2016-05-24 |
MARKET DATA |
No 98 (2880) |
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 |
730,00 |
720,94 |
36 |
0,00 |
0,00 |
0 |
730,00 |
720,94 |
36 |
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 |
99,76 |
99,77 |
99,770 |
99,770 |
99,770 |
99,770 |
99,770 |
130 000 |
129,70 |
2 |
PS1016 |
PL0000106795 |
101,33 |
101,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,96 |
102,96 |
102,950 |
102,950 |
102,950 |
102,950 |
102,950 |
100 000 |
103,37 |
1 |
OK0717 |
PL0000108502 |
98,33 |
98,35 |
98,330 |
98,330 |
98,320 |
98,320 |
98,321 |
145 000 |
142,57 |
3 |
DS1017 |
PL0000104543 |
105,22 |
105,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,03 |
104,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,77 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,05 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,23 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,80 |
111,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,78 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,92 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,40 |
98,38 |
98,350 |
98,410 |
98,350 |
98,400 |
98,378 |
20 000 |
19,71 |
3 |
PS0721 |
PL0000109153 |
96,58 |
96,52 |
96,500 |
96,550 |
96,500 |
96,540 |
96,526 |
90 000 |
88,19 |
8 |
DS1021 |
PL0000106670 |
116,72 |
116,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,06 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,89 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,10 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,92 |
94,78 |
94,800 |
94,910 |
94,740 |
94,880 |
94,803 |
245 000 |
237,41 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,45 |
125,62 |
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 |
100,70 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,40 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,15 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,15 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,37 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,20 |
94,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
730 000 |
720,94 |
36 |
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 |
96 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
124 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
187 |
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 |
100,52 |
101,03 |
--- |
--- |
100,78 |
--- |
PS1016 |
PL0000106795 |
101,30 |
101,41 |
1,54 |
1,28 |
101,36 |
1,40 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,92 |
103,01 |
1,50 |
1,40 |
102,97 |
1,45 |
OK0717 |
PL0000108502 |
98,30 |
98,43 |
1,49 |
1,37 |
98,37 |
1,42 |
DS1017 |
PL0000104543 |
105,14 |
105,30 |
1,54 |
1,43 |
105,22 |
1,48 |
WZ0118 |
PL0000104717 |
100,14 |
100,35 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
103,99 |
104,14 |
1,61 |
1,54 |
104,07 |
1,57 |
PS0718 |
PL0000107595 |
101,72 |
101,87 |
1,68 |
1,61 |
101,80 |
1,64 |
OK1018 |
PL0000109062 |
96,02 |
96,14 |
1,70 |
1,64 |
96,08 |
1,67 |
WZ0119 |
PL0000107603 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,21 |
104,42 |
1,86 |
1,80 |
104,32 |
1,83 |
DS1019 |
PL0000105441 |
111,72 |
111,97 |
1,91 |
1,84 |
111,85 |
1,88 |
WZ0120 |
PL0000108601 |
99,07 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,70 |
97,90 |
2,12 |
2,06 |
97,80 |
2,09 |
DS1020 |
PL0000106126 |
112,89 |
113,17 |
2,15 |
2,09 |
113,03 |
2,12 |
WZ0121 |
PL0000106068 |
98,33 |
98,75 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
98,34 |
98,50 |
2,36 |
2,33 |
98,42 |
2,34 |
PS0721 |
PL0000109153 |
96,46 |
96,63 |
2,49 |
2,45 |
96,55 |
2,47 |
DS1021 |
PL0000106670 |
116,67 |
116,92 |
2,42 |
2,38 |
116,80 |
2,40 |
WS0922 |
PL0000102646 |
118,01 |
118,42 |
2,62 |
2,55 |
118,22 |
2,59 |
IZ0823 |
PL0000105359 |
108,26 |
113,69 |
--- |
--- |
110,98 |
--- |
DS1023 |
PL0000107264 |
107,70 |
108,13 |
2,83 |
2,77 |
107,92 |
2,80 |
WZ0124 |
PL0000107454 |
95,70 |
96,02 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
101,89 |
102,34 |
3,01 |
2,95 |
102,12 |
2,98 |
WZ0126 |
PL0000108817 |
93,99 |
94,43 |
--- |
--- |
94,21 |
--- |
DS0726 |
PL0000108866 |
94,76 |
95,00 |
3,11 |
3,08 |
94,88 |
3,09 |
WS0429 |
PL0000105391 |
124,70 |
126,44 |
3,36 |
3,21 |
125,57 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
IZ0816 |
PL0000103529 |
100,56 |
101,03 |
--- |
--- |
100,80 |
--- |
PS1016 |
PL0000106795 |
101,31 |
101,40 |
1,51 |
1,30 |
101,36 |
1,40 |
WZ0117 |
PL0000106936 |
100,11 |
100,22 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,93 |
102,99 |
1,49 |
1,42 |
102,96 |
1,46 |
OK0717 |
PL0000108502 |
98,30 |
98,38 |
1,49 |
1,42 |
98,34 |
1,45 |
DS1017 |
PL0000104543 |
105,19 |
105,30 |
1,50 |
1,43 |
105,25 |
1,46 |
WZ0118 |
PL0000104717 |
100,14 |
100,34 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
104,00 |
104,11 |
1,61 |
1,55 |
104,06 |
1,58 |
PS0718 |
PL0000107595 |
101,75 |
101,87 |
1,67 |
1,61 |
101,81 |
1,64 |
OK1018 |
PL0000109062 |
96,02 |
96,11 |
1,70 |
1,66 |
96,07 |
1,67 |
WZ0119 |
PL0000107603 |
99,89 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,21 |
104,43 |
1,86 |
1,79 |
104,32 |
1,83 |
DS1019 |
PL0000105441 |
111,77 |
111,94 |
1,90 |
1,85 |
111,86 |
1,88 |
WZ0120 |
PL0000108601 |
99,10 |
99,32 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,72 |
97,90 |
2,11 |
2,06 |
97,81 |
2,09 |
DS1020 |
PL0000106126 |
112,90 |
113,11 |
2,15 |
2,10 |
113,01 |
2,12 |
WZ0121 |
PL0000106068 |
98,31 |
98,68 |
--- |
--- |
98,50 |
--- |
PS0421 |
PL0000108916 |
98,33 |
98,45 |
2,36 |
2,34 |
98,39 |
2,35 |
PS0721 |
PL0000109153 |
96,51 |
96,64 |
2,48 |
2,45 |
96,58 |
2,46 |
DS1021 |
PL0000106670 |
116,68 |
116,95 |
2,42 |
2,37 |
116,82 |
2,39 |
WS0922 |
PL0000102646 |
118,01 |
118,42 |
2,62 |
2,55 |
118,22 |
2,59 |
IZ0823 |
PL0000105359 |
108,54 |
115,19 |
--- |
--- |
111,87 |
--- |
DS1023 |
PL0000107264 |
107,81 |
108,14 |
2,81 |
2,77 |
107,98 |
2,79 |
WZ0124 |
PL0000107454 |
95,74 |
96,02 |
--- |
--- |
95,88 |
--- |
DS0725 |
PL0000108197 |
101,98 |
102,21 |
3,00 |
2,97 |
102,10 |
2,98 |
WZ0126 |
PL0000108817 |
94,07 |
94,36 |
--- |
--- |
94,22 |
--- |
DS0726 |
PL0000108866 |
94,81 |
95,01 |
3,10 |
3,08 |
94,91 |
3,09 |
WS0429 |
PL0000105391 |
124,99 |
126,31 |
3,33 |
3,22 |
125,65 |
3,28 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.