2016-06-02 |
MARKET DATA |
No 104 (2886) |
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 |
997,50 |
1 057,22 |
64 |
1 080,00 |
1 100,39 |
18 |
2 077,50 |
2 157,61 |
82 |
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 |
99,81 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,26 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,87 |
102,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,34 |
98,38 |
98,340 |
98,340 |
98,340 |
98,340 |
98,340 |
75 000 |
73,76 |
1 |
DS1017 |
PL0000104543 |
105,08 |
105,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,90 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,69 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,04 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,08 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,55 |
111,63 |
111,550 |
111,550 |
111,540 |
111,540 |
111,547 |
30 000 |
34,48 |
3 |
PS0420 |
PL0000108510 |
97,80 |
97,83 |
97,800 |
97,800 |
97,800 |
97,800 |
97,800 |
25 000 |
24,49 |
1 |
DS1020 |
PL0000106126 |
112,81 |
112,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,47 |
98,41 |
98,480 |
98,500 |
98,470 |
98,470 |
98,490 |
137 500 |
135,74 |
8 |
PS0721 |
PL0000109153 |
96,59 |
96,55 |
96,580 |
96,600 |
96,500 |
96,500 |
96,553 |
75 000 |
73,55 |
5 |
DS1021 |
PL0000106670 |
116,61 |
116,51 |
116,580 |
116,580 |
116,450 |
116,450 |
116,521 |
320 000 |
384,18 |
16 |
WS0922 |
PL0000102646 |
117,84 |
117,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,58 |
107,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,75 |
101,75 |
101,750 |
101,750 |
101,740 |
101,740 |
101,743 |
30 000 |
31,37 |
3 |
DS0726 |
PL0000108866 |
94,48 |
94,35 |
94,480 |
94,480 |
94,330 |
94,370 |
94,374 |
245 000 |
236,52 |
25 |
WS0428 |
PL0000107611 |
93,17 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,80 |
125,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,66 |
128,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,55 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,75 |
110,95 |
110,690 |
110,690 |
110,690 |
110,690 |
110,690 |
10 000 |
12,84 |
1 |
WZ0117 |
PL0000106936 |
100,13 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,95 |
99,940 |
99,940 |
99,940 |
99,940 |
99,940 |
50 000 |
50,29 |
1 |
WZ0120 |
PL0000108601 |
99,10 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,35 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,15 |
94,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
997 500 |
1 057,22 |
64 |
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 |
86 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
114 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
177 |
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 |
101,23 |
101,34 |
1,50 |
1,22 |
101,29 |
1,35 |
WZ0117 |
PL0000106936 |
100,10 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,86 |
102,97 |
1,47 |
1,35 |
102,92 |
1,40 |
OK0717 |
PL0000108502 |
98,31 |
98,40 |
1,51 |
1,43 |
98,36 |
1,47 |
DS1017 |
PL0000104543 |
105,06 |
105,22 |
1,52 |
1,41 |
105,14 |
1,47 |
WZ0118 |
PL0000104717 |
100,13 |
100,32 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
103,88 |
104,03 |
1,64 |
1,56 |
103,96 |
1,60 |
PS0718 |
PL0000107595 |
101,66 |
101,83 |
1,70 |
1,62 |
101,75 |
1,66 |
OK1018 |
PL0000109062 |
96,01 |
96,13 |
1,72 |
1,67 |
96,07 |
1,69 |
WZ0119 |
PL0000107603 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,05 |
104,25 |
1,90 |
1,84 |
104,15 |
1,87 |
DS1019 |
PL0000105441 |
111,49 |
111,67 |
1,95 |
1,90 |
111,58 |
1,93 |
WZ0120 |
PL0000108601 |
99,04 |
99,27 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,70 |
