2016-04-28 |
MARKET DATA |
No 81 (2863) |
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 |
1 137,50 |
1 160,93 |
69 |
400,00 |
433,16 |
1 |
1 537,50 |
1 594,09 |
70 |
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 |
99,70 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,62 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,32 |
103,31 |
103,320 |
103,320 |
103,320 |
103,320 |
103,320 |
200 000 |
206,82 |
4 |
OK0717 |
PL0000108502 |
98,30 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,58 |
105,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,36 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,08 |
102,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,18 |
96,16 |
96,160 |
96,160 |
96,140 |
96,140 |
96,146 |
185 000 |
177,87 |
6 |
PS0719 |
PL0000108148 |
104,82 |
104,62 |
104,710 |
104,710 |
104,620 |
104,620 |
104,625 |
225 000 |
241,04 |
9 |
DS1019 |
PL0000105441 |
112,57 |
112,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,31 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,99 |
113,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,03 |
98,80 |
99,000 |
99,000 |
98,800 |
98,810 |
98,831 |
100 000 |
98,87 |
6 |
PS0721 |
PL0000109153 |
97,35 |
97,10 |
97,130 |
97,130 |
97,130 |
97,130 |
97,130 |
10 000 |
9,85 |
1 |
DS1021 |
PL0000106670 |
117,77 |
117,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,29 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,84 |
108,58 |
108,830 |
108,830 |
108,600 |
108,600 |
108,791 |
75 000 |
83,15 |
7 |
DS0725 |
PL0000108197 |
102,95 |
102,60 |
102,850 |
102,850 |
102,600 |
102,600 |
102,719 |
80 000 |
84,18 |
11 |
DS0726 |
PL0000108866 |
95,50 |
95,10 |
95,500 |
95,500 |
95,100 |
95,100 |
95,292 |
217 500 |
211,45 |
21 |
WS0428 |
PL0000107611 |
93,60 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,25 |
125,72 |
126,250 |
126,250 |
125,700 |
125,700 |
125,975 |
10 000 |
12,61 |
2 |
WS0437 |
PL0000104857 |
119,57 |
129,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,90 |
101,10 |
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 |
100,25 |
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 |
100,03 |
99,990 |
99,990 |
99,990 |
99,990 |
99,990 |
25 000 |
25,12 |
1 |
WZ0120 |
PL0000108601 |
99,27 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,77 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,23 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 127 500 |
1 150,95 |
68 |
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 |
121 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
149 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
212 |
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 |
101,24 |
--- |
--- |
101,00 |
--- |
PS1016 |
PL0000106795 |
101,59 |
101,68 |
1,39 |
1,21 |
101,64 |
1,29 |
WZ0117 |
PL0000106936 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
103,29 |
103,37 |
1,35 |
1,27 |
103,33 |
1,31 |
OK0717 |
PL0000108502 |
98,27 |
98,39 |
1,43 |
1,33 |
98,33 |
1,38 |
DS1017 |
PL0000104543 |
105,53 |
105,69 |
1,44 |
1,34 |
105,61 |
1,39 |
WZ0118 |
PL0000104717 |
100,26 |
100,38 |
--- |
--- |
100,32 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,46 |
1,52 |
1,45 |
104,39 |
1,48 |
PS0718 |
PL0000107595 |
102,05 |
102,21 |
1,56 |
1,48 |
102,13 |
1,52 |
OK1018 |
PL0000109062 |
96,16 |
96,27 |
1,59 |
1,54 |
