2016-06-06 |
MARKET DATA |
No 106 (2888) |
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 |
735,00 |
740,45 |
61 |
700,00 |
711,47 |
21 |
1 435,00 |
1 451,91 |
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 |
99,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,23 |
101,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,82 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,32 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,95 |
105,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,82 |
103,83 |
103,820 |
103,820 |
103,820 |
103,820 |
103,820 |
20 000 |
20,85 |
2 |
PS0718 |
PL0000107595 |
101,62 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,99 |
96,00 |
95,990 |
95,990 |
95,980 |
95,980 |
95,988 |
40 000 |
38,40 |
2 |
PS0719 |
PL0000108148 |
103,94 |
103,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,45 |
111,41 |
111,420 |
111,420 |
111,400 |
111,400 |
111,406 |
80 000 |
91,85 |
5 |
PS0420 |
PL0000108510 |
97,65 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,71 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,43 |
98,31 |
98,410 |
98,410 |
98,410 |
98,410 |
98,410 |
10 000 |
9,87 |
1 |
PS0721 |
PL0000109153 |
96,60 |
96,44 |
96,600 |
96,630 |
96,450 |
96,450 |
96,523 |
215 000 |
210,80 |
13 |
DS1021 |
PL0000106670 |
116,48 |
116,40 |
116,350 |
116,350 |
116,340 |
116,340 |
116,343 |
40 000 |
47,96 |
3 |
WS0922 |
PL0000102646 |
117,82 |
117,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,56 |
107,55 |
107,400 |
107,400 |
107,400 |
107,400 |
107,400 |
5 000 |
5,49 |
1 |
DS0725 |
PL0000108197 |
101,85 |
101,60 |
101,670 |
101,670 |
101,670 |
101,670 |
101,670 |
10 000 |
10,45 |
1 |
DS0726 |
PL0000108866 |
94,62 |
94,18 |
94,550 |
94,550 |
94,150 |
94,200 |
94,300 |
290 000 |
279,79 |
31 |
WS0428 |
PL0000107611 |
93,18 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,98 |
124,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
118,67 |
128,41 |
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 |
110,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,15 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
20 000 |
20,16 |
1 |
WZ0118 |
PL0000104717 |
100,14 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,30 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,73 |
95,75 |
95,750 |
95,750 |
95,750 |
95,750 |
95,750 |
5 000 |
4,82 |
1 |
WZ0126 |
PL0000108817 |
94,09 |
94,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
735 000 |
740,45 |
61 |
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 |
84 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
112 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
175 |
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 |
101,21 |
101,32 |
1,50 |
1,22 |
101,27 |
1,35 |
WZ0117 |
PL0000106936 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,79 |
102,90 |
1,53 |
1,40 |
102,85 |
1,46 |
OK0717 |
PL0000108502 |
98,27 |
98,40 |
1,56 |
1,44 |
98,34 |
1,49 |
DS1017 |
PL0000104543 |
104,93 |
105,10 |
1,60 |
1,48 |
105,02 |
1,54 |
WZ0118 |
PL0000104717 |
100,12 |
100,31 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
103,75 |
103,94 |
1,70 |
1,60 |
103,85 |
1,65 |
PS0718 |
PL0000107595 |
101,56 |
101,75 |
1,75 |
1,66 |
101,66 |
1,70 |
OK1018 |
PL0000109062 |
95,96 |
96,09 |
1,75 |
1,69 |
96,03 |
1,72 |
WZ0119 |
PL0000107603 |
99,86 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
103,90 |
104,10 |
1,95 |
1,89 |
104,00 |
1,92 |
DS1019 |
PL0000105441 |
111,40 |
111,57 |
1,98 |
1,93 |
111,49 |
1,95 |
WZ0120 |
PL0000108601 |
98,99 |
