2016-04-20 |
MARKET DATA |
No 75 (2857) |
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 |
930,00 |
954,28 |
46 |
0,00 |
0,00 |
0 |
930,00 |
954,28 |
46 |
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) |
OK0716 |
PL0000107926 |
99,62 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,70 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,38 |
103,37 |
103,380 |
103,380 |
103,370 |
103,370 |
103,373 |
300 000 |
310,12 |
5 |
OK0717 |
PL0000108502 |
98,30 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,69 |
105,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,50 |
104,48 |
104,480 |
104,500 |
104,480 |
104,500 |
104,486 |
345 000 |
360,48 |
15 |
PS0718 |
PL0000107595 |
102,15 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,18 |
96,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,85 |
104,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,64 |
112,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,15 |
98,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,85 |
113,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,90 |
98,88 |
98,900 |
98,950 |
98,900 |
98,950 |
98,911 |
90 000 |
89,02 |
7 |
PS0721 |
PL0000109153 |
97,28 |
97,24 |
97,250 |
97,280 |
97,250 |
97,280 |
97,271 |
115 000 |
113,36 |
10 |
DS1021 |
PL0000106670 |
117,75 |
117,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,62 |
119,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,45 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,75 |
103,70 |
103,750 |
103,750 |
103,750 |
103,750 |
103,750 |
35 000 |
37,16 |
4 |
DS0726 |
PL0000108866 |
96,33 |
96,20 |
96,250 |
96,300 |
96,200 |
96,300 |
96,239 |
45 000 |
44,14 |
5 |
WS0428 |
PL0000107611 |
94,76 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,97 |
127,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,84 |
131,79 |
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 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,28 |
100,42 |
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 |
99,20 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,87 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,32 |
94,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
930 000 |
954,28 |
46 |
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 |
131 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
159 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
222 |
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 |
1,52 |
1,05 |
99,67 |
1,29 |
IZ0816 |
PL0000103529 |
100,65 |
101,32 |
--- |
--- |
100,99 |
--- |
PS1016 |
PL0000106795 |
101,65 |
101,77 |
1,45 |
1,22 |
101,71 |
1,33 |
WZ0117 |
PL0000106936 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,36 |
103,46 |
1,33 |
1,24 |
103,41 |
1,29 |
OK0717 |
PL0000108502 |
98,27 |
98,40 |
1,40 |
1,29 |
98,34 |
1,34 |
DS1017 |
PL0000104543 |
105,62 |
105,81 |
1,45 |
1,33 |
105,72 |
1,38 |
WZ0118 |
PL0000104717 |
100,25 |
100,44 |
--- |
--- |
100,35 |
--- |
PS0418 |
PL0000107314 |
104,44 |
104,57 |
1,47 |
1,41 |
104,51 |
1,44 |
PS0718 |
PL0000107595 |
102,10 |
102,23 |
1,54 |
1,49 |
102,17 |
1,51 |
OK1018 |
PL0000109062 |
96,15 |
96,27 |
1,58 |
1,53 |
96,21 |
1,55 |
WZ0119 |
PL0000107603 |
99,88 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,82 |
