2016-06-15 |
MARKET DATA |
No 113 (2895) |
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 |
1 242,50 |
1 247,33 |
91 |
1 240,00 |
1 263,63 |
27 |
2 482,50 |
2 510,96 |
118 |
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 |
99,840 |
99,840 |
99,840 |
99,840 |
99,840 |
5 000 |
4,99 |
1 |
PS1016 |
PL0000106795 |
101,13 |
101,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,68 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,21 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,67 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,56 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,40 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,77 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,51 |
103,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,90 |
110,90 |
110,900 |
110,900 |
110,870 |
110,890 |
110,881 |
130 000 |
148,75 |
6 |
PS0420 |
PL0000108510 |
97,28 |
97,21 |
97,350 |
97,350 |
97,270 |
97,270 |
97,293 |
90 000 |
87,76 |
4 |
DS1020 |
PL0000106126 |
111,94 |
111,96 |
111,900 |
111,900 |
111,900 |
111,900 |
111,900 |
10 000 |
11,53 |
1 |
PS0421 |
PL0000108916 |
97,99 |
97,86 |
97,930 |
98,050 |
97,900 |
97,930 |
97,994 |
325 000 |
319,42 |
21 |
PS0721 |
PL0000109153 |
96,08 |
96,03 |
96,030 |
96,100 |
96,030 |
96,100 |
96,053 |
135 000 |
131,79 |
11 |
DS1021 |
PL0000106670 |
115,67 |
115,64 |
115,780 |
115,790 |
115,780 |
115,790 |
115,783 |
15 000 |
17,92 |
2 |
WS0922 |
PL0000102646 |
116,96 |
116,90 |
117,000 |
117,000 |
116,950 |
116,950 |
116,967 |
7 500 |
9,09 |
2 |
DS1023 |
PL0000107264 |
106,89 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,85 |
100,81 |
100,700 |
100,700 |
100,700 |
100,700 |
100,700 |
5 000 |
5,18 |
1 |
DS0726 |
PL0000108866 |
93,56 |
93,35 |
93,350 |
93,660 |
93,350 |
93,470 |
93,498 |
455 000 |
435,61 |
36 |
WS0428 |
PL0000107611 |
92,22 |
95,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,48 |
123,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
116,90 |
126,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,45 |
100,50 |
100,420 |
100,420 |
100,370 |
100,370 |
100,397 |
35 000 |
45,34 |
4 |
IZ0823 |
PL0000105359 |
110,20 |
110,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,09 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,85 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,18 |
99,100 |
99,100 |
99,090 |
99,090 |
99,098 |
30 000 |
29,94 |
2 |
WZ0121 |
PL0000106068 |
98,23 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,90 |
94,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 242 500 |
1 247,33 |
91 |
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 |
75 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
103 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
166 |
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 |
101,09 |
101,22 |
1,61 |
1,26 |
101,16 |
1,42 |
WZ0117 |
PL0000106936 |
100,06 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,65 |
102,76 |
1,60 |
1,47 |
102,71 |
1,53 |
OK0717 |
PL0000108502 |
98,15 |
98,26 |
1,71 |
1,60 |
98,21 |
1,65 |
DS1017 |
PL0000104543 |
104,62 |
104,77 |
1,76 |
1,65 |
104,70 |
1,70 |
WZ0118 |
PL0000104717 |
100,02 |
100,25 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,48 |
103,66 |
1,82 |
1,73 |
103,57 |
1,77 |
PS0718 |
PL0000107595 |
101,27 |
101,42 |
1,88 |
1,81 |
101,35 |
1,84 |
OK1018 |
PL0000109062 |
95,67 |
95,82 |
1,90 |
1,83 |
95,75 |
1,86 |
WZ0119 |
PL0000107603 |
99,76 |
99,99 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
103,32 |
103,55 |
2,13 |
2,06 |
103,44 |
2,09 |
DS1019 |
PL0000105441 |
110,69 |
110,94 |
2,16 |
2,09 |
110,82 |
2,12 |
WZ0120 |
PL0000108601 |
98,96 |
99,24 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
97,01 |
97,24 |
2,32 |
2,25 |
97,13 |
2,28 |
DS1020 |
PL0000106126 |
111,79 |
112,01 |
2,36 |
2,31 |
111,90 |
2,34 |
WZ0121 |
PL0000106068 |
98,20 |
98,60 |
--- |
--- |
98,40 |
--- |
PS0421 |
PL0000108916 |
97,67 |
97,92 |
2,51 |
2,46 |
97,80 |
2,48 |
PS0721 |
PL0000109153 |
95,79 |
96,06 |
2,64 |
2,58 |
95,93 |
2,61 |
DS1021 |
PL0000106670 |
115,39 |
115,67 |
2,63 |
2,57 |
