2016-05-04 |
MARKET DATA |
No 84 (2866) |
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 |
1 530,00 |
1 577,75 |
89 |
415,00 |
438,72 |
6 |
1 945,00 |
2 016,47 |
95 |
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 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,55 |
101,54 |
101,550 |
101,550 |
101,540 |
101,540 |
101,541 |
500 000 |
520,30 |
7 |
PS0417 |
PL0000107058 |
103,20 |
103,19 |
103,200 |
103,200 |
103,190 |
103,200 |
103,198 |
150 000 |
155,01 |
4 |
OK0717 |
PL0000108502 |
98,27 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,47 |
105,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,27 |
104,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,97 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,09 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,55 |
104,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,33 |
112,30 |
112,350 |
112,350 |
112,350 |
112,350 |
112,350 |
10 000 |
11,53 |
1 |
PS0420 |
PL0000108510 |
98,10 |
98,04 |
98,060 |
98,060 |
98,060 |
98,060 |
98,060 |
25 000 |
24,53 |
2 |
DS1020 |
PL0000106126 |
113,71 |
113,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,85 |
98,74 |
98,870 |
98,920 |
98,720 |
98,720 |
98,825 |
390 000 |
385,65 |
35 |
PS0721 |
PL0000109153 |
97,10 |
96,95 |
97,050 |
97,070 |
96,930 |
96,950 |
96,990 |
152 500 |
149,99 |
11 |
DS1021 |
PL0000106670 |
117,40 |
117,38 |
117,570 |
117,600 |
117,550 |
117,580 |
117,571 |
120 000 |
144,74 |
9 |
WS0922 |
PL0000102646 |
118,95 |
119,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,35 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,40 |
102,30 |
102,400 |
102,420 |
102,250 |
102,250 |
102,335 |
70 000 |
73,41 |
6 |
DS0726 |
PL0000108866 |
94,95 |
94,80 |
94,950 |
94,950 |
94,900 |
94,900 |
94,945 |
95 000 |
92,05 |
11 |
WS0428 |
PL0000107611 |
93,33 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,45 |
125,25 |
125,450 |
125,450 |
125,250 |
125,250 |
125,370 |
12 500 |
15,69 |
2 |
WS0437 |
PL0000104857 |
119,08 |
128,97 |
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 |
108,60 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,27 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,75 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,19 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 525 000 |
1 572,91 |
88 |
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 |
117 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
145 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
208 |
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 |
100,77 |
101,20 |
--- |
--- |
100,99 |
--- |
PS1016 |
PL0000106795 |
101,52 |
101,62 |
1,46 |
1,25 |
101,57 |
1,35 |
WZ0117 |
PL0000106936 |
100,17 |
100,31 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
103,16 |
103,28 |
1,44 |
1,32 |
103,22 |
1,38 |
OK0717 |
PL0000108502 |
98,23 |
98,37 |
1,48 |
1,36 |
98,30 |
1,42 |
DS1017 |
PL0000104543 |
105,41 |
105,59 |
1,49 |
1,37 |
105,50 |
1,43 |
WZ0118 |
PL0000104717 |
100,25 |
100,42 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,22 |
104,39 |
1,56 |
1,47 |
104,31 |
1,51 |
PS0718 |
PL0000107595 |
101,93 |
102,07 |
1,61 |
1,54 |
102,00 |
1,57 |
OK1018 |
PL0000109062 |
96,06 |
96,17 |
1,64 |
1,59 |
96,12 |
1,61 |
WZ0119 |
PL0000107603 |
99,91 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,51 |
104,63 |
1,79 |
1,76 |
104,57 |
1,77 |
