2016-05-18 |
MARKET DATA |
No 94 (2876) |
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 |
1 157,50 |
1 173,74 |
74 |
775,00 |
792,74 |
9 |
1 932,50 |
1 966,48 |
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 |
99,74 |
99,75 |
99,740 |
99,740 |
99,740 |
99,740 |
99,740 |
100 000 |
99,74 |
1 |
PS1016 |
PL0000106795 |
101,43 |
101,46 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
150 000 |
156,15 |
2 |
PS0417 |
PL0000107058 |
103,03 |
103,05 |
103,050 |
103,050 |
103,030 |
103,050 |
103,046 |
55 000 |
56,85 |
3 |
OK0717 |
PL0000108502 |
98,30 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,33 |
105,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,21 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,88 |
101,89 |
101,890 |
101,890 |
101,890 |
101,890 |
101,890 |
25 000 |
25,98 |
2 |
OK1018 |
PL0000109062 |
96,18 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,60 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,29 |
112,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,28 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,88 |
113,70 |
113,850 |
113,850 |
113,850 |
113,850 |
113,850 |
15 000 |
17,53 |
1 |
PS0421 |
PL0000108916 |
99,27 |
99,00 |
99,150 |
99,150 |
98,980 |
98,980 |
99,014 |
25 000 |
24,79 |
2 |
PS0721 |
PL0000109153 |
97,44 |
97,20 |
97,400 |
97,420 |
97,190 |
97,190 |
97,290 |
60 000 |
59,23 |
6 |
DS1021 |
PL0000106670 |
117,88 |
117,60 |
117,800 |
117,830 |
117,800 |
117,830 |
117,818 |
25 000 |
30,27 |
2 |
WS0922 |
PL0000102646 |
119,40 |
119,00 |
119,180 |
119,180 |
119,180 |
119,180 |
119,180 |
5 000 |
6,15 |
1 |
DS1023 |
PL0000107264 |
109,18 |
108,60 |
109,180 |
109,180 |
108,600 |
108,650 |
108,773 |
75 000 |
83,28 |
9 |
DS0725 |
PL0000108197 |
103,33 |
102,88 |
103,150 |
103,150 |
103,150 |
103,150 |
103,150 |
10 000 |
10,58 |
1 |
DS0726 |
PL0000108866 |
96,20 |
95,59 |
96,200 |
96,200 |
95,500 |
95,600 |
95,899 |
412 500 |
404,04 |
37 |
WS0428 |
PL0000107611 |
94,95 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,97 |
126,34 |
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 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,22 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,95 |
99,940 |
99,940 |
99,920 |
99,920 |
99,930 |
155 000 |
155,76 |
3 |
WZ0120 |
PL0000108601 |
99,21 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,92 |
95,85 |
95,860 |
95,860 |
95,850 |
95,850 |
95,854 |
45 000 |
43,39 |
4 |
WZ0126 |
PL0000108817 |
94,20 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 157 500 |
1 173,74 |
74 |
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 |
103 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
131 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
194 |
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 |
100,57 |
101,11 |
--- |
--- |
100,84 |
--- |
PS1016 |
PL0000106795 |
101,39 |
101,48 |
1,47 |
1,27 |
101,44 |
1,36 |
WZ0117 |
PL0000106936 |
100,12 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
102,99 |
103,08 |
1,49 |
1,40 |
103,04 |
1,44 |
OK0717 |
PL0000108502 |
98,26 |
98,42 |
1,50 |
1,36 |
98,34 |
1,43 |
DS1017 |
PL0000104543 |
105,26 |
105,42 |
1,50 |
1,39 |
105,34 |
1,45 |
WZ0118 |
PL0000104717 |
100,17 |
100,33 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
104,16 |
104,27 |
1,55 |
1,49 |
104,22 |
1,52 |
PS0718 |
PL0000107595 |
101,82 |
101,97 |
1,64 |
1,57 |
101,90 |
1,60 |
OK1018 |
PL0000109062 |
96,13 |
96,25 |
1,64 |
1,58 |
96,19 |
1,61 |
WZ0119 |
PL0000107603 |
99,91 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,54 |
104,76 |
1,77 |
1,70 |
104,65 |
1,73 |
DS1019 |
PL0000105441 |
112,18 |
112,42 |
1,80 |
