2016-05-13 |
MARKET DATA |
No 91 (2873) |
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 |
1 325,00 |
1 314,72 |
83 |
795,00 |
813,94 |
13 |
2 120,00 |
2 128,66 |
96 |
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 |
101,45 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,09 |
103,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,32 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,39 |
105,42 |
105,390 |
105,390 |
105,390 |
105,390 |
105,390 |
10 000 |
10,83 |
1 |
PS0418 |
PL0000107314 |
104,25 |
104,23 |
104,250 |
104,250 |
104,250 |
104,250 |
104,250 |
65 000 |
67,91 |
2 |
PS0718 |
PL0000107595 |
101,96 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,18 |
96,14 |
96,190 |
96,200 |
96,190 |
96,200 |
96,194 |
90 000 |
86,57 |
3 |
PS0719 |
PL0000108148 |
104,63 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,34 |
112,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,28 |
98,27 |
98,250 |
98,250 |
98,250 |
98,250 |
98,250 |
100 000 |
98,34 |
1 |
DS1020 |
PL0000106126 |
113,85 |
113,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,31 |
99,20 |
99,260 |
99,330 |
99,200 |
99,300 |
99,266 |
600 000 |
596,32 |
37 |
PS0721 |
PL0000109153 |
97,52 |
97,43 |
97,600 |
97,620 |
97,500 |
97,600 |
97,563 |
215 000 |
212,81 |
16 |
DS1021 |
PL0000106670 |
117,87 |
117,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,35 |
119,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,00 |
109,05 |
109,100 |
109,100 |
109,100 |
109,100 |
109,100 |
10 000 |
11,13 |
1 |
DS0725 |
PL0000108197 |
103,20 |
103,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,90 |
95,80 |
95,900 |
95,900 |
95,660 |
95,660 |
95,838 |
185 000 |
181,05 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,65 |
126,70 |
126,550 |
126,550 |
126,550 |
126,550 |
126,550 |
5 000 |
6,34 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,75 |
101,00 |
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 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
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 |
99,32 |
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 |
95,85 |
95,85 |
95,850 |
95,950 |
95,820 |
95,820 |
95,892 |
45 000 |
43,40 |
4 |
WZ0126 |
PL0000108817 |
94,21 |
94,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 325 000 |
1 314,72 |
83 |
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 |
106 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
134 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
197 |
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 |
100,59 |
101,13 |
--- |
--- |
100,86 |
--- |
PS1016 |
PL0000106795 |
101,42 |
101,52 |
1,46 |
1,24 |
101,47 |
1,35 |
WZ0117 |
PL0000106936 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
103,05 |
103,12 |
1,46 |
1,38 |
103,09 |
1,41 |
OK0717 |
PL0000108502 |
98,28 |
98,39 |
1,47 |
1,37 |
98,34 |
1,42 |
DS1017 |
PL0000104543 |
105,33 |
105,43 |
1,47 |
1,41 |
105,38 |
1,44 |
WZ0118 |
PL0000104717 |
100,20 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
104,14 |
104,26 |
1,57 |
1,50 |
104,20 |
1,53 |
PS0718 |
PL0000107595 |
101,84 |
101,97 |
1,64 |
1,58 |
101,91 |
1,60 |
OK1018 |
PL0000109062 |
96,06 |
96,17 |
1,66 |
1,61 |
96,12 |
1,63 |
WZ0119 |
PL0000107603 |
99,92 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,45 |
104,66 |
1,80 |
1,73 |
104,56 |
1,77 |
DS1019 |
PL0000105441 |
112,15 |
112,35 |
1,82 |
1,76 |
112,25 |
1,79 |
WZ0120 |
PL0000108601 |
99,20 |
99,35 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,31 |
2,00 |
1,95 |
98,22 |
1,97 |
DS1020 |
PL0000106126 |
113,66 |
113,90 |
2,00 |
1,95 |
113,78 |
1,97 |
