0000104543 |
105,72 |
105,90 |
1,45 |
1,34 |
105,81 |
1,39 |
WZ0118 |
PL0000104717 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,43 |
104,60 |
1,52 |
1,44 |
104,52 |
1,48 |
PS0718 |
PL0000107595 |
102,06 |
102,21 |
1,57 |
1,51 |
102,14 |
1,54 |
OK1018 |
PL0000109062 |
96,04 |
96,19 |
1,61 |
1,54 |
96,12 |
1,57 |
WZ0119 |
PL0000107603 |
99,93 |
100,13 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
104,72 |
104,91 |
1,76 |
1,70 |
104,82 |
1,73 |
DS1019 |
PL0000105441 |
112,53 |
112,77 |
1,81 |
1,74 |
112,65 |
1,77 |
WZ0120 |
PL0000108601 |
99,14 |
99,36 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
97,97 |
98,14 |
2,03 |
1,98 |
98,06 |
2,00 |
DS1020 |
PL0000106126 |
113,66 |
113,92 |
2,06 |
2,00 |
113,79 |
2,03 |
WZ0121 |
PL0000106068 |
98,51 |
98,91 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,85 |
2,28 |
2,24 |
98,77 |
2,26 |
DS1021 |
PL0000106670 |
117,57 |
117,84 |
2,33 |
2,28 |
117,71 |
2,30 |
WS0922 |
PL0000102646 |
119,35 |
119,75 |
2,46 |
2,40 |
119,55 |
2,43 |
IZ0823 |
PL0000105359 |
100,30 |
120,56 |
--- |
--- |
110,43 |
--- |
DS1023 |
PL0000107264 |
109,15 |
109,50 |
2,64 |
2,59 |
109,33 |
2,62 |
WZ0124 |
PL0000107454 |
95,80 |
96,27 |
--- |
--- |
96,04 |
--- |
DS0725 |
PL0000108197 |
103,38 |
103,80 |
2,83 |
2,78 |
103,59 |
2,80 |
WZ0126 |
PL0000108817 |
94,25 |
94,71 |
--- |
--- |
94,48 |
--- |
DS0726 |
PL0000108866 |
96,08 |
96,40 |
2,94 |
2,91 |
96,24 |
2,93 |
WS0429 |
PL0000105391 |
125,55 |
127,72 |
3,30 |
3,13 |
126,64 |
3,21 |
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 |
1,52 |
1,20 |
99,62 |
1,34 |
IZ0816 |
PL0000103529 |
100,80 |
101,27 |
--- |
--- |
101,04 |
--- |
PS1016 |
PL0000106795 |
101,76 |
101,86 |
1,41 |
1,23 |
101,81 |
1,32 |
WZ0117 |
PL0000106936 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
103,42 |
103,50 |
1,40 |
1,32 |
103,46 |
1,36 |
OK0717 |
PL0000108502 |
98,17 |
98,30 |
1,45 |
1,34 |
98,24 |
1,39 |
DS1017 |
PL0000104543 |
105,74 |
105,91 |
1,44 |
1,33 |
105,83 |
1,38 |
WZ0118 |
PL0000104717 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,44 |
104,56 |
1,52 |
1,46 |
104,50 |
1,49 |
PS0718 |
PL0000107595 |
102,09 |
102,20 |
1,56 |
1,51 |
102,15 |
1,53 |
OK1018 |
PL0000109062 |
96,07 |
96,17 |
1,59 |
1,55 |
96,12 |
1,57 |
WZ0119 |
PL0000107603 |
99,97 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,73 |
104,89 |
1,75 |
1,70 |
104,81 |
1,73 |
DS1019 |
PL0000105441 |
112,57 |
112,75 |
1,79 |
1,75 |
112,66 |
1,77 |
WZ0120 |
PL0000108601 |
99,22 |
99,35 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
98,05 |
98,16 |
2,01 |
1,98 |
98,11 |
1,99 |
DS1020 |
PL0000106126 |
113,79 |
113,98 |
2,03 |
1,99 |
113,89 |
2,01 |
WZ0121 |
PL0000106068 |
98,51 |
98,89 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
98,78 |
98,94 |
2,26 |
2,22 |
98,86 |
2,24 |
DS1021 |
PL0000106670 |
117,71 |
117,93 |
2,30 |
2,26 |
117,82 |
2,28 |
WS0922 |
PL0000102646 |
119,61 |
119,95 |
2,42 |
2,37 |
119,78 |
2,40 |
IZ0823 |
PL0000105359 |
107,80 |
114,27 |
--- |
--- |
111,04 |
--- |
DS1023 |
PL0000107264 |
109,36 |
109,67 |
2,61 |
2,57 |
109,52 |
2,59 |
WZ0124 |
PL0000107454 |
95,85 |
96,16 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
103,67 |
104,06 |
2,79 |
2,75 |
103,87 |
2,77 |
WZ0126 |
PL0000108817 |
94,32 |
94,70 |
--- |
--- |
94,51 |
--- |
DS0726 |
PL0000108866 |
96,38 |
96,59 |
2,91 |
2,89 |
96,49 |
2,90 |
WS0429 |
PL0000105391 |
125,94 |
128,21 |
3,27 |
3,09 |
127,08 |
3,18 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
70 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
60 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
390 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
80 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.