2016-05-20 |
MARKET DATA |
No 96 (2878) |
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 |
852,50 |
863,24 |
71 |
470,00 |
473,84 |
7 |
1 322,50 |
1 337,08 |
78 |
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 |
99,75 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,37 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
103,01 |
103,01 |
103,010 |
103,010 |
103,010 |
103,010 |
103,010 |
400 000 |
413,55 |
28 |
OK0717 |
PL0000108502 |
98,28 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,27 |
105,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,09 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,84 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,11 |
96,09 |
96,110 |
96,110 |
96,110 |
96,110 |
96,110 |
25 000 |
24,03 |
1 |
PS0719 |
PL0000108148 |
104,39 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
112,07 |
112,04 |
111,970 |
111,970 |
111,970 |
111,970 |
111,970 |
5 000 |
5,76 |
1 |
PS0420 |
PL0000108510 |
98,03 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,47 |
113,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,87 |
98,62 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
15 000 |
14,81 |
2 |
PS0721 |
PL0000109153 |
97,11 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,37 |
117,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,82 |
118,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,50 |
108,20 |
108,500 |
108,500 |
108,330 |
108,330 |
108,411 |
40 000 |
44,29 |
3 |
DS0725 |
PL0000108197 |
102,74 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,50 |
95,18 |
95,450 |
95,490 |
95,130 |
95,130 |
95,330 |
347 500 |
338,49 |
34 |
WS0428 |
PL0000107611 |
94,08 |
96,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,10 |
126,09 |
126,190 |
126,190 |
126,190 |
126,190 |
126,190 |
10 000 |
12,66 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,72 |
101,02 |
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 |
100,13 |
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 |
99,93 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,15 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,45 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,78 |
95,88 |
95,920 |
95,920 |
95,920 |
95,920 |
95,920 |
10 000 |
9,65 |
1 |
WZ0126 |
PL0000108817 |
94,12 |
94,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
852 500 |
863,24 |
71 |
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 |
99 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
127 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
190 |
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 |
101,11 |
--- |
--- |
100,85 |
--- |
PS1016 |
PL0000106795 |
101,33 |
101,44 |
1,53 |
1,28 |
101,39 |
1,39 |
WZ0117 |
PL0000106936 |
100,10 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,97 |
103,05 |
1,47 |
1,39 |
103,01 |
1,43 |
OK0717 |
PL0000108502 |
98,27 |
98,44 |
1,50 |
1,35 |
98,36 |
1,42 |
DS1017 |
PL0000104543 |
105,19 |
105,37 |
1,52 |
1,40 |
105,28 |
1,46 |
WZ0118 |
PL0000104717 |
100,16 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,04 |
104,22 |
1,60 |
1,50 |
104,13 |
1,55 |
PS0718 |
PL0000107595 |
101,76 |
101,90 |
1,67 |
1,60 |
101,83 |
1,63 |
OK1018 |
PL0000109062 |
96,06 |
96,18 |
1,67 |
1,62 |
96,12 |
1,65 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,37 |
104,57 |
1,82 |
1,75 |
104,47 |
1,79 |
DS1019 |
PL0000105441 |