WZ0121 |
PL0000106068 |
98,43 |
98,79 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
99,01 |
99,22 |
2,21 |
2,17 |
99,12 |
2,19 |
PS0721 |
PL0000109153 |
97,30 |
97,47 |
2,31 |
2,27 |
97,39 |
2,29 |
DS1021 |
PL0000106670 |
117,59 |
117,89 |
2,27 |
2,22 |
117,74 |
2,24 |
WS0922 |
PL0000102646 |
119,11 |
119,52 |
2,46 |
2,40 |
119,32 |
2,43 |
IZ0823 |
PL0000105359 |
106,33 |
117,26 |
--- |
--- |
111,80 |
--- |
DS1023 |
PL0000107264 |
108,70 |
109,15 |
2,69 |
2,63 |
108,93 |
2,66 |
WZ0124 |
PL0000107454 |
95,77 |
96,05 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
102,91 |
103,29 |
2,88 |
2,84 |
103,10 |
2,86 |
WZ0126 |
PL0000108817 |
94,03 |
94,50 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
95,60 |
95,90 |
3,01 |
2,97 |
95,75 |
2,99 |
WS0429 |
PL0000105391 |
125,84 |
127,13 |
3,27 |
3,16 |
126,49 |
3,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,62 |
101,12 |
--- |
--- |
100,87 |
--- |
PS1016 |
PL0000106795 |
101,42 |
101,51 |
1,46 |
1,26 |
101,47 |
1,35 |
WZ0117 |
PL0000106936 |
100,16 |
100,25 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
103,06 |
103,13 |
1,45 |
1,37 |
103,10 |
1,40 |
OK0717 |
PL0000108502 |
98,28 |
98,42 |
1,47 |
1,35 |
98,35 |
1,41 |
DS1017 |
PL0000104543 |
105,34 |
105,50 |
1,47 |
1,36 |
105,42 |
1,41 |
WZ0118 |
PL0000104717 |
100,19 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,20 |
104,30 |
1,53 |
1,48 |
104,25 |
1,51 |
PS0718 |
PL0000107595 |
101,91 |
102,02 |
1,60 |
1,55 |
101,97 |
1,58 |
OK1018 |
PL0000109062 |
96,14 |
96,22 |
1,63 |
1,59 |
96,18 |
1,61 |
WZ0119 |
PL0000107603 |
99,91 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,60 |
104,80 |
1,75 |
1,69 |
104,70 |
1,72 |
DS1019 |
PL0000105441 |
112,30 |
112,48 |
1,78 |
1,73 |
112,39 |
1,75 |
WZ0120 |
PL0000108601 |
99,19 |
99,35 |
--- |
--- |
99,27 |
--- |
PS0420 |
PL0000108510 |
98,22 |
98,43 |
1,97 |
1,92 |
98,33 |
1,94 |
DS1020 |
PL0000106126 |
113,76 |
114,03 |
1,98 |
1,92 |
113,90 |
1,95 |
WZ0121 |
PL0000106068 |
98,43 |
98,78 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
99,25 |
99,39 |
2,16 |
2,13 |
99,32 |
2,15 |
PS0721 |
PL0000109153 |
97,45 |
97,68 |
2,27 |
2,23 |
97,57 |
2,25 |
DS1021 |
PL0000106670 |
117,84 |
118,08 |
2,23 |
2,18 |
117,96 |
2,21 |
WS0922 |
PL0000102646 |
119,28 |
119,69 |
2,43 |
2,37 |
119,49 |
2,40 |
IZ0823 |
PL0000105359 |
109,39 |
115,02 |
--- |
--- |
112,21 |
--- |
DS1023 |
PL0000107264 |
108,80 |
109,16 |
2,68 |
2,63 |
108,98 |
2,65 |
WZ0124 |
PL0000107454 |
95,72 |
95,95 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
103,02 |
103,38 |
2,87 |
2,82 |
103,20 |
2,85 |
WZ0126 |
PL0000108817 |
94,05 |
94,40 |
--- |
--- |
94,23 |
--- |
DS0726 |
PL0000108866 |
95,73 |
95,96 |
2,99 |
2,96 |
95,85 |
2,98 |
WS0429 |
PL0000105391 |
126,06 |
127,30 |
3,25 |
3,15 |
126,68 |
3,20 |
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 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
30 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
30 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,410 |
1,410 |
1,410 |
55 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
25 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,350 |
1,380 |
1,376 |
80 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
140 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
150 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
200 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
40 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
20 |
OK1018 |
PL0000109062 |
4/11 |
7 |
1,350 |
1,350 |
1,350 |
25 |
TOTAL |
795 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.