2016-05-11 |
MARKET DATA |
No 89 (2871) |
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 |
862,50 |
883,13 |
64 |
1 075,00 |
1 096,52 |
18 |
1 937,50 |
1 979,65 |
82 |
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 |
99,72 |
99,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,49 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,13 |
103,13 |
103,130 |
103,130 |
103,130 |
103,130 |
103,130 |
60 000 |
62,02 |
5 |
OK0717 |
PL0000108502 |
98,32 |
98,38 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
10 000 |
9,83 |
1 |
DS1017 |
PL0000104543 |
105,42 |
105,45 |
105,420 |
105,420 |
105,400 |
105,400 |
105,402 |
120 000 |
129,94 |
3 |
PS0418 |
PL0000107314 |
104,20 |
104,30 |
104,200 |
104,200 |
104,200 |
104,200 |
104,200 |
10 000 |
10,44 |
1 |
PS0718 |
PL0000107595 |
101,92 |
101,92 |
101,910 |
101,910 |
101,910 |
101,910 |
101,910 |
30 000 |
31,17 |
3 |
OK1018 |
PL0000109062 |
96,10 |
96,14 |
96,100 |
96,100 |
96,100 |
96,100 |
96,100 |
10 000 |
9,61 |
1 |
PS0719 |
PL0000108148 |
104,55 |
104,60 |
104,550 |
104,550 |
104,550 |
104,550 |
104,550 |
10 000 |
10,72 |
1 |
DS1019 |
PL0000105441 |
112,30 |
112,34 |
112,300 |
112,300 |
112,300 |
112,300 |
112,300 |
7 500 |
8,65 |
2 |
PS0420 |
PL0000108510 |
98,22 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,78 |
113,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,06 |
99,04 |
99,110 |
99,110 |
99,040 |
99,100 |
99,087 |
85 000 |
84,31 |
7 |
PS0721 |
PL0000109153 |
97,41 |
97,34 |
97,410 |
97,410 |
97,380 |
97,380 |
97,401 |
35 000 |
34,58 |
4 |
DS1021 |
PL0000106670 |
117,69 |
117,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,16 |
119,30 |
119,100 |
119,100 |
119,100 |
119,100 |
119,100 |
5 000 |
6,14 |
1 |
DS1023 |
PL0000107264 |
108,81 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,92 |
102,90 |
102,900 |
103,000 |
102,900 |
103,000 |
102,922 |
165 000 |
174,12 |
11 |
DS0726 |
PL0000108866 |
95,55 |
95,39 |
95,400 |
95,550 |
95,390 |
95,530 |
95,484 |
255 000 |
248,59 |
22 |
WS0428 |
PL0000107611 |
94,12 |
97,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,30 |
126,29 |
126,340 |
126,340 |
126,340 |
126,340 |
126,340 |
10 000 |
12,66 |
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 |
110,50 |
113,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,19 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
50 000 |
50,36 |
1 |
WZ0118 |
PL0000104717 |
100,26 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,23 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,48 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,83 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,20 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
862 500 |
883,13 |
64 |
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 |
110 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
138 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
201 |
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 |
100,66 |
101,14 |
--- |
--- |
100,90 |
--- |
PS1016 |
PL0000106795 |
101,46 |
101,56 |
1,45 |
1,24 |
101,51 |
1,34 |
WZ0117 |
PL0000106936 |
100,15 |
100,28 |
--- |
--- |
100,22 |
--- |
PS0417 |
PL0000107058 |
103,10 |
103,17 |
1,44 |
1,37 |
103,14 |
1,40 |
OK0717 |
PL0000108502 |
98,28 |
98,40 |
1,46 |
1,35 |
98,34 |
1,40 |
DS1017 |
PL0000104543 |
105,37 |
105,47 |
1,47 |
1,41 |
105,42 |
1,44 |
WZ0118 |
PL0000104717 |
100,20 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
104,17 |
104,32 |
1,56 |
1,49 |
104,25 |
1,52 |
PS0718 |
PL0000107595 |
101,87 |
102,03 |
1,63 |
1,55 |
101,95 |
1,59 |
OK1018 |
PL0000109062 |
96,05 |
96,17 |
1,66 |
1,61 |
96,11 |
1,63 |
WZ0119 |
PL0000107603 |
99,90 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,50 |
104,64 |
1,79 |
1,74 |
104,57 |
1,77 |
DS1019 |
PL0000105441 |
112,18 |
