2016-05-06 |
MARKET DATA |
No 86 (2868) |
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 |
872,50 |
908,16 |
63 |
695,00 |
763,83 |
13 |
1 567,50 |
1 671,99 |
76 |
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 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,50 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,16 |
103,16 |
103,160 |
103,160 |
103,160 |
103,160 |
103,160 |
20 000 |
20,67 |
1 |
OK0717 |
PL0000108502 |
98,29 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,45 |
105,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,25 |
104,29 |
104,250 |
104,250 |
104,230 |
104,230 |
104,237 |
145 000 |
151,37 |
6 |
PS0718 |
PL0000107595 |
101,95 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,09 |
96,09 |
96,090 |
96,090 |
96,090 |
96,090 |
96,090 |
30 000 |
28,83 |
1 |
PS0719 |
PL0000108148 |
104,55 |
104,57 |
104,550 |
104,550 |
104,550 |
104,550 |
104,550 |
10 000 |
10,71 |
1 |
DS1019 |
PL0000105441 |
112,27 |
112,24 |
112,250 |
112,250 |
112,220 |
112,250 |
112,236 |
35 000 |
40,32 |
4 |
PS0420 |
PL0000108510 |
98,15 |
98,09 |
98,100 |
98,110 |
98,100 |
98,110 |
98,102 |
60 000 |
58,90 |
4 |
DS1020 |
PL0000106126 |
113,73 |
113,72 |
113,720 |
113,750 |
113,720 |
113,750 |
113,742 |
100 000 |
116,58 |
7 |
PS0421 |
PL0000108916 |
98,98 |
98,85 |
98,900 |
98,960 |
98,870 |
98,870 |
98,921 |
50 000 |
49,50 |
3 |
PS0721 |
PL0000109153 |
97,20 |
97,03 |
97,130 |
97,200 |
97,100 |
97,170 |
97,159 |
125 000 |
123,18 |
11 |
DS1021 |
PL0000106670 |
117,60 |
117,53 |
117,630 |
117,630 |
117,630 |
117,630 |
117,630 |
5 000 |
6,04 |
1 |
WS0922 |
PL0000102646 |
119,03 |
119,00 |
119,000 |
119,020 |
119,000 |
119,000 |
119,010 |
70 000 |
85,84 |
6 |
DS1023 |
PL0000107264 |
108,62 |
108,50 |
108,500 |
108,500 |
108,500 |
108,500 |
108,500 |
5 000 |
5,53 |
1 |
DS0725 |
PL0000108197 |
102,57 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,12 |
94,85 |
94,880 |
95,100 |
94,880 |
94,980 |
94,908 |
210 000 |
203,47 |
16 |
WS0428 |
PL0000107611 |
93,56 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,40 |
125,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,76 |
129,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,90 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,70 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,28 |
100,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,23 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,80 |
95,800 |
95,800 |
95,800 |
95,800 |
95,800 |
7 500 |
7,22 |
1 |
WZ0126 |
PL0000108817 |
94,06 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
872 500 |
908,16 |
63 |
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 |
113 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
141 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
204 |
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 |
100,62 |
101,20 |
--- |
--- |
100,91 |
--- |
PS1016 |
PL0000106795 |
101,48 |
101,56 |
1,47 |
1,30 |
101,52 |
1,38 |
WZ0117 |
PL0000106936 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
103,13 |
103,20 |
1,44 |
1,37 |
103,17 |
1,40 |
OK0717 |
PL0000108502 |
98,23 |
98,40 |
1,49 |
1,34 |
98,32 |
1,41 |
DS1017 |
PL0000104543 |
105,40 |
105,52 |
1,47 |
1,39 |
105,46 |
1,43 |
WZ0118 |
PL0000104717 |
100,24 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,20 |
104,33 |
1,56 |
1,49 |
104,27 |
1,52 |
PS0718 |
PL0000107595 |
101,88 |
102,04 |
1,62 |
1,55 |
101,96 |
1,59 |
OK1018 |
PL0000109062 |
96,02 |
96,14 |
1,66 |
1,61 |
96,08 |
1,64 |
WZ0119 |
PL0000107603 |
99,91 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,46 |
104,66 |
1,80 |
1,74 |
104,56 |
1,77 |
DS1019 |
PL0000105441 |
112,18 |
112,29 |
1,83 |
1,80 |