105,03 |
1,71 |
1,65 |
104,93 |
1,68 |
DS1019 |
PL0000105441 |
112,60 |
112,77 |
1,76 |
1,71 |
112,69 |
1,74 |
WZ0120 |
PL0000108601 |
99,16 |
99,31 |
--- |
--- |
99,24 |
--- |
PS0420 |
PL0000108510 |
98,09 |
98,33 |
2,00 |
1,93 |
98,21 |
1,96 |
DS1020 |
PL0000106126 |
113,79 |
114,07 |
2,01 |
1,95 |
113,93 |
1,98 |
WZ0121 |
PL0000106068 |
98,51 |
98,88 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
98,82 |
98,98 |
2,25 |
2,21 |
98,90 |
2,23 |
PS0721 |
PL0000109153 |
97,15 |
97,32 |
2,33 |
2,29 |
97,24 |
2,31 |
DS1021 |
PL0000106670 |
117,69 |
117,96 |
2,29 |
2,24 |
117,83 |
2,27 |
WS0922 |
PL0000102646 |
119,49 |
119,92 |
2,43 |
2,37 |
119,71 |
2,40 |
IZ0823 |
PL0000105359 |
107,36 |
116,54 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
109,30 |
109,64 |
2,62 |
2,57 |
109,47 |
2,59 |
WZ0124 |
PL0000107454 |
95,78 |
96,07 |
--- |
--- |
95,93 |
--- |
DS0725 |
PL0000108197 |
103,54 |
103,84 |
2,81 |
2,77 |
103,69 |
2,79 |
WZ0126 |
PL0000108817 |
94,19 |
94,54 |
--- |
--- |
94,37 |
--- |
DS0726 |
PL0000108866 |
96,16 |
96,42 |
2,94 |
2,91 |
96,29 |
2,92 |
WS0429 |
PL0000105391 |
126,03 |
128,28 |
3,26 |
3,07 |
127,16 |
3,16 |
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 |
1,52 |
1,05 |
99,67 |
1,29 |
IZ0816 |
PL0000103529 |
100,75 |
101,28 |
--- |
--- |
101,02 |
--- |
PS1016 |
PL0000106795 |
101,68 |
101,76 |
1,39 |
1,24 |
101,72 |
1,31 |
WZ0117 |
PL0000106936 |
100,19 |
100,36 |
--- |
--- |
100,28 |
--- |
PS0417 |
PL0000107058 |
103,34 |
103,44 |
1,35 |
1,26 |
103,39 |
1,30 |
OK0717 |
PL0000108502 |
98,27 |
98,39 |
1,40 |
1,30 |
98,33 |
1,35 |
DS1017 |
PL0000104543 |
105,65 |
105,80 |
1,43 |
1,33 |
105,73 |
1,38 |
WZ0118 |
PL0000104717 |
100,24 |
100,44 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,45 |
104,54 |
1,47 |
1,43 |
104,50 |
1,44 |
PS0718 |
PL0000107595 |
102,12 |
102,22 |
1,53 |
1,49 |
102,17 |
1,51 |
OK1018 |
PL0000109062 |
96,13 |
96,24 |
1,59 |
1,54 |
96,19 |
1,56 |
WZ0119 |
PL0000107603 |
99,92 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,82 |
104,97 |
1,71 |
1,67 |
104,90 |
1,69 |
DS1019 |
PL0000105441 |
112,58 |
112,73 |
1,77 |
1,72 |
112,66 |
1,74 |
WZ0120 |
PL0000108601 |
99,15 |
99,29 |
--- |
--- |
99,22 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,28 |
1,99 |
1,95 |
98,20 |
1,97 |
DS1020 |
PL0000106126 |
113,82 |
114,09 |
2,01 |
1,95 |
113,96 |
1,98 |
WZ0121 |
PL0000106068 |
98,49 |
98,85 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
98,85 |
98,98 |
2,24 |
2,21 |
98,92 |
2,23 |
PS0721 |
PL0000109153 |
97,22 |
97,32 |
2,32 |
2,29 |
97,27 |
2,31 |
DS1021 |
PL0000106670 |
117,73 |
117,92 |
2,28 |
2,25 |
117,83 |
2,27 |
WS0922 |
PL0000102646 |
119,59 |
119,99 |
2,42 |
2,35 |
119,79 |
2,38 |
IZ0823 |
PL0000105359 |
108,62 |
114,28 |
--- |
--- |
111,45 |
--- |
DS1023 |
PL0000107264 |
109,41 |
109,65 |
2,60 |
2,57 |
109,53 |
2,58 |
WZ0124 |
PL0000107454 |
95,78 |
96,07 |
--- |
--- |
95,93 |
--- |
DS0725 |
PL0000108197 |
103,60 |
103,94 |
2,80 |
2,76 |
103,77 |
2,78 |
WZ0126 |
PL0000108817 |
94,22 |
94,50 |
--- |
--- |
94,36 |
--- |
DS0726 |
PL0000108866 |
96,21 |
96,50 |
2,93 |
2,90 |
96,36 |
2,91 |
WS0429 |
PL0000105391 |
126,21 |
128,05 |
3,24 |
3,09 |
127,13 |
3,17 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.