2016-06-13 |
MARKET DATA |
No 111 (2893) |
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 |
1 337,50 |
1 327,59 |
82 |
1 355,00 |
1 408,78 |
25 |
2 692,50 |
2 736,37 |
107 |
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 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,16 |
101,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,72 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,23 |
98,25 |
98,230 |
98,230 |
98,180 |
98,180 |
98,209 |
120 000 |
117,85 |
6 |
DS1017 |
PL0000104543 |
104,78 |
104,80 |
104,770 |
104,770 |
104,770 |
104,770 |
104,770 |
100 000 |
108,13 |
1 |
PS0418 |
PL0000107314 |
103,63 |
103,65 |
103,620 |
103,620 |
103,620 |
103,620 |
103,620 |
25 000 |
26,04 |
1 |
PS0718 |
PL0000107595 |
101,46 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,91 |
95,86 |
95,910 |
95,910 |
95,890 |
95,890 |
95,894 |
115 000 |
110,28 |
4 |
PS0719 |
PL0000108148 |
103,82 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,30 |
111,16 |
111,220 |
111,220 |
111,210 |
111,210 |
111,213 |
75 000 |
86,05 |
3 |
PS0420 |
PL0000108510 |
97,62 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,56 |
112,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,54 |
98,29 |
98,500 |
98,500 |
98,250 |
98,330 |
98,343 |
162 500 |
160,26 |
10 |
PS0721 |
PL0000109153 |
96,73 |
96,53 |
96,690 |
96,690 |
96,500 |
96,530 |
96,529 |
175 000 |
171,65 |
15 |
DS1021 |
PL0000106670 |
116,53 |
116,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,93 |
117,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,75 |
107,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,98 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
94,75 |
94,04 |
94,700 |
94,700 |
94,040 |
94,290 |
94,202 |
505 000 |
486,97 |
39 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,33 |
124,69 |
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 |
110,70 |
111,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
5 000 |
5,04 |
1 |
WZ0119 |
PL0000107603 |
99,92 |
99,91 |
99,920 |
99,920 |
99,920 |
99,920 |
99,920 |
55 000 |
55,33 |
2 |
WZ0120 |
PL0000108601 |
99,10 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,35 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,65 |
95,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,06 |
94,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 337 500 |
1 327,59 |
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 |
77 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
105 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
168 |
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 |
101,11 |
101,24 |
1,61 |
1,26 |
101,18 |
1,42 |
WZ0117 |
PL0000106936 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,69 |
102,82 |
1,57 |
1,42 |
102,76 |
1,49 |
OK0717 |
PL0000108502 |
98,21 |
98,37 |
1,64 |
1,49 |
98,29 |
1,57 |
DS1017 |
PL0000104543 |
104,75 |
104,88 |
1,68 |
1,59 |
104,82 |
1,63 |
WZ0118 |
PL0000104717 |
100,07 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,61 |
103,80 |
1,76 |
1,66 |
103,71 |
1,70 |
PS0718 |
PL0000107595 |
101,44 |
101,63 |
1,80 |
1,71 |
101,54 |
1,75 |
OK1018 |
PL0000109062 |
95,89 |
96,01 |
1,79 |
1,74 |
95,95 |
1,77 |
WZ0119 |
PL0000107603 |
99,87 |
100,06 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,79 |
104,01 |
1,98 |
1,91 |
103,90 |
1,94 |
DS1019 |
PL0000105441 |
111,22 |
111,43 |
2,01 |
1,95 |
111,33 |
1,98 |
WZ0120 |
PL0000108601 |
99,08 |
99,24 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
97,59 |
97,83 |
2,16 |
2,09 |
97,71 |
2,12 |
DS1020 |
PL0000106126 |
112,54 |
112,81 |
2,20 |
2,14 |
112,68 |
2,17 |
WZ0121 |
PL0000106068 |
98,32 |
98,61 |
--- |
--- |
98,47 |
--- |
PS0421 |
PL0000108916 |
98,51 |
98,65 |
