2016-04-13 |
MARKET DATA |
No 70 (2852) |
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 |
355,00 |
367,61 |
37 |
435,00 |
489,32 |
7 |
790,00 |
856,94 |
44 |
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 |
100,09 |
100,10 |
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 |
101,76 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,42 |
103,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,23 |
98,35 |
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 |
104,40 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,08 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,09 |
96,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,77 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,55 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,09 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,80 |
113,81 |
113,850 |
113,860 |
113,850 |
113,860 |
113,858 |
40 000 |
46,54 |
4 |
PS0421 |
PL0000108916 |
98,83 |
98,74 |
98,850 |
98,860 |
98,800 |
98,800 |
98,840 |
140 000 |
141,10 |
12 |
PS0721 |
PL0000109153 |
97,15 |
97,10 |
97,100 |
97,200 |
97,100 |
97,150 |
97,158 |
60 000 |
59,06 |
7 |
DS1021 |
PL0000106670 |
117,76 |
117,76 |
117,750 |
117,750 |
117,750 |
117,750 |
117,750 |
10 000 |
12,05 |
1 |
WS0922 |
PL0000102646 |
119,48 |
119,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,25 |
109,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,75 |
103,70 |
103,700 |
103,700 |
103,700 |
103,700 |
103,700 |
10 000 |
10,61 |
1 |
DS0726 |
PL0000108866 |
96,30 |
96,20 |
96,200 |
96,330 |
96,190 |
96,230 |
96,232 |
80 000 |
78,43 |
10 |
WS0428 |
PL0000107611 |
94,50 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,75 |
126,60 |
126,600 |
126,690 |
126,600 |
126,690 |
126,660 |
15 000 |
19,84 |
2 |
WS0437 |
PL0000104857 |
120,69 |
130,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,90 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,73 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,35 |
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 |
99,97 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,29 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,96 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,45 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
355 000 |
367,61 |
37 |
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 |
138 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
166 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
229 |
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 |
99,71 |
1,49 |
1,05 |
99,65 |
1,27 |
IZ0816 |
PL0000103529 |
100,77 |
101,23 |
--- |
--- |
101,00 |
--- |
PS1016 |
PL0000106795 |
101,74 |
101,86 |
1,40 |
1,17 |
101,80 |
1,28 |
WZ0117 |
PL0000106936 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,39 |
103,51 |
1,40 |
1,29 |
103,45 |
1,35 |
OK0717 |
PL0000108502 |
98,18 |
98,36 |
1,45 |
1,30 |
98,27 |
1,38 |
DS1017 |
PL0000104543 |
105,68 |
105,88 |
1,45 |
1,33 |
105,78 |
1,39 |
WZ0118 |
PL0000104717 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,37 |
104,54 |
1,54 |
1,46 |
104,46 |
1,50 |
PS0718 |
PL0000107595 |
102,05 |
102,22 |
1,57 |
1,50 |
102,14 |
1,53 |
OK1018 |
PL0000109062 |
96,03 |
96,13 |
1,61 |
1,57 |
96,08 |
1,59 |
WZ0119 |
PL0000107603 |
99,92 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,67 |
104,85 |
1,77 |
1,71 |
104,76 |
1,74 |
DS1019 |
PL0000105441 |
112,48 |
112,68 |
1,81 |
1,76 |
112,58 |
