2016-05-09 |
MARKET DATA |
No 87 (2869) |
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 |
995,00 |
1 008,12 |
20 |
280,00 |
291,40 |
12 |
1 275,00 |
1 299,51 |
32 |
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 |
99,71 |
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 |
103,15 |
103,16 |
103,160 |
103,160 |
103,150 |
103,150 |
103,152 |
265 000 |
273,90 |
2 |
OK0717 |
PL0000108502 |
98,32 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,45 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,24 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,98 |
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 |
104,54 |
104,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,24 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,15 |
98,18 |
98,180 |
98,180 |
98,180 |
98,180 |
98,180 |
5 000 |
4,91 |
1 |
DS1020 |
PL0000106126 |
113,70 |
113,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,00 |
98,98 |
99,020 |
99,020 |
99,020 |
99,020 |
99,020 |
75 000 |
74,33 |
2 |
PS0721 |
PL0000109153 |
97,30 |
97,25 |
97,250 |
97,250 |
97,250 |
97,250 |
97,250 |
10 000 |
9,86 |
1 |
DS1021 |
PL0000106670 |
117,54 |
117,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,05 |
119,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,61 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,65 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,20 |
95,08 |
95,050 |
95,250 |
95,050 |
95,250 |
95,202 |
67 500 |
65,60 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,00 |
125,59 |
125,600 |
125,600 |
125,600 |
125,600 |
125,600 |
10 000 |
12,59 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,80 |
101,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
112,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,22 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,29 |
100,29 |
100,290 |
100,290 |
100,260 |
100,270 |
100,271 |
562 500 |
566,92 |
9 |
WZ0119 |
PL0000107603 |
99,96 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,24 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,18 |
94,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
995 000 |
1 008,12 |
20 |
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 |
112 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
140 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
203 |
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 |
100,63 |
101,22 |
--- |
--- |
100,93 |
--- |
PS1016 |
PL0000106795 |
101,48 |
101,56 |
1,45 |
1,28 |
101,52 |
1,36 |
WZ0117 |
PL0000106936 |
100,19 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
103,13 |
103,20 |
1,43 |
1,36 |
103,17 |
1,39 |
OK0717 |
PL0000108502 |
98,25 |
98,39 |
1,48 |
1,36 |
98,32 |
1,42 |
DS1017 |
PL0000104543 |
105,37 |
105,52 |
1,49 |
1,39 |
105,45 |
1,43 |
WZ0118 |
PL0000104717 |
100,26 |
100,42 |
--- |
--- |
100,34 |
--- |
PS0418 |
PL0000107314 |
104,18 |
104,35 |
1,56 |
1,48 |
104,27 |
1,52 |
PS0718 |
PL0000107595 |
101,88 |
102,02 |
1,62 |
1,56 |
101,95 |
1,59 |
OK1018 |
PL0000109062 |
96,05 |
96,16 |
1,65 |
1,61 |
96,11 |
1,63 |
WZ0119 |
PL0000107603 |
99,93 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,51 |
104,70 |
1,79 |
1,73 |
104,61 |
1,76 |
DS1019 |
PL0000105441 |
112,21 |
112,36 |
1,82 |
1,78 |
112,29 |
1,80 |
WZ0120 |
PL0000108601 |
99,18 |
99,38 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,07 |
98,29 |
2,01 |
1,95 |
98,18 |
1,98 |
DS1020 |
PL0000106126 |
113,63 |
113,86 |
2,02 |
1,97 |
113,75 |
1,99 |
WZ0121 |
PL0000106068 |
98,50 |
98,76 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,85 |
99,04 |
2,25 |
2,21 |
98,95 |
2,22 |
PS0721 |
PL0000109153 |
97,09 |
97,29 |
2,35 |
2,31 |
97,19 |
2,33 |
DS1021 |
PL0000106670 |
117,45 |
117,73 |
2,30 |
2,26 |
117,59 |
2,28 |
WS0922 |
PL0000102646 |
118,92 |
119,21 |
2,50 |
2,45 |
119,07 |
2,47 |
IZ0823 |
PL0000105359 |
108,67 |
120,47 |
--- |
--- |
114,57 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,84 |
2,73 |
2,67 |
108,65 |
2,70 |
WZ0124 |
PL0000107454 |
95,69 |
95,92 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
102,39 |
102,76 |
2,95 |
2,90 |
102,58 |
2,92 |
WZ0126 |
PL0000108817 |
94,08 |
94,42 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
94,92 |
95,18 |
3,09 |
3,05 |
95,05 |
3,07 |
WS0429 |
PL0000105391 |
124,29 |
126,92 |
3,40 |
3,18 |
125,61 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,64 |
101,22 |
--- |
--- |
100,93 |
--- |
PS1016 |
PL0000106795 |
101,48 |
101,57 |
1,45 |
1,26 |
101,53 |
1,34 |
WZ0117 |
PL0000106936 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
103,13 |
103,18 |
1,43 |
1,38 |
103,16 |
1,40 |
OK0717 |
PL0000108502 |
98,28 |
98,40 |
1,45 |
1,35 |
98,34 |
1,40 |
DS1017 |
PL0000104543 |
105,41 |
105,53 |
1,46 |
1,38 |
105,47 |
1,42 |
WZ0118 |
PL0000104717 |
100,22 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
104,21 |
104,35 |
1,55 |
1,48 |
104,28 |
1,51 |
PS0718 |
PL0000107595 |
101,90 |
102,04 |
1,61 |
1,55 |
101,97 |
1,58 |
OK1018 |
PL0000109062 |
96,07 |
96,16 |
1,64 |
1,61 |
96,12 |
1,62 |
WZ0119 |
PL0000107603 |
99,91 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,49 |
104,70 |
1,79 |
1,73 |
104,60 |
1,76 |
DS1019 |
PL0000105441 |
112,19 |
112,33 |
1,82 |
1,79 |
112,26 |
1,80 |
WZ0120 |
PL0000108601 |
99,17 |
99,34 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,24 |
2,00 |
1,97 |
98,18 |
1,98 |
DS1020 |
PL0000106126 |
113,67 |
113,88 |
2,01 |
1,96 |
113,78 |
1,98 |
WZ0121 |
PL0000106068 |
98,46 |
98,80 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,91 |
99,04 |
2,23 |
2,21 |
98,98 |
2,22 |
PS0721 |
PL0000109153 |
97,19 |
97,37 |
2,33 |
2,29 |
97,28 |
2,31 |
DS1021 |
PL0000106670 |
117,49 |
117,79 |
2,30 |
2,24 |
117,64 |
2,27 |
WS0922 |
PL0000102646 |
119,00 |
119,36 |
2,48 |
2,43 |
119,18 |
2,46 |
IZ0823 |
PL0000105359 |
109,08 |
116,35 |
--- |
--- |
112,72 |
--- |
DS1023 |
PL0000107264 |
108,56 |
108,87 |
2,71 |
2,67 |
108,72 |
2,69 |
WZ0124 |
PL0000107454 |
95,69 |
95,92 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
102,57 |
102,87 |
2,92 |
2,89 |
102,72 |
2,91 |
WZ0126 |
PL0000108817 |
94,00 |
94,45 |
--- |
--- |
94,23 |
--- |
DS0726 |
PL0000108866 |
95,10 |
95,31 |
3,06 |
3,04 |
95,21 |
3,05 |
WS0429 |
PL0000105391 |
124,92 |
126,57 |
3,35 |
3,21 |
125,75 |
3,28 |
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 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
10 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
20 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
15 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,350 |
1,400 |
1,389 |
95 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
5 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
30 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
5 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
TOTAL |
280 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.