2016-04-21 |
MARKET DATA |
No 76 (2858) |
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 |
1 015,00 |
1 032,28 |
70 |
40,00 |
39,38 |
1 |
1 055,00 |
1 071,66 |
71 |
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 |
99,63 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,66 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,36 |
103,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,30 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,68 |
105,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,42 |
104,42 |
104,410 |
104,410 |
104,400 |
104,400 |
104,401 |
70 000 |
73,08 |
3 |
PS0718 |
PL0000107595 |
102,12 |
102,14 |
102,190 |
102,190 |
102,110 |
102,110 |
102,125 |
60 000 |
62,40 |
3 |
OK1018 |
PL0000109062 |
96,14 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,81 |
104,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,55 |
112,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,08 |
98,10 |
98,120 |
98,120 |
98,120 |
98,120 |
98,120 |
5 000 |
4,91 |
1 |
DS1020 |
PL0000106126 |
113,81 |
113,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,82 |
98,70 |
98,810 |
98,810 |
98,640 |
98,760 |
98,748 |
65 000 |
64,19 |
5 |
PS0721 |
PL0000109153 |
97,17 |
97,11 |
97,160 |
97,190 |
97,070 |
97,170 |
97,145 |
140 000 |
137,84 |
8 |
DS1021 |
PL0000106670 |
117,71 |
117,57 |
117,720 |
117,720 |
117,570 |
117,590 |
117,596 |
90 000 |
108,42 |
7 |
WS0922 |
PL0000102646 |
119,44 |
119,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,20 |
109,19 |
109,160 |
109,160 |
109,160 |
109,160 |
109,160 |
10 000 |
11,12 |
1 |
DS0725 |
PL0000108197 |
103,50 |
103,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,16 |
95,80 |
96,150 |
96,160 |
95,750 |
95,880 |
95,969 |
445 000 |
435,42 |
36 |
WS0428 |
PL0000107611 |
94,57 |
96,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,78 |
126,58 |
126,580 |
126,580 |
126,570 |
126,570 |
126,574 |
25 000 |
31,64 |
2 |
WS0437 |
PL0000104857 |
120,93 |
129,80 |
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 |
110,60 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,30 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,27 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,70 |
98,550 |
98,550 |
98,550 |
98,550 |
98,550 |
80 000 |
79,19 |
1 |
WZ0124 |
PL0000107454 |
95,89 |
95,86 |
95,860 |
95,860 |
95,860 |
95,860 |
95,860 |
25 000 |
24,07 |
3 |
WZ0126 |
PL0000108817 |
94,30 |
94,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 015 000 |
1 032,28 |
70 |
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 |
128 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
156 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
219 |
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 |
99,72 |
1,57 |
1,13 |
99,67 |
1,33 |
IZ0816 |
PL0000103529 |
100,69 |
101,36 |
--- |
--- |
101,03 |
--- |
PS1016 |
PL0000106795 |
101,64 |
101,76 |
1,41 |
1,18 |
101,70 |
1,30 |
WZ0117 |
PL0000106936 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
103,34 |
103,46 |
1,36 |
1,25 |
103,40 |
1,31 |
OK0717 |
PL0000108502 |
98,24 |
98,38 |
1,43 |
1,32 |
98,31 |
1,37 |
DS1017 |
PL0000104543 |
105,58 |
105,77 |
1,45 |
1,33 |
105,68 |
1,39 |
WZ0118 |
PL0000104717 |
100,24 |
100,40 |
--- |
--- |
100,32 |
--- |
PS0418 |
PL0000107314 |
104,39 |
104,52 |
1,51 |
1,44 |
104,46 |
1,47 |
PS0718 |
PL0000107595 |
102,08 |
102,22 |
1,55 |
1,49 |
102,15 |
1,52 |
OK1018 |
PL0000109062 |
96,12 |
96,25 |
1,59 |
