2016-06-09 |
MARKET DATA |
No 109 (2891) |
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 |
1 715,00 |
1 740,28 |
60 |
990,00 |
1 037,50 |
16 |
2 705,00 |
2 777,79 |
76 |
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 |
99,820 |
99,820 |
99,820 |
250 000 |
249,55 |
3 |
PS1016 |
PL0000106795 |
101,18 |
101,17 |
101,170 |
101,170 |
101,160 |
101,170 |
101,160 |
435 000 |
453,15 |
6 |
PS0417 |
PL0000107058 |
102,78 |
102,77 |
102,780 |
102,780 |
102,770 |
102,770 |
102,779 |
220 000 |
227,52 |
8 |
OK0717 |
PL0000108502 |
98,31 |
98,30 |
98,310 |
98,310 |
98,280 |
98,280 |
98,290 |
410 000 |
402,99 |
9 |
DS1017 |
PL0000104543 |
104,90 |
104,99 |
104,900 |
104,900 |
104,890 |
104,890 |
104,893 |
35 000 |
37,88 |
2 |
PS0418 |
PL0000107314 |
103,75 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,05 |
96,03 |
96,010 |
96,020 |
96,010 |
96,020 |
96,013 |
35 000 |
33,60 |
4 |
PS0719 |
PL0000108148 |
104,05 |
104,08 |
104,050 |
104,050 |
104,040 |
104,040 |
104,043 |
30 000 |
32,08 |
2 |
DS1019 |
PL0000105441 |
111,47 |
111,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,83 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,87 |
112,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,80 |
98,71 |
98,820 |
98,820 |
98,770 |
98,770 |
98,803 |
125 000 |
123,84 |
10 |
PS0721 |
PL0000109153 |
97,04 |
96,91 |
97,040 |
97,040 |
96,910 |
96,910 |
96,983 |
30 000 |
29,56 |
3 |
DS1021 |
PL0000106670 |
116,80 |
116,66 |
116,730 |
116,730 |
116,730 |
116,730 |
116,730 |
10 000 |
12,04 |
1 |
WS0922 |
PL0000102646 |
118,26 |
118,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,22 |
108,25 |
108,300 |
108,310 |
108,300 |
108,310 |
108,309 |
45 000 |
49,88 |
3 |
DS0725 |
PL0000108197 |
102,45 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,26 |
95,13 |
95,160 |
95,260 |
95,150 |
95,200 |
95,182 |
60 000 |
58,44 |
7 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,86 |
126,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,54 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,65 |
111,20 |
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 |
100,15 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
99,95 |
99,930 |
99,930 |
99,930 |
99,930 |
99,930 |
20 000 |
20,12 |
1 |
WZ0120 |
PL0000108601 |
99,12 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,43 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,78 |
95,85 |
95,850 |
95,850 |
95,850 |
95,850 |
95,850 |
10 000 |
9,65 |
1 |
WZ0126 |
PL0000108817 |
94,10 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 715 000 |
1 740,28 |
60 |
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 |
79 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
107 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
170 |
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 |
101,15 |
101,24 |
1,54 |
1,31 |
101,20 |
1,41 |
WZ0117 |
PL0000106936 |
100,07 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,74 |
102,83 |
1,53 |
1,43 |
102,79 |
1,48 |
OK0717 |
PL0000108502 |
98,27 |
98,39 |
1,58 |
1,47 |
98,33 |
1,52 |
DS1017 |
PL0000104543 |
104,86 |
105,03 |
1,62 |
1,49 |
104,95 |
1,55 |
WZ0118 |
PL0000104717 |
100,11 |
100,29 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,70 |
103,84 |
1,72 |
1,64 |
103,77 |
1,68 |
PS0718 |
PL0000107595 |
101,51 |
101,69 |
1,76 |
1,68 |
101,60 |
1,72 |
OK1018 |
PL0000109062 |
95,94 |
96,05 |
1,77 |
1,72 |
96,00 |
1,74 |
WZ0119 |
PL0000107603 |
99,87 |
100,05 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,95 |
104,14 |
1,93 |
1,87 |
104,05 |
1,90 |
DS1019 |
PL0000105441 |
111,42 |
111,57 |
1,96 |
1,91 |
111,50 |
1,93 |
WZ0120 |
PL0000108601 |
99,05 |
99,27 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,75 |
