2016-05-05 |
MARKET DATA |
No 85 (2867) |
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 |
1 550,00 |
1 593,76 |
103 |
490,00 |
511,32 |
5 |
2 040,00 |
2 105,08 |
108 |
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 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,52 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,18 |
103,18 |
103,180 |
103,180 |
103,180 |
103,180 |
103,180 |
175 000 |
180,88 |
8 |
OK0717 |
PL0000108502 |
98,28 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,43 |
105,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,23 |
104,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,93 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,06 |
96,05 |
96,100 |
96,100 |
96,030 |
96,070 |
96,051 |
215 000 |
206,51 |
11 |
PS0719 |
PL0000108148 |
104,52 |
104,52 |
104,500 |
104,500 |
104,500 |
104,500 |
104,500 |
60 000 |
64,24 |
2 |
DS1019 |
PL0000105441 |
112,22 |
112,26 |
112,210 |
112,210 |
112,190 |
112,190 |
112,195 |
100 000 |
115,15 |
5 |
PS0420 |
PL0000108510 |
98,05 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,66 |
113,60 |
113,600 |
113,620 |
113,600 |
113,620 |
113,615 |
75 000 |
87,33 |
6 |
PS0421 |
PL0000108916 |
98,76 |
94,75 |
98,700 |
98,810 |
98,700 |
98,810 |
98,745 |
135 000 |
133,41 |
9 |
PS0721 |
PL0000109153 |
97,00 |
96,86 |
96,860 |
97,050 |
96,860 |
97,050 |
96,919 |
180 000 |
176,94 |
14 |
DS1021 |
PL0000106670 |
117,34 |
117,30 |
117,340 |
117,350 |
117,300 |
117,300 |
117,341 |
170 000 |
204,74 |
6 |
WS0922 |
PL0000102646 |
118,83 |
118,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,27 |
108,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,25 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,70 |
94,46 |
94,600 |
94,730 |
94,450 |
94,730 |
94,514 |
440 000 |
424,55 |
42 |
WS0428 |
PL0000107611 |
92,82 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,10 |
124,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,14 |
128,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,88 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,18 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,28 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,23 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,75 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,09 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 550 000 |
1 593,76 |
103 |
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 |
114 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
142 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
205 |
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 |
100,68 |
101,25 |
--- |
--- |
100,97 |
--- |
PS1016 |
PL0000106795 |
101,49 |
101,58 |
1,46 |
1,27 |
101,54 |
1,36 |
WZ0117 |
PL0000106936 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
103,12 |
103,22 |
1,46 |
1,36 |
103,17 |
1,41 |
OK0717 |
PL0000108502 |
98,22 |
98,38 |
1,49 |
1,36 |
98,30 |
1,43 |
DS1017 |
PL0000104543 |
105,33 |
105,51 |
1,53 |
1,41 |
105,42 |
1,47 |
WZ0118 |
PL0000104717 |
100,23 |
100,42 |
--- |
--- |
100,33 |
--- |
PS0418 |
PL0000107314 |
104,18 |
104,32 |
1,57 |
1,50 |
104,25 |
1,53 |
PS0718 |
PL0000107595 |
101,86 |
102,03 |
1,63 |
1,56 |
101,95 |
1,59 |
OK1018 |
PL0000109062 |
96,03 |
96,12 |
1,66 |
1,62 |
96,08 |
1,64 |
WZ0119 |
PL0000107603 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,38 |
104,59 |
1,83 |
1,77 |
104,49 |
1,80 |
DS1019 |
PL0000105441 |
