2016-04-25 |
MARKET DATA |
No 78 (2860) |
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 |
1 265,00 |
1 249,42 |
114 |
0,00 |
0,00 |
0 |
1 265,00 |
1 249,42 |
114 |
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 |
99,65 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,65 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,35 |
103,40 |
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 |
105,61 |
105,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,38 |
104,39 |
104,400 |
104,400 |
104,400 |
104,400 |
104,400 |
5 000 |
5,22 |
1 |
PS0718 |
PL0000107595 |
102,07 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,09 |
96,10 |
96,090 |
96,090 |
96,090 |
96,090 |
96,090 |
40 000 |
38,44 |
2 |
PS0719 |
PL0000108148 |
104,65 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,44 |
112,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,00 |
98,00 |
98,050 |
98,050 |
98,000 |
98,040 |
98,031 |
150 000 |
147,06 |
9 |
DS1020 |
PL0000106126 |
113,68 |
113,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,66 |
98,50 |
98,680 |
98,680 |
98,490 |
98,510 |
98,551 |
355 000 |
349,90 |
29 |
PS0721 |
PL0000109153 |
97,07 |
96,96 |
97,070 |
97,070 |
97,000 |
97,000 |
97,051 |
35 000 |
34,43 |
4 |
DS1021 |
PL0000106670 |
117,45 |
117,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,05 |
119,01 |
118,990 |
118,990 |
118,990 |
118,990 |
118,990 |
20 000 |
24,48 |
1 |
DS1023 |
PL0000107264 |
108,70 |
108,35 |
108,700 |
108,700 |
108,350 |
108,450 |
108,440 |
25 000 |
27,62 |
4 |
DS0725 |
PL0000108197 |
102,75 |
102,45 |
102,750 |
102,750 |
102,300 |
102,400 |
102,601 |
100 000 |
105,06 |
9 |
DS0726 |
PL0000108866 |
95,35 |
94,78 |
95,350 |
95,350 |
94,680 |
94,830 |
94,934 |
455 000 |
440,56 |
50 |
WS0428 |
PL0000107611 |
93,41 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,60 |
125,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,00 |
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 |
110,50 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,29 |
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 |
99,97 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,27 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,55 |
95,55 |
95,500 |
95,570 |
95,500 |
95,570 |
95,557 |
70 000 |
67,20 |
3 |
WZ0126 |
PL0000108817 |
94,28 |
94,25 |
94,190 |
94,190 |
94,140 |
94,140 |
94,165 |
10 000 |
9,46 |
2 |
TOTAL |
1 265 000 |
1 249,42 |
114 |
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 |
EURA136 |
XS1397134435 |
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 |
126 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
154 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
217 |
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) |
(%) |
IZ0816 |
PL0000103529 |
100,76 |
101,26 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,62 |
101,72 |
1,42 |
1,22 |
101,67 |
1,32 |
WZ0117 |
PL0000106936 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
103,34 |
103,42 |
1,35 |
1,27 |
103,38 |
1,31 |
OK0717 |
PL0000108502 |
98,24 |
98,38 |
1,44 |
1,32 |
98,31 |
1,38 |
DS1017 |
PL0000104543 |
105,56 |
105,72 |
1,45 |
1,35 |
105,64 |
1,40 |
WZ0118 |
PL0000104717 |
100,24 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
104,31 |
104,48 |
1,54 |
1,45 |
104,40 |
1,49 |
PS0718 |
PL0000107595 |
101,98 |
102,17 |
1,59 |
