2016-05-10 |
MARKET DATA |
No 88 (2870) |
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 |
505,00 |
507,26 |
39 |
630,00 |
694,82 |
11 |
1 135,00 |
1 202,08 |
50 |
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 |
101,49 |
101,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,13 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,30 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,42 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,21 |
104,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,92 |
101,95 |
101,920 |
101,920 |
101,920 |
101,920 |
101,920 |
10 000 |
10,39 |
1 |
OK1018 |
PL0000109062 |
96,10 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,52 |
104,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,26 |
112,22 |
112,220 |
112,290 |
112,220 |
112,290 |
112,232 |
60 000 |
69,14 |
2 |
PS0420 |
PL0000108510 |
98,19 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,73 |
113,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,02 |
98,98 |
99,020 |
99,030 |
99,010 |
99,020 |
99,020 |
40 000 |
39,65 |
4 |
PS0721 |
PL0000109153 |
97,33 |
97,30 |
97,270 |
97,360 |
97,270 |
97,360 |
97,302 |
105 000 |
103,63 |
12 |
DS1021 |
PL0000106670 |
117,61 |
117,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,12 |
119,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,71 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,74 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,35 |
95,22 |
95,200 |
95,330 |
95,200 |
95,320 |
95,249 |
250 000 |
243,11 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,80 |
125,69 |
125,850 |
125,850 |
125,850 |
125,850 |
125,850 |
5 000 |
6,31 |
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 |
110,30 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,18 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,26 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
99,98 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
25 000 |
25,12 |
1 |
WZ0120 |
PL0000108601 |
99,20 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,48 |
98,62 |
98,620 |
98,620 |
98,620 |
98,620 |
98,620 |
10 000 |
9,91 |
1 |
WZ0124 |
PL0000107454 |
95,77 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,13 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
505 000 |
507,26 |
39 |
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 |
111 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
139 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
202 |
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 |
101,22 |
--- |
--- |
100,92 |
--- |
PS1016 |
PL0000106795 |
101,47 |
101,57 |
1,45 |
1,24 |
101,52 |
1,34 |
WZ0117 |
PL0000106936 |
100,16 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
103,11 |
103,19 |
1,44 |
1,36 |
103,15 |
1,40 |
OK0717 |
PL0000108502 |
98,28 |
98,40 |
1,45 |
1,35 |
98,34 |
1,40 |
DS1017 |
PL0000104543 |
105,35 |
105,53 |
1,49 |
1,37 |
105,44 |
1,43 |
WZ0118 |
PL0000104717 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
104,18 |
104,35 |
1,56 |
1,47 |
104,27 |
1,51 |
PS0718 |
PL0000107595 |
101,88 |
102,04 |
1,62 |
1,55 |
101,96 |
1,59 |
OK1018 |
PL0000109062 |
96,06 |
96,16 |
1,65 |
1,61 |
96,11 |
1,63 |
WZ0119 |
PL0000107603 |
99,92 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,49 |
104,70 |
1,79 |
1,73 |
104,60 |
1,76 |
DS1019 |
PL0000105441 |
112,19 |
112,36 |
1,82 |
1,77 |
112,28 |
1,80 |
WZ0120 |
PL0000108601 |
99,15 |
