2016-04-27 |
MARKET DATA |
No 80 (2862) |
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 |
952,50 |
948,70 |
77 |
205,00 |
210,41 |
4 |
1 157,50 |
1 159,11 |
81 |
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 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,66 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,34 |
103,34 |
103,340 |
103,340 |
103,340 |
103,340 |
103,340 |
25 000 |
25,85 |
1 |
OK0717 |
PL0000108502 |
98,30 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,66 |
105,68 |
105,660 |
105,660 |
105,660 |
105,660 |
105,660 |
10 000 |
10,83 |
1 |
PS0418 |
PL0000107314 |
104,40 |
104,40 |
104,400 |
104,400 |
104,400 |
104,400 |
104,400 |
62 500 |
65,28 |
3 |
PS0718 |
PL0000107595 |
102,10 |
102,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,15 |
96,15 |
96,160 |
96,160 |
96,160 |
96,160 |
96,160 |
25 000 |
24,04 |
2 |
PS0719 |
PL0000108148 |
104,70 |
104,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,48 |
112,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,19 |
98,12 |
98,060 |
98,060 |
98,060 |
98,060 |
98,060 |
10 000 |
9,81 |
1 |
DS1020 |
PL0000106126 |
113,83 |
113,75 |
113,850 |
113,850 |
113,850 |
113,850 |
113,850 |
5 000 |
5,83 |
1 |
PS0421 |
PL0000108916 |
98,80 |
98,59 |
98,630 |
98,830 |
98,550 |
98,800 |
98,708 |
250 000 |
246,83 |
20 |
PS0721 |
PL0000109153 |
97,15 |
96,99 |
97,100 |
97,100 |
96,950 |
97,030 |
96,990 |
350 000 |
344,14 |
23 |
DS1021 |
PL0000106670 |
117,65 |
117,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,12 |
119,09 |
119,000 |
119,000 |
119,000 |
119,000 |
119,000 |
5 000 |
6,12 |
1 |
DS1023 |
PL0000107264 |
108,63 |
108,52 |
108,570 |
108,650 |
108,550 |
108,650 |
108,574 |
35 000 |
38,72 |
4 |
DS0725 |
PL0000108197 |
102,61 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,10 |
94,97 |
95,050 |
95,100 |
94,880 |
95,100 |
95,050 |
160 000 |
155,13 |
18 |
WS0428 |
PL0000107611 |
93,50 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,50 |
125,50 |
125,500 |
125,500 |
125,500 |
125,500 |
125,500 |
5 000 |
6,28 |
1 |
WS0437 |
PL0000104857 |
125,00 |
129,36 |
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 |
100,20 |
100,29 |
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 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,74 |
95,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,20 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
942 500 |
938,84 |
76 |
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 |
124 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
152 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
215 |
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 |
101,27 |
--- |
--- |
101,02 |
--- |
PS1016 |
PL0000106795 |
101,63 |
101,75 |
1,36 |
1,12 |
101,69 |
1,24 |
WZ0117 |
PL0000106936 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
103,33 |
103,45 |
1,34 |
1,22 |
103,39 |
1,28 |
OK0717 |
PL0000108502 |
98,25 |
98,38 |
1,44 |
1,33 |
98,32 |
1,38 |
DS1017 |
PL0000104543 |
105,55 |
105,71 |
1,45 |
1,34 |
105,63 |
1,40 |
WZ0118 |
PL0000104717 |
100,27 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,46 |
1,53 |
1,46 |
104,39 |
1,49 |
PS0718 |
PL0000107595 |
102,02 |
102,17 |
1,57 |
1,50 |
102,10 |
1,54 |
OK1018 |
PL0000109062 |
96,05 |
96,18 |
1,63 |
1,58 |
96,12 |
1,60 |
WZ0119 |
