2016-06-03 |
MARKET DATA |
No 105 (2887) |
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 |
1 515,00 |
1 561,06 |
86 |
815,00 |
816,85 |
11 |
2 330,00 |
2 377,91 |
97 |
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 |
101,25 |
101,25 |
101,250 |
101,250 |
101,250 |
101,250 |
101,250 |
142 500 |
148,46 |
10 |
PS0417 |
PL0000107058 |
102,87 |
102,91 |
102,860 |
102,860 |
102,860 |
102,860 |
102,860 |
300 000 |
310,26 |
4 |
OK0717 |
PL0000108502 |
98,32 |
98,38 |
98,320 |
98,320 |
98,320 |
98,320 |
98,320 |
2 500 |
2,46 |
1 |
DS1017 |
PL0000104543 |
105,04 |
105,08 |
105,040 |
105,040 |
105,010 |
105,010 |
105,018 |
230 000 |
249,00 |
7 |
PS0418 |
PL0000107314 |
103,88 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,69 |
101,70 |
101,690 |
101,690 |
101,660 |
101,660 |
101,669 |
85 000 |
88,27 |
3 |
OK1018 |
PL0000109062 |
96,04 |
96,07 |
96,040 |
96,040 |
96,030 |
96,030 |
96,035 |
55 000 |
52,82 |
2 |
PS0719 |
PL0000108148 |
104,09 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,53 |
111,51 |
111,520 |
111,550 |
111,510 |
111,510 |
111,535 |
150 000 |
172,40 |
10 |
PS0420 |
PL0000108510 |
97,75 |
97,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,82 |
112,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,51 |
98,35 |
98,300 |
98,510 |
98,300 |
98,480 |
98,480 |
65 000 |
64,17 |
5 |
PS0721 |
PL0000109153 |
96,63 |
96,47 |
96,420 |
96,600 |
96,400 |
96,600 |
96,491 |
75 000 |
73,51 |
8 |
DS1021 |
PL0000106670 |
116,53 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,97 |
117,90 |
117,950 |
117,950 |
117,950 |
117,950 |
117,950 |
5 000 |
6,10 |
1 |
DS1023 |
PL0000107264 |
107,70 |
107,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,80 |
101,65 |
101,860 |
101,870 |
101,860 |
101,870 |
101,868 |
30 000 |
31,41 |
2 |
DS0726 |
PL0000108866 |
94,68 |
94,30 |
94,380 |
94,700 |
94,240 |
94,680 |
94,428 |
360 000 |
347,76 |
31 |
WS0428 |
PL0000107611 |
93,53 |
96,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,11 |
124,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,31 |
128,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,54 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,18 |
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 |
99,92 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,06 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,29 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,75 |
95,800 |
95,800 |
95,750 |
95,750 |
95,783 |
15 000 |
14,46 |
2 |
WZ0126 |
PL0000108817 |
94,14 |
94,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 515 000 |
1 561,06 |
86 |
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 |
85 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
113 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
176 |
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 |
1,47 |
1,20 |
101,29 |
1,32 |
WZ0117 |
PL0000106936 |
100,10 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,84 |
102,96 |
1,48 |
1,35 |
102,90 |
1,41 |
OK0717 |
PL0000108502 |
98,30 |
98,41 |
1,53 |
1,43 |
98,36 |
1,47 |
DS1017 |
PL0000104543 |
105,02 |
105,21 |
1,54 |
1,41 |
105,12 |
1,47 |
WZ0118 |
PL0000104717 |
100,12 |
100,31 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
103,86 |
104,01 |
1,65 |
1,57 |
103,94 |
1,61 |
PS0718 |
PL0000107595 |
101,65 |
101,82 |
1,70 |
1,62 |
101,74 |
1,66 |
OK1018 |
PL0000109062 |
96,00 |
96,12 |
1,73 |
1,67 |
96,06 |
1,70 |
WZ0119 |
PL0000107603 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,02 |
104,24 |
1,91 |
1,84 |
104,13 |
1,88 |
DS1019 |
PL0000105441 |
111,46 |
