2016-04-19 |
MARKET DATA |
No 74 (2856) |
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 |
690,00 |
722,21 |
57 |
20,00 |
24,08 |
1 |
710,00 |
746,29 |
58 |
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 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,63 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,70 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,39 |
103,40 |
103,390 |
103,390 |
103,390 |
103,390 |
103,390 |
75 000 |
81,07 |
2 |
OK0717 |
PL0000108502 |
98,27 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,64 |
105,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,48 |
104,44 |
104,440 |
104,480 |
104,420 |
104,480 |
104,449 |
195 000 |
210,91 |
14 |
PS0718 |
PL0000107595 |
102,12 |
102,14 |
102,120 |
102,120 |
102,120 |
102,120 |
102,120 |
15 000 |
15,60 |
1 |
OK1018 |
PL0000109062 |
96,12 |
96,15 |
96,160 |
96,160 |
96,160 |
96,160 |
96,160 |
30 000 |
28,85 |
2 |
PS0719 |
PL0000108148 |
104,83 |
104,78 |
104,780 |
104,810 |
104,780 |
104,810 |
104,801 |
70 000 |
75,04 |
4 |
DS1019 |
PL0000105441 |
112,55 |
112,50 |
112,500 |
112,550 |
112,500 |
112,550 |
112,538 |
40 000 |
46,09 |
6 |
PS0420 |
PL0000108510 |
98,08 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,75 |
113,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,77 |
98,73 |
98,710 |
98,710 |
98,710 |
98,710 |
98,710 |
10 000 |
10,07 |
1 |
PS0721 |
PL0000109153 |
97,10 |
97,05 |
97,020 |
97,020 |
97,000 |
97,000 |
97,017 |
60 000 |
58,99 |
3 |
DS1021 |
PL0000106670 |
117,62 |
117,70 |
117,700 |
117,710 |
117,700 |
117,710 |
117,705 |
20 000 |
24,10 |
2 |
WS0922 |
PL0000102646 |
119,50 |
119,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,20 |
109,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,45 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,15 |
96,05 |
96,070 |
96,200 |
96,000 |
96,100 |
96,082 |
165 000 |
161,59 |
21 |
WS0428 |
PL0000107611 |
95,00 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,70 |
126,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
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 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,32 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,21 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,62 |
98,61 |
98,620 |
98,620 |
98,620 |
98,620 |
98,620 |
10 000 |
9,90 |
1 |
WZ0124 |
PL0000107454 |
95,85 |
95,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,32 |
94,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
690 000 |
722,21 |
57 |
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 |
132 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
160 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
223 |
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 |
99,62 |
99,73 |
1,47 |
1,04 |
99,68 |
1,24 |
IZ0816 |
PL0000103529 |
100,73 |
101,23 |
--- |
--- |
100,98 |
--- |
PS1016 |
PL0000106795 |
101,67 |
101,79 |
1,42 |
1,20 |
101,73 |
1,31 |
WZ0117 |
PL0000106936 |
100,19 |
100,37 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,36 |
103,45 |
1,38 |
1,29 |
103,41 |
1,33 |
OK0717 |
PL0000108502 |
98,23 |
98,38 |
1,43 |
1,30 |
98,31 |
1,36 |
DS1017 |
PL0000104543 |
105,61 |
105,80 |
1,46 |
1,34 |
105,71 |
1,40 |
WZ0118 |
PL0000104717 |
100,24 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,38 |
104,46 |
1,52 |
1,48 |
104,42 |
1,50 |
PS0718 |
PL0000107595 |
102,02 |
102,19 |
1,58 |
1,50 |
102,11 |
1,54 |
OK1018 |
