2016-06-14 |
MARKET DATA |
No 112 (2894) |
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 |
2 257,50 |
2 324,49 |
159 |
1 780,00 |
1 763,04 |
25 |
4 037,50 |
4 087,53 |
184 |
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 |
99,84 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,14 |
101,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,70 |
102,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,18 |
98,22 |
98,180 |
98,180 |
98,180 |
98,180 |
98,180 |
5 000 |
4,91 |
1 |
DS1017 |
PL0000104543 |
104,69 |
104,72 |
104,680 |
104,680 |
104,680 |
104,680 |
104,680 |
25 000 |
27,01 |
1 |
PS0418 |
PL0000107314 |
103,55 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,36 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,80 |
95,80 |
95,800 |
95,800 |
95,750 |
95,750 |
95,798 |
235 000 |
225,13 |
10 |
PS0719 |
PL0000108148 |
103,60 |
103,50 |
103,600 |
103,600 |
103,550 |
103,580 |
103,574 |
315 000 |
335,41 |
13 |
DS1019 |
PL0000105441 |
111,01 |
110,90 |
110,920 |
110,950 |
110,850 |
110,850 |
110,895 |
200 000 |
228,85 |
12 |
PS0420 |
PL0000108510 |
97,37 |
97,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,21 |
112,01 |
112,000 |
112,000 |
112,000 |
112,000 |
112,000 |
10 000 |
11,54 |
1 |
PS0421 |
PL0000108916 |
98,20 |
97,88 |
98,200 |
98,200 |
97,800 |
97,800 |
98,019 |
87 500 |
86,02 |
9 |
PS0721 |
PL0000109153 |
96,30 |
96,06 |
96,160 |
96,310 |
95,930 |
95,930 |
96,070 |
410 000 |
400,30 |
32 |
DS1021 |
PL0000106670 |
116,02 |
115,69 |
115,440 |
115,440 |
115,420 |
115,420 |
115,429 |
132 500 |
157,83 |
8 |
WS0922 |
PL0000102646 |
117,35 |
117,00 |
117,160 |
117,160 |
116,650 |
116,650 |
117,062 |
102 500 |
124,29 |
3 |
DS1023 |
PL0000107264 |
107,20 |
106,85 |
106,850 |
106,850 |
106,850 |
106,850 |
106,850 |
10 000 |
10,94 |
1 |
DS0725 |
PL0000108197 |
101,23 |
100,78 |
101,200 |
101,200 |
100,700 |
100,700 |
101,103 |
85 000 |
88,41 |
10 |
DS0726 |
PL0000108866 |
94,00 |
93,30 |
93,950 |
93,950 |
93,250 |
93,250 |
93,680 |
480 000 |
460,39 |
50 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,10 |
123,36 |
123,720 |
123,810 |
123,720 |
123,810 |
123,750 |
15 000 |
18,69 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,50 |
100,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,30 |
110,70 |
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 |
100,10 |
100,21 |
100,090 |
100,090 |
100,090 |
100,090 |
100,090 |
100 000 |
100,78 |
1 |
WZ0119 |
PL0000107603 |
99,85 |
99,89 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
20 000 |
20,11 |
2 |
WZ0120 |
PL0000108601 |
99,04 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,26 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,50 |
95,59 |
95,590 |
95,610 |
95,590 |
95,610 |
95,603 |
15 000 |
14,44 |
2 |
WZ0126 |
PL0000108817 |
93,88 |
93,98 |
93,880 |
93,880 |
93,880 |
93,880 |
93,880 |
10 000 |
9,46 |
1 |
TOTAL |
2 257 500 |
2 324,49 |
159 |
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 |
76 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
104 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
167 |
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 |
101,10 |
101,22 |
1,61 |
1,29 |
101,16 |
1,45 |
WZ0117 |
PL0000106936 |
100,08 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,66 |
102,78 |
1,59 |
1,46 |
102,72 |
1,53 |
OK0717 |
PL0000108502 |
98,13 |
98,26 |
1,72 |
1,60 |
98,20 |
1,65 |
DS1017 |
PL0000104543 |
104,59 |
104,78 |
1,79 |
1,65 |
104,69 |
1,72 |
WZ0118 |
PL0000104717 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,52 |
103,70 |
1,80 |
1,71 |
103,61 |
1,76 |
PS0718 |
PL0000107595 |
101,33 |
101,51 |
1,85 |
1,76 |
101,42 |
1,81 |
OK1018 |
PL0000109062 |
95,75 |
95,92 |
1,86 |
1,78 |
95,84 |
1,82 |
WZ0119 |
PL0000107603 |
99,79 |
99,95 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
103,58 |
103,81 |
2,05 |
1,97 |
103,70 |
2,01 |
DS1019 |
PL0000105441 |
110,98 |
111,22 |
2,08 |
2,01 |
111,10 |
2,04 |
WZ0120 |
PL0000108601 |
98,98 |
99,24 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
97,35 |
97,61 |
2,22 |
2,15 |
