2016-04-15 |
MARKET DATA |
No 72 (2854) |
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 |
685,00 |
723,82 |
44 |
385,00 |
394,45 |
7 |
1 070,00 |
1 118,26 |
51 |
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 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,62 |
99,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,71 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,37 |
103,36 |
103,360 |
103,360 |
103,360 |
103,360 |
103,360 |
95 000 |
102,63 |
2 |
OK0717 |
PL0000108502 |
98,25 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,67 |
105,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,37 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,10 |
102,09 |
102,100 |
102,100 |
102,090 |
102,090 |
102,091 |
100 000 |
103,93 |
5 |
OK1018 |
PL0000109062 |
96,07 |
96,10 |
96,100 |
96,100 |
96,100 |
96,100 |
96,100 |
10 000 |
9,61 |
1 |
PS0719 |
PL0000108148 |
104,72 |
104,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,55 |
112,56 |
112,560 |
112,560 |
112,560 |
112,560 |
112,560 |
35 000 |
40,33 |
7 |
PS0420 |
PL0000108510 |
98,13 |
98,09 |
98,130 |
98,130 |
98,040 |
98,040 |
98,099 |
140 000 |
139,40 |
5 |
DS1020 |
PL0000106126 |
113,80 |
113,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,80 |
98,73 |
98,690 |
98,750 |
98,690 |
98,750 |
98,713 |
65 000 |
65,44 |
5 |
PS0721 |
PL0000109153 |
97,10 |
97,06 |
97,060 |
97,110 |
97,060 |
97,110 |
97,085 |
10 000 |
9,84 |
2 |
DS1021 |
PL0000106670 |
117,65 |
117,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,60 |
119,59 |
119,690 |
119,690 |
119,690 |
119,690 |
119,690 |
110 000 |
135,27 |
2 |
DS1023 |
PL0000107264 |
109,30 |
109,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,50 |
103,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,10 |
95,95 |
95,900 |
96,060 |
95,900 |
96,060 |
95,970 |
120 000 |
117,37 |
15 |
WS0428 |
PL0000107611 |
94,31 |
97,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,50 |
126,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,97 |
129,97 |
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 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,32 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,23 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,86 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,35 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
685 000 |
723,82 |
44 |
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 |
134 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
162 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
225 |
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 |
1,48 |
1,02 |
99,67 |
1,25 |
IZ0816 |
PL0000103529 |
100,74 |
101,29 |
--- |
--- |
101,02 |
--- |
PS1016 |
PL0000106795 |
101,70 |
101,81 |
1,40 |
1,20 |
101,76 |
1,29 |
WZ0117 |
PL0000106936 |
100,19 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
103,34 |
103,45 |
1,42 |
1,31 |
103,40 |
1,36 |
OK0717 |
PL0000108502 |
98,22 |
98,38 |
1,43 |
1,30 |
98,30 |
1,36 |
DS1017 |
PL0000104543 |
105,64 |
105,83 |
1,45 |
1,33 |
105,74 |
1,39 |
WZ0118 |
PL0000104717 |
100,27 |
100,42 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,34 |
104,50 |
1,55 |
1,47 |
104,42 |
1,51 |
PS0718 |
PL0000107595 |
102,05 |
102,21 |
1,57 |
1,50 |
102,13 |
1,53 |
OK1018 |
PL0000109062 |
96,01 |
96,15 |
1,63 |
1,57 |
96,08 |
1,60 |
WZ0119 |
PL0000107603 |
99,91 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,66 |
104,84 |
1,77 |
1,71 |
104,75 |
1,74 |
DS1019 |
PL0000105441 |
112,46 |
112,65 |
1,81 |
1,75 |
