2016-05-31 |
MARKET DATA |
No 102 (2884) |
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 |
825,00 |
831,60 |
91 |
1 300,00 |
1 302,12 |
13 |
2 125,00 |
2 133,72 |
104 |
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 |
99,79 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,29 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,91 |
102,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,34 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,14 |
105,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,97 |
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 |
96,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,24 |
104,24 |
104,240 |
104,240 |
104,240 |
104,240 |
104,240 |
10 000 |
10,70 |
1 |
DS1019 |
PL0000105441 |
111,75 |
111,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,89 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,97 |
113,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,60 |
98,58 |
98,640 |
98,640 |
98,580 |
98,600 |
98,606 |
110 000 |
108,70 |
5 |
PS0721 |
PL0000109153 |
96,71 |
96,72 |
96,600 |
96,740 |
96,600 |
96,720 |
96,722 |
65 000 |
63,84 |
4 |
DS1021 |
PL0000106670 |
116,87 |
116,93 |
117,000 |
117,010 |
116,940 |
116,940 |
116,969 |
112 500 |
135,50 |
16 |
WS0922 |
PL0000102646 |
118,15 |
118,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,96 |
108,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,00 |
102,07 |
101,900 |
101,930 |
101,900 |
101,930 |
101,909 |
17 500 |
18,32 |
3 |
DS0726 |
PL0000108866 |
94,95 |
94,79 |
94,770 |
94,970 |
94,770 |
94,800 |
94,831 |
510 000 |
494,54 |
62 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,55 |
125,76 |
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 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,70 |
111,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,21 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,15 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,33 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,85 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,11 |
94,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
825 000 |
831,60 |
91 |
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 |
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 |
90 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
118 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
181 |
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 |
101,26 |
101,38 |
1,51 |
1,22 |
101,32 |
1,36 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,89 |
102,99 |
1,47 |
1,36 |
102,94 |
1,42 |
OK0717 |
PL0000108502 |
98,31 |
98,45 |
1,50 |
1,37 |
98,38 |
1,44 |
DS1017 |
PL0000104543 |
105,10 |
105,24 |
1,52 |
1,43 |
105,17 |
1,47 |
WZ0118 |
PL0000104717 |
100,14 |
100,34 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
103,93 |
104,08 |
1,63 |
1,55 |
104,01 |
1,58 |
PS0718 |
PL0000107595 |
101,71 |
101,87 |
1,68 |
1,60 |
101,79 |
1,64 |
OK1018 |
PL0000109062 |
96,02 |
96,14 |
1,71 |
1,66 |
96,08 |
1,68 |
WZ0119 |
PL0000107603 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,17 |
104,38 |
1,87 |
1,80 |
104,28 |
1,84 |
DS1019 |
PL0000105441 |
111,67 |
111,88 |
1,91 |
1,85 |
111,78 |
1,88 |
WZ0120 |
PL0000108601 |
99,06 |
99,36 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,78 |
97,98 |
2,10 |
2,04 |
97,88 |
2,07 |
DS1020 |
PL0000106126 |
112,88 |
113,15 |
2,14 |
2,08 |
113,02 |
2,11 |
WZ0121 |
PL0000106068 |
98,28 |
98,72 |
--- |
--- |
98,50 |
--- |
PS0421 |
PL0000108916 |
98,43 |
98,62 |
2,34 |
2,30 |
98,53 |
2,32 |
PS0721 |
PL0000109153 |
96,56 |
96,77 |
2,47 |
2,42 |
96,67 |
2,44 |
DS1021 |
PL0000106670 |
116,72 |
117,00 |
2,40 |
2,35 |
116,86 |
2,38 |
WS0922 |
PL0000102646 |
118,00 |
118,40 |
2,61 |
2,55 |
118,20 |
2,58 |
IZ0823 |
PL0000105359 |
108,04 |
114,78 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
107,77 |
108,17 |
2,82 |
2,76 |
107,97 |
2,79 |
WZ0124 |
PL0000107454 |
95,70 |
96,02 |
--- |
--- |
95,86 |
--- |
DS0725 |
PL0000108197 |
101,88 |
102,21 |
3,01 |
2,97 |
102,05 |
2,99 |
WZ0126 |
PL0000108817 |
94,06 |
94,53 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
94,71 |
94,93 |
3,11 |
3,09 |
94,82 |
3,10 |
WS0429 |
PL0000105391 |
124,85 |
126,16 |
3,34 |
3,23 |
125,51 |
3,29 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,27 |
101,36 |
1,48 |
1,26 |
101,32 |
1,36 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,88 |
102,99 |
1,48 |
1,36 |
102,94 |
1,42 |
OK0717 |
PL0000108502 |
98,32 |
98,43 |
1,49 |
1,39 |
98,38 |
1,44 |
DS1017 |
PL0000104543 |
105,10 |
105,23 |
1,52 |
1,43 |
105,17 |
1,47 |
WZ0118 |
PL0000104717 |
100,17 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0418 |
PL0000107314 |
103,93 |
104,08 |
1,63 |
1,55 |
104,01 |
1,58 |
PS0718 |
PL0000107595 |
101,75 |
101,87 |
1,66 |
1,60 |
101,81 |
1,63 |
OK1018 |
PL0000109062 |
96,05 |
96,15 |
1,70 |
1,65 |
96,10 |
1,67 |
WZ0119 |
PL0000107603 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,20 |
104,32 |
1,86 |
1,82 |
104,26 |
1,84 |
DS1019 |
PL0000105441 |
111,67 |
111,83 |
1,91 |
1,87 |
111,75 |
1,89 |
WZ0120 |
PL0000108601 |
99,10 |
99,33 |
--- |
--- |
99,22 |
--- |
PS0420 |
PL0000108510 |
97,79 |
98,02 |
2,09 |
2,03 |
97,91 |
2,06 |
DS1020 |
PL0000106126 |
112,93 |
113,16 |
2,13 |
2,08 |
113,05 |
2,11 |
WZ0121 |
PL0000106068 |
98,28 |
98,72 |
--- |
--- |
98,50 |
--- |
PS0421 |
PL0000108916 |
98,54 |
98,67 |
2,32 |
2,29 |
98,61 |
2,30 |
PS0721 |
PL0000109153 |
96,66 |
96,80 |
2,45 |
2,42 |
96,73 |
2,43 |
DS1021 |
PL0000106670 |
116,82 |
117,02 |
2,39 |
2,35 |
116,92 |
2,37 |
WS0922 |
PL0000102646 |
118,11 |
118,43 |
2,60 |
2,55 |
118,27 |
2,57 |
IZ0823 |
PL0000105359 |
109,48 |
112,54 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
107,80 |
108,14 |
2,81 |
2,76 |
107,97 |
2,79 |
WZ0124 |
PL0000107454 |
95,78 |
96,02 |
--- |
--- |
95,90 |
--- |
DS0725 |
PL0000108197 |
101,86 |
102,15 |
3,01 |
2,98 |
102,01 |
2,99 |
WZ0126 |
PL0000108817 |
94,05 |
94,48 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
94,72 |
94,86 |
3,11 |
3,10 |
94,79 |
3,10 |
WS0429 |
PL0000105391 |
124,93 |
126,19 |
3,34 |
3,23 |
125,56 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
100 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
85 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,400 |
1,500 |
1,476 |
380 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
35 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,440 |
1,500 |
1,498 |
565 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
80 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
35 |
TOTAL |
1 300 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.