112,17 |
112,33 |
1,84 |
1,79 |
112,25 |
1,81 |
WZ0120 |
PL0000108601 |
99,19 |
99,37 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
97,91 |
98,09 |
2,05 |
2,00 |
98,00 |
2,03 |
DS1020 |
PL0000106126 |
113,42 |
113,66 |
2,07 |
2,01 |
113,54 |
2,04 |
WZ0121 |
PL0000106068 |
98,44 |
98,74 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
98,62 |
98,79 |
2,30 |
2,26 |
98,71 |
2,28 |
PS0721 |
PL0000109153 |
96,77 |
96,99 |
2,41 |
2,37 |
96,88 |
2,39 |
DS1021 |
PL0000106670 |
117,09 |
117,39 |
2,37 |
2,32 |
117,24 |
2,35 |
WS0922 |
PL0000102646 |
118,59 |
119,03 |
2,55 |
2,48 |
118,81 |
2,51 |
IZ0823 |
PL0000105359 |
106,78 |
113,90 |
--- |
--- |
110,34 |
--- |
DS1023 |
PL0000107264 |
108,03 |
108,45 |
2,79 |
2,73 |
108,24 |
2,76 |
WZ0124 |
PL0000107454 |
95,57 |
95,88 |
--- |
--- |
95,73 |
--- |
DS0725 |
PL0000108197 |
101,93 |
102,30 |
3,00 |
2,96 |
102,12 |
2,98 |
WZ0126 |
PL0000108817 |
93,99 |
94,38 |
--- |
--- |
94,19 |
--- |
DS0726 |
PL0000108866 |
94,49 |
94,65 |
3,14 |
3,12 |
94,57 |
3,13 |
WS0429 |
PL0000105391 |
123,95 |
125,93 |
3,43 |
3,26 |
124,94 |
3,34 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,73 |
101,21 |
--- |
--- |
100,97 |
--- |
PS1016 |
PL0000106795 |
101,50 |
101,56 |
1,44 |
1,32 |
101,53 |
1,38 |
WZ0117 |
PL0000106936 |
100,17 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
103,14 |
103,20 |
1,44 |
1,38 |
103,17 |
1,41 |
OK0717 |
PL0000108502 |
98,25 |
98,40 |
1,47 |
1,34 |
98,33 |
1,40 |
DS1017 |
PL0000104543 |
105,40 |
105,54 |
1,48 |
1,39 |
105,47 |
1,43 |
WZ0118 |
PL0000104717 |
100,25 |
100,42 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,21 |
104,32 |
1,55 |
1,50 |
104,27 |
1,52 |
PS0718 |
PL0000107595 |
101,90 |
102,04 |
1,62 |
1,55 |
101,97 |
1,58 |
OK1018 |
PL0000109062 |
96,03 |
96,10 |
1,66 |
1,63 |
96,07 |
1,64 |
WZ0119 |
PL0000107603 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,47 |
104,60 |
1,80 |
1,76 |
104,54 |
1,78 |
DS1019 |
PL0000105441 |
112,16 |
112,40 |
1,84 |
1,77 |
112,28 |
1,80 |
WZ0120 |
PL0000108601 |
99,20 |
99,37 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
97,97 |
98,15 |
2,04 |
1,99 |
98,06 |
2,01 |
DS1020 |
PL0000106126 |
113,61 |
113,75 |
2,02 |
1,99 |
113,68 |
2,01 |
WZ0121 |
PL0000106068 |
98,44 |
98,72 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
98,73 |
98,88 |
2,27 |
2,24 |
98,81 |
2,25 |
PS0721 |
PL0000109153 |
96,97 |
97,12 |
2,37 |
2,34 |
97,05 |
2,36 |
DS1021 |
PL0000106670 |
117,30 |
117,57 |
2,33 |
2,29 |
117,44 |
2,31 |
WS0922 |
PL0000102646 |
118,73 |
119,02 |
2,53 |
2,48 |
118,88 |
2,50 |
IZ0823 |
PL0000105359 |
108,18 |
113,07 |
--- |
--- |
110,63 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,48 |
2,77 |
2,73 |
108,33 |
2,75 |
WZ0124 |
PL0000107454 |
95,67 |
95,93 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
102,19 |
102,42 |
2,97 |
2,94 |
102,31 |
2,96 |
WZ0126 |
PL0000108817 |
93,99 |
94,37 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
94,60 |
94,85 |
3,12 |
3,09 |
94,73 |
3,11 |
WS0429 |
PL0000105391 |
124,56 |
125,66 |
3,38 |
3,28 |
125,11 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
120 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
30 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
10 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
50 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
280 |
TOTAL |
490 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.