2,33 |
2,29 |
98,58 |
2,31 |
PS0721 |
PL0000109153 |
96,70 |
96,94 |
2,44 |
2,39 |
96,82 |
2,42 |
DS1021 |
PL0000106670 |
116,49 |
116,73 |
2,43 |
2,38 |
116,61 |
2,41 |
WS0922 |
PL0000102646 |
117,89 |
118,31 |
2,62 |
2,55 |
118,10 |
2,58 |
IZ0823 |
PL0000105359 |
109,39 |
115,16 |
--- |
--- |
112,28 |
--- |
DS1023 |
PL0000107264 |
107,68 |
108,08 |
2,83 |
2,77 |
107,88 |
2,80 |
WZ0124 |
PL0000107454 |
95,61 |
96,03 |
--- |
--- |
95,82 |
--- |
DS0725 |
PL0000108197 |
101,91 |
102,33 |
3,00 |
2,95 |
102,12 |
2,98 |
WZ0126 |
PL0000108817 |
93,97 |
94,44 |
--- |
--- |
94,21 |
--- |
DS0726 |
PL0000108866 |
94,63 |
94,90 |
3,13 |
3,09 |
94,77 |
3,11 |
WS0429 |
PL0000105391 |
124,93 |
126,12 |
3,33 |
3,23 |
125,53 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,13 |
101,24 |
1,55 |
1,26 |
101,19 |
1,39 |
WZ0117 |
PL0000106936 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,68 |
102,80 |
1,58 |
1,44 |
102,74 |
1,51 |
OK0717 |
PL0000108502 |
98,15 |
98,28 |
1,70 |
1,58 |
98,22 |
1,63 |
DS1017 |
PL0000104543 |
104,70 |
104,84 |
1,72 |
1,62 |
104,77 |
1,67 |
WZ0118 |
PL0000104717 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,57 |
103,70 |
1,78 |
1,71 |
103,64 |
1,74 |
PS0718 |
PL0000107595 |
101,42 |
101,57 |
1,81 |
1,73 |
101,50 |
1,77 |
OK1018 |
PL0000109062 |
95,81 |
95,94 |
1,83 |
1,77 |
95,88 |
1,80 |
WZ0119 |
PL0000107603 |
99,82 |
99,95 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
103,64 |
103,87 |
2,03 |
1,95 |
103,76 |
1,99 |
DS1019 |
PL0000105441 |
111,10 |
111,29 |
2,04 |
1,99 |
111,20 |
2,02 |
WZ0120 |
PL0000108601 |
98,99 |
99,26 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,43 |
97,67 |
2,20 |
2,13 |
97,55 |
2,17 |
DS1020 |
PL0000106126 |
112,30 |
112,60 |
2,25 |
2,18 |
112,45 |
2,22 |
WZ0121 |
PL0000106068 |
98,17 |
98,54 |
--- |
--- |
98,36 |
--- |
PS0421 |
PL0000108916 |
98,27 |
98,45 |
2,38 |
2,34 |
98,36 |
2,36 |
PS0721 |
PL0000109153 |
96,44 |
96,71 |
2,50 |
2,44 |
96,58 |
2,47 |
DS1021 |
PL0000106670 |
116,19 |
116,45 |
2,48 |
2,43 |
116,32 |
2,46 |
WS0922 |
PL0000102646 |
117,48 |
117,93 |
2,68 |
2,61 |
117,71 |
2,64 |
IZ0823 |
PL0000105359 |
109,78 |
112,07 |
--- |
--- |
110,93 |
--- |
DS1023 |
PL0000107264 |
107,40 |
107,73 |
2,87 |
2,82 |
107,57 |
2,84 |
WZ0124 |
PL0000107454 |
95,45 |
95,80 |
--- |
--- |
95,63 |
--- |
DS0725 |
PL0000108197 |
101,42 |
101,77 |
3,07 |
3,02 |
101,60 |
3,04 |
WZ0126 |
PL0000108817 |
93,83 |
94,18 |
--- |
--- |
94,01 |
--- |
DS0726 |
PL0000108866 |
94,12 |
94,34 |
3,19 |
3,16 |
94,23 |
3,17 |
WS0429 |
PL0000105391 |
124,14 |
125,23 |
3,40 |
3,31 |
124,69 |
3,35 |
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 |
1,510 |
1,510 |
1,510 |
20 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
65 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
10 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
10 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
40 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
30 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,500 |
1,510 |
1,501 |
35 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
110 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,490 |
1,510 |
1,491 |
100 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,500 |
1,510 |
1,506 |
80 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
205 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
115 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
20 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
15 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
120 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,510 |
1,520 |
1,519 |
330 |
TOTAL |
1 355 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.