1,78 |
WZ0120 |
PL0000108601 |
99,15 |
99,40 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
97,97 |
98,13 |
2,03 |
1,99 |
98,05 |
2,01 |
DS1020 |
PL0000106126 |
113,65 |
113,83 |
2,06 |
2,02 |
113,74 |
2,04 |
WZ0121 |
PL0000106068 |
98,50 |
98,85 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
98,58 |
98,78 |
2,30 |
2,26 |
98,68 |
2,28 |
PS0721 |
PL0000109153 |
96,99 |
97,26 |
2,36 |
2,31 |
97,13 |
2,33 |
DS1021 |
PL0000106670 |
117,49 |
117,78 |
2,34 |
2,28 |
117,64 |
2,31 |
WS0922 |
PL0000102646 |
119,31 |
119,71 |
2,47 |
2,41 |
119,51 |
2,44 |
IZ0823 |
PL0000105359 |
106,49 |
114,29 |
--- |
--- |
110,39 |
--- |
DS1023 |
PL0000107264 |
109,06 |
109,51 |
2,65 |
2,59 |
109,29 |
2,62 |
WZ0124 |
PL0000107454 |
95,76 |
96,14 |
--- |
--- |
95,95 |
--- |
DS0725 |
PL0000108197 |
103,51 |
103,81 |
2,81 |
2,78 |
103,66 |
2,79 |
WZ0126 |
PL0000108817 |
94,25 |
94,78 |
--- |
--- |
94,52 |
--- |
DS0726 |
PL0000108866 |
96,02 |
96,32 |
2,95 |
2,92 |
96,17 |
2,93 |
WS0429 |
PL0000105391 |
126,27 |
127,57 |
3,24 |
3,14 |
126,92 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,59 |
99,70 |
1,49 |
1,09 |
99,65 |
1,27 |
IZ0816 |
PL0000103529 |
100,77 |
101,23 |
--- |
--- |
101,00 |
--- |
PS1016 |
PL0000106795 |
101,74 |
101,84 |
1,40 |
1,21 |
101,79 |
1,30 |
WZ0117 |
PL0000106936 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,40 |
103,48 |
1,39 |
1,32 |
103,44 |
1,35 |
OK0717 |
PL0000108502 |
98,21 |
98,37 |
1,42 |
1,30 |
98,29 |
1,36 |
DS1017 |
PL0000104543 |
105,69 |
105,86 |
1,45 |
1,34 |
105,78 |
1,39 |
WZ0118 |
PL0000104717 |
100,27 |
100,47 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,38 |
104,52 |
1,54 |
1,47 |
104,45 |
1,50 |
PS0718 |
PL0000107595 |
102,06 |
102,21 |
1,57 |
1,50 |
102,14 |
1,53 |
OK1018 |
PL0000109062 |
96,06 |
96,16 |
1,60 |
1,56 |
96,11 |
1,58 |
WZ0119 |
PL0000107603 |
99,93 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,73 |
104,88 |
1,75 |
1,70 |
104,81 |
1,73 |
DS1019 |
PL0000105441 |
112,52 |
112,73 |
1,80 |
1,74 |
112,63 |
1,77 |
WZ0120 |
PL0000108601 |
99,25 |
99,36 |
--- |
--- |
99,31 |
--- |
PS0420 |
PL0000108510 |
98,03 |
98,25 |
2,01 |
1,95 |
98,14 |
1,98 |
DS1020 |
PL0000106126 |
113,73 |
113,99 |
2,04 |
1,98 |
113,86 |
2,01 |
WZ0121 |
PL0000106068 |
98,56 |
98,81 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
98,75 |
98,89 |
2,26 |
2,23 |
98,82 |
2,25 |
PS0721 |
PL0000109153 |
97,09 |
97,28 |
2,34 |
2,30 |
97,19 |
2,32 |
DS1021 |
PL0000106670 |
117,70 |
117,90 |
2,30 |
2,26 |
117,80 |
2,28 |
WS0922 |
PL0000102646 |
119,44 |
119,79 |
2,45 |
2,39 |
119,62 |
2,42 |
IZ0823 |
PL0000105359 |
107,36 |
114,16 |
--- |
--- |
110,76 |
--- |
DS1023 |
PL0000107264 |
109,22 |
109,56 |
2,63 |
2,58 |
109,39 |
2,61 |
WZ0124 |
PL0000107454 |
95,85 |
96,10 |
--- |
--- |
95,98 |
--- |
DS0725 |
PL0000108197 |
103,63 |
103,94 |
2,80 |
2,76 |
103,79 |
2,78 |
WZ0126 |
PL0000108817 |
94,33 |
94,63 |
--- |
--- |
94,48 |
--- |
DS0726 |
PL0000108866 |
96,12 |
96,34 |
2,94 |
2,91 |
96,23 |
2,93 |
WS0429 |
PL0000105391 |
126,36 |
127,56 |
3,24 |
3,14 |
126,96 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,410 |
1,410 |
210 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
80 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
20 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
105 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
TOTAL |
435 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.