2016-05-25 |
MARKET DATA |
No 99 (2881) |
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 |
890,00 |
886,56 |
66 |
0,00 |
0,00 |
0 |
890,00 |
886,56 |
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 |
99,77 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,31 |
101,37 |
101,310 |
101,310 |
101,310 |
101,310 |
101,310 |
100 000 |
104,14 |
1 |
PS0417 |
PL0000107058 |
102,93 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,32 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,20 |
105,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,02 |
104,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,77 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,08 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,33 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,84 |
111,80 |
111,820 |
111,820 |
111,820 |
111,820 |
111,820 |
50 000 |
57,55 |
3 |
PS0420 |
PL0000108510 |
97,86 |
97,80 |
97,820 |
97,820 |
97,820 |
97,820 |
97,820 |
5 000 |
4,90 |
1 |
DS1020 |
PL0000106126 |
113,04 |
113,04 |
113,200 |
113,200 |
113,200 |
113,200 |
113,200 |
10 000 |
11,63 |
1 |
PS0421 |
PL0000108916 |
98,56 |
98,37 |
98,370 |
98,610 |
98,370 |
98,590 |
98,534 |
70 000 |
69,11 |
7 |
PS0721 |
PL0000109153 |
96,74 |
96,49 |
96,490 |
96,770 |
96,490 |
96,770 |
96,673 |
325 000 |
319,01 |
24 |
DS1021 |
PL0000106670 |
116,91 |
116,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,25 |
118,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,05 |
107,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,25 |
102,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,13 |
94,75 |
94,750 |
95,160 |
94,750 |
95,150 |
94,921 |
330 000 |
320,23 |
29 |
WS0428 |
PL0000107611 |
94,05 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,05 |
125,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,30 |
129,41 |
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 |
110,60 |
111,50 |
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 |
100,21 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,20 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,35 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,85 |
95,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
890 000 |
886,56 |
66 |
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 |
93 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
121 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
184 |
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) |
(%) |
PS1016 |
PL0000106795 |
101,28 |
101,39 |
1,52 |
1,26 |
101,34 |
1,38 |
WZ0117 |
PL0000106936 |
100,10 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,90 |
102,99 |
1,49 |
1,40 |
102,95 |
1,44 |
OK0717 |
PL0000108502 |
98,29 |
98,44 |
1,51 |
1,37 |
98,37 |
1,44 |
DS1017 |
PL0000104543 |
105,14 |
105,31 |
1,52 |
1,40 |
105,23 |
1,45 |
WZ0118 |
PL0000104717 |
100,12 |
100,33 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
103,98 |
104,13 |
1,61 |
1,53 |
104,06 |
1,57 |
PS0718 |
PL0000107595 |
101,71 |
101,84 |
1,68 |
1,62 |
101,78 |
1,65 |
OK1018 |
PL0000109062 |
96,01 |
96,13 |
1,71 |
1,65 |
96,07 |
1,68 |
WZ0119 |