99,34 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,33 |
2,00 |
1,94 |
98,23 |
1,97 |
DS1020 |
PL0000106126 |
113,68 |
113,93 |
2,00 |
1,95 |
113,81 |
1,98 |
WZ0121 |
PL0000106068 |
98,43 |
98,81 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
98,91 |
99,11 |
2,23 |
2,19 |
99,01 |
2,21 |
PS0721 |
PL0000109153 |
97,25 |
97,40 |
2,32 |
2,28 |
97,33 |
2,30 |
DS1021 |
PL0000106670 |
117,52 |
117,76 |
2,29 |
2,25 |
117,64 |
2,27 |
WS0922 |
PL0000102646 |
119,01 |
119,40 |
2,48 |
2,42 |
119,21 |
2,45 |
IZ0823 |
PL0000105359 |
108,81 |
120,61 |
--- |
--- |
114,71 |
--- |
DS1023 |
PL0000107264 |
108,61 |
109,02 |
2,71 |
2,65 |
108,82 |
2,68 |
WZ0124 |
PL0000107454 |
95,63 |
96,00 |
--- |
--- |
95,82 |
--- |
DS0725 |
PL0000108197 |
102,56 |
102,91 |
2,93 |
2,88 |
102,74 |
2,90 |
WZ0126 |
PL0000108817 |
93,99 |
94,48 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
95,16 |
95,34 |
3,06 |
3,04 |
95,25 |
3,05 |
WS0429 |
PL0000105391 |
124,97 |
126,51 |
3,34 |
3,21 |
125,74 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,65 |
101,18 |
--- |
--- |
100,92 |
--- |
PS1016 |
PL0000106795 |
101,47 |
101,57 |
1,45 |
1,24 |
101,52 |
1,34 |
WZ0117 |
PL0000106936 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
103,11 |
103,17 |
1,44 |
1,38 |
103,14 |
1,41 |
OK0717 |
PL0000108502 |
98,28 |
98,40 |
1,45 |
1,35 |
98,34 |
1,40 |
DS1017 |
PL0000104543 |
105,40 |
105,54 |
1,46 |
1,37 |
105,47 |
1,41 |
WZ0118 |
PL0000104717 |
100,22 |
100,30 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,19 |
104,35 |
1,55 |
1,47 |
104,27 |
1,51 |
PS0718 |
PL0000107595 |
101,89 |
102,03 |
1,62 |
1,55 |
101,96 |
1,59 |
OK1018 |
PL0000109062 |
96,07 |
96,17 |
1,65 |
1,60 |
96,12 |
1,63 |
WZ0119 |
PL0000107603 |
99,92 |
100,03 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,50 |
104,72 |
1,79 |
1,72 |
104,61 |
1,76 |
DS1019 |
PL0000105441 |
112,22 |
112,38 |
1,81 |
1,77 |
112,30 |
1,79 |
WZ0120 |
PL0000108601 |
99,17 |
99,34 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,29 |
2,00 |
1,95 |
98,21 |
1,97 |
DS1020 |
PL0000106126 |
113,68 |
113,95 |
2,00 |
1,94 |
113,82 |
1,97 |
WZ0121 |
PL0000106068 |
98,44 |
98,80 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
98,95 |
99,08 |
2,22 |
2,20 |
99,02 |
2,21 |
PS0721 |
PL0000109153 |
97,27 |
97,41 |
2,31 |
2,28 |
97,34 |
2,30 |
DS1021 |
PL0000106670 |
117,57 |
117,81 |
2,28 |
2,24 |
117,69 |
2,26 |
WS0922 |
PL0000102646 |
119,02 |
119,45 |
2,48 |
2,41 |
119,24 |
2,45 |
IZ0823 |
PL0000105359 |
109,57 |
116,01 |
--- |
--- |
112,79 |
--- |
DS1023 |
PL0000107264 |
108,62 |
108,94 |
2,70 |
2,66 |
108,78 |
2,68 |
WZ0124 |
PL0000107454 |
95,70 |
95,93 |
--- |
--- |
95,82 |
--- |
DS0725 |
PL0000108197 |
102,68 |
102,97 |
2,91 |
2,88 |
102,83 |
2,89 |
WZ0126 |
PL0000108817 |
94,06 |
94,45 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
95,27 |
95,43 |
3,04 |
3,02 |
95,35 |
3,03 |
WS0429 |
PL0000105391 |
125,09 |
127,24 |
3,33 |
3,15 |
126,17 |
3,24 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
10 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
15 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,380 |
1,400 |
1,398 |
170 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
30 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
50 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
170 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
115 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.