2016-04-29 |
MARKET DATA |
No 82 (2864) |
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 |
1 482,50 |
1 475,28 |
91 |
0,00 |
0,00 |
0 |
1 482,50 |
1 475,28 |
91 |
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 |
99,68 |
99,71 |
99,710 |
99,710 |
99,710 |
99,710 |
99,710 |
290 000 |
289,16 |
8 |
PS1016 |
PL0000106795 |
101,59 |
101,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,27 |
103,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,30 |
98,34 |
98,300 |
98,300 |
98,290 |
98,290 |
98,293 |
75 000 |
73,72 |
2 |
DS1017 |
PL0000104543 |
105,54 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,35 |
104,40 |
104,350 |
104,350 |
104,320 |
104,320 |
104,331 |
200 000 |
208,85 |
7 |
PS0718 |
PL0000107595 |
102,06 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,13 |
96,16 |
96,130 |
96,130 |
96,130 |
96,130 |
96,130 |
10 000 |
9,61 |
1 |
PS0719 |
PL0000108148 |
104,61 |
104,64 |
104,600 |
104,600 |
104,600 |
104,600 |
104,600 |
10 000 |
10,71 |
1 |
DS1019 |
PL0000105441 |
112,40 |
112,50 |
112,370 |
112,370 |
112,360 |
112,360 |
112,365 |
20 000 |
23,05 |
2 |
PS0420 |
PL0000108510 |
98,15 |
98,13 |
98,150 |
98,150 |
98,110 |
98,110 |
98,128 |
275 000 |
269,95 |
14 |
DS1020 |
PL0000106126 |
113,75 |
113,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,87 |
98,85 |
98,880 |
98,900 |
98,800 |
98,860 |
98,877 |
187 500 |
185,49 |
15 |
PS0721 |
PL0000109153 |
97,15 |
97,10 |
97,080 |
97,100 |
97,080 |
97,100 |
97,090 |
20 000 |
19,69 |
2 |
DS1021 |
PL0000106670 |
117,57 |
117,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,10 |
119,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,64 |
108,52 |
108,650 |
108,650 |
108,650 |
108,650 |
108,650 |
5 000 |
5,54 |
1 |
DS0725 |
PL0000108197 |
102,66 |
102,55 |
102,500 |
102,500 |
102,500 |
102,500 |
102,500 |
5 000 |
5,25 |
1 |
DS0726 |
PL0000108866 |
95,18 |
95,05 |
95,250 |
95,250 |
94,950 |
94,950 |
95,087 |
340 000 |
329,89 |
33 |
WS0428 |
PL0000107611 |
93,77 |
96,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,70 |
125,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,88 |
129,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
101,06 |
101,07 |
101,060 |
101,060 |
101,060 |
101,060 |
101,060 |
5 000 |
6,48 |
1 |
IZ0823 |
PL0000105359 |
110,30 |
110,50 |
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 |
100,31 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,24 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,52 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,76 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,26 |
94,23 |
94,260 |
94,260 |
94,230 |
94,230 |
94,238 |
40 000 |
37,89 |
3 |
TOTAL |
1 482 500 |
1 475,28 |
91 |
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 |
119 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
147 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
210 |
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 |
100,73 |
101,25 |
--- |
--- |
100,99 |
--- |
PS1016 |
PL0000106795 |
101,58 |
101,67 |
1,37 |
1,19 |
101,63 |
1,27 |
WZ0117 |
PL0000106936 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
103,25 |
103,32 |
1,37 |
1,30 |
103,29 |
1,33 |
OK0717 |
PL0000108502 |
98,27 |
98,39 |
1,44 |
1,33 |
98,33 |
1,38 |
DS1017 |
PL0000104543 |
105,48 |
105,62 |
1,46 |
1,37 |
105,55 |
1,41 |
WZ0118 |
PL0000104717 |
100,27 |
100,40 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,30 |
104,42 |
1,52 |