PL0000107603 |
99,92 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,63 |
104,81 |
1,76 |
1,71 |
104,72 |
1,74 |
DS1019 |
PL0000105441 |
112,37 |
112,55 |
1,81 |
1,76 |
112,46 |
1,78 |
WZ0120 |
PL0000108601 |
99,18 |
99,36 |
--- |
--- |
99,27 |
--- |
PS0420 |
PL0000108510 |
98,05 |
98,27 |
2,01 |
1,95 |
98,16 |
1,98 |
DS1020 |
PL0000106126 |
113,68 |
113,84 |
2,03 |
1,99 |
113,76 |
2,01 |
WZ0121 |
PL0000106068 |
98,40 |
98,74 |
--- |
--- |
98,57 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,67 |
2,32 |
2,28 |
98,59 |
2,30 |
PS0721 |
PL0000109153 |
96,96 |
97,13 |
2,37 |
2,34 |
97,05 |
2,35 |
DS1021 |
PL0000106670 |
117,35 |
117,61 |
2,34 |
2,29 |
117,48 |
2,32 |
WS0922 |
PL0000102646 |
118,87 |
119,23 |
2,52 |
2,46 |
119,05 |
2,49 |
IZ0823 |
PL0000105359 |
107,32 |
117,23 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
108,44 |
108,67 |
2,73 |
2,70 |
108,56 |
2,72 |
WZ0124 |
PL0000107454 |
95,55 |
95,88 |
--- |
--- |
95,72 |
--- |
DS0725 |
PL0000108197 |
102,46 |
102,80 |
2,94 |
2,90 |
102,63 |
2,92 |
WZ0126 |
PL0000108817 |
94,04 |
94,38 |
--- |
--- |
94,21 |
--- |
DS0726 |
PL0000108866 |
94,89 |
95,15 |
3,09 |
3,06 |
95,02 |
3,07 |
WS0429 |
PL0000105391 |
124,63 |
126,03 |
3,37 |
3,26 |
125,33 |
3,32 |
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 |
101,64 |
101,71 |
1,34 |
1,20 |
101,68 |
1,26 |
WZ0117 |
PL0000106936 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0417 |
PL0000107058 |
103,32 |
103,39 |
1,35 |
1,28 |
103,36 |
1,31 |
OK0717 |
PL0000108502 |
98,27 |
98,37 |
1,42 |
1,34 |
98,32 |
1,38 |
DS1017 |
PL0000104543 |
105,59 |
105,70 |
1,42 |
1,35 |
105,65 |
1,38 |
WZ0118 |
PL0000104717 |
100,27 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
104,35 |
104,47 |
1,51 |
1,45 |
104,41 |
1,48 |
PS0718 |
PL0000107595 |
102,06 |
102,16 |
1,55 |
1,51 |
102,11 |
1,53 |
OK1018 |
PL0000109062 |
96,11 |
96,19 |
1,61 |
1,57 |
96,15 |
1,59 |
WZ0119 |
PL0000107603 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,68 |
104,82 |
1,75 |
1,71 |
104,75 |
1,73 |
DS1019 |
PL0000105441 |
112,45 |
112,62 |
1,78 |
1,74 |
112,54 |
1,76 |
WZ0120 |
PL0000108601 |
99,20 |
99,35 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,23 |
2,00 |
1,96 |
98,17 |
1,98 |
DS1020 |
PL0000106126 |
113,71 |
113,86 |
2,02 |
1,99 |
113,79 |
2,00 |
WZ0121 |
PL0000106068 |
98,46 |
98,79 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,68 |
98,81 |
2,28 |
2,25 |
98,75 |
2,27 |
PS0721 |
PL0000109153 |
96,98 |
97,17 |
2,37 |
2,33 |
97,08 |
2,35 |
DS1021 |
PL0000106670 |
117,49 |
117,69 |
2,32 |
2,28 |
117,59 |
2,30 |
WS0922 |
PL0000102646 |
118,96 |
119,29 |
2,50 |
2,45 |
119,13 |
2,48 |
IZ0823 |
PL0000105359 |
109,20 |
115,07 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,71 |
2,73 |
2,70 |
108,60 |
2,71 |
WZ0124 |
PL0000107454 |
95,60 |
95,91 |
--- |
--- |
95,76 |
--- |
DS0725 |
PL0000108197 |
102,48 |
102,76 |
2,94 |
2,90 |
102,62 |
2,92 |
WZ0126 |
PL0000108817 |
94,09 |
94,39 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
94,89 |
95,16 |
3,09 |
3,06 |
95,03 |
3,07 |
WS0429 |
PL0000105391 |
124,96 |
126,42 |
3,35 |
3,23 |
125,69 |
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 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
155 |
TOTAL |
205 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.