1,51 |
102,08 |
1,55 |
OK1018 |
PL0000109062 |
96,04 |
96,17 |
1,63 |
1,58 |
96,11 |
1,60 |
WZ0119 |
PL0000107603 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,58 |
104,79 |
1,78 |
1,72 |
104,69 |
1,75 |
DS1019 |
PL0000105441 |
112,32 |
112,53 |
1,82 |
1,77 |
112,43 |
1,79 |
WZ0120 |
PL0000108601 |
99,16 |
99,36 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
97,96 |
98,11 |
2,04 |
2,00 |
98,04 |
2,01 |
DS1020 |
PL0000106126 |
113,51 |
113,78 |
2,07 |
2,01 |
113,65 |
2,04 |
WZ0121 |
PL0000106068 |
98,40 |
98,73 |
--- |
--- |
98,57 |
--- |
PS0421 |
PL0000108916 |
98,58 |
98,73 |
2,30 |
2,27 |
98,66 |
2,29 |
PS0721 |
PL0000109153 |
96,97 |
97,17 |
2,37 |
2,33 |
97,07 |
2,35 |
DS1021 |
PL0000106670 |
117,35 |
117,61 |
2,34 |
2,30 |
117,48 |
2,32 |
WS0922 |
PL0000102646 |
118,99 |
119,43 |
2,50 |
2,43 |
119,21 |
2,47 |
IZ0823 |
PL0000105359 |
107,32 |
117,10 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
108,62 |
109,07 |
2,71 |
2,65 |
108,85 |
2,68 |
WZ0124 |
PL0000107454 |
95,49 |
95,82 |
--- |
--- |
95,66 |
--- |
DS0725 |
PL0000108197 |
102,67 |
103,12 |
2,91 |
2,86 |
102,90 |
2,89 |
WZ0126 |
PL0000108817 |
94,01 |
94,36 |
--- |
--- |
94,19 |
--- |
DS0726 |
PL0000108866 |
95,23 |
95,56 |
3,05 |
3,01 |
95,40 |
3,03 |
WS0429 |
PL0000105391 |
124,97 |
126,59 |
3,35 |
3,21 |
125,78 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,76 |
101,26 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,63 |
101,74 |
1,40 |
1,18 |
101,69 |
1,28 |
WZ0117 |
PL0000106936 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
103,33 |
103,44 |
1,36 |
1,25 |
103,39 |
1,30 |
OK0717 |
PL0000108502 |
98,24 |
98,37 |
1,44 |
1,33 |
98,31 |
1,38 |
DS1017 |
PL0000104543 |
105,59 |
105,69 |
1,43 |
1,37 |
105,64 |
1,40 |
WZ0118 |
PL0000104717 |
100,26 |
100,40 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
104,33 |
104,43 |
1,53 |
1,48 |
104,38 |
1,50 |
PS0718 |
PL0000107595 |
102,02 |
102,16 |
1,57 |
1,51 |
102,09 |
1,54 |
OK1018 |
PL0000109062 |
96,06 |
96,14 |
1,62 |
1,59 |
96,10 |
1,61 |
WZ0119 |
PL0000107603 |
99,92 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,60 |
104,75 |
1,78 |
1,73 |
104,68 |
1,75 |
DS1019 |
PL0000105441 |
112,35 |
112,51 |
1,82 |
1,77 |
112,43 |
1,79 |
WZ0120 |
PL0000108601 |
99,16 |
99,36 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
97,96 |
98,12 |
2,04 |
1,99 |
98,04 |
2,01 |
DS1020 |
PL0000106126 |
113,47 |
113,72 |
2,07 |
2,02 |
113,60 |
2,05 |
WZ0121 |
PL0000106068 |
98,36 |
98,71 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
98,48 |
98,61 |
2,32 |
2,30 |
98,55 |
2,31 |
PS0721 |
PL0000109153 |
96,85 |
97,04 |
2,39 |
2,35 |
96,95 |
2,37 |
DS1021 |
PL0000106670 |
117,17 |
117,45 |
2,37 |
2,33 |
117,31 |
2,35 |
WS0922 |
PL0000102646 |
118,78 |
119,17 |
2,53 |
2,47 |
118,98 |
2,50 |
IZ0823 |
PL0000105359 |
109,10 |
115,12 |
--- |
--- |
112,11 |
--- |
DS1023 |
PL0000107264 |
108,28 |
108,49 |
2,76 |
2,73 |
108,39 |
2,74 |
WZ0124 |
PL0000107454 |
95,43 |
95,80 |
--- |
--- |
95,62 |
--- |
DS0725 |
PL0000108197 |
102,27 |
102,61 |
2,96 |
2,92 |
102,44 |
2,94 |
WZ0126 |
PL0000108817 |
93,99 |
94,33 |
--- |
--- |
94,16 |
--- |
DS0726 |
PL0000108866 |
94,70 |
94,95 |
3,11 |
3,08 |
94,83 |
3,09 |
WS0429 |
PL0000105391 |
124,24 |
125,80 |
3,41 |
3,28 |
125,02 |
3,34 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.