1,74 |
112,30 |
1,77 |
WZ0120 |
PL0000108601 |
99,17 |
99,38 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,21 |
98,44 |
1,98 |
1,91 |
98,33 |
1,94 |
DS1020 |
PL0000106126 |
113,80 |
113,99 |
1,96 |
1,92 |
113,90 |
1,94 |
WZ0121 |
PL0000106068 |
98,46 |
98,83 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,15 |
99,31 |
2,18 |
2,15 |
99,23 |
2,16 |
PS0721 |
PL0000109153 |
97,32 |
97,58 |
2,30 |
2,25 |
97,45 |
2,28 |
DS1021 |
PL0000106670 |
117,78 |
118,02 |
2,23 |
2,19 |
117,90 |
2,21 |
WS0922 |
PL0000102646 |
119,23 |
119,64 |
2,44 |
2,37 |
119,44 |
2,41 |
IZ0823 |
PL0000105359 |
106,17 |
118,04 |
--- |
--- |
112,11 |
--- |
DS1023 |
PL0000107264 |
108,93 |
109,29 |
2,66 |
2,61 |
109,11 |
2,63 |
WZ0124 |
PL0000107454 |
95,80 |
96,06 |
--- |
--- |
95,93 |
--- |
DS0725 |
PL0000108197 |
103,17 |
103,50 |
2,85 |
2,81 |
103,34 |
2,83 |
WZ0126 |
PL0000108817 |
94,10 |
94,45 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
95,90 |
96,17 |
2,97 |
2,94 |
96,04 |
2,95 |
WS0429 |
PL0000105391 |
126,15 |
127,68 |
3,24 |
3,11 |
126,92 |
3,18 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,56 |
101,12 |
--- |
--- |
100,84 |
--- |
PS1016 |
PL0000106795 |
101,38 |
101,48 |
1,49 |
1,27 |
101,43 |
1,38 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
103,00 |
103,08 |
1,48 |
1,40 |
103,04 |
1,44 |
OK0717 |
PL0000108502 |
98,28 |
98,44 |
1,48 |
1,34 |
98,36 |
1,41 |
DS1017 |
PL0000104543 |
105,29 |
105,42 |
1,48 |
1,39 |
105,36 |
1,43 |
WZ0118 |
PL0000104717 |
100,18 |
100,33 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,11 |
104,25 |
1,57 |
1,50 |
104,18 |
1,54 |
PS0718 |
PL0000107595 |
101,82 |
101,93 |
1,64 |
1,59 |
101,88 |
1,61 |
OK1018 |
PL0000109062 |
96,10 |
96,23 |
1,65 |
1,59 |
96,17 |
1,62 |
WZ0119 |
PL0000107603 |
99,89 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,46 |
104,65 |
1,79 |
1,73 |
104,56 |
1,76 |
DS1019 |
PL0000105441 |
112,14 |
112,34 |
1,81 |
1,76 |
112,24 |
1,79 |
WZ0120 |
PL0000108601 |
99,17 |
99,33 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
98,15 |
98,28 |
1,99 |
1,96 |
98,22 |
1,97 |
DS1020 |
PL0000106126 |
113,56 |
113,75 |
2,02 |
1,97 |
113,66 |
1,99 |
WZ0121 |
PL0000106068 |
98,44 |
98,78 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
98,91 |
99,09 |
2,23 |
2,20 |
99,00 |
2,21 |
PS0721 |
PL0000109153 |
97,13 |
97,31 |
2,34 |
2,30 |
97,22 |
2,32 |
DS1021 |
PL0000106670 |
117,45 |
117,73 |
2,29 |
2,24 |
117,59 |
2,27 |
WS0922 |
PL0000102646 |
118,89 |
119,23 |
2,49 |
2,44 |
119,06 |
2,46 |
IZ0823 |
PL0000105359 |
109,22 |
115,30 |
--- |
--- |
112,26 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,75 |
2,72 |
2,68 |
108,63 |
2,70 |
WZ0124 |
PL0000107454 |
95,69 |
95,92 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
102,66 |
102,96 |
2,91 |
2,88 |
102,81 |
2,89 |
WZ0126 |
PL0000108817 |
94,12 |
94,38 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
95,42 |
95,66 |
3,03 |
3,00 |
95,54 |
3,01 |
WS0429 |
PL0000105391 |
125,63 |
126,99 |
3,28 |
3,17 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
200 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,280 |
1,280 |
1,280 |
10 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
110 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
10 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
55 |
PS0418 |
PL0000107314 |
2/9 |
7 |
1,430 |
1,430 |
1,430 |
100 |
PS0420 |
PL0000108510 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
100 |
PS0421 |
PL0000108916 |
2/9 |
7 |
1,450 |
1,450 |
1,450 |
90 |
PS0418 |
PL0000107314 |
1/9 |
8 |
1,450 |
1,450 |
1,450 |
100 |
TOTAL |
775 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.