2016-05-17 |
MARKET DATA |
No 93 (2875) |
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 |
1 127,50 |
1 173,49 |
75 |
400,00 |
423,29 |
8 |
1 527,50 |
1 596,78 |
83 |
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 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,40 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,05 |
103,07 |
103,050 |
103,050 |
103,050 |
103,050 |
103,050 |
50 000 |
51,68 |
1 |
OK0717 |
PL0000108502 |
98,31 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,36 |
105,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,24 |
104,26 |
104,240 |
104,240 |
104,230 |
104,230 |
104,231 |
145 000 |
151,49 |
4 |
PS0718 |
PL0000107595 |
101,95 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,20 |
96,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,68 |
104,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,37 |
112,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,50 |
98,40 |
98,400 |
98,400 |
98,370 |
98,370 |
98,390 |
60 000 |
59,09 |
4 |
DS1020 |
PL0000106126 |
114,08 |
113,93 |
113,950 |
113,960 |
113,940 |
113,960 |
113,947 |
195 000 |
227,99 |
8 |
PS0421 |
PL0000108916 |
99,45 |
99,32 |
99,450 |
99,450 |
99,290 |
99,340 |
99,326 |
200 000 |
198,92 |
16 |
PS0721 |
PL0000109153 |
97,75 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,12 |
118,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,70 |
119,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,42 |
109,30 |
109,350 |
109,350 |
109,300 |
109,300 |
109,330 |
107 500 |
119,96 |
12 |
DS0725 |
PL0000108197 |
103,65 |
103,59 |
103,600 |
103,600 |
103,600 |
103,600 |
103,600 |
10 000 |
10,63 |
1 |
DS0726 |
PL0000108866 |
96,42 |
96,24 |
96,400 |
96,420 |
96,170 |
96,340 |
96,311 |
350 000 |
344,24 |
28 |
WS0428 |
PL0000107611 |
94,92 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,36 |
127,43 |
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 |
100,73 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
113,47 |
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 |
100,25 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,51 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,95 |
95,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,30 |
94,38 |
94,390 |
94,390 |
94,390 |
94,390 |
94,390 |
10 000 |
9,49 |
1 |
TOTAL |
1 127 500 |
1 173,49 |
75 |
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 |
104 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
132 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
195 |
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 |
100,61 |
101,12 |
--- |
--- |
100,87 |
--- |
PS1016 |
PL0000106795 |
101,39 |
101,51 |
1,49 |
1,22 |
101,45 |
1,36 |
WZ0117 |
PL0000106936 |
100,13 |
100,26 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
103,03 |
103,15 |
1,46 |
1,33 |
103,09 |
1,40 |
OK0717 |
PL0000108502 |
98,28 |
98,45 |
1,48 |
1,33 |
98,37 |
1,40 |
DS1017 |
PL0000104543 |
105,33 |
105,51 |
1,46 |
1,34 |
105,42 |
1,40 |
WZ0118 |
PL0000104717 |
100,19 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,20 |
104,38 |
1,53 |
1,44 |
104,29 |
1,48 |
PS0718 |
PL0000107595 |
101,92 |
102,06 |
1,60 |
1,53 |
101,99 |
1,56 |
OK1018 |
PL0000109062 |
96,18 |
96,28 |
1,61 |
1,57 |
96,23 |
1,59 |
WZ0119 |
PL0000107603 |
99,92 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,67 |
104,88 |
1,73 |
1,66 |
104,78 |
1,69 |
DS1019 |
PL0000105441 |
112,33 |
112,54 |
1,76 |
1,71 |
112,44 |