PL0000107603 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,18 |
104,39 |
1,87 |
1,80 |
104,29 |
1,84 |
DS1019 |
PL0000105441 |
111,68 |
111,92 |
1,92 |
1,85 |
111,80 |
1,88 |
WZ0120 |
PL0000108601 |
99,07 |
99,32 |
--- |
--- |
99,20 |
--- |
PS0420 |
PL0000108510 |
97,67 |
97,83 |
2,13 |
2,08 |
97,75 |
2,10 |
DS1020 |
PL0000106126 |
112,78 |
113,06 |
2,17 |
2,11 |
112,92 |
2,14 |
WZ0121 |
PL0000106068 |
98,30 |
98,71 |
--- |
--- |
98,51 |
--- |
PS0421 |
PL0000108916 |
98,22 |
98,41 |
2,39 |
2,35 |
98,32 |
2,37 |
PS0721 |
PL0000109153 |
96,38 |
96,56 |
2,51 |
2,47 |
96,47 |
2,49 |
DS1021 |
PL0000106670 |
116,54 |
116,81 |
2,44 |
2,39 |
116,68 |
2,42 |
WS0922 |
PL0000102646 |
117,87 |
118,19 |
2,64 |
2,59 |
118,03 |
2,61 |
IZ0823 |
PL0000105359 |
108,24 |
114,96 |
--- |
--- |
111,60 |
--- |
DS1023 |
PL0000107264 |
107,56 |
108,01 |
2,85 |
2,78 |
107,79 |
2,82 |
WZ0124 |
PL0000107454 |
95,72 |
96,01 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
101,85 |
102,18 |
3,01 |
2,97 |
102,02 |
2,99 |
WZ0126 |
PL0000108817 |
94,00 |
94,43 |
--- |
--- |
94,22 |
--- |
DS0726 |
PL0000108866 |
94,72 |
94,87 |
3,11 |
3,09 |
94,80 |
3,10 |
WS0429 |
PL0000105391 |
124,82 |
126,13 |
3,35 |
3,24 |
125,48 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,29 |
101,39 |
1,50 |
1,26 |
101,34 |
1,38 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,91 |
103,00 |
1,48 |
1,38 |
102,96 |
1,43 |
OK0717 |
PL0000108502 |
98,30 |
98,38 |
1,50 |
1,43 |
98,34 |
1,46 |
DS1017 |
PL0000104543 |
105,15 |
105,23 |
1,51 |
1,45 |
105,19 |
1,48 |
WZ0118 |
PL0000104717 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
103,99 |
104,09 |
1,60 |
1,55 |
104,04 |
1,58 |
PS0718 |
PL0000107595 |
101,75 |
101,85 |
1,66 |
1,62 |
101,80 |
1,64 |
OK1018 |
PL0000109062 |
96,04 |
96,14 |
1,69 |
1,65 |
96,09 |
1,67 |
WZ0119 |
PL0000107603 |
99,91 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,29 |
104,43 |
1,84 |
1,79 |
104,36 |
1,81 |
DS1019 |
PL0000105441 |
111,79 |
111,98 |
1,89 |
1,83 |
111,89 |
1,86 |
WZ0120 |
PL0000108601 |
99,14 |
99,32 |
--- |
--- |
99,23 |
--- |
PS0420 |
PL0000108510 |
97,79 |
98,00 |
2,09 |
2,04 |
97,90 |
2,06 |
DS1020 |
PL0000106126 |
112,99 |
113,27 |
2,12 |
2,06 |
113,13 |
2,09 |
WZ0121 |
PL0000106068 |
98,32 |
98,71 |
--- |
--- |
98,52 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,66 |
2,32 |
2,29 |
98,59 |
2,31 |
PS0721 |
PL0000109153 |
96,69 |
96,82 |
2,44 |
2,41 |
96,76 |
2,42 |
DS1021 |
PL0000106670 |
116,83 |
117,10 |
2,39 |
2,34 |
116,97 |
2,36 |
WS0922 |
PL0000102646 |
118,18 |
118,56 |
2,59 |
2,53 |
118,37 |
2,56 |
IZ0823 |
PL0000105359 |
109,27 |
113,91 |
--- |
--- |
111,59 |
--- |
DS1023 |
PL0000107264 |
108,00 |
108,36 |
2,79 |
2,73 |
108,18 |
2,76 |
WZ0124 |
PL0000107454 |
95,77 |
96,01 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
102,13 |
102,42 |
2,98 |
2,94 |
102,28 |
2,96 |
WZ0126 |
PL0000108817 |
94,12 |
94,48 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
94,96 |
95,25 |
3,08 |
3,05 |
95,11 |
3,07 |
WS0429 |
PL0000105391 |
125,31 |
126,69 |
3,31 |
3,19 |
126,00 |
3,25 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.