2016-04-26 |
MARKET DATA |
No 79 (2861) |
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 |
1 392,50 |
1 384,68 |
120 |
495,00 |
501,20 |
8 |
1 887,50 |
1 885,88 |
128 |
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 |
99,67 |
99,68 |
99,670 |
99,670 |
99,670 |
99,670 |
99,670 |
10 000 |
9,97 |
1 |
PS1016 |
PL0000106795 |
101,64 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,35 |
103,38 |
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 |
105,64 |
105,65 |
105,650 |
105,650 |
105,650 |
105,650 |
105,650 |
10 000 |
10,83 |
1 |
PS0418 |
PL0000107314 |
104,37 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,06 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,09 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,70 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,42 |
112,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,06 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,67 |
113,72 |
113,750 |
113,770 |
113,750 |
113,770 |
113,763 |
40 000 |
46,57 |
4 |
PS0421 |
PL0000108916 |
98,61 |
98,50 |
98,560 |
98,580 |
98,500 |
98,580 |
98,539 |
145 000 |
142,90 |
15 |
PS0721 |
PL0000109153 |
97,00 |
96,93 |
97,000 |
97,000 |
96,940 |
96,940 |
96,949 |
50 000 |
49,14 |
6 |
DS1021 |
PL0000106670 |
117,40 |
117,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,94 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,50 |
108,38 |
108,400 |
108,550 |
108,400 |
108,500 |
108,475 |
115 000 |
127,08 |
9 |
DS0725 |
PL0000108197 |
102,55 |
102,35 |
102,400 |
102,500 |
102,380 |
102,480 |
102,429 |
90 000 |
94,41 |
10 |
DS0726 |
PL0000108866 |
95,05 |
94,75 |
94,940 |
95,100 |
94,700 |
94,930 |
94,865 |
810 000 |
783,79 |
64 |
WS0428 |
PL0000107611 |
93,50 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,16 |
125,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,50 |
128,11 |
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 |
110,30 |
113,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,30 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,99 |
99,99 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
55 000 |
55,24 |
3 |
WZ0120 |
PL0000108601 |
99,25 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,58 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,69 |
95,69 |
95,650 |
95,690 |
95,600 |
95,690 |
95,628 |
60 000 |
57,65 |
5 |
WZ0126 |
PL0000108817 |
94,15 |
94,15 |
94,150 |
94,150 |
94,150 |
94,150 |
94,150 |
7 500 |
7,10 |
2 |
TOTAL |
1 392 500 |
1 384,68 |
120 |
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 |
125 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
153 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
216 |
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 |
100,75 |
101,27 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,63 |
101,75 |
1,38 |
1,14 |
101,69 |
1,26 |
WZ0117 |
PL0000106936 |
100,18 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
103,34 |
103,45 |
1,34 |
1,23 |
103,40 |
1,28 |
OK0717 |
PL0000108502 |
98,26 |
98,38 |
1,42 |
1,32 |
98,32 |
1,37 |
DS1017 |
PL0000104543 |
105,58 |
105,72 |
1,43 |
1,34 |
105,65 |
1,39 |
WZ0118 |
PL0000104717 |
100,26 |
100,41 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,31 |
104,47 |
1,54 |
1,46 |
104,39 |
1,50 |
PS0718 |
PL0000107595 |
102,01 |
102,16 |
1,58 |
1,51 |
102,09 |
1,54 |
OK1018 |
PL0000109062 |
96,05 |
96,15 |
1,63 |
1,59 |
96,10 |
1,61 |
WZ0119 |
PL0000107603 |