DS1019 |
PL0000105441 |
112,25 |
112,39 |
1,82 |
1,78 |
112,32 |
1,80 |
WZ0120 |
PL0000108601 |
99,16 |
99,38 |
--- |
--- |
99,27 |
--- |
PS0420 |
PL0000108510 |
98,01 |
98,17 |
2,03 |
1,98 |
98,09 |
2,00 |
DS1020 |
PL0000106126 |
113,63 |
113,81 |
2,02 |
1,99 |
113,72 |
2,01 |
WZ0121 |
PL0000106068 |
98,45 |
98,82 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,76 |
98,90 |
2,27 |
2,24 |
98,83 |
2,25 |
PS0721 |
PL0000109153 |
96,96 |
97,09 |
2,37 |
2,35 |
97,03 |
2,36 |
DS1021 |
PL0000106670 |
117,35 |
117,59 |
2,33 |
2,29 |
117,47 |
2,31 |
WS0922 |
PL0000102646 |
118,89 |
119,25 |
2,51 |
2,45 |
119,07 |
2,48 |
IZ0823 |
PL0000105359 |
105,96 |
117,05 |
--- |
--- |
111,51 |
--- |
DS1023 |
PL0000107264 |
108,28 |
108,71 |
2,75 |
2,69 |
108,50 |
2,72 |
WZ0124 |
PL0000107454 |
95,59 |
95,98 |
--- |
--- |
95,79 |
--- |
DS0725 |
PL0000108197 |
102,26 |
102,56 |
2,96 |
2,93 |
102,41 |
2,94 |
WZ0126 |
PL0000108817 |
94,03 |
94,45 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
94,81 |
95,11 |
3,10 |
3,06 |
94,96 |
3,08 |
WS0429 |
PL0000105391 |
124,78 |
126,20 |
3,36 |
3,24 |
125,49 |
3,30 |
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 |
101,52 |
101,61 |
1,46 |
1,27 |
101,57 |
1,35 |
WZ0117 |
PL0000106936 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
103,15 |
103,22 |
1,45 |
1,38 |
103,19 |
1,41 |
OK0717 |
PL0000108502 |
98,23 |
98,37 |
1,48 |
1,36 |
98,30 |
1,42 |
DS1017 |
PL0000104543 |
105,43 |
105,55 |
1,48 |
1,40 |
105,49 |
1,44 |
WZ0118 |
PL0000104717 |
100,25 |
100,42 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,23 |
104,36 |
1,55 |
1,49 |
104,30 |
1,52 |
PS0718 |
PL0000107595 |
101,92 |
102,02 |
1,61 |
1,56 |
101,97 |
1,59 |
OK1018 |
PL0000109062 |
96,04 |
96,15 |
1,65 |
1,60 |
96,10 |
1,62 |
WZ0119 |
PL0000107603 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,47 |
104,58 |
1,81 |
1,77 |
104,53 |
1,79 |
DS1019 |
PL0000105441 |
112,24 |
112,35 |
1,82 |
1,79 |
112,30 |
1,81 |
WZ0120 |
PL0000108601 |
99,20 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
97,94 |
98,09 |
2,04 |
2,00 |
98,02 |
2,02 |
DS1020 |
PL0000106126 |
113,46 |
113,66 |
2,06 |
2,02 |
113,56 |
2,04 |
WZ0121 |
PL0000106068 |
98,44 |
98,71 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,80 |
2,28 |
2,26 |
98,75 |
2,27 |
PS0721 |
PL0000109153 |
96,87 |
97,02 |
2,39 |
2,36 |
96,95 |
2,38 |
DS1021 |
PL0000106670 |
117,24 |
117,47 |
2,35 |
2,31 |
117,36 |
2,33 |
WS0922 |
PL0000102646 |
118,73 |
119,12 |
2,53 |
2,47 |
118,93 |
2,50 |
IZ0823 |
PL0000105359 |
107,51 |
113,66 |
--- |
--- |
110,59 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,38 |
2,77 |
2,74 |
108,28 |
2,75 |
WZ0124 |
PL0000107454 |
95,68 |
95,93 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
102,16 |
102,37 |
2,98 |
2,95 |
102,27 |
2,96 |
WZ0126 |
PL0000108817 |
94,06 |
94,39 |
--- |
--- |
94,23 |
--- |
DS0726 |
PL0000108866 |
94,65 |
94,87 |
3,12 |
3,09 |
94,76 |
3,10 |
WS0429 |
PL0000105391 |
124,59 |
125,72 |
3,37 |
3,28 |
125,16 |
3,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
65 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,350 |
1,470 |
1,446 |
100 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
120 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
30 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
100 |
TOTAL |
415 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.