2016-05-12 |
MARKET DATA |
No 90 (2872) |
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 |
952,50 |
973,77 |
49 |
610,00 |
681,70 |
6 |
1 562,50 |
1 655,47 |
55 |
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 |
99,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,46 |
101,49 |
101,450 |
101,450 |
101,450 |
101,450 |
101,450 |
175 000 |
182,17 |
3 |
PS0417 |
PL0000107058 |
103,09 |
103,10 |
103,090 |
103,090 |
103,090 |
103,090 |
103,090 |
140 000 |
144,71 |
2 |
OK0717 |
PL0000108502 |
98,30 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,36 |
105,41 |
105,350 |
105,350 |
105,350 |
105,350 |
105,350 |
5 000 |
5,41 |
1 |
PS0418 |
PL0000107314 |
104,20 |
104,21 |
104,200 |
104,200 |
104,200 |
104,200 |
104,200 |
220 000 |
229,72 |
9 |
PS0718 |
PL0000107595 |
101,90 |
101,89 |
101,890 |
101,890 |
101,870 |
101,870 |
101,875 |
32 500 |
33,77 |
3 |
OK1018 |
PL0000109062 |
96,10 |
96,12 |
96,100 |
96,100 |
96,100 |
96,100 |
96,100 |
20 000 |
19,22 |
3 |
PS0719 |
PL0000108148 |
104,53 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,25 |
112,32 |
112,250 |
112,250 |
112,250 |
112,250 |
112,250 |
5 000 |
5,77 |
1 |
PS0420 |
PL0000108510 |
98,26 |
98,20 |
98,220 |
98,220 |
98,200 |
98,200 |
98,202 |
125 000 |
122,86 |
8 |
DS1020 |
PL0000106126 |
113,80 |
113,76 |
113,780 |
113,780 |
113,780 |
113,780 |
113,780 |
20 000 |
23,34 |
1 |
PS0421 |
PL0000108916 |
99,11 |
99,10 |
99,130 |
99,130 |
99,130 |
99,130 |
99,130 |
5 000 |
4,96 |
1 |
PS0721 |
PL0000109153 |
97,45 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,76 |
117,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,30 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,90 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,05 |
103,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,75 |
95,57 |
95,790 |
95,790 |
95,550 |
95,650 |
95,664 |
200 000 |
195,37 |
16 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,41 |
126,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,80 |
100,90 |
100,800 |
100,800 |
100,800 |
100,800 |
100,800 |
5 000 |
6,47 |
1 |
IZ0823 |
PL0000105359 |
111,50 |
112,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,19 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,27 |
100,29 |
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 |
99,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,47 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,82 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,20 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
952 500 |
973,77 |
49 |
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 |
107 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
135 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
198 |
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 |
100,64 |
101,17 |
--- |
--- |
100,91 |
--- |
PS1016 |
PL0000106795 |
101,44 |
101,53 |
1,44 |
1,24 |
101,49 |
1,33 |
WZ0117 |
PL0000106936 |
100,16 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
103,07 |
103,14 |
1,44 |
1,37 |
103,11 |
1,40 |
OK0717 |
PL0000108502 |
98,28 |
98,40 |
1,47 |
1,36 |
98,34 |
1,41 |
DS1017 |
PL0000104543 |
105,34 |
105,46 |
1,47 |
1,39 |
105,40 |
1,43 |
WZ0118 |
PL0000104717 |
100,21 |
100,32 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
104,14 |
104,32 |
1,57 |
1,48 |
104,23 |
1,52 |
PS0718 |
PL0000107595 |
101,87 |
101,98 |
1,62 |
1,57 |
101,93 |
1,59 |
OK1018 |
PL0000109062 |
96,08 |
96,16 |
1,65 |
1,62 |
96,12 |