97,48 |
2,19 |
DS1020 |
PL0000106126 |
112,20 |
112,49 |
2,27 |
2,21 |
112,35 |
2,24 |
WZ0121 |
PL0000106068 |
98,18 |
98,60 |
--- |
--- |
98,39 |
--- |
PS0421 |
PL0000108916 |
98,17 |
98,37 |
2,40 |
2,36 |
98,27 |
2,38 |
PS0721 |
PL0000109153 |
96,29 |
96,59 |
2,53 |
2,47 |
96,44 |
2,50 |
DS1021 |
PL0000106670 |
116,01 |
116,31 |
2,51 |
2,46 |
116,16 |
2,49 |
WS0922 |
PL0000102646 |
117,33 |
117,77 |
2,70 |
2,63 |
117,55 |
2,67 |
IZ0823 |
PL0000105359 |
109,38 |
112,42 |
--- |
--- |
110,90 |
--- |
DS1023 |
PL0000107264 |
107,10 |
107,55 |
2,91 |
2,84 |
107,33 |
2,88 |
WZ0124 |
PL0000107454 |
95,44 |
95,80 |
--- |
--- |
95,62 |
--- |
DS0725 |
PL0000108197 |
101,19 |
101,60 |
3,10 |
3,04 |
101,40 |
3,07 |
WZ0126 |
PL0000108817 |
93,82 |
94,21 |
--- |
--- |
94,02 |
--- |
DS0726 |
PL0000108866 |
93,88 |
94,12 |
3,22 |
3,19 |
94,00 |
3,20 |
WS0429 |
PL0000105391 |
123,58 |
125,11 |
3,45 |
3,32 |
124,35 |
3,38 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,10 |
101,22 |
1,61 |
1,29 |
101,16 |
1,45 |
WZ0117 |
PL0000106936 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,65 |
102,77 |
1,61 |
1,47 |
102,71 |
1,54 |
OK0717 |
PL0000108502 |
98,13 |
98,24 |
1,72 |
1,62 |
98,19 |
1,66 |
DS1017 |
PL0000104543 |
104,63 |
104,75 |
1,76 |
1,67 |
104,69 |
1,72 |
WZ0118 |
PL0000104717 |
100,03 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,50 |
103,67 |
1,81 |
1,72 |
103,59 |
1,77 |
PS0718 |
PL0000107595 |
101,30 |
101,42 |
1,86 |
1,81 |
101,36 |
1,83 |
OK1018 |
PL0000109062 |
95,67 |
95,83 |
1,89 |
1,82 |
95,75 |
1,86 |
WZ0119 |
PL0000107603 |
99,77 |
99,93 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
103,34 |
103,56 |
2,13 |
2,05 |
103,45 |
2,09 |
DS1019 |
PL0000105441 |
110,74 |
110,92 |
2,15 |
2,09 |
110,83 |
2,12 |
WZ0120 |
PL0000108601 |
98,99 |
99,25 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
97,03 |
97,28 |
2,31 |
2,24 |
97,16 |
2,28 |
DS1020 |
PL0000106126 |
111,74 |
112,02 |
2,38 |
2,31 |
111,88 |
2,34 |
WZ0121 |
PL0000106068 |
98,19 |
98,46 |
--- |
--- |
98,33 |
--- |
PS0421 |
PL0000108916 |
97,68 |
97,91 |
2,51 |
2,46 |
97,80 |
2,48 |
PS0721 |
PL0000109153 |
95,83 |
96,08 |
2,63 |
2,58 |
95,96 |
2,60 |
DS1021 |
PL0000106670 |
115,44 |
115,71 |
2,62 |
2,57 |
115,58 |
2,59 |
WS0922 |
PL0000102646 |
116,68 |
117,04 |
2,81 |
2,75 |
116,86 |
2,78 |
IZ0823 |
PL0000105359 |
108,73 |
112,00 |
--- |
--- |
110,37 |
--- |
DS1023 |
PL0000107264 |
106,53 |
106,87 |
2,99 |
2,94 |
106,70 |
2,97 |
WZ0124 |
PL0000107454 |
95,31 |
95,78 |
--- |
--- |
95,55 |
--- |
DS0725 |
PL0000108197 |
100,45 |
100,83 |
3,19 |
3,14 |
100,64 |
3,17 |
WZ0126 |
PL0000108817 |
93,65 |
94,04 |
--- |
--- |
93,85 |
--- |
DS0726 |
PL0000108866 |
93,23 |
93,50 |
3,30 |
3,26 |
93,37 |
3,28 |
WS0429 |
PL0000105391 |
122,52 |
123,83 |
3,54 |
3,42 |
123,18 |
3,48 |
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 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
5 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
65 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
10 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
15 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
10 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
265 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
70 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
75 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
35 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,520 |
1,520 |
1,520 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,520 |
1,520 |
1,520 |
5 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,520 |
1,520 |
1,520 |
400 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,520 |
1,520 |
1,520 |
210 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,520 |
1,520 |
1,520 |
200 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,520 |
1,530 |
1,528 |
205 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,520 |
1,530 |
1,529 |
125 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
65 |
TOTAL |
1 780 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.