2016-04-12 |
MARKET DATA |
No 69 (2851) |
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 |
780,00 |
771,46 |
64 |
160,00 |
180,96 |
5 |
940,00 |
952,43 |
69 |
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 |
100,10 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,61 |
99,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,75 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,41 |
103,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,20 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,70 |
105,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,42 |
104,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,10 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,09 |
96,11 |
96,090 |
96,090 |
96,090 |
96,090 |
96,090 |
10 000 |
9,61 |
1 |
PS0719 |
PL0000108148 |
104,77 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,55 |
112,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,07 |
98,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,78 |
113,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,86 |
98,76 |
98,800 |
98,820 |
98,750 |
98,820 |
98,802 |
240 000 |
241,78 |
15 |
PS0721 |
PL0000109153 |
97,27 |
97,10 |
97,150 |
97,150 |
97,140 |
97,140 |
97,144 |
25 000 |
24,60 |
2 |
DS1021 |
PL0000106670 |
117,77 |
117,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,61 |
119,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,55 |
109,40 |
109,400 |
109,400 |
109,400 |
109,400 |
109,400 |
5 000 |
5,56 |
1 |
DS0725 |
PL0000108197 |
103,80 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,50 |
96,25 |
96,420 |
96,540 |
96,150 |
96,150 |
96,329 |
460 000 |
451,41 |
42 |
WS0428 |
PL0000107611 |
93,04 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,56 |
126,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,83 |
130,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,90 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,75 |
111,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,33 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,27 |
99,36 |
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 |
95,86 |
95,90 |
95,860 |
95,860 |
95,860 |
95,860 |
95,860 |
5 000 |
4,81 |
1 |
WZ0126 |
PL0000108817 |
94,47 |
94,55 |
94,470 |
94,470 |
94,470 |
94,470 |
94,470 |
25 000 |
23,71 |
1 |
TOTAL |
770 000 |
761,49 |
63 |
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 |
139 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
167 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
230 |
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 |
99,59 |
99,69 |
1,48 |
1,12 |
99,64 |
1,30 |
IZ0816 |
PL0000103529 |
100,77 |
101,24 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,74 |
101,85 |
1,41 |
1,21 |
101,80 |
1,30 |
WZ0117 |
PL0000106936 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,38 |
103,50 |
1,42 |
1,31 |
103,44 |
1,36 |
OK0717 |
PL0000108502 |
98,18 |
98,35 |
1,45 |
1,31 |
98,27 |
1,37 |
DS1017 |
PL0000104543 |
105,69 |
105,87 |
1,45 |
1,34 |
105,78 |
1,40 |
WZ0118 |
PL0000104717 |
100,26 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,40 |
104,59 |
1,53 |
1,44 |
104,50 |
1,48 |
PS0718 |
PL0000107595 |
102,07 |
102,24 |
1,57 |
1,49 |
102,16 |
1,53 |
OK1018 |
PL0000109062 |
96,04 |
96,14 |
1,61 |
1,57 |
96,09 |
1,59 |
WZ0119 |
PL0000107603 |
99,93 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,67 |
104,90 |
1,77 |
1,70 |
104,79 |