112,03 |
112,21 |
1,84 |
1,78 |
112,12 |
1,81 |
WZ0120 |
PL0000108601 |
99,11 |
99,28 |
--- |
--- |
99,20 |
--- |
PS0420 |
PL0000108510 |
98,00 |
98,26 |
2,03 |
1,96 |
98,13 |
2,00 |
DS1020 |
PL0000106126 |
113,43 |
113,73 |
2,04 |
1,97 |
113,58 |
2,00 |
WZ0121 |
PL0000106068 |
98,40 |
98,76 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
98,84 |
99,04 |
2,25 |
2,21 |
98,94 |
2,23 |
PS0721 |
PL0000109153 |
97,03 |
97,29 |
2,36 |
2,31 |
97,16 |
2,34 |
DS1021 |
PL0000106670 |
117,34 |
117,63 |
2,31 |
2,25 |
117,49 |
2,28 |
WS0922 |
PL0000102646 |
118,77 |
119,20 |
2,50 |
2,44 |
118,99 |
2,47 |
IZ0823 |
PL0000105359 |
106,28 |
117,79 |
--- |
--- |
112,04 |
--- |
DS1023 |
PL0000107264 |
108,40 |
108,83 |
2,73 |
2,67 |
108,62 |
2,70 |
WZ0124 |
PL0000107454 |
95,68 |
95,96 |
--- |
--- |
95,82 |
--- |
DS0725 |
PL0000108197 |
102,66 |
103,08 |
2,91 |
2,86 |
102,87 |
2,89 |
WZ0126 |
PL0000108817 |
94,00 |
94,37 |
--- |
--- |
94,19 |
--- |
DS0726 |
PL0000108866 |
95,35 |
95,67 |
3,04 |
3,00 |
95,51 |
3,02 |
WS0429 |
PL0000105391 |
125,49 |
127,07 |
3,29 |
3,16 |
126,28 |
3,23 |
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 |
101,44 |
1,48 |
1,28 |
101,40 |
1,37 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,97 |
103,04 |
1,47 |
1,40 |
103,01 |
1,43 |
OK0717 |
PL0000108502 |
98,26 |
98,44 |
1,51 |
1,35 |
98,35 |
1,43 |
DS1017 |
PL0000104543 |
105,24 |
105,36 |
1,49 |
1,41 |
105,30 |
1,45 |
WZ0118 |
PL0000104717 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
104,02 |
104,17 |
1,61 |
1,53 |
104,10 |
1,57 |
PS0718 |
PL0000107595 |
101,80 |
101,89 |
1,65 |
1,60 |
101,85 |
1,62 |
OK1018 |
PL0000109062 |
96,04 |
96,13 |
1,68 |
1,64 |
96,09 |
1,66 |
WZ0119 |
PL0000107603 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,29 |
104,52 |
1,84 |
1,77 |
104,41 |
1,80 |
DS1019 |
PL0000105441 |
111,89 |
112,08 |
1,87 |
1,82 |
111,99 |
1,85 |
WZ0120 |
PL0000108601 |
99,11 |
99,30 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,88 |
98,01 |
2,07 |
2,03 |
97,95 |
2,05 |
DS1020 |
PL0000106126 |
113,17 |
113,41 |
2,09 |
2,04 |
113,29 |
2,07 |
WZ0121 |
PL0000106068 |
98,39 |
98,76 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
98,61 |
98,75 |
2,30 |
2,27 |
98,68 |
2,29 |
PS0721 |
PL0000109153 |
96,85 |
97,02 |
2,40 |
2,37 |
96,94 |
2,38 |
DS1021 |
PL0000106670 |
117,03 |
117,30 |
2,36 |
2,31 |
117,17 |
2,34 |
WS0922 |
PL0000102646 |
118,40 |
118,74 |
2,56 |
2,51 |
118,57 |
2,53 |
IZ0823 |
PL0000105359 |
108,97 |
115,56 |
--- |
--- |
112,27 |
--- |
DS1023 |
PL0000107264 |
108,15 |
108,34 |
2,77 |
2,74 |
108,25 |
2,75 |
WZ0124 |
PL0000107454 |
95,70 |
95,97 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
102,39 |
102,67 |
2,95 |
2,91 |
102,53 |
2,93 |
WZ0126 |
PL0000108817 |
94,03 |
94,38 |
--- |
--- |
94,21 |
--- |
DS0726 |
PL0000108866 |
95,15 |
95,34 |
3,06 |
3,04 |
95,25 |
3,05 |
WS0429 |
PL0000105391 |
125,26 |
126,77 |
3,31 |
3,19 |
126,02 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,250 |
1,250 |
1,250 |
15 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,360 |
1,360 |
1,360 |
100 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
130 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,410 |
1,450 |
1,448 |
200 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,300 |
1,300 |
1,300 |
25 |
TOTAL |
470 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.