2016-06-10 |
MARKET DATA |
No 110 (2892) |
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 |
687,50 |
692,78 |
43 |
1 550,00 |
1 647,44 |
25 |
2 237,50 |
2 340,22 |
68 |
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 |
99,83 |
99,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,15 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,74 |
102,82 |
102,730 |
102,730 |
102,730 |
102,730 |
102,730 |
2 500 |
2,58 |
1 |
OK0717 |
PL0000108502 |
98,27 |
98,31 |
98,270 |
98,270 |
98,270 |
98,270 |
98,270 |
100 000 |
98,27 |
3 |
DS1017 |
PL0000104543 |
104,82 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,70 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,54 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,98 |
95,97 |
95,980 |
95,980 |
95,950 |
95,950 |
95,966 |
160 000 |
153,55 |
6 |
PS0719 |
PL0000108148 |
103,96 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,37 |
111,30 |
111,370 |
111,370 |
111,270 |
111,270 |
111,294 |
125 000 |
143,49 |
8 |
PS0420 |
PL0000108510 |
97,74 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,70 |
112,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,71 |
98,57 |
98,570 |
98,640 |
98,570 |
98,620 |
98,603 |
195 000 |
192,81 |
12 |
PS0721 |
PL0000109153 |
96,82 |
96,75 |
96,780 |
96,780 |
96,780 |
96,780 |
96,780 |
10 000 |
9,83 |
1 |
DS1021 |
PL0000106670 |
116,67 |
116,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,13 |
118,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,95 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,25 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,00 |
94,80 |
94,980 |
94,980 |
94,790 |
94,870 |
94,873 |
95 000 |
92,24 |
12 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,50 |
125,68 |
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 |
100,52 |
100,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,80 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,13 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,39 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,74 |
95,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,15 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
687 500 |
692,78 |
43 |
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 |
78 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
106 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
169 |
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 |
101,13 |
101,25 |
1,57 |
1,26 |
101,19 |
1,42 |
WZ0117 |
PL0000106936 |
100,08 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,71 |
102,83 |
1,56 |
1,42 |
102,77 |
1,49 |
OK0717 |
PL0000108502 |
98,23 |
98,37 |
1,62 |
1,49 |
98,30 |
1,55 |
DS1017 |
PL0000104543 |
104,80 |
104,97 |
1,65 |
1,53 |
104,89 |
1,59 |
WZ0118 |
PL0000104717 |
100,09 |
100,30 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,64 |
103,83 |
1,74 |
1,64 |
103,74 |
1,69 |
PS0718 |
PL0000107595 |
101,49 |
101,65 |
1,77 |
1,70 |
101,57 |
1,74 |
OK1018 |
PL0000109062 |
95,94 |
96,04 |
1,77 |
1,72 |
95,99 |
1,75 |
WZ0119 |
PL0000107603 |
99,87 |
100,06 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,92 |
104,06 |
1,94 |
1,89 |
103,99 |
1,92 |
DS1019 |
PL0000105441 |
111,30 |
111,48 |
1,99 |
1,94 |
111,39 |
1,96 |
WZ0120 |
PL0000108601 |
99,09 |
99,25 |
--- |
--- |
99,17 |
--- |
PS0420 |
PL0000108510 |
97,67 |
97,89 |
2,13 |
2,07 |
97,78 |
2,10 |
DS1020 |
PL0000106126 |
112,63 |
112,87 |
2,18 |
2,13 |
112,75 |
2,15 |
WZ0121 |
PL0000106068 |
98,34 |
98,61 |
--- |
--- |
98,48 |
--- |
PS0421 |
PL0000108916 |
98,61 |
98,74 |
2,30 |
2,27 |
98,68 |
2,29 |
PS0721 |
PL0000109153 |
96,74 |
96,98 |
2,43 |
2,38 |
96,86 |
2,41 |