112,56 |
1,78 |
WZ0120 |
PL0000108601 |
99,18 |
99,33 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
97,99 |
98,21 |
2,02 |
1,97 |
98,10 |
2,00 |
DS1020 |
PL0000106126 |
113,69 |
113,94 |
2,04 |
1,99 |
113,82 |
2,01 |
WZ0121 |
PL0000106068 |
98,51 |
98,87 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
98,71 |
98,87 |
2,27 |
2,24 |
98,79 |
2,26 |
PS0721 |
PL0000109153 |
97,00 |
97,15 |
2,36 |
2,33 |
97,08 |
2,34 |
DS1021 |
PL0000106670 |
117,58 |
117,84 |
2,31 |
2,27 |
117,71 |
2,29 |
WS0922 |
PL0000102646 |
119,32 |
119,71 |
2,46 |
2,40 |
119,52 |
2,43 |
IZ0823 |
PL0000105359 |
107,77 |
116,51 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
109,12 |
109,49 |
2,64 |
2,59 |
109,31 |
2,62 |
WZ0124 |
PL0000107454 |
95,74 |
96,08 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
103,40 |
103,79 |
2,82 |
2,78 |
103,60 |
2,80 |
WZ0126 |
PL0000108817 |
94,23 |
94,60 |
--- |
--- |
94,42 |
--- |
DS0726 |
PL0000108866 |
95,89 |
96,18 |
2,97 |
2,93 |
96,04 |
2,95 |
WS0429 |
PL0000105391 |
125,85 |
127,30 |
3,28 |
3,16 |
126,58 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,61 |
99,73 |
1,48 |
1,02 |
99,67 |
1,25 |
IZ0816 |
PL0000103529 |
100,78 |
101,25 |
--- |
--- |
101,02 |
--- |
PS1016 |
PL0000106795 |
101,70 |
101,81 |
1,40 |
1,20 |
101,76 |
1,29 |
WZ0117 |
PL0000106936 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
103,35 |
103,45 |
1,41 |
1,31 |
103,40 |
1,36 |
OK0717 |
PL0000108502 |
98,23 |
98,39 |
1,42 |
1,29 |
98,31 |
1,36 |
DS1017 |
PL0000104543 |
105,64 |
105,83 |
1,45 |
1,33 |
105,74 |
1,39 |
WZ0118 |
PL0000104717 |
100,28 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,34 |
104,51 |
1,55 |
1,46 |
104,43 |
1,50 |
PS0718 |
PL0000107595 |
102,02 |
102,12 |
1,58 |
1,54 |
102,07 |
1,56 |
OK1018 |
PL0000109062 |
96,04 |
96,13 |
1,62 |
1,58 |
96,09 |
1,60 |
WZ0119 |
PL0000107603 |
99,91 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,68 |
104,84 |
1,76 |
1,71 |
104,76 |
1,74 |
DS1019 |
PL0000105441 |
112,49 |
112,64 |
1,80 |
1,76 |
112,57 |
1,78 |
WZ0120 |
PL0000108601 |
99,18 |
99,33 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
98,00 |
98,13 |
2,02 |
1,99 |
98,07 |
2,00 |
DS1020 |
PL0000106126 |
113,69 |
113,87 |
2,04 |
2,00 |
113,78 |
2,02 |
WZ0121 |
PL0000106068 |
98,54 |
98,80 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
98,66 |
98,78 |
2,28 |
2,26 |
98,72 |
2,27 |
PS0721 |
PL0000109153 |
96,98 |
97,14 |
2,36 |
2,33 |
97,06 |
2,35 |
DS1021 |
PL0000106670 |
117,49 |
117,77 |
2,33 |
2,28 |
117,63 |
2,30 |
WS0922 |
PL0000102646 |
119,40 |
119,67 |
2,45 |
2,41 |
119,54 |
2,43 |
IZ0823 |
PL0000105359 |
107,68 |
114,51 |
--- |
--- |
111,10 |
--- |
DS1023 |
PL0000107264 |
109,16 |
109,37 |
2,64 |
2,61 |
109,27 |
2,62 |
WZ0124 |
PL0000107454 |
95,77 |
96,05 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
103,22 |
103,60 |
2,85 |
2,80 |
103,41 |
2,82 |
WZ0126 |
PL0000108817 |
94,25 |
94,57 |
--- |
--- |
94,41 |
--- |
DS0726 |
PL0000108866 |
95,88 |
96,08 |
2,97 |
2,95 |
95,98 |
2,96 |
WS0429 |
PL0000105391 |
125,56 |
127,45 |
3,30 |
3,15 |
126,51 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
40 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
50 |
WZ0126 |
PL0000108817 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
10 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
105 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
85 |
WZ0120 |
PL0000108601 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
95 |
TOTAL |
385 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.