2016-05-16 |
MARKET DATA |
No 92 (2874) |
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 |
102,50 |
106,99 |
8 |
0,00 |
0,00 |
0 |
102,50 |
106,99 |
8 |
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 |
99,73 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,43 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,08 |
103,10 |
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 |
105,38 |
105,45 |
105,350 |
105,350 |
105,350 |
105,350 |
105,350 |
2 500 |
2,71 |
1 |
PS0418 |
PL0000107314 |
104,25 |
104,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,97 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,20 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,70 |
104,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,41 |
112,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,41 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,99 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,48 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,70 |
97,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,08 |
118,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,65 |
119,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,35 |
109,42 |
109,350 |
109,350 |
109,340 |
109,340 |
109,347 |
15 000 |
16,74 |
2 |
DS0725 |
PL0000108197 |
103,61 |
103,52 |
103,600 |
103,610 |
103,600 |
103,610 |
103,608 |
50 000 |
53,13 |
3 |
DS0726 |
PL0000108866 |
96,37 |
96,28 |
96,280 |
96,300 |
96,280 |
96,300 |
96,286 |
35 000 |
34,41 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,21 |
127,40 |
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 |
100,75 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,70 |
112,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,15 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,23 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,05 |
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 |
98,51 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,87 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
102 500 |
106,99 |
8 |
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 |
105 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
133 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
196 |
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 (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,61 |
101,10 |
--- |
--- |
100,86 |
--- |
PS1016 |
PL0000106795 |
101,41 |
101,51 |
1,47 |
1,24 |
101,46 |
1,36 |
WZ0117 |
PL0000106936 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
103,05 |
103,13 |
1,45 |
1,36 |
103,09 |
1,40 |
OK0717 |
PL0000108502 |
98,29 |
98,40 |
1,46 |
1,37 |
98,35 |
1,41 |
DS1017 |
PL0000104543 |
105,32 |
105,47 |
1,47 |
1,37 |
105,40 |
1,42 |
WZ0118 |
PL0000104717 |
100,19 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,22 |
104,33 |
1,52 |
1,47 |
104,28 |
1,49 |
PS0718 |
PL0000107595 |
101,92 |
102,03 |
1,60 |
1,55 |
101,98 |
1,57 |
OK1018 |
PL0000109062 |
96,17 |
96,29 |
1,61 |
1,56 |
96,23 |
1,59 |
WZ0119 |
PL0000107603 |
99,92 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,67 |
104,83 |
1,73 |
1,68 |
104,75 |
1,70 |
DS1019 |
PL0000105441 |
112,37 |
112,51 |
1,76 |
1,72 |
112,44 |
1,74 |
WZ0120 |
PL0000108601 |
99,19 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,35 |
98,56 |
1,94 |
1,88 |
98,46 |
1,91 |
DS1020 |
PL0000106126 |
113,93 |
114,14 |
1,94 |
1,89 |
114,04 |
1,91 |
WZ0121 |
PL0000106068 |
98,47 |
98,83 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,41 |
99,59 |
2,13 |
2,09 |
99,50 |
2,11 |
PS0721 |
PL0000109153 |
97,65 |
97,86 |
2,23 |
2,19 |
97,76 |
2,21 |
DS1021 |
PL0000106670 |
118,01 |
118,27 |
2,20 |
2,15 |
118,14 |
2,17 |
WS0922 |
PL0000102646 |
119,55 |
119,93 |
2,39 |
2,33 |
119,74 |
2,36 |
IZ0823 |
PL0000105359 |
110,54 |
114,78 |
--- |
--- |
112,66 |
--- |
DS1023 |
PL0000107264 |
109,24 |
109,50 |
2,61 |
2,58 |
109,37 |
2,60 |
WZ0124 |
PL0000107454 |
95,78 |
96,04 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
103,49 |
103,68 |
2,81 |
2,79 |
103,59 |
2,80 |
WZ0126 |
PL0000108817 |
94,19 |
94,56 |
--- |
--- |
94,38 |
--- |
DS0726 |
PL0000108866 |
96,23 |
96,46 |
2,93 |
2,90 |
96,35 |
2,92 |
WS0429 |
PL0000105391 |
126,67 |
127,94 |
3,20 |
3,09 |
127,31 |
3,15 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.