2016-06-07 |
MARKET DATA |
No 107 (2889) |
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 |
1 437,50 |
1 441,16 |
83 |
1 050,00 |
1 056,94 |
17 |
2 487,50 |
2 498,10 |
100 |
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 |
99,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,23 |
101,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,82 |
102,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,32 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,98 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,80 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,59 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,95 |
95,98 |
95,950 |
95,950 |
95,950 |
95,950 |
95,950 |
50 000 |
47,98 |
2 |
PS0719 |
PL0000108148 |
104,01 |
103,98 |
103,960 |
104,010 |
103,950 |
104,010 |
103,990 |
125 000 |
133,54 |
8 |
DS1019 |
PL0000105441 |
111,35 |
111,38 |
111,400 |
111,400 |
111,380 |
111,390 |
111,387 |
67 500 |
77,50 |
6 |
PS0420 |
PL0000108510 |
97,62 |
97,62 |
97,650 |
97,650 |
97,650 |
97,650 |
97,650 |
50 000 |
48,92 |
1 |
DS1020 |
PL0000106126 |
112,68 |
112,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,42 |
98,32 |
98,340 |
98,460 |
98,300 |
98,460 |
98,411 |
370 000 |
365,04 |
15 |
PS0721 |
PL0000109153 |
96,58 |
96,43 |
96,400 |
96,600 |
96,380 |
96,600 |
96,513 |
390 000 |
382,37 |
22 |
DS1021 |
PL0000106670 |
116,39 |
116,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,85 |
117,70 |
117,750 |
117,920 |
117,750 |
117,920 |
117,865 |
40 000 |
48,78 |
6 |
DS1023 |
PL0000107264 |
107,65 |
107,60 |
107,700 |
107,700 |
107,700 |
107,700 |
107,700 |
10 000 |
11,02 |
1 |
DS0725 |
PL0000108197 |
101,68 |
101,70 |
101,850 |
101,850 |
101,850 |
101,850 |
101,850 |
5 000 |
5,23 |
1 |
DS0726 |
PL0000108866 |
94,45 |
94,16 |
94,160 |
94,470 |
94,140 |
94,450 |
94,267 |
315 000 |
303,83 |
19 |
WS0428 |
PL0000107611 |
93,26 |
95,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,79 |
124,87 |
125,090 |
125,090 |
125,090 |
125,090 |
125,090 |
5 000 |
6,29 |
1 |
WS0437 |
PL0000104857 |
118,81 |
128,24 |
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 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,11 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,37 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,73 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,08 |
94,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 427 500 |
1 430,49 |
82 |
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 |
83 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
111 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
174 |
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 |
101,20 |
101,31 |
1,50 |
1,22 |
101,26 |
1,35 |
WZ0117 |
PL0000106936 |
100,10 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,78 |
102,88 |
1,53 |
1,42 |
102,83 |
1,47 |
OK0717 |
PL0000108502 |
98,25 |
98,39 |
1,58 |
1,45 |
98,32 |
1,52 |
DS1017 |
PL0000104543 |
104,90 |
105,09 |
1,62 |
1,48 |
105,00 |
1,54 |
WZ0118 |
PL0000104717 |
100,10 |
100,30 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,71 |
103,89 |
1,72 |
1,63 |
103,80 |
1,67 |
PS0718 |
PL0000107595 |
101,50 |
101,68 |
1,77 |
1,69 |
101,59 |
1,73 |
OK1018 |
PL0000109062 |
95,89 |
96,02 |
1,78 |
1,72 |
95,96 |
1,75 |
WZ0119 |
PL0000107603 |
99,85 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
103,85 |
104,05 |
1,97 |
1,90 |
103,95 |
1,93 |
DS1019 |
PL0000105441 |
111,22 |
