2016-04-18 |
MARKET DATA |
No 73 (2855) |
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 |
485,00 |
510,80 |
36 |
85,00 |
89,83 |
2 |
570,00 |
600,62 |
38 |
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 |
100,02 |
100,05 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
10 000 |
10,50 |
1 |
OK0716 |
PL0000107926 |
99,62 |
99,69 |
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 |
103,40 |
103,40 |
103,400 |
103,400 |
103,400 |
103,400 |
103,400 |
160 000 |
172,94 |
6 |
OK0717 |
PL0000108502 |
98,25 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,64 |
105,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,35 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,05 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,07 |
96,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,75 |
104,78 |
104,750 |
104,750 |
104,750 |
104,750 |
104,750 |
10 000 |
10,71 |
1 |
DS1019 |
PL0000105441 |
112,55 |
112,49 |
112,550 |
112,550 |
112,480 |
112,480 |
112,510 |
55 000 |
63,35 |
6 |
PS0420 |
PL0000108510 |
98,02 |
98,04 |
98,020 |
98,020 |
98,000 |
98,000 |
98,007 |
30 000 |
29,85 |
3 |
DS1020 |
PL0000106126 |
113,71 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,73 |
98,70 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
10 000 |
10,07 |
1 |
PS0721 |
PL0000109153 |
97,05 |
97,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,60 |
117,62 |
117,600 |
117,620 |
117,600 |
117,620 |
117,606 |
35 000 |
42,14 |
3 |
WS0922 |
PL0000102646 |
119,40 |
119,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,15 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,35 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,05 |
95,96 |
95,960 |
96,050 |
95,950 |
95,950 |
96,012 |
175 000 |
171,25 |
15 |
WS0428 |
PL0000107611 |
94,39 |
97,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,65 |
126,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,46 |
130,46 |
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 |
110,00 |
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 |
100,32 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,05 |
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 |
98,55 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,85 |
95,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,32 |
94,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
485 000 |
510,80 |
36 |
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 |
133 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
161 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
224 |
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 |
99,60 |
99,72 |
1,53 |
1,07 |
99,66 |
1,30 |
IZ0816 |
PL0000103529 |
100,77 |
101,25 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,67 |
101,79 |
1,44 |
1,22 |
101,73 |
1,33 |
WZ0117 |
PL0000106936 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,35 |
103,43 |
1,40 |
1,32 |
103,39 |
1,36 |
OK0717 |
PL0000108502 |
98,22 |
98,37 |
1,43 |
1,31 |
98,30 |
1,37 |
DS1017 |
PL0000104543 |
105,60 |
105,79 |
1,47 |
1,35 |
105,70 |
1,41 |
WZ0118 |
PL0000104717 |
100,28 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,50 |
1,55 |
1,47 |
104,41 |
1,51 |
PS0718 |
PL0000107595 |
102,00 |
102,17 |
1,59 |
1,51 |
102,09 |
1,55 |
OK1018 |
PL0000109062 |
96,03 |
96,17 |
1,62 |
1,56 |
96,10 |
1,59 |
WZ0119 |