111,64 |
1,96 |
1,91 |
111,55 |
1,93 |
WZ0120 |
PL0000108601 |
98,99 |
99,24 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
97,64 |
97,89 |
2,14 |
2,07 |
97,77 |
2,10 |
DS1020 |
PL0000106126 |
112,64 |
112,94 |
2,19 |
2,12 |
112,79 |
2,16 |
WZ0121 |
PL0000106068 |
98,25 |
98,67 |
--- |
--- |
98,46 |
--- |
PS0421 |
PL0000108916 |
98,26 |
98,44 |
2,38 |
2,34 |
98,35 |
2,36 |
PS0721 |
PL0000109153 |
96,38 |
96,58 |
2,51 |
2,47 |
96,48 |
2,49 |
DS1021 |
PL0000106670 |
116,28 |
116,56 |
2,48 |
2,43 |
116,42 |
2,45 |
WS0922 |
PL0000102646 |
117,62 |
117,98 |
2,67 |
2,61 |
117,80 |
2,64 |
IZ0823 |
PL0000105359 |
109,49 |
112,25 |
--- |
--- |
110,87 |
--- |
DS1023 |
PL0000107264 |
107,38 |
107,64 |
2,87 |
2,83 |
107,51 |
2,85 |
WZ0124 |
PL0000107454 |
95,66 |
95,93 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
101,34 |
101,79 |
3,08 |
3,02 |
101,57 |
3,05 |
WZ0126 |
PL0000108817 |
94,07 |
94,47 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
94,24 |
94,43 |
3,17 |
3,15 |
94,34 |
3,16 |
WS0429 |
PL0000105391 |
123,93 |
125,66 |
3,42 |
3,27 |
124,80 |
3,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,22 |
101,29 |
1,50 |
1,32 |
101,26 |
1,40 |
WZ0117 |
PL0000106936 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,84 |
102,95 |
1,48 |
1,36 |
102,90 |
1,41 |
OK0717 |
PL0000108502 |
98,29 |
98,41 |
1,54 |
1,43 |
98,35 |
1,48 |
DS1017 |
PL0000104543 |
104,99 |
105,14 |
1,56 |
1,46 |
105,07 |
1,51 |
WZ0118 |
PL0000104717 |
100,12 |
100,31 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
103,80 |
103,99 |
1,68 |
1,58 |
103,90 |
1,63 |
PS0718 |
PL0000107595 |
101,64 |
101,83 |
1,71 |
1,62 |
101,74 |
1,66 |
OK1018 |
PL0000109062 |
96,02 |
96,14 |
1,72 |
1,67 |
96,08 |
1,69 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,06 |
104,22 |
1,90 |
1,85 |
104,14 |
1,87 |
DS1019 |
PL0000105441 |
111,48 |
111,59 |
1,96 |
1,92 |
111,54 |
1,94 |
WZ0120 |
PL0000108601 |
98,99 |
99,26 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,72 |
97,88 |
2,12 |
2,07 |
97,80 |
2,09 |
DS1020 |
PL0000106126 |
112,72 |
112,98 |
2,17 |
2,11 |
112,85 |
2,14 |
WZ0121 |
PL0000106068 |
98,24 |
98,57 |
--- |
--- |
98,41 |
--- |
PS0421 |
PL0000108916 |
98,38 |
98,54 |
2,35 |
2,32 |
98,46 |
2,34 |
PS0721 |
PL0000109153 |
96,56 |
96,71 |
2,47 |
2,44 |
96,64 |
2,45 |
DS1021 |
PL0000106670 |
116,43 |
116,68 |
2,45 |
2,40 |
116,56 |
2,43 |
WS0922 |
PL0000102646 |
117,83 |
118,10 |
2,63 |
2,59 |
117,97 |
2,61 |
IZ0823 |
PL0000105359 |
109,93 |
112,59 |
--- |
--- |
111,26 |
--- |
DS1023 |
PL0000107264 |
107,60 |
107,95 |
2,84 |
2,79 |
107,78 |
2,81 |
WZ0124 |
PL0000107454 |
95,62 |
95,87 |
--- |
--- |
95,75 |
--- |
DS0725 |
PL0000108197 |
101,68 |
102,04 |
3,03 |
2,99 |
101,86 |
3,01 |
WZ0126 |
PL0000108817 |
94,00 |
94,34 |
--- |
--- |
94,17 |
--- |
DS0726 |
PL0000108866 |
94,57 |
94,78 |
3,13 |
3,11 |
94,68 |
3,12 |
WS0429 |
PL0000105391 |
124,45 |
126,10 |
3,37 |
3,24 |
125,28 |
3,31 |
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 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
35 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
15 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
15 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
80 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
30 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
95 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,400 |
1,450 |
1,411 |
515 |
WZ0119 |
PL0000107603 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
10 |
TOTAL |
815 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.