2016-04-22 |
MARKET DATA |
No 77 (2859) |
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 |
452,50 |
449,74 |
44 |
105,00 |
116,48 |
3 |
557,50 |
566,22 |
47 |
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 |
99,64 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,65 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,36 |
103,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,28 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,65 |
105,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,39 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,08 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,12 |
96,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,72 |
104,72 |
104,720 |
104,720 |
104,720 |
104,720 |
104,720 |
10 000 |
10,72 |
1 |
DS1019 |
PL0000105441 |
112,48 |
112,45 |
112,450 |
112,450 |
112,440 |
112,440 |
112,442 |
30 000 |
34,56 |
2 |
PS0420 |
PL0000108510 |
98,02 |
98,00 |
98,000 |
98,000 |
98,000 |
98,000 |
98,000 |
20 000 |
19,60 |
2 |
DS1020 |
PL0000106126 |
113,67 |
113,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,68 |
97,72 |
98,610 |
98,610 |
98,600 |
98,600 |
98,603 |
30 000 |
29,58 |
2 |
PS0721 |
PL0000109153 |
97,15 |
97,05 |
97,050 |
97,050 |
97,050 |
97,050 |
97,050 |
10 000 |
9,84 |
1 |
DS1021 |
PL0000106670 |
117,60 |
117,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,23 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,05 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,14 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,75 |
95,30 |
95,750 |
95,750 |
95,300 |
95,300 |
95,520 |
340 000 |
331,18 |
33 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,34 |
125,97 |
126,250 |
126,250 |
125,600 |
125,600 |
126,033 |
7 500 |
9,45 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,08 |
101,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
112,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,30 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,24 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,52 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,70 |
95,69 |
95,690 |
95,690 |
95,690 |
95,690 |
95,690 |
5 000 |
4,81 |
1 |
WZ0126 |
PL0000108817 |
94,19 |
94,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
452 500 |
449,74 |
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 |
127 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
155 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
218 |
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 |
1,59 |
1,10 |
99,67 |
1,35 |
IZ0816 |
PL0000103529 |
100,70 |
101,36 |
--- |
--- |
101,03 |
--- |
PS1016 |
PL0000106795 |
101,62 |
101,72 |
1,43 |
1,24 |
101,67 |
1,34 |
WZ0117 |
PL0000106936 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
103,33 |
103,44 |
1,37 |
1,26 |
103,39 |
1,31 |
OK0717 |
PL0000108502 |
98,23 |
98,38 |
1,44 |
1,32 |
98,31 |
1,38 |
DS1017 |
PL0000104543 |
105,58 |
105,73 |
1,45 |
1,35 |
105,66 |
1,40 |
WZ0118 |
PL0000104717 |
100,26 |
100,46 |
--- |
--- |
100,36 |
--- |
PS0418 |
PL0000107314 |
104,33 |
104,45 |
1,53 |
1,47 |
104,39 |
1,50 |
PS0718 |
PL0000107595 |
102,03 |
102,20 |
1,57 |
1,49 |
102,12 |
1,53 |
OK1018 |
PL0000109062 |
96,08 |
96,18 |
1,61 |
1,57 |
96,13 |
1,59 |
WZ0119 |
PL0000107603 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,69 |
104,90 |
1,75 |
1,68 |
104,80 |
1,71 |
DS1019 |
PL0000105441 |
