2016-06-01 |
MARKET DATA |
No 103 (2885) |
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 |
720,00 |
727,41 |
51 |
700,00 |
720,97 |
13 |
1 420,00 |
1 448,38 |
64 |
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 |
99,82 |
99,790 |
99,790 |
99,790 |
99,790 |
99,790 |
25 000 |
24,95 |
1 |
PS1016 |
PL0000106795 |
101,28 |
101,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,89 |
102,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,33 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
105,11 |
105,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,98 |
104,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,77 |
101,82 |
101,770 |
101,770 |
101,760 |
101,760 |
101,763 |
100 000 |
103,91 |
4 |
OK1018 |
PL0000109062 |
96,07 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,19 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,71 |
111,71 |
111,640 |
111,640 |
111,640 |
111,640 |
111,640 |
100 000 |
114,98 |
1 |
PS0420 |
PL0000108510 |
97,84 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,99 |
113,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,59 |
98,52 |
98,510 |
98,550 |
98,510 |
98,550 |
98,532 |
45 000 |
44,44 |
2 |
PS0721 |
PL0000109153 |
96,69 |
96,59 |
96,650 |
96,650 |
96,570 |
96,570 |
96,620 |
160 000 |
156,99 |
12 |
DS1021 |
PL0000106670 |
116,88 |
116,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,16 |
118,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,93 |
107,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,97 |
101,80 |
101,800 |
101,800 |
101,800 |
101,800 |
101,800 |
20 000 |
20,92 |
2 |
DS0726 |
PL0000108866 |
94,87 |
94,50 |
94,800 |
94,800 |
94,500 |
94,500 |
94,606 |
270 000 |
261,23 |
29 |
WS0428 |
PL0000107611 |
93,85 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,49 |
125,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,91 |
129,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,55 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,80 |
111,22 |
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 |
100,15 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,08 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,30 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,85 |
95,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,11 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
720 000 |
727,41 |
51 |
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 |
89 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
117 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
180 |
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 |
101,36 |
1,49 |
1,24 |
101,31 |
1,36 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,88 |
102,98 |
1,47 |
1,37 |
102,93 |
1,42 |
OK0717 |
PL0000108502 |
98,31 |
98,45 |
1,50 |
1,38 |
98,38 |
1,44 |
DS1017 |
PL0000104543 |
105,08 |
105,25 |
1,53 |
1,41 |
105,17 |
1,47 |
WZ0118 |
PL0000104717 |
100,13 |
100,32 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
103,93 |
104,07 |
1,62 |
1,55 |
104,00 |
1,59 |
PS0718 |
PL0000107595 |
101,75 |
101,86 |
1,66 |
1,61 |
101,81 |
1,63 |
OK1018 |
PL0000109062 |
96,05 |
96,17 |
1,70 |
1,64 |
96,11 |
1,67 |
WZ0119 |
PL0000107603 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,16 |
104,36 |
1,87 |
1,81 |
104,26 |
1,84 |
DS1019 |
PL0000105441 |
111,66 |
111,83 |
1,91 |
1,87 |
111,75 |
1,89 |
WZ0120 |
PL0000108601 |
