2016-04-14 |
MARKET DATA |
No 71 (2853) |
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 |
902,50 |
906,51 |
65 |
430,00 |
485,48 |
10 |
1 332,50 |
1 391,99 |
75 |
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 |
100,06 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,62 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,73 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,42 |
103,42 |
103,400 |
103,400 |
103,400 |
103,400 |
103,400 |
25 000 |
27,01 |
1 |
OK0717 |
PL0000108502 |
98,25 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,68 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,39 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,07 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,08 |
96,08 |
96,070 |
96,070 |
96,070 |
96,070 |
96,070 |
45 000 |
43,23 |
3 |
PS0719 |
PL0000108148 |
104,71 |
104,74 |
104,690 |
104,690 |
104,690 |
104,690 |
104,690 |
10 000 |
10,71 |
1 |
DS1019 |
PL0000105441 |
112,52 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,07 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,80 |
113,70 |
113,700 |
113,700 |
113,700 |
113,700 |
113,700 |
5 000 |
5,81 |
1 |
PS0421 |
PL0000108916 |
98,82 |
98,69 |
98,820 |
98,820 |
98,670 |
98,690 |
98,747 |
122 500 |
123,37 |
11 |
PS0721 |
PL0000109153 |
97,15 |
96,99 |
97,100 |
97,100 |
96,990 |
97,010 |
97,023 |
40 000 |
39,32 |
4 |
DS1021 |
PL0000106670 |
117,69 |
117,60 |
117,680 |
117,680 |
117,680 |
117,680 |
117,680 |
10 000 |
12,04 |
1 |
WS0922 |
PL0000102646 |
119,46 |
119,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,26 |
109,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,70 |
103,35 |
103,700 |
103,700 |
103,240 |
103,240 |
103,448 |
30 000 |
31,75 |
4 |
DS0726 |
PL0000108866 |
96,18 |
95,85 |
96,050 |
96,050 |
95,800 |
95,950 |
95,923 |
195 000 |
190,62 |
23 |
WS0428 |
PL0000107611 |
94,18 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,79 |
126,47 |
126,400 |
126,400 |
126,400 |
126,400 |
126,400 |
5 000 |
6,60 |
1 |
WS0437 |
PL0000104857 |
120,28 |
130,06 |
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 |
109,50 |
112,50 |
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 |
100,35 |
100,34 |
100,350 |
100,370 |
100,340 |
100,350 |
100,346 |
375 000 |
377,81 |
11 |
WZ0119 |
PL0000107603 |
99,95 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,27 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,65 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,93 |
95,90 |
95,900 |
95,900 |
95,900 |
95,900 |
95,900 |
20 000 |
19,26 |
2 |
WZ0126 |
PL0000108817 |
94,45 |
94,52 |
94,420 |
94,420 |
94,410 |
94,410 |
94,415 |
20 000 |
18,96 |
2 |
TOTAL |
902 500 |
906,51 |
65 |
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 |
135 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
163 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
226 |
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 |
99,61 |
99,73 |
1,46 |
1,01 |
99,67 |
1,24 |
IZ0816 |
PL0000103529 |
100,77 |
101,24 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,71 |
101,82 |
1,40 |
1,20 |
101,77 |
1,29 |
WZ0117 |
PL0000106936 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,37 |
103,46 |
1,40 |
1,31 |
103,42 |
1,35 |
OK0717 |
PL0000108502 |
98,21 |
98,37 |
1,43 |
1,30 |
98,29 |
1,37 |
DS1017 |
PL0000104543 |
105,65 |
105,84 |
1,45 |
1,33 |
105,75 |
1,39 |
WZ0118 |
PL0000104717 |
100,26 |
100,45 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,36 |
104,51 |
1,54 |
1,47 |
104,44 |
1,50 |
PS0718 |
PL0000107595 |
102,05 |
102,22 |
1,57 |
1,49 |
102,14 |
1,53 |
OK1018 |
PL0000109062 |
96,07 |
96,19 |
1,60 |
1,55 |
96,13 |
1,58 |
WZ0119 |
PL0000107603 |
99,92 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,68 |