115,53 |
2,60 |
WS0922 |
PL0000102646 |
116,66 |
116,95 |
2,81 |
2,76 |
116,81 |
2,79 |
IZ0823 |
PL0000105359 |
108,62 |
112,34 |
--- |
--- |
110,48 |
--- |
DS1023 |
PL0000107264 |
106,46 |
106,90 |
3,00 |
2,94 |
106,68 |
2,97 |
WZ0124 |
PL0000107454 |
95,31 |
95,84 |
--- |
--- |
95,58 |
--- |
DS0725 |
PL0000108197 |
100,47 |
100,87 |
3,19 |
3,14 |
100,67 |
3,16 |
WZ0126 |
PL0000108817 |
93,61 |
94,09 |
--- |
--- |
93,85 |
--- |
DS0726 |
PL0000108866 |
93,25 |
93,47 |
3,29 |
3,27 |
93,36 |
3,28 |
WS0429 |
PL0000105391 |
121,15 |
126,28 |
3,65 |
3,22 |
123,72 |
3,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,10 |
101,23 |
1,59 |
1,23 |
101,17 |
1,40 |
WZ0117 |
PL0000106936 |
100,06 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,65 |
102,78 |
1,60 |
1,45 |
102,72 |
1,52 |
OK0717 |
PL0000108502 |
98,18 |
98,27 |
1,68 |
1,59 |
98,23 |
1,63 |
DS1017 |
PL0000104543 |
104,65 |
104,81 |
1,74 |
1,62 |
104,73 |
1,68 |
WZ0118 |
PL0000104717 |
100,02 |
100,25 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,53 |
103,68 |
1,80 |
1,71 |
103,61 |
1,75 |
PS0718 |
PL0000107595 |
101,36 |
101,48 |
1,83 |
1,78 |
101,42 |
1,81 |
OK1018 |
PL0000109062 |
95,73 |
95,87 |
1,87 |
1,81 |
95,80 |
1,84 |
WZ0119 |
PL0000107603 |
99,81 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
103,47 |
103,65 |
2,08 |
2,02 |
103,56 |
2,05 |
DS1019 |
PL0000105441 |
110,84 |
111,05 |
2,11 |
2,05 |
110,95 |
2,08 |
WZ0120 |
PL0000108601 |
99,02 |
99,21 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
97,17 |
97,35 |
2,27 |
2,22 |
97,26 |
2,25 |
DS1020 |
PL0000106126 |
111,88 |
112,10 |
2,34 |
2,29 |
111,99 |
2,32 |
WZ0121 |
PL0000106068 |
98,20 |
98,49 |
--- |
--- |
98,35 |
--- |
PS0421 |
PL0000108916 |
97,92 |
98,06 |
2,46 |
2,43 |
97,99 |
2,44 |
PS0721 |
PL0000109153 |
96,02 |
96,20 |
2,59 |
2,55 |
96,11 |
2,57 |
DS1021 |
PL0000106670 |
115,60 |
115,86 |
2,59 |
2,54 |
115,73 |
2,56 |
WS0922 |
PL0000102646 |
116,85 |
117,29 |
2,78 |
2,71 |
117,07 |
2,74 |
IZ0823 |
PL0000105359 |
109,36 |
111,68 |
--- |
--- |
110,52 |
--- |
DS1023 |
PL0000107264 |
106,82 |
107,07 |
2,95 |
2,91 |
106,95 |
2,93 |
WZ0124 |
PL0000107454 |
95,52 |
95,88 |
--- |
--- |
95,70 |
--- |
DS0725 |
PL0000108197 |
100,66 |
100,93 |
3,16 |
3,13 |
100,80 |
3,14 |
WZ0126 |
PL0000108817 |
93,79 |
94,20 |
--- |
--- |
94,00 |
--- |
DS0726 |
PL0000108866 |
93,43 |
93,66 |
3,27 |
3,24 |
93,55 |
3,26 |
WS0429 |
PL0000105391 |
123,00 |
124,26 |
3,49 |
3,39 |
123,63 |
3,44 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,560 |
1,560 |
1,560 |
40 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,570 |
1,570 |
1,570 |
5 |
OK0716 |
PL0000107926 |
0/1 |
1 |
1,540 |
1,540 |
1,540 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
45 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,560 |
1,560 |
1,560 |
10 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,560 |
1,560 |
1,560 |
50 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,560 |
1,560 |
1,560 |
45 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,560 |
1,570 |
1,570 |
155 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,560 |
1,560 |
1,560 |
400 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
50 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,540 |
1,560 |
1,550 |
10 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,550 |
1,560 |
1,557 |
75 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
20 |
PS0420 |
PL0000108510 |
0/7 |
7 |
1,550 |
1,550 |
1,550 |
25 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,560 |
1,560 |
1,560 |
140 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,560 |
1,560 |
1,560 |
55 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,540 |
1,540 |
1,540 |
10 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,560 |
1,560 |
1,560 |
25 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,560 |
1,560 |
1,560 |
10 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,560 |
1,560 |
1,560 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,560 |
1,560 |
1,560 |
20 |
TOTAL |
1 240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.