2016-05-27 |
MARKET DATA |
No 100 (2882) |
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 |
197,50 |
195,74 |
14 |
0,00 |
0,00 |
0 |
197,50 |
195,74 |
14 |
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 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,29 |
101,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,93 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,35 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,22 |
105,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
104,02 |
104,04 |
104,040 |
104,040 |
104,040 |
104,040 |
104,040 |
27 500 |
28,71 |
2 |
PS0718 |
PL0000107595 |
101,80 |
101,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,11 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,33 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,86 |
111,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,93 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,14 |
113,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,73 |
98,70 |
98,700 |
98,710 |
98,700 |
98,710 |
98,706 |
25 000 |
24,73 |
2 |
PS0721 |
PL0000109153 |
96,87 |
96,84 |
96,850 |
96,960 |
96,830 |
96,960 |
96,885 |
110 000 |
108,21 |
8 |
DS1021 |
PL0000106670 |
117,08 |
117,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,40 |
118,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,18 |
108,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,45 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,35 |
95,33 |
95,290 |
95,290 |
95,280 |
95,280 |
95,283 |
35 000 |
34,09 |
2 |
WS0428 |
PL0000107611 |
94,24 |
97,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,15 |
126,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,63 |
130,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,67 |
100,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,60 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,11 |
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 |
99,10 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,38 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,82 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,15 |
94,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
197 500 |
195,74 |
14 |
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 |
92 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
120 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
183 |
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 |
101,40 |
1,50 |
1,21 |
101,34 |
1,36 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,91 |
103,03 |
1,47 |
1,34 |
102,97 |
1,41 |
OK0717 |
PL0000108502 |
98,32 |
98,47 |
1,48 |
1,35 |
98,40 |
1,41 |
DS1017 |
PL0000104543 |
105,13 |
105,29 |
1,52 |
1,40 |
105,21 |
1,46 |
WZ0118 |
PL0000104717 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
103,99 |
104,07 |
1,60 |
1,56 |
104,03 |
1,58 |
PS0718 |
PL0000107595 |
101,74 |
101,92 |
1,67 |
1,58 |
101,83 |
1,63 |
OK1018 |
PL0000109062 |
96,08 |
96,19 |
1,68 |
1,63 |
96,14 |
1,65 |
WZ0119 |
PL0000107603 |
99,90 |
100,06 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,29 |
104,47 |
1,83 |
1,78 |
104,38 |
1,81 |
DS1019 |
PL0000105441 |
111,80 |
112,04 |
1,88 |
1,81 |
111,92 |
1,85 |
WZ0120 |
PL0000108601 |
99,08 |
99,36 |
--- |
--- |
99,22 |
--- |
PS0420 |
PL0000108510 |
97,85 |
98,08 |
2,08 |
2,01 |
97,97 |
2,04 |
DS1020 |
PL0000106126 |
113,05 |
113,34 |
2,11 |
2,05 |
113,20 |
2,08 |
WZ0121 |
PL0000106068 |
98,31 |
98,72 |
--- |
--- |
98,52 |
--- |
PS0421 |
PL0000108916 |
98,58 |
98,76 |
2,31 |
2,27 |
98,67 |
2,29 |
PS0721 |
PL0000109153 |
96,67 |
96,89 |
2,44 |
2,40 |
96,78 |
2,42 |
DS1021 |
PL0000106670 |
116,92 |
117,21 |
2,37 |
2,32 |
117,07 |
2,34 |
WS0922 |
PL0000102646 |
118,28 |
118,70 |
2,57 |
2,51 |
118,49 |
2,54 |
IZ0823 |
PL0000105359 |
107,87 |
114,88 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
108,06 |
108,47 |
2,78 |
2,72 |
108,27 |
2,75 |
WZ0124 |
PL0000107454 |
95,77 |
96,06 |
--- |
--- |
95,92 |
--- |
DS0725 |
PL0000108197 |
102,32 |
102,76 |
2,95 |
2,90 |
102,54 |
2,93 |
WZ0126 |
PL0000108817 |
94,05 |
94,53 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
95,18 |
95,48 |
3,06 |
3,02 |
95,33 |
3,04 |
WS0429 |
PL0000105391 |
125,46 |
127,11 |
3,29 |
3,16 |
126,29 |
3,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,28 |
101,39 |
1,50 |
1,24 |
101,34 |
1,36 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,92 |
103,03 |
1,46 |
1,34 |
102,98 |
1,40 |
OK0717 |
PL0000108502 |
98,33 |
98,41 |
1,47 |
1,40 |
98,37 |
1,44 |
DS1017 |
PL0000104543 |
105,18 |
105,29 |
1,48 |
1,40 |
105,24 |
1,44 |
WZ0118 |
PL0000104717 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
103,99 |
104,09 |
1,60 |
1,55 |
104,04 |
1,58 |
PS0718 |
PL0000107595 |
101,78 |
101,91 |
1,65 |
1,59 |
101,85 |
1,62 |
OK1018 |
PL0000109062 |
96,07 |
96,19 |
1,68 |
1,63 |
96,13 |
1,66 |
WZ0119 |
PL0000107603 |
99,90 |
100,06 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,28 |
104,47 |
1,84 |
1,78 |
104,38 |
1,81 |
DS1019 |
PL0000105441 |
111,82 |
111,96 |
1,88 |
1,84 |
111,89 |
1,86 |
WZ0120 |
PL0000108601 |
99,07 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,90 |
98,12 |
2,06 |
2,00 |
98,01 |
2,03 |
DS1020 |
PL0000106126 |
113,11 |
113,35 |
2,10 |
2,04 |
113,23 |
2,07 |
WZ0121 |
PL0000106068 |
98,31 |
98,70 |
--- |
--- |
98,51 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,84 |
2,28 |
2,25 |
98,77 |
2,27 |
PS0721 |
PL0000109153 |
96,81 |
96,99 |
2,41 |
2,38 |
96,90 |
2,39 |
DS1021 |
PL0000106670 |
117,02 |
117,24 |
2,35 |
2,31 |
117,13 |
2,33 |
WS0922 |
PL0000102646 |
118,34 |
118,73 |
2,56 |
2,50 |
118,54 |
2,53 |
IZ0823 |
PL0000105359 |
109,46 |
113,51 |
--- |
--- |
111,49 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,52 |
2,77 |
2,71 |
108,31 |
2,74 |
WZ0124 |
PL0000107454 |
95,77 |
96,06 |
--- |
--- |
95,92 |
--- |
DS0725 |
PL0000108197 |
102,34 |
102,66 |
2,95 |
2,91 |
102,50 |
2,93 |
WZ0126 |
PL0000108817 |
94,10 |
94,53 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
95,19 |
95,41 |
3,06 |
3,03 |
95,30 |
3,04 |
WS0429 |
PL0000105391 |
125,46 |
127,33 |
3,29 |
3,14 |
126,40 |
3,21 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.