2016-05-02 |
MARKET DATA |
No 83 (2865) |
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 |
35,00 |
35,35 |
4 |
170,00 |
180,85 |
5 |
205,00 |
216,20 |
9 |
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 |
99,69 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,56 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,21 |
103,23 |
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 |
105,48 |
105,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,30 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
102,01 |
102,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,10 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,56 |
104,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,34 |
112,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,08 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,71 |
113,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,81 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,04 |
97,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,43 |
117,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,99 |
119,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,41 |
108,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,42 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,94 |
94,90 |
94,940 |
94,950 |
94,940 |
94,950 |
94,943 |
30 000 |
29,07 |
3 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,55 |
125,55 |
125,550 |
125,550 |
125,550 |
125,550 |
125,550 |
5 000 |
6,29 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,90 |
101,08 |
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 |
100,19 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,29 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,22 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,66 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,15 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
35 000 |
35,35 |
4 |
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 |
118 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
146 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
209 |
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 |
101,18 |
--- |
--- |
100,97 |
--- |
PS1016 |
PL0000106795 |
101,53 |
101,63 |
1,45 |
1,25 |
101,58 |
1,35 |
WZ0117 |
PL0000106936 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
103,16 |
103,28 |
1,45 |
1,33 |
103,22 |
1,39 |
OK0717 |
PL0000108502 |
98,23 |
98,38 |
1,47 |
1,35 |
98,31 |
1,40 |
DS1017 |
PL0000104543 |
105,43 |
105,61 |
1,49 |
1,37 |
105,52 |
1,43 |
WZ0118 |
PL0000104717 |
100,27 |
100,41 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,26 |
104,43 |
1,54 |
1,46 |
104,35 |
1,50 |
PS0718 |
PL0000107595 |
101,98 |
102,13 |
1,58 |
1,52 |
102,06 |
1,55 |
OK1018 |
PL0000109062 |
96,08 |
96,19 |
1,63 |
1,58 |
96,14 |
1,60 |
WZ0119 |
PL0000107603 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,51 |
104,73 |
1,79 |
1,73 |
104,62 |
1,76 |
DS1019 |
PL0000105441 |
112,31 |
112,54 |
1,81 |
1,74 |
112,43 |
1,77 |
WZ0120 |
PL0000108601 |
99,19 |
99,35 |
--- |
--- |
99,27 |
--- |
PS0420 |
PL0000108510 |
98,03 |
98,29 |
2,02 |
1,95 |
98,16 |
1,98 |
DS1020 |
PL0000106126 |
113,68 |
113,96 |
2,02 |
1,96 |
113,82 |
1,99 |
WZ0121 |
PL0000106068 |
98,47 |
98,81 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,77 |
98,96 |
2,26 |
2,22 |
98,87 |
2,24 |
PS0721 |
PL0000109153 |
96,99 |
97,29 |
2,37 |
2,30 |
97,14 |
2,34 |
DS1021 |
PL0000106670 |
117,40 |
117,69 |
2,32 |
2,27 |
117,55 |
2,30 |
WS0922 |
PL0000102646 |
118,94 |
119,35 |
2,50 |
2,44 |
119,15 |
2,47 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
108,32 |
108,77 |
2,75 |
2,69 |
108,55 |
2,72 |
WZ0124 |
PL0000107454 |
95,62 |
95,98 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
102,33 |
102,76 |
2,95 |
2,90 |
102,55 |
2,93 |
WZ0126 |
PL0000108817 |
94,07 |
94,54 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
94,87 |
95,21 |
3,09 |
3,05 |
95,04 |
3,07 |
WS0429 |
PL0000105391 |
124,99 |
126,27 |
3,34 |
3,24 |
125,63 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,77 |
101,20 |
--- |
--- |
100,99 |
--- |
PS1016 |
PL0000106795 |
101,55 |
101,63 |
1,41 |
1,25 |
101,59 |
1,33 |
WZ0117 |
PL0000106936 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
103,19 |
103,25 |
1,42 |
1,36 |
103,22 |
1,39 |
OK0717 |
PL0000108502 |
98,26 |
98,37 |
1,45 |
1,35 |
98,32 |
1,40 |
DS1017 |
PL0000104543 |
105,47 |
105,61 |
1,46 |
1,37 |
105,54 |
1,41 |
WZ0118 |
PL0000104717 |
100,27 |
100,41 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,28 |
104,41 |
1,53 |
1,47 |
104,35 |
1,50 |
PS0718 |
PL0000107595 |
101,98 |
102,09 |
1,58 |
1,53 |
102,04 |
1,56 |
OK1018 |
PL0000109062 |
96,06 |
96,16 |
1,64 |
1,60 |
96,11 |
1,62 |
WZ0119 |
PL0000107603 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,53 |
104,64 |
1,79 |
1,75 |
104,59 |
1,77 |
DS1019 |
PL0000105441 |
112,31 |
112,49 |
1,81 |
1,76 |
112,40 |
1,78 |
WZ0120 |
PL0000108601 |
99,19 |
99,34 |
--- |
--- |
99,27 |
--- |
PS0420 |
PL0000108510 |
98,04 |
98,15 |
2,02 |
1,99 |
98,10 |
2,00 |
DS1020 |
PL0000106126 |
113,59 |
113,83 |
2,04 |
1,98 |
113,71 |
2,01 |
WZ0121 |
PL0000106068 |
98,45 |
98,81 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,67 |
98,85 |
2,28 |
2,25 |
98,76 |
2,27 |
PS0721 |
PL0000109153 |
96,89 |
97,09 |
2,39 |
2,35 |
96,99 |
2,37 |
DS1021 |
PL0000106670 |
117,30 |
117,56 |
2,34 |
2,29 |
117,43 |
2,32 |
WS0922 |
PL0000102646 |
118,83 |
119,18 |
2,52 |
2,46 |
119,01 |
2,49 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
108,29 |
108,46 |
2,75 |
2,73 |
108,38 |
2,74 |
WZ0124 |
PL0000107454 |
95,60 |
95,90 |
--- |
--- |
95,75 |
--- |
DS0725 |
PL0000108197 |
102,30 |
102,57 |
2,96 |
2,92 |
102,44 |
2,94 |
WZ0126 |
PL0000108817 |
94,09 |
94,58 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
94,78 |
94,99 |
3,10 |
3,08 |
94,89 |
3,09 |
WS0429 |
PL0000105391 |
124,66 |
125,97 |
3,37 |
3,26 |
125,32 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
2/3 |
1 |
1,400 |
1,400 |
1,400 |
30 |
OK1018 |
PL0000109062 |
2/3 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
35 |
DS1023 |
PL0000107264 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
5 |
PS0421 |
PL0000108916 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
80 |
TOTAL |
170 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.