2016-05-19 |
MARKET DATA |
No 95 (2877) |
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 |
915,00 |
911,21 |
69 |
1 150,00 |
1 234,58 |
13 |
2 065,00 |
2 145,79 |
82 |
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 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,36 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,02 |
103,02 |
103,020 |
103,020 |
103,020 |
103,020 |
103,020 |
50 000 |
51,69 |
1 |
OK0717 |
PL0000108502 |
98,31 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,27 |
105,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,15 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,85 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,14 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,43 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,15 |
112,14 |
112,140 |
112,140 |
112,100 |
112,100 |
112,120 |
20 000 |
23,06 |
2 |
PS0420 |
PL0000108510 |
98,10 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,50 |
113,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,92 |
98,88 |
98,900 |
98,950 |
98,900 |
98,950 |
98,941 |
75 000 |
74,32 |
4 |
PS0721 |
PL0000109153 |
97,15 |
97,05 |
97,020 |
97,070 |
97,000 |
97,070 |
97,038 |
100 000 |
98,49 |
6 |
DS1021 |
PL0000106670 |
117,42 |
117,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,88 |
118,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,60 |
108,50 |
108,400 |
108,610 |
108,400 |
108,500 |
108,534 |
45 000 |
49,88 |
5 |
DS0725 |
PL0000108197 |
102,90 |
102,72 |
102,850 |
102,950 |
102,850 |
102,900 |
102,906 |
40 000 |
42,24 |
3 |
DS0726 |
PL0000108866 |
95,57 |
95,30 |
95,300 |
95,570 |
95,150 |
95,430 |
95,377 |
580 000 |
565,19 |
47 |
WS0428 |
PL0000107611 |
94,18 |
96,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,25 |
125,97 |
126,310 |
126,310 |
126,310 |
126,310 |
126,310 |
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 |
100,73 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
113,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,92 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,16 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,45 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,76 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,08 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
915 000 |
911,21 |
69 |
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 |
100 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
128 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
191 |
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 |
100,54 |
101,12 |
--- |
--- |
100,83 |
--- |
PS1016 |
PL0000106795 |
101,35 |
101,45 |
1,50 |
1,27 |
101,40 |
1,39 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,98 |
103,07 |
1,47 |
1,38 |
103,03 |
1,42 |
OK0717 |
PL0000108502 |
98,29 |
98,45 |
1,48 |
1,34 |
98,37 |
1,41 |
DS1017 |
PL0000104543 |
105,22 |
105,41 |
1,51 |
1,38 |
105,32 |
1,44 |
WZ0118 |
PL0000104717 |
100,15 |
100,35 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
104,06 |
104,25 |
1,59 |
1,49 |
104,16 |
1,54 |
PS0718 |
PL0000107595 |
101,77 |
101,92 |
1,66 |
1,59 |
101,85 |
1,62 |
OK1018 |
PL0000109062 |
96,07 |
96,20 |
1,67 |
1,61 |
96,14 |
1,64 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,39 |
104,62 |
1,81 |
1,74 |
104,51 |
1,77 |
DS1019 |
PL0000105441 |
112,06 |
112,23 |
1,83 |
1,78 |
112,15 |
1,80 |
WZ0120 |
PL0000108601 |
99,10 |
99,33 |
--- |
--- |
99,22 |
--- |
PS0420 |
PL0000108510 |
97,99 |
98,23 |