112,36 |
112,60 |
1,82 |
1,75 |
112,48 |
1,78 |
WZ0120 |
PL0000108601 |
99,18 |
99,39 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
97,94 |
98,17 |
2,04 |
1,98 |
98,06 |
2,01 |
DS1020 |
PL0000106126 |
113,63 |
113,89 |
2,04 |
1,99 |
113,76 |
2,01 |
WZ0121 |
PL0000106068 |
98,48 |
98,81 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
98,64 |
98,83 |
2,29 |
2,25 |
98,74 |
2,27 |
PS0721 |
PL0000109153 |
97,05 |
97,27 |
2,35 |
2,31 |
97,16 |
2,33 |
DS1021 |
PL0000106670 |
117,47 |
117,75 |
2,32 |
2,27 |
117,61 |
2,30 |
WS0922 |
PL0000102646 |
119,19 |
119,62 |
2,47 |
2,41 |
119,41 |
2,44 |
IZ0823 |
PL0000105359 |
107,48 |
117,03 |
--- |
--- |
112,26 |
--- |
DS1023 |
PL0000107264 |
108,86 |
109,20 |
2,68 |
2,63 |
109,03 |
2,65 |
WZ0124 |
PL0000107454 |
95,62 |
95,91 |
--- |
--- |
95,77 |
--- |
DS0725 |
PL0000108197 |
103,01 |
103,43 |
2,87 |
2,82 |
103,22 |
2,85 |
WZ0126 |
PL0000108817 |
93,97 |
94,39 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
95,66 |
95,93 |
3,00 |
2,96 |
95,80 |
2,98 |
WS0429 |
PL0000105391 |
125,58 |
127,54 |
3,30 |
3,14 |
126,56 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0716 |
PL0000107926 |
99,62 |
99,73 |
1,55 |
1,10 |
99,68 |
1,31 |
IZ0816 |
PL0000103529 |
100,77 |
101,27 |
--- |
--- |
101,02 |
--- |
PS1016 |
PL0000106795 |
101,63 |
101,73 |
1,42 |
1,22 |
101,68 |
1,32 |
WZ0117 |
PL0000106936 |
100,19 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
103,34 |
103,43 |
1,36 |
1,27 |
103,39 |
1,31 |
OK0717 |
PL0000108502 |
98,24 |
98,37 |
1,43 |
1,33 |
98,31 |
1,38 |
DS1017 |
PL0000104543 |
105,60 |
105,69 |
1,44 |
1,38 |
105,65 |
1,40 |
WZ0118 |
PL0000104717 |
100,27 |
100,46 |
--- |
--- |
100,37 |
--- |
PS0418 |
PL0000107314 |
104,34 |
104,43 |
1,53 |
1,48 |
104,39 |
1,50 |
PS0718 |
PL0000107595 |
102,00 |
102,17 |
1,58 |
1,51 |
102,09 |
1,54 |
OK1018 |
PL0000109062 |
96,03 |
96,14 |
1,63 |
1,59 |
96,09 |
1,61 |
WZ0119 |
PL0000107603 |
99,93 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,64 |
104,77 |
1,76 |
1,72 |
104,71 |
1,74 |
DS1019 |
PL0000105441 |
112,37 |
112,50 |
1,81 |
1,78 |
112,44 |
1,79 |
WZ0120 |
PL0000108601 |
99,17 |
99,35 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
97,92 |
98,08 |
2,05 |
2,00 |
98,00 |
2,02 |
DS1020 |
PL0000106126 |
113,51 |
113,80 |
2,07 |
2,01 |
113,66 |
2,04 |
WZ0121 |
PL0000106068 |
98,46 |
98,74 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
98,55 |
98,71 |
2,31 |
2,27 |
98,63 |
2,29 |
PS0721 |
PL0000109153 |
96,96 |
97,12 |
2,37 |
2,34 |
97,04 |
2,35 |
DS1021 |
PL0000106670 |
117,36 |
117,63 |
2,34 |
2,29 |
117,50 |
2,32 |
WS0922 |
PL0000102646 |
118,96 |
119,30 |
2,51 |
2,45 |
119,13 |
2,48 |
IZ0823 |
PL0000105359 |
109,34 |
114,38 |
--- |
--- |
111,86 |
--- |
DS1023 |
PL0000107264 |
108,56 |
108,95 |
2,72 |
2,66 |
108,76 |
2,69 |
WZ0124 |
PL0000107454 |
95,58 |
95,84 |
--- |
--- |
95,71 |
--- |
DS0725 |
PL0000108197 |
102,65 |
103,08 |
2,92 |
2,86 |
102,87 |
2,89 |
WZ0126 |
PL0000108817 |
94,06 |
94,36 |
--- |
--- |
94,21 |
--- |
DS0726 |
PL0000108866 |
95,21 |
95,49 |
3,05 |
3,02 |
95,35 |
3,03 |
WS0429 |
PL0000105391 |
124,78 |
126,62 |
3,36 |
3,21 |
125,70 |
3,29 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
10 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
30 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
65 |
TOTAL |
105 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.