1,73 |
DS1019 |
PL0000105441 |
112,48 |
112,72 |
1,81 |
1,75 |
112,60 |
1,78 |
WZ0120 |
PL0000108601 |
99,21 |
99,39 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
98,01 |
98,16 |
2,02 |
1,98 |
98,09 |
2,00 |
DS1020 |
PL0000106126 |
113,72 |
114,01 |
2,04 |
1,98 |
113,87 |
2,01 |
WZ0121 |
PL0000106068 |
98,51 |
98,86 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
98,77 |
98,94 |
2,26 |
2,22 |
98,86 |
2,24 |
PS0721 |
PL0000109153 |
97,19 |
97,41 |
2,32 |
2,27 |
97,30 |
2,30 |
DS1021 |
PL0000106670 |
117,65 |
117,93 |
2,31 |
2,26 |
117,79 |
2,28 |
WS0922 |
PL0000102646 |
119,51 |
119,92 |
2,44 |
2,37 |
119,72 |
2,40 |
IZ0823 |
PL0000105359 |
107,32 |
117,08 |
--- |
--- |
112,20 |
--- |
DS1023 |
PL0000107264 |
109,31 |
109,73 |
2,62 |
2,56 |
109,52 |
2,59 |
WZ0124 |
PL0000107454 |
95,79 |
96,17 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
103,60 |
104,01 |
2,80 |
2,75 |
103,81 |
2,78 |
WZ0126 |
PL0000108817 |
94,28 |
94,70 |
--- |
--- |
94,49 |
--- |
DS0726 |
PL0000108866 |
96,29 |
96,54 |
2,92 |
2,89 |
96,42 |
2,91 |
WS0429 |
PL0000105391 |
125,71 |
128,54 |
3,29 |
3,06 |
127,13 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,59 |
99,69 |
1,48 |
1,12 |
99,64 |
1,30 |
IZ0816 |
PL0000103529 |
100,77 |
101,24 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,74 |
101,86 |
1,41 |
1,19 |
101,80 |
1,30 |
WZ0117 |
PL0000106936 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,39 |
103,50 |
1,41 |
1,31 |
103,45 |
1,35 |
OK0717 |
PL0000108502 |
98,18 |
98,35 |
1,45 |
1,31 |
98,27 |
1,37 |
DS1017 |
PL0000104543 |
105,69 |
105,86 |
1,45 |
1,35 |
105,78 |
1,40 |
WZ0118 |
PL0000104717 |
100,29 |
100,47 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
104,39 |
104,49 |
1,54 |
1,49 |
104,44 |
1,51 |
PS0718 |
PL0000107595 |
102,06 |
102,18 |
1,57 |
1,52 |
102,12 |
1,54 |
OK1018 |
PL0000109062 |
96,04 |
96,14 |
1,61 |
1,57 |
96,09 |
1,59 |
WZ0119 |
PL0000107603 |
99,93 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,72 |
104,86 |
1,75 |
1,71 |
104,79 |
1,73 |
DS1019 |
PL0000105441 |
112,52 |
112,71 |
1,80 |
1,75 |
112,62 |
1,78 |
WZ0120 |
PL0000108601 |
99,22 |
99,39 |
--- |
--- |
99,31 |
--- |
PS0420 |
PL0000108510 |
98,03 |
98,18 |
2,01 |
1,97 |
98,11 |
1,99 |
DS1020 |
PL0000106126 |
113,65 |
113,93 |
2,06 |
2,00 |
113,79 |
2,03 |
WZ0121 |
PL0000106068 |
98,56 |
98,86 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
98,74 |
98,86 |
2,27 |
2,24 |
98,80 |
2,25 |
PS0721 |
PL0000109153 |
97,15 |
97,31 |
2,33 |
2,29 |
97,23 |
2,31 |
DS1021 |
PL0000106670 |
117,67 |
117,94 |
2,31 |
2,26 |
117,81 |
2,28 |
WS0922 |
PL0000102646 |
119,52 |
119,82 |
2,44 |
2,39 |
119,67 |
2,41 |
IZ0823 |
PL0000105359 |
108,51 |
112,78 |
--- |
--- |
110,65 |
--- |
DS1023 |
PL0000107264 |
109,31 |
109,61 |
2,62 |
2,58 |
109,46 |
2,60 |
WZ0124 |
PL0000107454 |
95,77 |
96,11 |
--- |
--- |
95,94 |
--- |
DS0725 |
PL0000108197 |
103,64 |
103,94 |
2,80 |
2,76 |
103,79 |
2,78 |
WZ0126 |
PL0000108817 |
94,31 |
94,70 |
--- |
--- |
94,51 |
--- |
DS0726 |
PL0000108866 |
96,30 |
96,55 |
2,92 |
2,89 |
96,43 |
2,90 |
WS0429 |
PL0000105391 |
125,80 |
128,32 |
3,28 |
3,08 |
127,06 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,420 |
1,430 |
1,426 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
10 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
70 |
TOTAL |
160 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.