112,38 |
1,82 |
1,77 |
112,28 |
1,79 |
WZ0120 |
PL0000108601 |
99,14 |
99,34 |
--- |
--- |
99,24 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,30 |
2,00 |
1,95 |
98,21 |
1,97 |
DS1020 |
PL0000106126 |
113,68 |
113,91 |
2,00 |
1,95 |
113,80 |
1,98 |
WZ0121 |
PL0000106068 |
98,44 |
98,80 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
98,96 |
99,09 |
2,22 |
2,19 |
99,03 |
2,21 |
PS0721 |
PL0000109153 |
97,23 |
97,40 |
2,32 |
2,28 |
97,32 |
2,30 |
DS1021 |
PL0000106670 |
117,57 |
117,85 |
2,28 |
2,23 |
117,71 |
2,26 |
WS0922 |
PL0000102646 |
119,00 |
119,43 |
2,48 |
2,41 |
119,22 |
2,45 |
IZ0823 |
PL0000105359 |
109,73 |
117,14 |
--- |
--- |
113,44 |
--- |
DS1023 |
PL0000107264 |
108,62 |
108,95 |
2,70 |
2,66 |
108,79 |
2,68 |
WZ0124 |
PL0000107454 |
95,70 |
95,97 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
102,69 |
103,13 |
2,91 |
2,86 |
102,91 |
2,88 |
WZ0126 |
PL0000108817 |
94,08 |
94,49 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
95,29 |
95,53 |
3,04 |
3,01 |
95,41 |
3,03 |
WS0429 |
PL0000105391 |
125,39 |
126,69 |
3,31 |
3,20 |
126,04 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,66 |
101,14 |
--- |
--- |
100,90 |
--- |
PS1016 |
PL0000106795 |
101,47 |
101,54 |
1,43 |
1,28 |
101,51 |
1,34 |
WZ0117 |
PL0000106936 |
100,15 |
100,25 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
103,10 |
103,15 |
1,44 |
1,39 |
103,13 |
1,41 |
OK0717 |
PL0000108502 |
98,28 |
98,40 |
1,46 |
1,35 |
98,34 |
1,40 |
DS1017 |
PL0000104543 |
105,38 |
105,47 |
1,47 |
1,41 |
105,43 |
1,43 |
WZ0118 |
PL0000104717 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
104,16 |
104,32 |
1,57 |
1,49 |
104,24 |
1,53 |
PS0718 |
PL0000107595 |
101,88 |
101,95 |
1,62 |
1,59 |
101,92 |
1,60 |
OK1018 |
PL0000109062 |
96,06 |
96,16 |
1,65 |
1,61 |
96,11 |
1,63 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,50 |
104,65 |
1,79 |
1,74 |
104,58 |
1,76 |
DS1019 |
PL0000105441 |
112,22 |
112,36 |
1,81 |
1,77 |
112,29 |
1,79 |
WZ0120 |
PL0000108601 |
99,17 |
99,35 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
98,18 |
98,29 |
1,98 |
1,95 |
98,24 |
1,97 |
DS1020 |
PL0000106126 |
113,71 |
113,91 |
2,00 |
1,95 |
113,81 |
1,97 |
WZ0121 |
PL0000106068 |
98,43 |
98,76 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
99,04 |
99,15 |
2,21 |
2,18 |
99,10 |
2,19 |
PS0721 |
PL0000109153 |
97,34 |
97,47 |
2,30 |
2,27 |
97,41 |
2,28 |
DS1021 |
PL0000106670 |
117,64 |
117,94 |
2,27 |
2,21 |
117,79 |
2,24 |
WS0922 |
PL0000102646 |
119,08 |
119,40 |
2,47 |
2,42 |
119,24 |
2,44 |
IZ0823 |
PL0000105359 |
109,76 |
114,91 |
--- |
--- |
112,34 |
--- |
DS1023 |
PL0000107264 |
108,76 |
109,02 |
2,68 |
2,65 |
108,89 |
2,67 |
WZ0124 |
PL0000107454 |
95,74 |
95,95 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
102,84 |
103,15 |
2,89 |
2,85 |
103,00 |
2,87 |
WZ0126 |
PL0000108817 |
94,12 |
94,51 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
95,47 |
95,68 |
3,02 |
3,00 |
95,58 |
3,01 |
WS0429 |
PL0000105391 |
125,67 |
126,94 |
3,28 |
3,18 |
126,31 |
3,23 |
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 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
40 |
WZ0126 |
PL0000108817 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
15 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
15 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,380 |
1,400 |
1,392 |
150 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
90 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
80 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,420 |
1,412 |
325 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
170 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
90 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
10 |
TOTAL |
1 075 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.