2016-04-11 |
MARKET DATA |
No 68 (2850) |
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 |
965,00 |
995,70 |
45 |
585,00 |
625,85 |
12 |
1 550,00 |
1 621,55 |
57 |
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 |
100,11 |
100,12 |
100,110 |
100,110 |
100,110 |
100,110 |
100,110 |
470 000 |
493,25 |
4 |
OK0716 |
PL0000107926 |
99,59 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,77 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,42 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,24 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,72 |
105,85 |
105,860 |
105,860 |
105,860 |
105,860 |
105,860 |
5 000 |
5,42 |
1 |
PS0418 |
PL0000107314 |
104,44 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,14 |
102,13 |
102,140 |
102,140 |
102,120 |
102,120 |
102,130 |
105 000 |
109,12 |
5 |
OK1018 |
PL0000109062 |
96,11 |
96,11 |
96,110 |
96,110 |
96,110 |
96,110 |
96,110 |
10 000 |
9,61 |
1 |
PS0719 |
PL0000108148 |
104,80 |
104,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,60 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,15 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,83 |
113,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,91 |
96,95 |
98,900 |
98,950 |
98,880 |
98,910 |
98,913 |
190 000 |
191,61 |
13 |
PS0721 |
PL0000109153 |
97,40 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,88 |
117,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,73 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,70 |
109,68 |
109,680 |
109,680 |
109,680 |
109,680 |
109,680 |
10 000 |
11,15 |
1 |
DS0725 |
PL0000108197 |
104,00 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,60 |
96,50 |
96,500 |
96,650 |
96,500 |
96,580 |
96,549 |
165 000 |
162,27 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,74 |
126,93 |
127,120 |
127,120 |
127,120 |
127,120 |
127,120 |
10 000 |
13,27 |
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 |
110,50 |
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 |
100,28 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,30 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,62 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,90 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,42 |
94,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
965 000 |
995,70 |
45 |
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 |
140 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
168 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
231 |
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 |
99,58 |
99,67 |
1,50 |
1,18 |
99,63 |
1,32 |
IZ0816 |
PL0000103529 |
100,75 |
101,27 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,74 |
101,85 |
1,43 |
1,23 |
101,80 |
1,32 |
WZ0117 |
PL0000106936 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,38 |
103,49 |
1,43 |
1,32 |
103,44 |
1,37 |
OK0717 |
PL0000108502 |
98,17 |
98,31 |
1,45 |
1,34 |
98,24 |
1,39 |
DS1017 |
PL0000104543 |
105,70 |
105,87 |
1,45 |
1,35 |
105,79 |
1,40 |
WZ0118 |
PL0000104717 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,41 |
104,56 |
1,53 |
1,46 |
104,49 |
1,49 |
PS0718 |
PL0000107595 |
102,08 |
102,23 |
1,56 |
1,50 |
102,16 |
1,53 |
OK1018 |
PL0000109062 |
96,05 |
96,18 |
1,60 |
1,55 |
96,12 |
1,57 |
WZ0119 |
PL0000107603 |
99,95 |
100,13 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,72 |
104,92 |
1,76 |
1,69 |
104,82 |
1,72 |
DS1019 |
PL0000105441 |
112,53 |
112,75 |
1,80 |
1,74 |
112,64 |
1,77 |
WZ0120 |
PL0000108601 |
99,17 |
99,40 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
