2016-05-30 |
MARKET DATA |
No 101 (2883) |
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 |
5,00 |
4,82 |
1 |
1 075,00 |
1 075,08 |
4 |
1 080,00 |
1 079,90 |
5 |
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 |
99,78 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,29 |
101,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,93 |
102,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,34 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,18 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,99 |
104,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,76 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,08 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,27 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,77 |
111,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,89 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,07 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,64 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,73 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,98 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,31 |
118,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,03 |
108,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,21 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,05 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,77 |
125,88 |
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 |
100,62 |
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 |
100,13 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,34 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,86 |
95,97 |
95,860 |
95,860 |
95,860 |
95,860 |
95,860 |
5 000 |
4,82 |
1 |
WZ0126 |
PL0000108817 |
94,15 |
94,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
5 000 |
4,82 |
1 |
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 |
91 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
119 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
182 |
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 |
101,38 |
1,48 |
1,24 |
101,33 |
1,36 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,91 |
103,01 |
1,46 |
1,35 |
102,96 |
1,41 |
OK0717 |
PL0000108502 |
98,33 |
98,48 |
1,48 |
1,34 |
98,41 |
1,41 |
DS1017 |
PL0000104543 |
105,13 |
105,31 |
1,51 |
1,38 |
105,22 |
1,45 |
WZ0118 |
PL0000104717 |
100,17 |
100,35 |
--- |
--- |
100,26 |
--- |
PS0418 |
PL0000107314 |
103,98 |
104,11 |
1,60 |
1,54 |
104,05 |
1,57 |
PS0718 |
PL0000107595 |
101,72 |
101,89 |
1,68 |
1,60 |
101,81 |
1,63 |
OK1018 |
PL0000109062 |
96,06 |
96,16 |
1,69 |
1,64 |
96,11 |
1,67 |
WZ0119 |
PL0000107603 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,24 |
104,45 |
1,85 |
1,78 |
104,35 |
1,81 |
DS1019 |
PL0000105441 |
111,74 |
111,97 |
1,90 |
1,83 |
111,86 |
1,86 |
WZ0120 |
PL0000108601 |
99,07 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,85 |
98,10 |
2,08 |
2,01 |
97,98 |
2,04 |
DS1020 |
PL0000106126 |
113,04 |
113,32 |
2,11 |
2,05 |
113,18 |
2,08 |
WZ0121 |
PL0000106068 |
98,30 |
98,71 |
--- |
--- |
98,51 |
--- |
PS0421 |
PL0000108916 |
98,58 |
98,81 |
2,31 |
2,26 |
98,70 |
2,28 |
PS0721 |
PL0000109153 |
96,69 |
96,98 |
2,44 |
2,38 |
96,84 |
2,41 |
DS1021 |
PL0000106670 |
116,93 |
117,18 |
2,37 |
2,32 |
117,06 |
2,34 |
WS0922 |
PL0000102646 |
118,29 |
118,65 |
2,57 |
2,51 |
118,47 |
2,54 |
IZ0823 |
PL0000105359 |
108,04 |
114,75 |
--- |
--- |
111,40 |
--- |
DS1023 |
PL0000107264 |
107,97 |
108,41 |
2,79 |
2,73 |
108,19 |
2,76 |
WZ0124 |
PL0000107454 |
95,78 |
96,09 |
--- |
--- |
95,94 |
--- |
DS0725 |
PL0000108197 |
102,13 |
102,57 |
2,98 |
2,92 |
102,35 |
2,95 |
WZ0126 |
PL0000108817 |
94,09 |
94,52 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
95,00 |
95,24 |
3,08 |
3,05 |
95,12 |
3,06 |
WS0429 |
PL0000105391 |
125,47 |
126,62 |
3,29 |
3,20 |
126,05 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,28 |
101,38 |
1,48 |
1,24 |
101,33 |
1,36 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,90 |
103,00 |
1,47 |
1,36 |
102,95 |
1,42 |
OK0717 |
PL0000108502 |
98,31 |
98,40 |
1,50 |
1,41 |
98,36 |
1,45 |
DS1017 |
PL0000104543 |
105,16 |
105,27 |
1,49 |
1,41 |
105,22 |
1,45 |
WZ0118 |
PL0000104717 |
100,18 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0418 |
PL0000107314 |
103,98 |
104,11 |
1,60 |
1,54 |
104,05 |
1,57 |
PS0718 |
PL0000107595 |
101,74 |
101,89 |
1,67 |
1,60 |
101,82 |
1,63 |
OK1018 |
PL0000109062 |
96,04 |
96,12 |
1,70 |
1,66 |
96,08 |
1,68 |
WZ0119 |
PL0000107603 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,24 |
104,39 |
1,85 |
1,80 |
104,32 |
1,82 |
DS1019 |
PL0000105441 |
111,74 |
111,89 |
1,90 |
1,85 |
111,82 |
1,87 |
WZ0120 |
PL0000108601 |
99,06 |
99,34 |
--- |
--- |
99,20 |
--- |
PS0420 |
PL0000108510 |
97,76 |
97,93 |
2,10 |
2,06 |
97,85 |
2,08 |
DS1020 |
PL0000106126 |
112,91 |
113,17 |
2,14 |
2,08 |
113,04 |
2,11 |
WZ0121 |
PL0000106068 |
98,30 |
98,68 |
--- |
--- |
98,49 |
--- |
PS0421 |
PL0000108916 |
98,46 |
98,67 |
2,33 |
2,29 |
98,57 |
2,31 |
PS0721 |
PL0000109153 |
96,61 |
96,77 |
2,46 |
2,42 |
96,69 |
2,44 |
DS1021 |
PL0000106670 |
116,77 |
117,06 |
2,40 |
2,34 |
116,92 |
2,37 |
WS0922 |
PL0000102646 |
118,07 |
118,48 |
2,60 |
2,54 |
118,28 |
2,57 |
IZ0823 |
PL0000105359 |
109,56 |
113,43 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
107,81 |
108,20 |
2,81 |
2,76 |
108,01 |
2,78 |
WZ0124 |
PL0000107454 |
95,75 |
96,04 |
--- |
--- |
95,90 |
--- |
DS0725 |
PL0000108197 |
101,97 |
102,32 |
3,00 |
2,95 |
102,15 |
2,98 |
WZ0126 |
PL0000108817 |
94,08 |
94,48 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
94,72 |
95,01 |
3,11 |
3,08 |
94,87 |
3,09 |
WS0429 |
PL0000105391 |
125,05 |
126,23 |
3,33 |
3,23 |
125,64 |
3,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
330 |
PS0418 |
PL0000107314 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
25 |
TOTAL |
355 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,700 |
1,700 |
1,700 |
720 |
TOTAL |
720 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.