2016-06-08 |
MARKET DATA |
No 108 (2890) |
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 |
1 370,00 |
1 407,29 |
74 |
885,00 |
891,73 |
12 |
2 255,00 |
2 299,01 |
86 |
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 |
99,82 |
99,83 |
99,820 |
99,820 |
99,810 |
99,810 |
99,810 |
495 000 |
494,06 |
8 |
PS1016 |
PL0000106795 |
101,22 |
101,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,81 |
102,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,33 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,95 |
105,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,80 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,61 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,01 |
96,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,05 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,49 |
111,49 |
111,490 |
111,490 |
111,470 |
111,470 |
111,480 |
85 000 |
97,68 |
5 |
PS0420 |
PL0000108510 |
97,85 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,96 |
112,81 |
113,000 |
113,000 |
112,900 |
112,900 |
112,908 |
215 000 |
249,81 |
15 |
PS0421 |
PL0000108916 |
98,75 |
98,56 |
98,640 |
98,760 |
98,640 |
98,750 |
98,697 |
200 000 |
197,90 |
16 |
PS0721 |
PL0000109153 |
97,01 |
96,68 |
96,750 |
97,020 |
96,750 |
96,990 |
96,922 |
280 000 |
275,68 |
21 |
DS1021 |
PL0000106670 |
116,76 |
116,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,20 |
118,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,10 |
107,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,25 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,42 |
94,58 |
94,620 |
95,000 |
94,620 |
95,000 |
94,808 |
95 000 |
92,15 |
9 |
WS0428 |
PL0000107611 |
93,85 |
95,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,66 |
125,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,88 |
129,24 |
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 |
110,60 |
111,00 |
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 |
100,18 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
100,00 |
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 |
98,35 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,75 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,09 |
94,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 370 000 |
1 407,29 |
74 |
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 |
82 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
110 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
173 |
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 |
101,28 |
1,48 |
1,28 |
101,24 |
1,38 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,78 |
102,88 |
1,52 |
1,41 |
102,83 |
1,46 |
OK0717 |
PL0000108502 |
98,29 |
98,40 |
1,55 |
1,45 |
98,35 |
1,49 |
DS1017 |
PL0000104543 |
104,90 |
105,07 |
1,61 |
1,49 |
104,99 |
1,54 |
WZ0118 |
PL0000104717 |
100,11 |
100,31 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
103,71 |
103,90 |
1,72 |
1,62 |
103,81 |
1,67 |
PS0718 |
PL0000107595 |
101,50 |
101,69 |
1,77 |
1,68 |
101,60 |
1,72 |
OK1018 |
PL0000109062 |
95,94 |
96,05 |
1,76 |
1,71 |
96,00 |
1,73 |
WZ0119 |
PL0000107603 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
103,94 |
104,16 |
1,94 |
1,87 |
104,05 |
1,90 |
DS1019 |
PL0000105441 |
111,37 |
111,56 |
1,98 |
1,92 |
111,47 |
1,95 |
WZ0120 |
PL0000108601 |
98,99 |
99,26 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,67 |
97,91 |
2,13 |
2,07 |
97,79 |
2,10 |
DS1020 |
PL0000106126 |
112,73 |
113,02 |
2,16 |
2,10 |
112,88 |
2,13 |
WZ0121 |
PL0000106068 |
98,21 |
98,60 |
--- |
--- |
98,41 |
--- |
PS0421 |
PL0000108916 |
98,47 |
98,67 |
2,33 |
2,29 |
98,57 |
2,31 |
PS0721 |
PL0000109153 |
96,54 |
96,76 |
2,48 |
2,43 |
96,65 |
2,45 |
DS1021 |
PL0000106670 |
116,47 |
116,76 |
2,44 |
2,39 |
116,62 |
2,41 |
WS0922 |
PL0000102646 |
117,80 |
118,24 |
2,64 |
2,57 |
118,02 |
2,60 |
IZ0823 |
PL0000105359 |
109,74 |
111,69 |
--- |
--- |
110,72 |
--- |
DS1023 |
PL0000107264 |
107,62 |
108,07 |
2,84 |
2,77 |
107,85 |
2,80 |
WZ0124 |
PL0000107454 |
95,64 |
95,96 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
101,78 |
102,23 |
3,02 |
2,96 |
102,01 |
2,99 |
WZ0126 |
PL0000108817 |
93,99 |
94,35 |
--- |
--- |
94,17 |
--- |
DS0726 |
PL0000108866 |
94,49 |
94,69 |
3,14 |
3,12 |
94,59 |
3,13 |
WS0429 |
PL0000105391 |
124,71 |
125,96 |
3,35 |
3,25 |
125,34 |
3,30 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,20 |
101,28 |
1,48 |
1,28 |
101,24 |
1,38 |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,79 |
102,88 |
1,51 |
1,41 |
102,84 |
1,45 |
OK0717 |
PL0000108502 |
98,30 |
98,40 |
1,54 |
1,45 |
98,35 |
1,49 |
DS1017 |
PL0000104543 |
104,93 |
105,09 |
1,59 |
1,47 |
105,01 |
1,53 |
WZ0118 |
PL0000104717 |
100,13 |
100,31 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
103,76 |
103,88 |
1,69 |
1,63 |
103,82 |
1,66 |
PS0718 |
PL0000107595 |
101,59 |
101,72 |
1,73 |
1,67 |
101,66 |
1,70 |
OK1018 |
PL0000109062 |
95,96 |
96,05 |
1,75 |
1,71 |
96,01 |
1,73 |
WZ0119 |
PL0000107603 |
99,89 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,13 |
1,91 |
1,87 |
104,07 |
1,89 |
DS1019 |
PL0000105441 |
111,43 |
111,54 |
1,96 |
1,93 |
111,49 |
1,94 |
WZ0120 |
PL0000108601 |
99,04 |
99,23 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,73 |
97,93 |
2,11 |
2,06 |
97,83 |
2,09 |
DS1020 |
PL0000106126 |
112,82 |
112,99 |
2,14 |
2,11 |
112,91 |
2,12 |
WZ0121 |
PL0000106068 |
98,30 |
98,58 |
--- |
--- |
98,44 |
--- |
PS0421 |
PL0000108916 |
98,67 |
98,81 |
2,29 |
2,26 |
98,74 |
2,27 |
PS0721 |
PL0000109153 |
96,82 |
97,03 |
2,42 |
2,37 |
96,93 |
2,39 |
DS1021 |
PL0000106670 |
116,67 |
116,96 |
2,40 |
2,35 |
116,82 |
2,37 |
WS0922 |
PL0000102646 |
118,06 |
118,48 |
2,60 |
2,53 |
118,27 |
2,56 |
IZ0823 |
PL0000105359 |
109,87 |
112,01 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
107,96 |
108,25 |
2,79 |
2,75 |
108,11 |
2,77 |
WZ0124 |
PL0000107454 |
95,67 |
95,92 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
102,16 |
102,50 |
2,97 |
2,93 |
102,33 |
2,95 |
WZ0126 |
PL0000108817 |
94,00 |
94,29 |
--- |
--- |
94,15 |
--- |
DS0726 |
PL0000108866 |
94,86 |
95,12 |
3,10 |
3,07 |
94,99 |
3,08 |
WS0429 |
PL0000105391 |
125,17 |
126,54 |
3,31 |
3,20 |
125,86 |
3,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
35 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
60 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
105 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,430 |
1,450 |
1,443 |
90 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
40 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
60 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
450 |
TOTAL |
885 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.