99,91 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,58 |
104,76 |
1,78 |
1,72 |
104,67 |
1,75 |
DS1019 |
PL0000105441 |
112,34 |
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 |
113,49 |
113,77 |
2,07 |
2,01 |
113,63 |
2,04 |
WZ0121 |
PL0000106068 |
98,36 |
98,73 |
--- |
--- |
98,55 |
--- |
PS0421 |
PL0000108916 |
98,49 |
98,65 |
2,32 |
2,29 |
98,57 |
2,31 |
PS0721 |
PL0000109153 |
96,87 |
97,10 |
2,39 |
2,34 |
96,99 |
2,37 |
DS1021 |
PL0000106670 |
117,19 |
117,49 |
2,37 |
2,32 |
117,34 |
2,34 |
WS0922 |
PL0000102646 |
118,72 |
119,10 |
2,54 |
2,48 |
118,91 |
2,51 |
IZ0823 |
PL0000105359 |
107,27 |
117,29 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
108,28 |
108,59 |
2,76 |
2,71 |
108,44 |
2,74 |
WZ0124 |
PL0000107454 |
95,49 |
95,80 |
--- |
--- |
95,65 |
--- |
DS0725 |
PL0000108197 |
102,16 |
102,58 |
2,98 |
2,92 |
102,37 |
2,95 |
WZ0126 |
PL0000108817 |
93,99 |
94,36 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
94,68 |
94,99 |
3,11 |
3,08 |
94,84 |
3,09 |
WS0429 |
PL0000105391 |
124,38 |
125,81 |
3,40 |
3,28 |
125,10 |
3,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,75 |
101,27 |
--- |
--- |
101,01 |
--- |
PS1016 |
PL0000106795 |
101,62 |
101,72 |
1,40 |
1,20 |
101,67 |
1,30 |
WZ0117 |
PL0000106936 |
100,19 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
103,33 |
103,41 |
1,35 |
1,27 |
103,37 |
1,31 |
OK0717 |
PL0000108502 |
98,26 |
98,38 |
1,42 |
1,32 |
98,32 |
1,37 |
DS1017 |
PL0000104543 |
105,61 |
105,72 |
1,42 |
1,34 |
105,67 |
1,38 |
WZ0118 |
PL0000104717 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0418 |
PL0000107314 |
104,34 |
104,45 |
1,52 |
1,47 |
104,40 |
1,49 |
PS0718 |
PL0000107595 |
102,03 |
102,16 |
1,57 |
1,51 |
102,10 |
1,54 |
OK1018 |
PL0000109062 |
96,06 |
96,15 |
1,63 |
1,59 |
96,11 |
1,60 |
WZ0119 |
PL0000107603 |
99,92 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,64 |
104,78 |
1,76 |
1,72 |
104,71 |
1,74 |
DS1019 |
PL0000105441 |
112,39 |
112,56 |
1,80 |
1,76 |
112,48 |
1,78 |
WZ0120 |
PL0000108601 |
99,19 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
97,99 |
98,16 |
2,03 |
1,98 |
98,08 |
2,00 |
DS1020 |
PL0000106126 |
113,63 |
113,80 |
2,04 |
2,00 |
113,72 |
2,02 |
WZ0121 |
PL0000106068 |
98,36 |
98,73 |
--- |
--- |
98,55 |
--- |
PS0421 |
PL0000108916 |
98,49 |
98,65 |
2,32 |
2,29 |
98,57 |
2,31 |
PS0721 |
PL0000109153 |
96,87 |
97,13 |
2,39 |
2,34 |
97,00 |
2,36 |
DS1021 |
PL0000106670 |
117,29 |
117,55 |
2,35 |
2,31 |
117,42 |
2,33 |
WS0922 |
PL0000102646 |
118,81 |
119,15 |
2,53 |
2,48 |
118,98 |
2,50 |
IZ0823 |
PL0000105359 |
109,10 |
115,12 |
--- |
--- |
112,11 |
--- |
DS1023 |
PL0000107264 |
108,43 |
108,60 |
2,74 |
2,71 |
108,52 |
2,72 |
WZ0124 |
PL0000107454 |
95,57 |
95,85 |
--- |
--- |
95,71 |
--- |
DS0725 |
PL0000108197 |
102,42 |
102,66 |
2,94 |
2,91 |
102,54 |
2,93 |
WZ0126 |
PL0000108817 |
94,00 |
94,36 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
94,86 |
95,07 |
3,09 |
3,07 |
94,97 |
3,08 |
WS0429 |
PL0000105391 |
124,77 |
125,93 |
3,36 |
3,27 |
125,35 |
3,31 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
50 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
80 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
150 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
135 |
WZ0120 |
PL0000108601 |
0/2 |
2 |
1,450 |
1,450 |
1,450 |
20 |
TOTAL |
495 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.