112,24 |
1,81 |
WZ0120 |
PL0000108601 |
99,17 |
99,37 |
--- |
--- |
99,27 |
--- |
PS0420 |
PL0000108510 |
97,99 |
98,18 |
2,03 |
1,98 |
98,09 |
2,01 |
DS1020 |
PL0000106126 |
113,59 |
113,77 |
2,03 |
1,99 |
113,68 |
2,01 |
WZ0121 |
PL0000106068 |
98,44 |
98,81 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,76 |
98,92 |
2,27 |
2,23 |
98,84 |
2,25 |
PS0721 |
PL0000109153 |
96,96 |
97,16 |
2,38 |
2,33 |
97,06 |
2,35 |
DS1021 |
PL0000106670 |
117,37 |
117,63 |
2,32 |
2,27 |
117,50 |
2,30 |
WS0922 |
PL0000102646 |
118,73 |
119,06 |
2,53 |
2,48 |
118,90 |
2,50 |
IZ0823 |
PL0000105359 |
105,62 |
116,38 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
108,23 |
108,64 |
2,76 |
2,70 |
108,44 |
2,73 |
WZ0124 |
PL0000107454 |
95,66 |
95,98 |
--- |
--- |
95,82 |
--- |
DS0725 |
PL0000108197 |
102,17 |
102,58 |
2,97 |
2,92 |
102,38 |
2,95 |
WZ0126 |
PL0000108817 |
94,00 |
94,48 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
94,73 |
94,96 |
3,11 |
3,08 |
94,85 |
3,09 |
WS0429 |
PL0000105391 |
124,58 |
125,83 |
3,37 |
3,27 |
125,21 |
3,32 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,72 |
101,13 |
--- |
--- |
100,93 |
--- |
PS1016 |
PL0000106795 |
101,49 |
101,56 |
1,44 |
1,30 |
101,53 |
1,36 |
WZ0117 |
PL0000106936 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
103,14 |
103,20 |
1,43 |
1,37 |
103,17 |
1,40 |
OK0717 |
PL0000108502 |
98,26 |
98,39 |
1,46 |
1,35 |
98,33 |
1,40 |
DS1017 |
PL0000104543 |
105,42 |
105,53 |
1,46 |
1,39 |
105,48 |
1,42 |
WZ0118 |
PL0000104717 |
100,25 |
100,43 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,21 |
104,36 |
1,55 |
1,48 |
104,29 |
1,51 |
PS0718 |
PL0000107595 |
101,90 |
102,07 |
1,61 |
1,54 |
101,99 |
1,57 |
OK1018 |
PL0000109062 |
96,06 |
96,15 |
1,65 |
1,61 |
96,11 |
1,63 |
WZ0119 |
PL0000107603 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,52 |
104,71 |
1,79 |
1,73 |
104,62 |
1,75 |
DS1019 |
PL0000105441 |
112,23 |
112,38 |
1,82 |
1,77 |
112,31 |
1,79 |
WZ0120 |
PL0000108601 |
99,20 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,10 |
98,23 |
2,00 |
1,97 |
98,17 |
1,98 |
DS1020 |
PL0000106126 |
113,67 |
113,82 |
2,01 |
1,98 |
113,75 |
1,99 |
WZ0121 |
PL0000106068 |
98,44 |
98,81 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,88 |
99,01 |
2,24 |
2,21 |
98,95 |
2,22 |
PS0721 |
PL0000109153 |
97,08 |
97,23 |
2,35 |
2,32 |
97,16 |
2,33 |
DS1021 |
PL0000106670 |
117,48 |
117,72 |
2,30 |
2,26 |
117,60 |
2,28 |
WS0922 |
PL0000102646 |
118,87 |
119,28 |
2,50 |
2,44 |
119,08 |
2,47 |
IZ0823 |
PL0000105359 |
108,39 |
114,43 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
108,42 |
108,71 |
2,73 |
2,69 |
108,57 |
2,71 |
WZ0124 |
PL0000107454 |
95,74 |
95,94 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
102,39 |
102,64 |
2,95 |
2,92 |
102,52 |
2,93 |
WZ0126 |
PL0000108817 |
94,01 |
94,49 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
94,90 |
95,14 |
3,09 |
3,06 |
95,02 |
3,07 |
WS0429 |
PL0000105391 |
124,76 |
126,19 |
3,36 |
3,24 |
125,48 |
3,30 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,360 |
1,360 |
1,360 |
20 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,360 |
1,360 |
1,360 |
30 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,360 |
1,360 |
1,360 |
160 |
OK1018 |
PL0000109062 |
0/3 |
3 |
1,360 |
1,360 |
1,360 |
40 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,360 |
1,360 |
1,360 |
15 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,360 |
1,400 |
1,366 |
350 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,370 |
1,410 |
1,403 |
60 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,370 |
1,370 |
1,370 |
20 |
TOTAL |
695 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.