DS1021 |
PL0000106670 |
116,54 |
116,82 |
2,42 |
2,37 |
116,68 |
2,39 |
WS0922 |
PL0000102646 |
118,00 |
118,39 |
2,60 |
2,54 |
118,20 |
2,57 |
IZ0823 |
PL0000105359 |
110,16 |
112,00 |
--- |
--- |
111,08 |
--- |
DS1023 |
PL0000107264 |
107,77 |
108,18 |
2,81 |
2,75 |
107,98 |
2,78 |
WZ0124 |
PL0000107454 |
95,68 |
95,99 |
--- |
--- |
95,84 |
--- |
DS0725 |
PL0000108197 |
102,15 |
102,56 |
2,97 |
2,92 |
102,36 |
2,95 |
WZ0126 |
PL0000108817 |
94,03 |
94,37 |
--- |
--- |
94,20 |
--- |
DS0726 |
PL0000108866 |
94,83 |
95,05 |
3,10 |
3,07 |
94,94 |
3,09 |
WS0429 |
PL0000105391 |
125,18 |
126,40 |
3,31 |
3,21 |
125,79 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,13 |
101,25 |
1,57 |
1,26 |
101,19 |
1,42 |
WZ0117 |
PL0000106936 |
100,08 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,72 |
102,83 |
1,55 |
1,42 |
102,78 |
1,48 |
OK0717 |
PL0000108502 |
98,22 |
98,34 |
1,63 |
1,52 |
98,28 |
1,57 |
DS1017 |
PL0000104543 |
104,77 |
104,91 |
1,67 |
1,57 |
104,84 |
1,62 |
WZ0118 |
PL0000104717 |
100,09 |
100,30 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,79 |
1,75 |
1,66 |
103,71 |
1,71 |
PS0718 |
PL0000107595 |
101,51 |
101,65 |
1,76 |
1,70 |
101,58 |
1,73 |
OK1018 |
PL0000109062 |
95,91 |
96,01 |
1,78 |
1,74 |
95,96 |
1,76 |
WZ0119 |
PL0000107603 |
99,87 |
100,06 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,84 |
104,02 |
1,96 |
1,91 |
103,93 |
1,94 |
DS1019 |
PL0000105441 |
111,28 |
111,43 |
1,99 |
1,95 |
111,36 |
1,97 |
WZ0120 |
PL0000108601 |
99,09 |
99,24 |
--- |
--- |
99,17 |
--- |
PS0420 |
PL0000108510 |
97,62 |
97,85 |
2,15 |
2,08 |
97,74 |
2,11 |
DS1020 |
PL0000106126 |
112,56 |
112,76 |
2,19 |
2,15 |
112,66 |
2,17 |
WZ0121 |
PL0000106068 |
98,34 |
98,59 |
--- |
--- |
98,47 |
--- |
PS0421 |
PL0000108916 |
98,58 |
98,69 |
2,31 |
2,29 |
98,64 |
2,30 |
PS0721 |
PL0000109153 |
96,77 |
96,92 |
2,43 |
2,40 |
96,85 |
2,41 |
DS1021 |
PL0000106670 |
116,56 |
116,80 |
2,42 |
2,37 |
116,68 |
2,39 |
WS0922 |
PL0000102646 |
117,96 |
118,39 |
2,61 |
2,54 |
118,18 |
2,57 |
IZ0823 |
PL0000105359 |
109,96 |
111,99 |
--- |
--- |
110,98 |
--- |
DS1023 |
PL0000107264 |
107,90 |
108,21 |
2,79 |
2,75 |
108,06 |
2,77 |
WZ0124 |
PL0000107454 |
95,67 |
95,95 |
--- |
--- |
95,81 |
--- |
DS0725 |
PL0000108197 |
102,14 |
102,36 |
2,98 |
2,95 |
102,25 |
2,96 |
WZ0126 |
PL0000108817 |
94,03 |
94,37 |
--- |
--- |
94,20 |
--- |
DS0726 |
PL0000108866 |
94,83 |
95,05 |
3,10 |
3,07 |
94,94 |
3,09 |
WS0429 |
PL0000105391 |
125,09 |
126,31 |
3,32 |
3,22 |
125,70 |
3,27 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
65 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
10 |
OK0716 |
PL0000107926 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
10 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
10 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,400 |
1,450 |
1,442 |
120 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
30 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,450 |
1,470 |
1,455 |
220 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,450 |
1,470 |
1,452 |
60 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,450 |
1,480 |
1,469 |
80 |
DS1023 |
PL0000107264 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,450 |
1,470 |
1,460 |
300 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
330 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
80 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
20 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,460 |
1,460 |
1,460 |
150 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,450 |
1,470 |
1,459 |
45 |
TOTAL |
1 550 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.