97,93 |
2,12 |
2,06 |
97,82 |
2,09 |
DS1020 |
PL0000106126 |
112,76 |
113,01 |
2,16 |
2,11 |
112,89 |
2,13 |
WZ0121 |
PL0000106068 |
98,27 |
98,72 |
--- |
--- |
98,50 |
--- |
PS0421 |
PL0000108916 |
98,39 |
98,53 |
2,35 |
2,32 |
98,46 |
2,34 |
PS0721 |
PL0000109153 |
96,47 |
96,66 |
2,49 |
2,45 |
96,57 |
2,47 |
DS1021 |
PL0000106670 |
116,53 |
116,79 |
2,43 |
2,39 |
116,66 |
2,41 |
WS0922 |
PL0000102646 |
117,78 |
118,18 |
2,64 |
2,58 |
117,98 |
2,61 |
IZ0823 |
PL0000105359 |
109,95 |
112,15 |
--- |
--- |
111,05 |
--- |
DS1023 |
PL0000107264 |
107,51 |
107,82 |
2,85 |
2,81 |
107,67 |
2,83 |
WZ0124 |
PL0000107454 |
95,72 |
96,01 |
--- |
--- |
95,87 |
--- |
DS0725 |
PL0000108197 |
101,57 |
101,90 |
3,05 |
3,01 |
101,74 |
3,03 |
WZ0126 |
PL0000108817 |
94,05 |
94,46 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
94,36 |
94,52 |
3,16 |
3,14 |
94,44 |
3,15 |
WS0429 |
PL0000105391 |
124,11 |
125,74 |
3,40 |
3,27 |
124,93 |
3,33 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,25 |
101,34 |
1,45 |
1,22 |
101,30 |
1,32 |
WZ0117 |
PL0000106936 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,85 |
102,96 |
1,48 |
1,36 |
102,91 |
1,41 |
OK0717 |
PL0000108502 |
98,30 |
98,40 |
1,52 |
1,43 |
98,35 |
1,48 |
DS1017 |
PL0000104543 |
105,03 |
105,21 |
1,54 |
1,42 |
105,12 |
1,48 |
WZ0118 |
PL0000104717 |
100,16 |
100,32 |
--- |
--- |
100,24 |
--- |
PS0418 |
PL0000107314 |
103,85 |
104,01 |
1,66 |
1,57 |
103,93 |
1,61 |
PS0718 |
PL0000107595 |
101,67 |
101,83 |
1,70 |
1,62 |
101,75 |
1,66 |
OK1018 |
PL0000109062 |
96,01 |
96,12 |
1,72 |
1,67 |
96,07 |
1,69 |
WZ0119 |
PL0000107603 |
99,89 |
100,00 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,25 |
1,91 |
1,84 |
104,15 |
1,87 |
DS1019 |
PL0000105441 |
111,51 |
111,66 |
1,95 |
1,91 |
111,59 |
1,93 |
WZ0120 |
PL0000108601 |
99,03 |
99,24 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,72 |
97,93 |
2,12 |
2,06 |
97,83 |
2,09 |
DS1020 |
PL0000106126 |
112,69 |
112,96 |
2,18 |
2,12 |
112,83 |
2,15 |
WZ0121 |
PL0000106068 |
98,26 |
98,59 |
--- |
--- |
98,43 |
--- |
PS0421 |
PL0000108916 |
98,33 |
98,49 |
2,36 |
2,33 |
98,41 |
2,35 |
PS0721 |
PL0000109153 |
96,49 |
96,62 |
2,48 |
2,46 |
96,56 |
2,47 |
DS1021 |
PL0000106670 |
116,40 |
116,57 |
2,46 |
2,43 |
116,49 |
2,44 |
WS0922 |
PL0000102646 |
117,71 |
118,04 |
2,65 |
2,60 |
117,88 |
2,63 |
IZ0823 |
PL0000105359 |
109,67 |
111,91 |
--- |
--- |
110,79 |
--- |
DS1023 |
PL0000107264 |
107,36 |
107,70 |
2,88 |
2,83 |
107,53 |
2,85 |
WZ0124 |
PL0000107454 |
95,72 |
95,93 |
--- |
--- |
95,83 |
--- |
DS0725 |
PL0000108197 |
101,41 |
101,82 |
3,07 |
3,02 |
101,62 |
3,04 |
WZ0126 |
PL0000108817 |
94,07 |
94,42 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
94,28 |
94,46 |
3,17 |
3,14 |
94,37 |
3,16 |
WS0429 |
PL0000105391 |
124,02 |
125,70 |
3,41 |
3,27 |
124,86 |
3,34 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
20 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
5 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
20 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
95 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
20 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
15 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
475 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
10 |
WZ0119 |
PL0000107603 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
50 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
120 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
35 |
DS1020 |
PL0000106126 |
4/11 |
7 |
1,400 |
1,400 |
1,400 |
60 |
TOTAL |
1 080 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.