104,89 |
1,76 |
1,70 |
104,79 |
1,73 |
DS1019 |
PL0000105441 |
112,48 |
112,71 |
1,80 |
1,74 |
112,60 |
1,77 |
WZ0120 |
PL0000108601 |
99,23 |
99,36 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
98,04 |
98,25 |
2,01 |
1,96 |
98,15 |
1,98 |
DS1020 |
PL0000106126 |
113,76 |
114,01 |
2,03 |
1,97 |
113,89 |
2,00 |
WZ0121 |
PL0000106068 |
98,55 |
98,88 |
--- |
--- |
98,72 |
--- |
PS0421 |
PL0000108916 |
98,75 |
98,93 |
2,26 |
2,23 |
98,84 |
2,25 |
PS0721 |
PL0000109153 |
97,12 |
97,34 |
2,34 |
2,29 |
97,23 |
2,31 |
DS1021 |
PL0000106670 |
117,67 |
117,96 |
2,30 |
2,25 |
117,82 |
2,27 |
WS0922 |
PL0000102646 |
119,43 |
119,86 |
2,44 |
2,38 |
119,65 |
2,41 |
IZ0823 |
PL0000105359 |
106,99 |
116,33 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
109,24 |
109,66 |
2,63 |
2,57 |
109,45 |
2,60 |
WZ0124 |
PL0000107454 |
95,82 |
96,18 |
--- |
--- |
96,00 |
--- |
DS0725 |
PL0000108197 |
103,63 |
103,97 |
2,80 |
2,76 |
103,80 |
2,78 |
WZ0126 |
PL0000108817 |
94,35 |
94,62 |
--- |
--- |
94,49 |
--- |
DS0726 |
PL0000108866 |
96,09 |
96,39 |
2,94 |
2,91 |
96,24 |
2,93 |
WS0429 |
PL0000105391 |
126,15 |
128,08 |
3,25 |
3,09 |
127,12 |
3,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,61 |
99,72 |
1,46 |
1,05 |
99,67 |
1,24 |
IZ0816 |
PL0000103529 |
100,79 |
101,24 |
--- |
--- |
101,02 |
--- |
PS1016 |
PL0000106795 |
101,71 |
101,80 |
1,40 |
1,23 |
101,76 |
1,31 |
WZ0117 |
PL0000106936 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,36 |
103,44 |
1,41 |
1,33 |
103,40 |
1,37 |
OK0717 |
PL0000108502 |
98,22 |
98,35 |
1,43 |
1,32 |
98,29 |
1,37 |
DS1017 |
PL0000104543 |
105,65 |
105,81 |
1,45 |
1,35 |
105,73 |
1,40 |
WZ0118 |
PL0000104717 |
100,29 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,35 |
104,49 |
1,55 |
1,48 |
104,42 |
1,51 |
PS0718 |
PL0000107595 |
102,04 |
102,15 |
1,57 |
1,53 |
102,10 |
1,55 |
OK1018 |
PL0000109062 |
96,00 |
96,10 |
1,63 |
1,59 |
96,05 |
1,61 |
WZ0119 |
PL0000107603 |
99,91 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,66 |
104,79 |
1,77 |
1,73 |
104,73 |
1,75 |
DS1019 |
PL0000105441 |
112,45 |
112,62 |
1,81 |
1,77 |
112,54 |
1,79 |
WZ0120 |
PL0000108601 |
99,18 |
99,34 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
97,98 |
98,11 |
2,03 |
1,99 |
98,05 |
2,01 |
DS1020 |
PL0000106126 |
113,65 |
113,83 |
2,05 |
2,01 |
113,74 |
2,03 |
WZ0121 |
PL0000106068 |
98,51 |
98,87 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
98,66 |
98,78 |
2,28 |
2,26 |
98,72 |
2,27 |
PS0721 |
PL0000109153 |
96,94 |
97,12 |
2,37 |
2,34 |
97,03 |
2,35 |
DS1021 |
PL0000106670 |
117,52 |
117,76 |
2,33 |
2,28 |
117,64 |
2,30 |
WS0922 |
PL0000102646 |
119,30 |
119,67 |
2,46 |
2,41 |
119,49 |
2,43 |
IZ0823 |
PL0000105359 |
108,05 |
114,58 |
--- |
--- |
111,32 |
--- |
DS1023 |
PL0000107264 |
108,97 |
109,33 |
2,66 |
2,61 |
109,15 |
2,64 |
WZ0124 |
PL0000107454 |
95,77 |
96,02 |
--- |
--- |
95,90 |
--- |
DS0725 |
PL0000108197 |
103,29 |
103,64 |
2,84 |
2,80 |
103,47 |
2,82 |
WZ0126 |
PL0000108817 |
94,25 |
94,59 |
--- |
--- |
94,42 |
--- |
DS0726 |
PL0000108866 |
95,85 |
96,07 |
2,97 |
2,95 |
95,96 |
2,96 |
WS0429 |
PL0000105391 |
125,57 |
127,53 |
3,30 |
3,14 |
126,55 |
3,22 |
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 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
20 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
100 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,390 |
1,410 |
1,407 |
60 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
45 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
120 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
45 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
10 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.