111,45 |
2,02 |
1,96 |
111,34 |
1,99 |
WZ0120 |
PL0000108601 |
98,99 |
99,23 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
97,47 |
97,69 |
2,19 |
2,13 |
97,58 |
2,16 |
DS1020 |
PL0000106126 |
112,50 |
112,78 |
2,22 |
2,15 |
112,64 |
2,19 |
WZ0121 |
PL0000106068 |
98,22 |
98,57 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
98,17 |
98,35 |
2,40 |
2,36 |
98,26 |
2,38 |
PS0721 |
PL0000109153 |
96,29 |
96,47 |
2,53 |
2,49 |
96,38 |
2,51 |
DS1021 |
PL0000106670 |
116,12 |
116,41 |
2,50 |
2,45 |
116,27 |
2,48 |
WS0922 |
PL0000102646 |
117,46 |
117,90 |
2,69 |
2,62 |
117,68 |
2,66 |
IZ0823 |
PL0000105359 |
109,83 |
111,43 |
--- |
--- |
110,63 |
--- |
DS1023 |
PL0000107264 |
107,18 |
107,62 |
2,90 |
2,84 |
107,40 |
2,87 |
WZ0124 |
PL0000107454 |
95,54 |
95,89 |
--- |
--- |
95,72 |
--- |
DS0725 |
PL0000108197 |
101,31 |
101,74 |
3,08 |
3,03 |
101,53 |
3,05 |
WZ0126 |
PL0000108817 |
93,94 |
94,27 |
--- |
--- |
94,11 |
--- |
DS0726 |
PL0000108866 |
93,99 |
94,30 |
3,20 |
3,16 |
94,15 |
3,18 |
WS0429 |
PL0000105391 |
123,90 |
125,25 |
3,42 |
3,31 |
124,58 |
3,36 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,21 |
101,31 |
1,48 |
1,22 |
101,26 |
1,35 |
WZ0117 |
PL0000106936 |
100,10 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,79 |
102,87 |
1,52 |
1,43 |
102,83 |
1,47 |
OK0717 |
PL0000108502 |
98,29 |
98,41 |
1,54 |
1,43 |
98,35 |
1,49 |
DS1017 |
PL0000104543 |
104,96 |
105,11 |
1,57 |
1,47 |
105,04 |
1,52 |
WZ0118 |
PL0000104717 |
100,12 |
100,30 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
103,77 |
103,88 |
1,69 |
1,63 |
103,83 |
1,66 |
PS0718 |
PL0000107595 |
101,56 |
101,68 |
1,74 |
1,69 |
101,62 |
1,72 |
OK1018 |
PL0000109062 |
95,92 |
96,03 |
1,77 |
1,72 |
95,98 |
1,74 |
WZ0119 |
PL0000107603 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
103,95 |
104,11 |
1,93 |
1,88 |
104,03 |
1,91 |
DS1019 |
PL0000105441 |
111,31 |
111,52 |
2,00 |
1,94 |
111,42 |
1,97 |
WZ0120 |
PL0000108601 |
99,04 |
99,23 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,56 |
97,75 |
2,16 |
2,11 |
97,66 |
2,13 |
DS1020 |
PL0000106126 |
112,64 |
112,88 |
2,19 |
2,13 |
112,76 |
2,16 |
WZ0121 |
PL0000106068 |
98,22 |
98,57 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
98,36 |
98,52 |
2,36 |
2,32 |
98,44 |
2,34 |
PS0721 |
PL0000109153 |
96,48 |
96,64 |
2,49 |
2,45 |
96,56 |
2,47 |
DS1021 |
PL0000106670 |
116,33 |
116,59 |
2,46 |
2,42 |
116,46 |
2,44 |
WS0922 |
PL0000102646 |
117,64 |
118,05 |
2,66 |
2,60 |
117,85 |
2,63 |
IZ0823 |
PL0000105359 |
109,73 |
111,60 |
--- |
--- |
110,67 |
--- |
DS1023 |
PL0000107264 |
107,42 |
107,81 |
2,87 |
2,81 |
107,62 |
2,84 |
WZ0124 |
PL0000107454 |
95,62 |
95,88 |
--- |
--- |
95,75 |
--- |
DS0725 |
PL0000108197 |
101,61 |
101,93 |
3,04 |
3,00 |
101,77 |
3,02 |
WZ0126 |
PL0000108817 |
93,98 |
94,27 |
--- |
--- |
94,13 |
--- |
DS0726 |
PL0000108866 |
94,33 |
94,52 |
3,16 |
3,14 |
94,43 |
3,15 |
WS0429 |
PL0000105391 |
124,04 |
125,68 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
35 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
120 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
5 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
35 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,500 |
1,497 |
530 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,430 |
1,414 |
170 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
TOTAL |
1 050 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.