1,63 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,51 |
104,67 |
1,78 |
1,73 |
104,59 |
1,76 |
DS1019 |
PL0000105441 |
112,22 |
112,37 |
1,80 |
1,76 |
112,30 |
1,78 |
WZ0120 |
PL0000108601 |
99,17 |
99,35 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
98,24 |
98,40 |
1,97 |
1,92 |
98,32 |
1,95 |
DS1020 |
PL0000106126 |
113,78 |
113,97 |
1,97 |
1,93 |
113,88 |
1,95 |
WZ0121 |
PL0000106068 |
98,43 |
98,79 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
99,08 |
99,29 |
2,20 |
2,15 |
99,19 |
2,17 |
PS0721 |
PL0000109153 |
97,42 |
97,58 |
2,28 |
2,25 |
97,50 |
2,26 |
DS1021 |
PL0000106670 |
117,74 |
117,98 |
2,25 |
2,20 |
117,86 |
2,22 |
WS0922 |
PL0000102646 |
119,26 |
119,64 |
2,44 |
2,38 |
119,45 |
2,41 |
IZ0823 |
PL0000105359 |
109,83 |
117,20 |
--- |
--- |
113,52 |
--- |
DS1023 |
PL0000107264 |
108,88 |
109,28 |
2,67 |
2,61 |
109,08 |
2,64 |
WZ0124 |
PL0000107454 |
95,73 |
95,96 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
103,00 |
103,27 |
2,87 |
2,84 |
103,14 |
2,85 |
WZ0126 |
PL0000108817 |
94,11 |
94,52 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
95,68 |
95,86 |
3,00 |
2,97 |
95,77 |
2,99 |
WS0429 |
PL0000105391 |
125,68 |
127,70 |
3,28 |
3,11 |
126,69 |
3,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,65 |
101,09 |
--- |
--- |
100,87 |
--- |
PS1016 |
PL0000106795 |
101,43 |
101,51 |
1,46 |
1,28 |
101,47 |
1,37 |
WZ0117 |
PL0000106936 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
103,06 |
103,12 |
1,46 |
1,39 |
103,09 |
1,42 |
OK0717 |
PL0000108502 |
98,28 |
98,37 |
1,47 |
1,39 |
98,33 |
1,42 |
DS1017 |
PL0000104543 |
105,33 |
105,43 |
1,48 |
1,41 |
105,38 |
1,45 |
WZ0118 |
PL0000104717 |
100,22 |
100,33 |
--- |
--- |
100,28 |
--- |
PS0418 |
PL0000107314 |
104,16 |
104,24 |
1,56 |
1,52 |
104,20 |
1,54 |
PS0718 |
PL0000107595 |
101,85 |
101,92 |
1,63 |
1,60 |
101,89 |
1,61 |
OK1018 |
PL0000109062 |
96,07 |
96,15 |
1,65 |
1,62 |
96,11 |
1,64 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,47 |
104,66 |
1,79 |
1,73 |
104,57 |
1,76 |
DS1019 |
PL0000105441 |
112,17 |
112,34 |
1,82 |
1,77 |
112,26 |
1,79 |
WZ0120 |
PL0000108601 |
99,20 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,14 |
98,26 |
1,99 |
1,96 |
98,20 |
1,98 |
DS1020 |
PL0000106126 |
113,66 |
113,83 |
2,00 |
1,96 |
113,75 |
1,98 |
WZ0121 |
PL0000106068 |
98,44 |
98,79 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
99,02 |
99,16 |
2,21 |
2,18 |
99,09 |
2,19 |
PS0721 |
PL0000109153 |
97,30 |
97,43 |
2,31 |
2,28 |
97,37 |
2,29 |
DS1021 |
PL0000106670 |
117,57 |
117,87 |
2,28 |
2,22 |
117,72 |
2,25 |
WS0922 |
PL0000102646 |
119,06 |
119,49 |
2,47 |
2,40 |
119,28 |
2,43 |
IZ0823 |
PL0000105359 |
110,00 |
114,56 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
108,67 |
109,04 |
2,70 |
2,64 |
108,86 |
2,67 |
WZ0124 |
PL0000107454 |
95,74 |
95,96 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
102,94 |
103,17 |
2,88 |
2,85 |
103,06 |
2,86 |
WZ0126 |
PL0000108817 |
94,11 |
94,38 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
95,58 |
95,79 |
3,01 |
2,98 |
95,69 |
2,99 |
WS0429 |
PL0000105391 |
125,73 |
127,06 |
3,28 |
3,17 |
126,40 |
3,22 |
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 |
55 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
150 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
30 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
25 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
310 |
TOTAL |
610 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.