PL0000107603 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,61 |
104,83 |
1,78 |
1,71 |
104,72 |
1,75 |
DS1019 |
PL0000105441 |
112,39 |
112,61 |
1,82 |
1,76 |
112,50 |
1,79 |
WZ0120 |
PL0000108601 |
99,16 |
99,33 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
97,93 |
98,13 |
2,04 |
1,99 |
98,03 |
2,01 |
DS1020 |
PL0000106126 |
113,62 |
113,91 |
2,05 |
1,99 |
113,77 |
2,02 |
WZ0121 |
PL0000106068 |
98,50 |
98,83 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
98,65 |
98,81 |
2,29 |
2,25 |
98,73 |
2,27 |
PS0721 |
PL0000109153 |
96,89 |
97,17 |
2,38 |
2,33 |
97,03 |
2,35 |
DS1021 |
PL0000106670 |
117,48 |
117,75 |
2,33 |
2,28 |
117,62 |
2,31 |
WS0922 |
PL0000102646 |
119,31 |
119,69 |
2,46 |
2,40 |
119,50 |
2,43 |
IZ0823 |
PL0000105359 |
107,02 |
116,37 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
109,00 |
109,39 |
2,66 |
2,60 |
109,20 |
2,63 |
WZ0124 |
PL0000107454 |
95,71 |
96,07 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
103,22 |
103,66 |
2,85 |
2,79 |
103,44 |
2,82 |
WZ0126 |
PL0000108817 |
94,22 |
94,62 |
--- |
--- |
94,42 |
--- |
DS0726 |
PL0000108866 |
95,87 |
96,12 |
2,97 |
2,94 |
96,00 |
2,95 |
WS0429 |
PL0000105391 |
125,88 |
127,31 |
3,27 |
3,16 |
126,60 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,60 |
99,71 |
1,53 |
1,11 |
99,66 |
1,30 |
IZ0816 |
PL0000103529 |
100,76 |
101,26 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,67 |
101,79 |
1,44 |
1,22 |
101,73 |
1,33 |
WZ0117 |
PL0000106936 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,35 |
103,42 |
1,40 |
1,33 |
103,39 |
1,36 |
OK0717 |
PL0000108502 |
98,21 |
98,36 |
1,44 |
1,32 |
98,29 |
1,37 |
DS1017 |
PL0000104543 |
105,62 |
105,79 |
1,46 |
1,35 |
105,71 |
1,40 |
WZ0118 |
PL0000104717 |
100,28 |
100,41 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,33 |
104,50 |
1,55 |
1,47 |
104,42 |
1,50 |
PS0718 |
PL0000107595 |
102,02 |
102,14 |
1,58 |
1,53 |
102,08 |
1,56 |
OK1018 |
PL0000109062 |
96,03 |
96,13 |
1,62 |
1,58 |
96,08 |
1,60 |
WZ0119 |
PL0000107603 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,69 |
104,80 |
1,76 |
1,72 |
104,75 |
1,74 |
DS1019 |
PL0000105441 |
112,42 |
112,53 |
1,81 |
1,78 |
112,48 |
1,80 |
WZ0120 |
PL0000108601 |
99,18 |
99,33 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
97,96 |
98,08 |
2,03 |
2,00 |
98,02 |
2,02 |
DS1020 |
PL0000106126 |
113,66 |
113,80 |
2,05 |
2,02 |
113,73 |
2,03 |
WZ0121 |
PL0000106068 |
98,49 |
98,78 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,62 |
98,73 |
2,29 |
2,27 |
98,68 |
2,28 |
PS0721 |
PL0000109153 |
96,91 |
97,11 |
2,38 |
2,34 |
97,01 |
2,36 |
DS1021 |
PL0000106670 |
117,47 |
117,68 |
2,33 |
2,29 |
117,58 |
2,31 |
WS0922 |
PL0000102646 |
119,27 |
119,59 |
2,47 |
2,42 |
119,43 |
2,44 |
IZ0823 |
PL0000105359 |
108,77 |
113,71 |
--- |
--- |
111,24 |
--- |
DS1023 |
PL0000107264 |
108,97 |
109,27 |
2,66 |
2,62 |
109,12 |
2,64 |
WZ0124 |
PL0000107454 |
95,76 |
96,05 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
103,21 |
103,58 |
2,85 |
2,80 |
103,40 |
2,82 |
WZ0126 |
PL0000108817 |
94,22 |
94,62 |
--- |
--- |
94,42 |
--- |
DS0726 |
PL0000108866 |
95,85 |
96,05 |
2,97 |
2,95 |
95,95 |
2,96 |
WS0429 |
PL0000105391 |
125,90 |
127,39 |
3,27 |
3,15 |
126,65 |
3,21 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
60 |
TOTAL |
85 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.