99,06 |
99,35 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,78 |
97,96 |
2,10 |
2,05 |
97,87 |
2,07 |
DS1020 |
PL0000106126 |
112,89 |
113,16 |
2,14 |
2,08 |
113,03 |
2,11 |
WZ0121 |
PL0000106068 |
98,27 |
98,71 |
--- |
--- |
98,49 |
--- |
PS0421 |
PL0000108916 |
98,49 |
98,63 |
2,33 |
2,30 |
98,56 |
2,31 |
PS0721 |
PL0000109153 |
96,60 |
96,74 |
2,46 |
2,43 |
96,67 |
2,45 |
DS1021 |
PL0000106670 |
116,72 |
116,96 |
2,40 |
2,36 |
116,84 |
2,38 |
WS0922 |
PL0000102646 |
117,98 |
118,37 |
2,62 |
2,55 |
118,18 |
2,58 |
IZ0823 |
PL0000105359 |
109,70 |
112,27 |
--- |
--- |
110,99 |
--- |
DS1023 |
PL0000107264 |
107,72 |
108,08 |
2,82 |
2,77 |
107,90 |
2,80 |
WZ0124 |
PL0000107454 |
95,79 |
96,03 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
101,74 |
102,17 |
3,03 |
2,97 |
101,96 |
3,00 |
WZ0126 |
PL0000108817 |
94,07 |
94,53 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
94,63 |
94,84 |
3,12 |
3,10 |
94,74 |
3,11 |
WS0429 |
PL0000105391 |
124,82 |
126,14 |
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 |
101,26 |
101,36 |
1,49 |
1,24 |
101,31 |
1,36 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,87 |
102,98 |
1,49 |
1,37 |
102,93 |
1,42 |
OK0717 |
PL0000108502 |
98,29 |
98,44 |
1,52 |
1,39 |
98,37 |
1,45 |
DS1017 |
PL0000104543 |
105,07 |
105,25 |
1,54 |
1,41 |
105,16 |
1,47 |
WZ0118 |
PL0000104717 |
100,13 |
100,32 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
103,90 |
104,04 |
1,64 |
1,57 |
103,97 |
1,60 |
PS0718 |
PL0000107595 |
101,71 |
101,85 |
1,68 |
1,61 |
101,78 |
1,65 |
OK1018 |
PL0000109062 |
96,01 |
96,13 |
1,71 |
1,66 |
96,07 |
1,69 |
WZ0119 |
PL0000107603 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,10 |
104,31 |
1,89 |
1,82 |
104,21 |
1,86 |
DS1019 |
PL0000105441 |
111,56 |
111,77 |
1,94 |
1,88 |
111,67 |
1,91 |
WZ0120 |
PL0000108601 |
99,05 |
99,29 |
--- |
--- |
99,17 |
--- |
PS0420 |
PL0000108510 |
97,71 |
97,93 |
2,12 |
2,06 |
97,82 |
2,09 |
DS1020 |
PL0000106126 |
112,82 |
113,07 |
2,16 |
2,10 |
112,95 |
2,13 |
WZ0121 |
PL0000106068 |
98,27 |
98,71 |
--- |
--- |
98,49 |
--- |
PS0421 |
PL0000108916 |
98,39 |
98,55 |
2,35 |
2,32 |
98,47 |
2,33 |
PS0721 |
PL0000109153 |
96,53 |
96,68 |
2,48 |
2,44 |
96,61 |
2,46 |
DS1021 |
PL0000106670 |
116,62 |
116,90 |
2,42 |
2,37 |
116,76 |
2,40 |
WS0922 |
PL0000102646 |
117,88 |
118,29 |
2,63 |
2,57 |
118,09 |
2,60 |
IZ0823 |
PL0000105359 |
109,73 |
112,30 |
--- |
--- |
111,02 |
--- |
DS1023 |
PL0000107264 |
107,65 |
107,91 |
2,83 |
2,80 |
107,78 |
2,82 |
WZ0124 |
PL0000107454 |
95,77 |
96,01 |
--- |
--- |
95,89 |
--- |
DS0725 |
PL0000108197 |
101,69 |
101,86 |
3,03 |
3,01 |
101,78 |
3,02 |
WZ0126 |
PL0000108817 |
94,06 |
94,48 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
94,47 |
94,63 |
3,14 |
3,12 |
94,55 |
3,13 |
WS0429 |
PL0000105391 |
124,47 |
125,80 |
3,37 |
3,26 |
125,14 |
3,32 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,300 |
1,330 |
1,317 |
45 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
95 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
240 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
10 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
110 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,400 |
1,440 |
1,422 |
120 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
TOTAL |
700 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.