98,02 |
98,22 |
2,01 |
1,96 |
98,12 |
1,99 |
DS1020 |
PL0000106126 |
113,76 |
114,02 |
2,04 |
1,98 |
113,89 |
2,01 |
WZ0121 |
PL0000106068 |
98,51 |
98,91 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,97 |
2,25 |
2,22 |
98,89 |
2,23 |
PS0721 |
PL0000109153 |
97,23 |
97,52 |
2,31 |
2,25 |
97,38 |
2,28 |
DS1021 |
PL0000106670 |
117,70 |
117,99 |
2,30 |
2,25 |
117,85 |
2,27 |
WS0922 |
PL0000102646 |
119,53 |
119,97 |
2,43 |
2,37 |
119,75 |
2,40 |
IZ0823 |
PL0000105359 |
100,30 |
121,01 |
--- |
--- |
110,66 |
--- |
DS1023 |
PL0000107264 |
109,32 |
109,75 |
2,62 |
2,56 |
109,54 |
2,59 |
WZ0124 |
PL0000107454 |
95,75 |
96,21 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
103,62 |
104,05 |
2,80 |
2,75 |
103,84 |
2,77 |
WZ0126 |
PL0000108817 |
94,24 |
94,67 |
--- |
--- |
94,46 |
--- |
DS0726 |
PL0000108866 |
96,30 |
96,62 |
2,92 |
2,88 |
96,46 |
2,90 |
WS0429 |
PL0000105391 |
126,21 |
127,47 |
3,25 |
3,15 |
126,84 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,58 |
99,67 |
1,50 |
1,18 |
99,63 |
1,32 |
IZ0816 |
PL0000103529 |
100,80 |
101,26 |
--- |
--- |
101,03 |
--- |
PS1016 |
PL0000106795 |
101,75 |
101,85 |
1,41 |
1,23 |
101,80 |
1,32 |
WZ0117 |
PL0000106936 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
103,40 |
103,50 |
1,41 |
1,31 |
103,45 |
1,36 |
OK0717 |
PL0000108502 |
98,17 |
98,34 |
1,45 |
1,31 |
98,26 |
1,38 |
DS1017 |
PL0000104543 |
105,70 |
105,87 |
1,45 |
1,35 |
105,79 |
1,40 |
WZ0118 |
PL0000104717 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,42 |
104,55 |
1,52 |
1,46 |
104,49 |
1,49 |
PS0718 |
PL0000107595 |
102,08 |
102,25 |
1,56 |
1,49 |
102,17 |
1,52 |
OK1018 |
PL0000109062 |
96,05 |
96,16 |
1,60 |
1,56 |
96,11 |
1,58 |
WZ0119 |
PL0000107603 |
99,97 |
100,11 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,72 |
104,88 |
1,76 |
1,71 |
104,80 |
1,73 |
DS1019 |
PL0000105441 |
112,57 |
112,77 |
1,79 |
1,74 |
112,67 |
1,76 |
WZ0120 |
PL0000108601 |
99,22 |
99,36 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
98,07 |
98,24 |
2,00 |
1,96 |
98,16 |
1,98 |
DS1020 |
PL0000106126 |
113,79 |
114,08 |
2,03 |
1,97 |
113,94 |
2,00 |
WZ0121 |
PL0000106068 |
98,56 |
98,87 |
--- |
--- |
98,72 |
--- |
PS0421 |
PL0000108916 |
98,85 |
98,96 |
2,24 |
2,22 |
98,91 |
2,23 |
PS0721 |
PL0000109153 |
97,35 |
97,49 |
2,29 |
2,26 |
97,42 |
2,27 |
DS1021 |
PL0000106670 |
117,82 |
118,08 |
2,28 |
2,23 |
117,95 |
2,26 |
WS0922 |
PL0000102646 |
119,63 |
120,06 |
2,42 |
2,35 |
119,85 |
2,39 |
IZ0823 |
PL0000105359 |
107,66 |
113,41 |
--- |
--- |
110,54 |
--- |
DS1023 |
PL0000107264 |
109,54 |
109,84 |
2,59 |
2,54 |
109,69 |
2,57 |
WZ0124 |
PL0000107454 |
95,80 |
96,19 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
103,76 |
104,12 |
2,78 |
2,74 |
103,94 |
2,76 |
WZ0126 |
PL0000108817 |
94,32 |
94,63 |
--- |
--- |
94,48 |
--- |
DS0726 |
PL0000108866 |
96,46 |
96,68 |
2,90 |
2,88 |
96,57 |
2,89 |
WS0429 |
PL0000105391 |
126,08 |
127,86 |
3,26 |
3,11 |
126,97 |
3,19 |
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 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
40 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,350 |
1,420 |
1,414 |
115 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
5 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,400 |
1,420 |
1,404 |
90 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,420 |
1,430 |
1,427 |
155 |
WS0922 |
PL0000102646 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
160 |
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.