1,46 |
104,36 |
1,49 |
PS0718 |
PL0000107595 |
101,99 |
102,16 |
1,58 |
1,50 |
102,08 |
1,54 |
OK1018 |
PL0000109062 |
96,08 |
96,22 |
1,63 |
1,57 |
96,15 |
1,60 |
WZ0119 |
PL0000107603 |
99,94 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,58 |
104,73 |
1,77 |
1,73 |
104,66 |
1,75 |
DS1019 |
PL0000105441 |
112,33 |
112,55 |
1,80 |
1,74 |
112,44 |
1,77 |
WZ0120 |
PL0000108601 |
99,20 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,09 |
98,26 |
2,00 |
1,96 |
98,18 |
1,98 |
DS1020 |
PL0000106126 |
113,72 |
113,93 |
2,01 |
1,96 |
113,83 |
1,98 |
WZ0121 |
PL0000106068 |
98,48 |
98,81 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
98,77 |
98,97 |
2,26 |
2,22 |
98,87 |
2,24 |
PS0721 |
PL0000109153 |
97,06 |
97,27 |
2,35 |
2,31 |
97,17 |
2,33 |
DS1021 |
PL0000106670 |
117,50 |
117,73 |
2,31 |
2,27 |
117,62 |
2,28 |
WS0922 |
PL0000102646 |
118,99 |
119,38 |
2,49 |
2,43 |
119,19 |
2,46 |
IZ0823 |
PL0000105359 |
107,30 |
115,42 |
--- |
--- |
111,36 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,81 |
2,72 |
2,68 |
108,66 |
2,70 |
WZ0124 |
PL0000107454 |
95,68 |
96,05 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
102,51 |
102,85 |
2,93 |
2,89 |
102,68 |
2,91 |
WZ0126 |
PL0000108817 |
94,16 |
94,45 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
95,07 |
95,37 |
3,07 |
3,03 |
95,22 |
3,05 |
WS0429 |
PL0000105391 |
125,01 |
126,99 |
3,34 |
3,18 |
126,00 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,73 |
101,24 |
--- |
--- |
100,99 |
--- |
PS1016 |
PL0000106795 |
101,56 |
101,62 |
1,41 |
1,29 |
101,59 |
1,35 |
WZ0117 |
PL0000106936 |
100,18 |
100,28 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
103,21 |
103,28 |
1,41 |
1,34 |
103,25 |
1,37 |
OK0717 |
PL0000108502 |
98,27 |
98,38 |
1,44 |
1,34 |
98,33 |
1,38 |
DS1017 |
PL0000104543 |
105,48 |
105,65 |
1,46 |
1,35 |
105,57 |
1,40 |
WZ0118 |
PL0000104717 |
100,27 |
100,39 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
104,31 |
104,42 |
1,52 |
1,46 |
104,37 |
1,49 |
PS0718 |
PL0000107595 |
102,02 |
102,15 |
1,57 |
1,51 |
102,09 |
1,53 |
OK1018 |
PL0000109062 |
96,09 |
96,19 |
1,62 |
1,58 |
96,14 |
1,60 |
WZ0119 |
PL0000107603 |
99,96 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,56 |
104,67 |
1,78 |
1,75 |
104,62 |
1,76 |
DS1019 |
PL0000105441 |
112,31 |
112,52 |
1,81 |
1,75 |
112,42 |
1,78 |
WZ0120 |
PL0000108601 |
99,20 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,04 |
98,18 |
2,02 |
1,98 |
98,11 |
2,00 |
DS1020 |
PL0000106126 |
113,67 |
113,85 |
2,02 |
1,98 |
113,76 |
2,00 |
WZ0121 |
PL0000106068 |
98,46 |
98,81 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,76 |
98,89 |
2,27 |
2,24 |
98,83 |
2,25 |
PS0721 |
PL0000109153 |
96,95 |
97,17 |
2,38 |
2,33 |
97,06 |
2,35 |
DS1021 |
PL0000106670 |
117,36 |
117,66 |
2,33 |
2,28 |
117,51 |
2,30 |
WS0922 |
PL0000102646 |
118,90 |
119,32 |
2,51 |
2,44 |
119,11 |
2,47 |
IZ0823 |
PL0000105359 |
109,12 |
114,72 |
--- |
--- |
111,92 |
--- |
DS1023 |
PL0000107264 |
108,33 |
108,60 |
2,75 |
2,71 |
108,47 |
2,73 |
WZ0124 |
PL0000107454 |
95,68 |
95,94 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
102,40 |
102,62 |
2,95 |
2,92 |
102,51 |
2,93 |
WZ0126 |
PL0000108817 |
94,11 |
94,46 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
94,92 |
95,16 |
3,08 |
3,06 |
95,04 |
3,07 |
WS0429 |
PL0000105391 |
124,95 |
126,40 |
3,35 |
3,23 |
125,68 |
3,28 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.