96,22 |
1,56 |
WZ0119 |
PL0000107603 |
99,94 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,74 |
104,95 |
1,73 |
1,66 |
104,85 |
1,69 |
DS1019 |
PL0000105441 |
112,48 |
112,69 |
1,77 |
1,71 |
112,59 |
1,74 |
WZ0120 |
PL0000108601 |
99,20 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,24 |
98,38 |
1,96 |
1,93 |
98,31 |
1,94 |
DS1020 |
PL0000106126 |
113,87 |
114,08 |
1,98 |
1,93 |
113,98 |
1,96 |
WZ0121 |
PL0000106068 |
98,44 |
98,81 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,87 |
99,06 |
2,24 |
2,20 |
98,97 |
2,22 |
PS0721 |
PL0000109153 |
97,20 |
97,47 |
2,32 |
2,27 |
97,34 |
2,29 |
DS1021 |
PL0000106670 |
117,71 |
117,97 |
2,27 |
2,23 |
117,84 |
2,25 |
WS0922 |
PL0000102646 |
119,24 |
119,58 |
2,46 |
2,40 |
119,41 |
2,43 |
IZ0823 |
PL0000105359 |
107,38 |
117,23 |
--- |
--- |
112,31 |
--- |
DS1023 |
PL0000107264 |
108,72 |
109,11 |
2,69 |
2,64 |
108,92 |
2,67 |
WZ0124 |
PL0000107454 |
95,61 |
96,02 |
--- |
--- |
95,82 |
--- |
DS0725 |
PL0000108197 |
102,88 |
103,20 |
2,89 |
2,85 |
103,04 |
2,87 |
WZ0126 |
PL0000108817 |
94,07 |
94,45 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
95,38 |
95,71 |
3,03 |
2,99 |
95,55 |
3,01 |
WS0429 |
PL0000105391 |
125,10 |
127,16 |
3,33 |
3,16 |
126,13 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,75 |
101,24 |
--- |
--- |
101,00 |
--- |
PS1016 |
PL0000106795 |
101,58 |
101,68 |
1,41 |
1,21 |
101,63 |
1,31 |
WZ0117 |
PL0000106936 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
103,26 |
103,34 |
1,38 |
1,30 |
103,30 |
1,34 |
OK0717 |
PL0000108502 |
98,27 |
98,39 |
1,43 |
1,33 |
98,33 |
1,38 |
DS1017 |
PL0000104543 |
105,53 |
105,64 |
1,44 |
1,37 |
105,59 |
1,40 |
WZ0118 |
PL0000104717 |
100,27 |
100,38 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,42 |
1,52 |
1,47 |
104,37 |
1,49 |
PS0718 |
PL0000107595 |
102,03 |
102,21 |
1,56 |
1,48 |
102,12 |
1,52 |
OK1018 |
PL0000109062 |
96,14 |
96,25 |
1,60 |
1,55 |
96,20 |
1,57 |
WZ0119 |
PL0000107603 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,64 |
104,74 |
1,76 |
1,73 |
104,69 |
1,74 |
DS1019 |
PL0000105441 |
112,41 |
112,57 |
1,79 |
1,74 |
112,49 |
1,76 |
WZ0120 |
PL0000108601 |
99,23 |
99,35 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,22 |
2,00 |
1,97 |
98,17 |
1,98 |
DS1020 |
PL0000106126 |
113,68 |
113,94 |
2,02 |
1,96 |
113,81 |
1,99 |
WZ0121 |
PL0000106068 |
98,48 |
98,81 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
98,72 |
98,88 |
2,27 |
2,24 |
98,80 |
2,26 |
PS0721 |
PL0000109153 |
97,02 |
97,19 |
2,36 |
2,32 |
97,11 |
2,34 |
DS1021 |
PL0000106670 |
117,42 |
117,70 |
2,32 |
2,27 |
117,56 |
2,30 |
WS0922 |
PL0000102646 |
118,92 |
119,33 |
2,51 |
2,44 |
119,13 |
2,47 |
IZ0823 |
PL0000105359 |
109,20 |
115,07 |
--- |
--- |
112,14 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,71 |
2,73 |
2,70 |
108,58 |
2,71 |
WZ0124 |
PL0000107454 |
95,69 |
95,98 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
102,53 |
102,74 |
2,93 |
2,90 |
102,64 |
2,92 |
WZ0126 |
PL0000108817 |
94,14 |
94,45 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
95,02 |
95,29 |
3,07 |
3,04 |
95,16 |
3,06 |
WS0429 |
PL0000105391 |
125,04 |
126,40 |
3,34 |
3,23 |
125,72 |
3,28 |
REPO MARKET |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,700 |
1,700 |
1,700 |
400 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.