2016-05-23 |
MARKET DATA |
No 97 (2879) |
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 |
715,00 |
714,25 |
65 |
50,00 |
49,08 |
1 |
765,00 |
763,32 |
66 |
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 |
99,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,35 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,98 |
102,98 |
102,980 |
102,980 |
102,980 |
102,980 |
102,980 |
25 000 |
25,84 |
1 |
OK0717 |
PL0000108502 |
98,32 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,25 |
105,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,03 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,80 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,05 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,28 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,90 |
111,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,86 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,14 |
113,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,55 |
98,35 |
98,600 |
98,600 |
98,380 |
98,380 |
98,463 |
270 000 |
266,29 |
23 |
PS0721 |
PL0000109153 |
96,70 |
96,52 |
96,670 |
96,670 |
96,570 |
96,570 |
96,648 |
70 000 |
68,67 |
6 |
DS1021 |
PL0000106670 |
116,94 |
116,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,30 |
118,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,00 |
107,74 |
108,000 |
108,000 |
107,740 |
107,740 |
107,953 |
95 000 |
104,77 |
8 |
DS0725 |
PL0000108197 |
102,33 |
102,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,13 |
94,83 |
95,130 |
95,130 |
94,780 |
94,850 |
94,900 |
240 000 |
232,76 |
25 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,75 |
125,67 |
125,690 |
125,690 |
125,690 |
125,690 |
125,690 |
5 000 |
6,31 |
1 |
WS0437 |
PL0000104857 |
119,79 |
129,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,70 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,92 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,15 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,43 |
98,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,78 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,06 |
94,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
705 000 |
704,64 |
64 |
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 |
98 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
126 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
189 |
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 |
100,55 |
101,09 |
--- |
--- |
100,82 |
--- |
PS1016 |
PL0000106795 |
101,32 |
101,42 |
1,53 |
1,30 |
101,37 |
1,42 |
WZ0117 |
PL0000106936 |
100,10 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,95 |
103,01 |
1,49 |
1,42 |
102,98 |
1,45 |
OK0717 |
PL0000108502 |
98,28 |
98,43 |
1,50 |
1,37 |
98,36 |
1,43 |
DS1017 |
PL0000104543 |
105,18 |
105,31 |
1,52 |
1,43 |
105,25 |
1,47 |
WZ0118 |
PL0000104717 |
100,14 |
100,35 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
104,01 |
104,18 |
1,61 |
1,52 |
104,10 |
1,56 |
PS0718 |
PL0000107595 |
101,75 |
101,90 |
1,67 |
1,60 |
101,83 |
1,63 |
OK1018 |
PL0000109062 |
96,03 |
96,15 |
1,69 |
1,64 |
96,09 |
1,66 |
WZ0119 |
PL0000107603 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,26 |
104,48 |
1,85 |
1,78 |
104,37 |
1,82 |
DS1019 |
PL0000105441 |
111,87 |
112,05 |
1,88 |
1,83 |
111,96 |
1,85 |
WZ0120 |
PL0000108601 |
99,11 |
99,32 |
--- |
--- |
99,22 |
--- |
PS0420 |
PL0000108510 |
97,81 |
98,00 |
2,09 |
2,03 |
97,91 |
2,06 |
DS1020 |
PL0000106126 |
113,09 |
113,36 |
2,11 |
2,05 |
113,23 |
2,08 |
WZ0121 |
PL0000106068 |
98,39 |
98,76 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,68 |
2,32 |
2,29 |
98,60 |
2,30 |
PS0721 |
PL0000109153 |
96,64 |
96,92 |
2,45 |
2,39 |
96,78 |
2,42 |
DS1021 |
PL0000106670 |
116,93 |
117,23 |
2,38 |
2,32 |
117,08 |
2,35 |
WS0922 |
PL0000102646 |
118,28 |
118,72 |
2,58 |
2,51 |
118,50 |
2,54 |
IZ0823 |
PL0000105359 |
108,59 |
119,54 |
--- |
--- |
114,07 |
--- |
DS1023 |
PL0000107264 |
107,97 |
108,40 |
2,79 |
2,73 |
108,19 |
2,76 |
WZ0124 |
PL0000107454 |
95,68 |
96,01 |
--- |
--- |
95,85 |
--- |
DS0725 |
PL0000108197 |
102,28 |
102,66 |
2,96 |
2,91 |
102,47 |
2,94 |
WZ0126 |
PL0000108817 |
93,99 |
94,42 |
--- |
--- |
94,21 |
--- |
DS0726 |
PL0000108866 |
95,07 |
95,36 |
3,07 |
3,03 |
95,22 |
3,05 |
WS0429 |
PL0000105391 |
125,04 |
127,16 |
3,33 |
3,15 |
126,10 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,58 |
101,10 |
--- |
--- |
100,84 |
--- |
PS1016 |
PL0000106795 |
101,33 |
101,41 |
1,51 |
1,32 |
101,37 |
1,42 |
WZ0117 |
PL0000106936 |
100,11 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,95 |
103,01 |
1,49 |
1,42 |
102,98 |
1,45 |
OK0717 |
PL0000108502 |
98,30 |
98,44 |
1,48 |
1,36 |
98,37 |
1,42 |
DS1017 |
PL0000104543 |
105,22 |
105,32 |
1,49 |
1,43 |
105,27 |
1,46 |
WZ0118 |
PL0000104717 |
100,14 |
100,35 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
104,00 |
104,14 |
1,61 |
1,54 |
104,07 |
1,58 |
PS0718 |
PL0000107595 |
101,77 |
101,87 |
1,66 |
1,61 |
101,82 |
1,64 |
OK1018 |
PL0000109062 |
96,01 |
96,10 |
1,70 |
1,66 |
96,06 |
1,68 |
WZ0119 |
PL0000107603 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,22 |
104,36 |
1,86 |
1,82 |
104,29 |
1,84 |
DS1019 |
PL0000105441 |
111,77 |
111,92 |
1,91 |
1,86 |
111,85 |
1,88 |
WZ0120 |
PL0000108601 |
99,06 |
99,31 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
97,73 |
97,89 |
2,11 |
2,06 |
97,81 |
2,09 |
DS1020 |
PL0000106126 |
112,86 |
113,10 |
2,16 |
2,11 |
112,98 |
2,13 |
WZ0121 |
PL0000106068 |
98,37 |
98,73 |
--- |
--- |
98,55 |
--- |
PS0421 |
PL0000108916 |
98,26 |
98,39 |
2,38 |
2,35 |
98,33 |
2,36 |
PS0721 |
PL0000109153 |
96,46 |
96,63 |
2,49 |
2,45 |
96,55 |
2,47 |
DS1021 |
PL0000106670 |
116,59 |
116,87 |
2,44 |
2,39 |
116,73 |
2,41 |
WS0922 |
PL0000102646 |
117,91 |
118,35 |
2,64 |
2,57 |
118,13 |
2,60 |
IZ0823 |
PL0000105359 |
108,62 |
114,59 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
107,69 |
108,05 |
2,83 |
2,78 |
107,87 |
2,81 |
WZ0124 |
PL0000107454 |
95,69 |
95,93 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
101,80 |
102,16 |
3,02 |
2,97 |
101,98 |
3,00 |
WZ0126 |
PL0000108817 |
93,98 |
94,33 |
--- |
--- |
94,16 |
--- |
DS0726 |
PL0000108866 |
94,71 |
94,89 |
3,11 |
3,09 |
94,80 |
3,10 |
WS0429 |
PL0000105391 |
124,68 |
126,20 |
3,36 |
3,23 |
125,44 |
3,30 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
50 |
TOTAL |
50 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.