98,01 |
2,11 |
2,04 |
97,88 |
2,07 |
DS1020 |
PL0000106126 |
112,79 |
113,05 |
2,14 |
2,09 |
112,92 |
2,12 |
WZ0121 |
PL0000106068 |
98,22 |
98,58 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
98,69 |
98,87 |
2,29 |
2,25 |
98,78 |
2,27 |
PS0721 |
PL0000109153 |
96,86 |
97,09 |
2,41 |
2,36 |
96,98 |
2,38 |
DS1021 |
PL0000106670 |
116,68 |
116,97 |
2,40 |
2,34 |
116,83 |
2,37 |
WS0922 |
PL0000102646 |
118,15 |
118,45 |
2,58 |
2,53 |
118,30 |
2,55 |
IZ0823 |
PL0000105359 |
109,84 |
111,91 |
--- |
--- |
110,88 |
--- |
DS1023 |
PL0000107264 |
107,92 |
108,33 |
2,79 |
2,73 |
108,13 |
2,76 |
WZ0124 |
PL0000107454 |
95,61 |
95,91 |
--- |
--- |
95,76 |
--- |
DS0725 |
PL0000108197 |
102,18 |
102,63 |
2,97 |
2,91 |
102,41 |
2,94 |
WZ0126 |
PL0000108817 |
93,96 |
94,42 |
--- |
--- |
94,19 |
--- |
DS0726 |
PL0000108866 |
94,94 |
95,26 |
3,09 |
3,05 |
95,10 |
3,07 |
WS0429 |
PL0000105391 |
124,92 |
126,86 |
3,33 |
3,17 |
125,89 |
3,25 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,15 |
101,24 |
1,54 |
1,31 |
101,20 |
1,41 |
WZ0117 |
PL0000106936 |
100,10 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,74 |
102,81 |
1,53 |
1,45 |
102,78 |
1,49 |
OK0717 |
PL0000108502 |
98,28 |
98,38 |
1,57 |
1,48 |
98,33 |
1,52 |
DS1017 |
PL0000104543 |
104,86 |
105,02 |
1,62 |
1,50 |
104,94 |
1,56 |
WZ0118 |
PL0000104717 |
100,11 |
100,29 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,72 |
103,82 |
1,71 |
1,65 |
103,77 |
1,68 |
PS0718 |
PL0000107595 |
101,56 |
101,71 |
1,74 |
1,67 |
101,64 |
1,70 |
OK1018 |
PL0000109062 |
95,99 |
96,07 |
1,74 |
1,71 |
96,03 |
1,73 |
WZ0119 |
PL0000107603 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,11 |
1,91 |
1,88 |
104,06 |
1,89 |
DS1019 |
PL0000105441 |
111,39 |
111,50 |
1,97 |
1,93 |
111,45 |
1,95 |
WZ0120 |
PL0000108601 |
99,08 |
99,25 |
--- |
--- |
99,17 |
--- |
PS0420 |
PL0000108510 |
97,79 |
97,94 |
2,10 |
2,06 |
97,87 |
2,08 |
DS1020 |
PL0000106126 |
112,78 |
112,93 |
2,15 |
2,11 |
112,86 |
2,13 |
WZ0121 |
PL0000106068 |
98,37 |
98,59 |
--- |
--- |
98,48 |
--- |
PS0421 |
PL0000108916 |
98,68 |
98,83 |
2,29 |
2,25 |
98,76 |
2,27 |
PS0721 |
PL0000109153 |
96,89 |
97,05 |
2,40 |
2,37 |
96,97 |
2,38 |
DS1021 |
PL0000106670 |
116,72 |
116,97 |
2,39 |
2,34 |
116,85 |
2,36 |
WS0922 |
PL0000102646 |
118,20 |
118,45 |
2,57 |
2,53 |
118,33 |
2,55 |
IZ0823 |
PL0000105359 |
109,91 |
111,94 |
--- |
--- |
110,93 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,32 |
2,77 |
2,73 |
108,21 |
2,75 |
WZ0124 |
PL0000107454 |
95,70 |
95,96 |
--- |
--- |
95,83 |
--- |
DS0725 |
PL0000108197 |
102,35 |
102,61 |
2,95 |
2,92 |
102,48 |
2,93 |
WZ0126 |
PL0000108817 |
94,03 |
94,37 |
--- |
--- |
94,20 |
--- |
DS0726 |
PL0000108866 |
95,07 |
95,28 |
3,07 |
3,05 |
95,18 |
3,06 |
WS0429 |
PL0000105391 |
125,43 |
126,74 |
3,29 |
3,18 |
126,09 |
3,24 |
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 |
1,420 |
1,420 |
1,420 |
50 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
60 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
65 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
10 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
10 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,360 |
1,360 |
1,360 |
110 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
60 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
190 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,400 |
1,420 |
1,418 |
55 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
40 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,450 |
1,435 |
60 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
80 |
TOTAL |
990 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.