PL0000109062 |
96,04 |
96,17 |
1,62 |
1,57 |
96,11 |
1,59 |
WZ0119 |
PL0000107603 |
99,91 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,71 |
104,82 |
1,75 |
1,71 |
104,77 |
1,73 |
DS1019 |
PL0000105441 |
112,46 |
112,58 |
1,80 |
1,77 |
112,52 |
1,78 |
WZ0120 |
PL0000108601 |
99,16 |
99,31 |
--- |
--- |
99,24 |
--- |
PS0420 |
PL0000108510 |
97,94 |
98,12 |
2,04 |
1,99 |
98,03 |
2,01 |
DS1020 |
PL0000106126 |
113,66 |
113,91 |
2,04 |
1,99 |
113,79 |
2,02 |
WZ0121 |
PL0000106068 |
98,54 |
98,88 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
98,64 |
98,78 |
2,29 |
2,26 |
98,71 |
2,27 |
PS0721 |
PL0000109153 |
96,88 |
97,11 |
2,39 |
2,34 |
97,00 |
2,36 |
DS1021 |
PL0000106670 |
117,47 |
117,75 |
2,33 |
2,28 |
117,61 |
2,31 |
WS0922 |
PL0000102646 |
119,36 |
119,75 |
2,45 |
2,39 |
119,56 |
2,42 |
IZ0823 |
PL0000105359 |
107,36 |
116,20 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
108,96 |
109,37 |
2,66 |
2,61 |
109,17 |
2,63 |
WZ0124 |
PL0000107454 |
95,77 |
96,07 |
--- |
--- |
95,92 |
--- |
DS0725 |
PL0000108197 |
103,24 |
103,67 |
2,84 |
2,79 |
103,46 |
2,82 |
WZ0126 |
PL0000108817 |
94,23 |
94,62 |
--- |
--- |
94,43 |
--- |
DS0726 |
PL0000108866 |
95,85 |
96,16 |
2,97 |
2,94 |
96,01 |
2,95 |
WS0429 |
PL0000105391 |
126,09 |
127,33 |
3,25 |
3,15 |
126,71 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,62 |
99,73 |
1,47 |
1,04 |
99,68 |
1,24 |
IZ0816 |
PL0000103529 |
100,77 |
101,26 |
--- |
--- |
101,02 |
--- |
PS1016 |
PL0000106795 |
101,68 |
101,79 |
1,41 |
1,20 |
101,74 |
1,29 |
WZ0117 |
PL0000106936 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
103,36 |
103,43 |
1,38 |
1,31 |
103,40 |
1,34 |
OK0717 |
PL0000108502 |
98,25 |
98,35 |
1,41 |
1,33 |
98,30 |
1,37 |
DS1017 |
PL0000104543 |
105,63 |
105,80 |
1,45 |
1,34 |
105,72 |
1,39 |
WZ0118 |
PL0000104717 |
100,28 |
100,43 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,43 |
104,51 |
1,50 |
1,46 |
104,47 |
1,48 |
PS0718 |
PL0000107595 |
102,09 |
102,19 |
1,55 |
1,50 |
102,14 |
1,53 |
OK1018 |
PL0000109062 |
96,10 |
96,19 |
1,60 |
1,56 |
96,15 |
1,57 |
WZ0119 |
PL0000107603 |
99,91 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,78 |
104,91 |
1,73 |
1,69 |
104,85 |
1,71 |
DS1019 |
PL0000105441 |
112,51 |
112,66 |
1,79 |
1,75 |
112,59 |
1,77 |
WZ0120 |
PL0000108601 |
99,16 |
99,30 |
--- |
--- |
99,23 |
--- |
PS0420 |
PL0000108510 |
98,01 |
98,18 |
2,02 |
1,97 |
98,10 |
2,00 |
DS1020 |
PL0000106126 |
113,74 |
113,99 |
2,03 |
1,97 |
113,87 |
2,00 |
WZ0121 |
PL0000106068 |
98,50 |
98,78 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,72 |
98,85 |
2,27 |
2,24 |
98,79 |
2,26 |
PS0721 |
PL0000109153 |
97,03 |
97,20 |
2,35 |
2,32 |
97,12 |
2,34 |
DS1021 |
PL0000106670 |
117,56 |
117,85 |
2,31 |
2,26 |
117,71 |
2,29 |
WS0922 |
PL0000102646 |
119,38 |
119,70 |
2,45 |
2,40 |
119,54 |
2,42 |
IZ0823 |
PL0000105359 |
108,79 |
113,91 |
--- |
--- |
111,35 |
--- |
DS1023 |
PL0000107264 |
109,16 |
109,44 |
2,64 |
2,60 |
109,30 |
2,62 |
WZ0124 |
PL0000107454 |
95,76 |
96,02 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
103,35 |
103,63 |
2,83 |
2,80 |
103,49 |
2,81 |
WZ0126 |
PL0000108817 |
94,20 |
94,53 |
--- |
--- |
94,37 |
--- |
DS0726 |
PL0000108866 |
96,03 |
96,25 |
2,95 |
2,93 |
96,14 |
2,94 |
WS0429 |
PL0000105391 |
126,19 |
127,49 |
3,24 |
3,14 |
126,84 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
TOTAL |
20 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.