1,73 |
WZ0120 |
PL0000108601 |
99,19 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,37 |
98,54 |
1,93 |
1,89 |
98,46 |
1,91 |
DS1020 |
PL0000106126 |
113,93 |
114,23 |
1,94 |
1,87 |
114,08 |
1,90 |
WZ0121 |
PL0000106068 |
98,47 |
98,83 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,38 |
99,61 |
2,13 |
2,08 |
99,50 |
2,11 |
PS0721 |
PL0000109153 |
97,62 |
97,91 |
2,24 |
2,18 |
97,77 |
2,21 |
DS1021 |
PL0000106670 |
117,98 |
118,28 |
2,20 |
2,15 |
118,13 |
2,17 |
WS0922 |
PL0000102646 |
119,55 |
119,97 |
2,39 |
2,33 |
119,76 |
2,36 |
IZ0823 |
PL0000105359 |
106,03 |
118,13 |
--- |
--- |
112,08 |
--- |
DS1023 |
PL0000107264 |
109,29 |
109,60 |
2,61 |
2,56 |
109,45 |
2,58 |
WZ0124 |
PL0000107454 |
95,80 |
96,05 |
--- |
--- |
95,93 |
--- |
DS0725 |
PL0000108197 |
103,57 |
103,87 |
2,80 |
2,76 |
103,72 |
2,78 |
WZ0126 |
PL0000108817 |
94,11 |
94,55 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
96,32 |
96,59 |
2,92 |
2,89 |
96,46 |
2,90 |
WS0429 |
PL0000105391 |
126,56 |
128,09 |
3,21 |
3,08 |
127,33 |
3,14 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,60 |
101,13 |
--- |
--- |
100,87 |
--- |
PS1016 |
PL0000106795 |
101,38 |
101,50 |
1,51 |
1,25 |
101,44 |
1,38 |
WZ0117 |
PL0000106936 |
100,13 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0417 |
PL0000107058 |
103,02 |
103,10 |
1,47 |
1,38 |
103,06 |
1,43 |
OK0717 |
PL0000108502 |
98,29 |
98,44 |
1,47 |
1,34 |
98,37 |
1,40 |
DS1017 |
PL0000104543 |
105,28 |
105,46 |
1,49 |
1,37 |
105,37 |
1,43 |
WZ0118 |
PL0000104717 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
104,18 |
104,31 |
1,54 |
1,47 |
104,25 |
1,50 |
PS0718 |
PL0000107595 |
101,87 |
102,00 |
1,62 |
1,56 |
101,94 |
1,59 |
OK1018 |
PL0000109062 |
96,16 |
96,26 |
1,62 |
1,58 |
96,21 |
1,60 |
WZ0119 |
PL0000107603 |
99,94 |
100,06 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,58 |
104,79 |
1,76 |
1,69 |
104,69 |
1,72 |
DS1019 |
PL0000105441 |
112,28 |
112,44 |
1,78 |
1,73 |
112,36 |
1,76 |
WZ0120 |
PL0000108601 |
99,21 |
99,36 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
98,29 |
98,46 |
1,95 |
1,91 |
98,38 |
1,93 |
DS1020 |
PL0000106126 |
113,91 |
114,05 |
1,94 |
1,91 |
113,98 |
1,93 |
WZ0121 |
PL0000106068 |
98,47 |
98,83 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,27 |
99,43 |
2,16 |
2,12 |
99,35 |
2,14 |
PS0721 |
PL0000109153 |
97,49 |
97,73 |
2,27 |
2,22 |
97,61 |
2,24 |
DS1021 |
PL0000106670 |
117,86 |
118,16 |
2,22 |
2,17 |
118,01 |
2,19 |
WS0922 |
PL0000102646 |
119,39 |
119,81 |
2,41 |
2,35 |
119,60 |
2,38 |
IZ0823 |
PL0000105359 |
109,50 |
115,21 |
--- |
--- |
112,36 |
--- |
DS1023 |
PL0000107264 |
109,24 |
109,41 |
2,61 |
2,59 |
109,33 |
2,60 |
WZ0124 |
PL0000107454 |
95,84 |
96,09 |
--- |
--- |
95,97 |
--- |
DS0725 |
PL0000108197 |
103,47 |
103,67 |
2,81 |
2,79 |
103,57 |
2,80 |
WZ0126 |
PL0000108817 |
94,15 |
94,47 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
96,23 |
96,45 |
2,93 |
2,91 |
96,34 |
2,92 |
WS0429 |
PL0000105391 |
126,45 |
128,21 |
3,22 |
3,07 |
127,33 |
3,14 |
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 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
30 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
10 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
120 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
150 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
TOTAL |
400 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.