2,04 |
1,97 |
98,11 |
2,00 |
DS1020 |
PL0000106126 |
113,42 |
113,69 |
2,04 |
1,98 |
113,56 |
2,01 |
WZ0121 |
PL0000106068 |
98,41 |
98,78 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
98,77 |
98,96 |
2,27 |
2,22 |
98,87 |
2,24 |
PS0721 |
PL0000109153 |
96,98 |
97,15 |
2,38 |
2,34 |
97,07 |
2,36 |
DS1021 |
PL0000106670 |
117,31 |
117,53 |
2,31 |
2,27 |
117,42 |
2,29 |
WS0922 |
PL0000102646 |
118,66 |
119,08 |
2,52 |
2,46 |
118,87 |
2,49 |
IZ0823 |
PL0000105359 |
106,17 |
118,04 |
--- |
--- |
112,11 |
--- |
DS1023 |
PL0000107264 |
108,32 |
108,65 |
2,74 |
2,70 |
108,49 |
2,72 |
WZ0124 |
PL0000107454 |
95,55 |
96,00 |
--- |
--- |
95,78 |
--- |
DS0725 |
PL0000108197 |
102,39 |
102,84 |
2,95 |
2,89 |
102,62 |
2,92 |
WZ0126 |
PL0000108817 |
93,96 |
94,44 |
--- |
--- |
94,20 |
--- |
DS0726 |
PL0000108866 |
95,17 |
95,42 |
3,06 |
3,03 |
95,30 |
3,04 |
WS0429 |
PL0000105391 |
125,18 |
126,72 |
3,32 |
3,19 |
125,95 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,59 |
101,11 |
--- |
--- |
100,85 |
--- |
PS1016 |
PL0000106795 |
101,35 |
101,45 |
1,50 |
1,27 |
101,40 |
1,39 |
WZ0117 |
PL0000106936 |
100,10 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,98 |
103,05 |
1,47 |
1,40 |
103,02 |
1,43 |
OK0717 |
PL0000108502 |
98,28 |
98,46 |
1,49 |
1,33 |
98,37 |
1,41 |
DS1017 |
PL0000104543 |
105,24 |
105,38 |
1,49 |
1,40 |
105,31 |
1,45 |
WZ0118 |
PL0000104717 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,09 |
104,19 |
1,57 |
1,52 |
104,14 |
1,55 |
PS0718 |
PL0000107595 |
101,81 |
101,90 |
1,64 |
1,60 |
101,86 |
1,62 |
OK1018 |
PL0000109062 |
96,09 |
96,18 |
1,66 |
1,62 |
96,14 |
1,64 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,38 |
104,57 |
1,81 |
1,75 |
104,48 |
1,78 |
DS1019 |
PL0000105441 |
112,06 |
112,23 |
1,83 |
1,78 |
112,15 |
1,80 |
WZ0120 |
PL0000108601 |
99,10 |
99,31 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
98,05 |
98,20 |
2,02 |
1,98 |
98,13 |
2,00 |
DS1020 |
PL0000106126 |
113,46 |
113,63 |
2,03 |
2,00 |
113,55 |
2,01 |
WZ0121 |
PL0000106068 |
98,41 |
98,78 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
98,88 |
99,05 |
2,24 |
2,20 |
98,97 |
2,22 |
PS0721 |
PL0000109153 |
97,11 |
97,30 |
2,35 |
2,31 |
97,21 |
2,33 |
DS1021 |
PL0000106670 |
117,38 |
117,63 |
2,30 |
2,26 |
117,51 |
2,28 |
WS0922 |
PL0000102646 |
118,82 |
119,26 |
2,50 |
2,43 |
119,04 |
2,46 |
IZ0823 |
PL0000105359 |
109,02 |
115,74 |
--- |
--- |
112,38 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,71 |
2,72 |
2,69 |
108,61 |
2,70 |
WZ0124 |
PL0000107454 |
95,68 |
95,92 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
102,76 |
102,97 |
2,90 |
2,87 |
102,87 |
2,89 |
WZ0126 |
PL0000108817 |
94,00 |
94,36 |
--- |
--- |
94,18 |
--- |
DS0726 |
PL0000108866 |
95,48 |
95,67 |
3,02 |
3,00 |
95,58 |
3,01 |
WS0429 |
PL0000105391 |
125,66 |
127,06 |
3,28 |
3,16 |
126,36 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,320 |
1,320 |
1,320 |
10 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
15 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,370 |
1,400 |
1,379 |
135 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,390 |
1,390 |
1,390 |
40 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
420 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
180 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
170 |
PS0420 |
PL0000108510 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
175 |
TOTAL |
1 150 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.