99,26 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,60 |
97,85 |
2,15 |
2,08 |
97,73 |
2,11 |
DS1020 |
PL0000106126 |
112,65 |
112,92 |
2,18 |
2,12 |
112,79 |
2,15 |
WZ0121 |
PL0000106068 |
98,25 |
98,68 |
--- |
--- |
98,47 |
--- |
PS0421 |
PL0000108916 |
98,33 |
98,51 |
2,36 |
2,32 |
98,42 |
2,34 |
PS0721 |
PL0000109153 |
96,46 |
96,64 |
2,49 |
2,45 |
96,55 |
2,47 |
DS1021 |
PL0000106670 |
116,32 |
116,62 |
2,47 |
2,41 |
116,47 |
2,44 |
WS0922 |
PL0000102646 |
117,72 |
118,12 |
2,65 |
2,59 |
117,92 |
2,62 |
IZ0823 |
PL0000105359 |
109,63 |
111,98 |
--- |
--- |
110,81 |
--- |
DS1023 |
PL0000107264 |
107,46 |
107,90 |
2,86 |
2,80 |
107,68 |
2,83 |
WZ0124 |
PL0000107454 |
95,58 |
95,99 |
--- |
--- |
95,79 |
--- |
DS0725 |
PL0000108197 |
101,61 |
102,03 |
3,04 |
2,99 |
101,82 |
3,02 |
WZ0126 |
PL0000108817 |
94,00 |
94,48 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
94,50 |
94,71 |
3,14 |
3,11 |
94,61 |
3,13 |
WS0429 |
PL0000105391 |
124,30 |
126,11 |
3,39 |
3,24 |
125,21 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,21 |
101,32 |
1,50 |
1,22 |
101,27 |
1,35 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,79 |
102,90 |
1,53 |
1,40 |
102,85 |
1,46 |
OK0717 |
PL0000108502 |
98,27 |
98,38 |
1,56 |
1,46 |
98,33 |
1,50 |
DS1017 |
PL0000104543 |
104,92 |
105,09 |
1,61 |
1,49 |
105,01 |
1,54 |
WZ0118 |
PL0000104717 |
100,11 |
100,31 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
103,75 |
103,86 |
1,70 |
1,65 |
103,81 |
1,67 |
PS0718 |
PL0000107595 |
101,57 |
101,70 |
1,74 |
1,68 |
101,64 |
1,71 |
OK1018 |
PL0000109062 |
95,91 |
96,02 |
1,77 |
1,72 |
95,97 |
1,74 |
WZ0119 |
PL0000107603 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
103,89 |
104,07 |
1,95 |
1,90 |
103,98 |
1,93 |
DS1019 |
PL0000105441 |
111,30 |
111,45 |
2,00 |
1,96 |
111,38 |
1,98 |
WZ0120 |
PL0000108601 |
99,06 |
99,23 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
97,50 |
97,68 |
2,18 |
2,13 |
97,59 |
2,15 |
DS1020 |
PL0000106126 |
112,53 |
112,78 |
2,21 |
2,16 |
112,66 |
2,18 |
WZ0121 |
PL0000106068 |
98,25 |
98,55 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
98,22 |
98,36 |
2,39 |
2,36 |
98,29 |
2,37 |
PS0721 |
PL0000109153 |
96,37 |
96,52 |
2,51 |
2,48 |
96,45 |
2,49 |
DS1021 |
PL0000106670 |
116,20 |
116,47 |
2,49 |
2,44 |
116,34 |
2,46 |
WS0922 |
PL0000102646 |
117,53 |
117,97 |
2,68 |
2,61 |
117,75 |
2,65 |
IZ0823 |
PL0000105359 |
109,56 |
111,69 |
--- |
--- |
110,63 |
--- |
DS1023 |
PL0000107264 |
107,39 |
107,61 |
2,87 |
2,84 |
107,50 |
2,85 |
WZ0124 |
PL0000107454 |
95,65 |
95,90 |
--- |
--- |
95,78 |
--- |
DS0725 |
PL0000108197 |
101,43 |
101,71 |
3,07 |
3,03 |
101,57 |
3,05 |
WZ0126 |
PL0000108817 |
93,99 |
94,27 |
--- |
--- |
94,13 |
--- |
DS0726 |
PL0000108866 |
94,08 |
94,26 |
3,19 |
3,17 |
94,17 |
3,18 |
WS0429 |
PL0000105391 |
123,85 |
125,45 |
3,43 |
3,29 |
124,65 |
3,36 |
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 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
35 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
15 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
130 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
65 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
15 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
5 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
150 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
35 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
115 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
55 |
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.