1,54 |
96,19 |
1,57 |
WZ0119 |
PL0000107603 |
99,90 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,78 |
104,92 |
1,72 |
1,68 |
104,85 |
1,70 |
DS1019 |
PL0000105441 |
112,50 |
112,68 |
1,78 |
1,73 |
112,59 |
1,76 |
WZ0120 |
PL0000108601 |
99,15 |
99,31 |
--- |
--- |
99,23 |
--- |
PS0420 |
PL0000108510 |
98,03 |
98,25 |
2,02 |
1,96 |
98,14 |
1,99 |
DS1020 |
PL0000106126 |
113,73 |
114,00 |
2,02 |
1,96 |
113,87 |
1,99 |
WZ0121 |
PL0000106068 |
98,49 |
98,84 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
98,75 |
98,92 |
2,27 |
2,23 |
98,84 |
2,25 |
PS0721 |
PL0000109153 |
97,10 |
97,24 |
2,34 |
2,31 |
97,17 |
2,33 |
DS1021 |
PL0000106670 |
117,65 |
117,84 |
2,29 |
2,26 |
117,75 |
2,28 |
WS0922 |
PL0000102646 |
119,42 |
119,83 |
2,44 |
2,38 |
119,63 |
2,41 |
IZ0823 |
PL0000105359 |
107,07 |
116,54 |
--- |
--- |
111,81 |
--- |
DS1023 |
PL0000107264 |
109,11 |
109,54 |
2,64 |
2,58 |
109,33 |
2,61 |
WZ0124 |
PL0000107454 |
95,72 |
96,04 |
--- |
--- |
95,88 |
--- |
DS0725 |
PL0000108197 |
103,37 |
103,81 |
2,83 |
2,77 |
103,59 |
2,80 |
WZ0126 |
PL0000108817 |
94,20 |
94,56 |
--- |
--- |
94,38 |
--- |
DS0726 |
PL0000108866 |
96,08 |
96,31 |
2,95 |
2,92 |
96,20 |
2,93 |
WS0429 |
PL0000105391 |
125,85 |
128,14 |
3,27 |
3,09 |
127,00 |
3,18 |
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 |
1,57 |
1,13 |
99,67 |
1,33 |
IZ0816 |
PL0000103529 |
100,76 |
101,26 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,62 |
101,73 |
1,45 |
1,24 |
101,68 |
1,34 |
WZ0117 |
PL0000106936 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
103,34 |
103,42 |
1,36 |
1,29 |
103,38 |
1,33 |
OK0717 |
PL0000108502 |
98,23 |
98,38 |
1,44 |
1,32 |
98,31 |
1,37 |
DS1017 |
PL0000104543 |
105,64 |
105,76 |
1,42 |
1,34 |
105,70 |
1,38 |
WZ0118 |
PL0000104717 |
100,26 |
100,40 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
104,37 |
104,47 |
1,52 |
1,47 |
104,42 |
1,49 |
PS0718 |
PL0000107595 |
102,06 |
102,20 |
1,56 |
1,50 |
102,13 |
1,53 |
OK1018 |
PL0000109062 |
96,08 |
96,22 |
1,61 |
1,55 |
96,15 |
1,58 |
WZ0119 |
PL0000107603 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,73 |
104,88 |
1,74 |
1,69 |
104,81 |
1,71 |
DS1019 |
PL0000105441 |
112,46 |
112,64 |
1,79 |
1,74 |
112,55 |
1,77 |
WZ0120 |
PL0000108601 |
99,22 |
99,35 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
98,02 |
98,18 |
2,02 |
1,98 |
98,10 |
2,00 |
DS1020 |
PL0000106126 |
113,66 |
113,92 |
2,04 |
1,98 |
113,79 |
2,01 |
WZ0121 |
PL0000106068 |
98,46 |
98,75 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,87 |
2,28 |
2,24 |
98,78 |
2,26 |
PS0721 |
PL0000109153 |
97,12 |
97,22 |
2,34 |
2,32 |
97,17 |
2,33 |
DS1021 |
PL0000106670 |
117,56 |
117,81 |
2,31 |
2,26 |
117,69 |
2,29 |
WS0922 |
PL0000102646 |
119,26 |
119,59 |
2,46 |
2,41 |
119,43 |
2,44 |
IZ0823 |
PL0000105359 |
109,24 |
114,28 |
--- |
--- |
111,76 |
--- |
DS1023 |
PL0000107264 |
109,03 |
109,35 |
2,65 |
2,61 |
109,19 |
2,63 |
WZ0124 |
PL0000107454 |
95,61 |
95,93 |
--- |
--- |
95,77 |
--- |
DS0725 |
PL0000108197 |
103,16 |
103,49 |
2,85 |
2,81 |
103,33 |
2,83 |
WZ0126 |
PL0000108817 |
94,08 |
94,39 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
95,83 |
96,00 |
2,98 |
2,96 |
95,92 |
2,96 |
WS0429 |
PL0000105391 |
125,76 |
127,51 |
3,28 |
3,14 |
126,64 |
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) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
TOTAL |
40 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.