2016-06-16 |
MARKET DATA |
No 114 (2896) |
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 |
1 585,00 |
1 600,02 |
109 |
1 230,00 |
1 222,95 |
22 |
2 815,00 |
2 822,97 |
131 |
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 |
99,85 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,10 |
101,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,66 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,24 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,68 |
104,68 |
104,680 |
104,680 |
104,680 |
104,680 |
104,680 |
50 000 |
54,05 |
3 |
PS0418 |
PL0000107314 |
103,65 |
103,63 |
103,650 |
103,650 |
103,650 |
103,650 |
103,650 |
35 000 |
36,48 |
2 |
PS0718 |
PL0000107595 |
101,42 |
101,41 |
101,420 |
101,420 |
101,420 |
101,420 |
101,420 |
122 500 |
127,01 |
3 |
OK1018 |
PL0000109062 |
95,80 |
95,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,55 |
103,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,94 |
110,93 |
110,930 |
110,930 |
110,900 |
110,900 |
110,913 |
35 000 |
40,08 |
3 |
PS0420 |
PL0000108510 |
97,32 |
97,30 |
97,300 |
97,300 |
97,300 |
97,300 |
97,300 |
100 000 |
97,53 |
10 |
DS1020 |
PL0000106126 |
112,07 |
112,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,18 |
97,95 |
98,000 |
98,250 |
98,000 |
98,140 |
98,117 |
405 000 |
398,62 |
27 |
PS0721 |
PL0000109153 |
96,23 |
96,05 |
96,200 |
96,200 |
96,200 |
96,200 |
96,200 |
10 000 |
9,78 |
1 |
DS1021 |
PL0000106670 |
115,90 |
115,69 |
115,760 |
115,800 |
115,760 |
115,800 |
115,780 |
120 000 |
143,44 |
10 |
WS0922 |
PL0000102646 |
117,10 |
117,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,00 |
106,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,87 |
100,70 |
100,800 |
100,800 |
100,600 |
100,600 |
100,721 |
187 500 |
194,36 |
8 |
DS0726 |
PL0000108866 |
93,90 |
93,43 |
93,450 |
93,900 |
93,430 |
93,440 |
93,503 |
435 000 |
416,57 |
37 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,31 |
123,38 |
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 |
100,30 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
110,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,18 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
10 000 |
10,07 |
1 |
WZ0119 |
PL0000107603 |
99,82 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,00 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,55 |
95,60 |
95,550 |
95,550 |
95,540 |
95,540 |
95,542 |
65 000 |
62,56 |
3 |
WZ0126 |
PL0000108817 |
93,90 |
93,90 |
93,870 |
93,870 |
93,870 |
93,870 |
93,870 |
10 000 |
9,46 |
1 |
TOTAL |
1 585 000 |
1 600,02 |
109 |
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 |
72 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
100 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
163 |
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 |
101,07 |
101,20 |
1,60 |
1,24 |
101,14 |
1,40 |
WZ0117 |
PL0000106936 |
100,06 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,63 |
102,76 |
1,59 |
1,44 |
102,70 |
1,51 |
OK0717 |
PL0000108502 |
98,17 |
98,30 |
1,70 |
1,58 |
98,24 |
1,63 |
DS1017 |
PL0000104543 |
104,61 |
104,78 |
1,75 |
1,63 |
104,70 |
1,68 |
WZ0118 |
PL0000104717 |
100,01 |
100,24 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
103,49 |
103,67 |
1,81 |
1,71 |
103,58 |
1,76 |
PS0718 |
PL0000107595 |
101,29 |
101,44 |
1,87 |
1,79 |
101,37 |
1,83 |
OK1018 |
PL0000109062 |
95,70 |
95,85 |
1,89 |
1,82 |
95,78 |
1,85 |
WZ0119 |
PL0000107603 |
99,78 |
99,95 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
103,43 |
103,59 |
2,09 |
2,04 |
103,51 |
2,07 |
DS1019 |
PL0000105441 |
110,71 |
110,96 |
2,14 |
2,07 |
110,84 |
2,11 |
WZ0120 |
PL0000108601 |
98,96 |
99,21 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
97,09 |
97,35 |
2,30 |
2,22 |
97,22 |
2,26 |
DS1020 |
PL0000106126 |
111,78 |
112,07 |
2,36 |
2,30 |
111,93 |
2,33 |
WZ0121 |
PL0000106068 |
98,19 |
98,46 |
--- |
--- |
98,33 |
--- |
PS0421 |
PL0000108916 |
97,80 |
98,00 |
2,49 |
2,44 |
97,90 |
2,46 |
PS0721 |
PL0000109153 |
95,90 |
96,10 |
2,62 |
2,57 |
96,00 |
2,60 |
DS1021 |
PL0000106670 |
115,48 |
115,74 |
2,61 |
2,56 |
115,61 |
2,58 |
WS0922 |
PL0000102646 |
116,71 |
117,10 |
2,80 |
2,74 |
116,91 |
2,77 |
IZ0823 |
PL0000105359 |
108,10 |
112,78 |
--- |
--- |
110,44 |
--- |
DS1023 |
PL0000107264 |
106,60 |
106,99 |
2,98 |
2,93 |
106,80 |
2,95 |
WZ0124 |
PL0000107454 |
95,44 |
95,88 |
--- |
--- |
95,66 |
--- |
DS0725 |
PL0000108197 |
100,45 |
100,88 |
3,19 |
3,13 |
100,67 |
3,16 |
WZ0126 |
PL0000108817 |
93,74 |
94,20 |
--- |
--- |
93,97 |
--- |
DS0726 |
PL0000108866 |
93,14 |
93,50 |
3,31 |
3,26 |
93,32 |
3,29 |
WS0429 |
PL0000105391 |
122,29 |
124,08 |
3,55 |
3,40 |
123,19 |
3,48 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,07 |
101,20 |
1,60 |
1,24 |
101,14 |
1,40 |
WZ0117 |
PL0000106936 |
100,05 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,64 |
102,76 |
1,58 |
1,44 |
102,70 |
1,51 |
OK0717 |
PL0000108502 |
98,21 |
98,31 |
1,66 |
1,57 |
98,26 |
1,61 |
DS1017 |
PL0000104543 |
104,65 |
104,80 |
1,72 |
1,61 |
104,73 |
1,66 |
WZ0118 |
PL0000104717 |
100,01 |
100,24 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
103,56 |
103,68 |
1,77 |
1,71 |
103,62 |
1,74 |
PS0718 |
PL0000107595 |
101,36 |
101,55 |
1,83 |
1,74 |
101,46 |
1,78 |
OK1018 |
PL0000109062 |
95,77 |
95,90 |
1,86 |
1,80 |
95,84 |
1,83 |
WZ0119 |
PL0000107603 |
99,76 |
99,90 |
--- |
--- |
99,83 |
--- |
PS0719 |
PL0000108148 |
103,52 |
103,73 |
2,06 |
1,99 |
103,63 |
2,03 |
DS1019 |
PL0000105441 |
110,90 |
111,13 |
2,09 |
2,02 |
111,02 |
2,05 |
WZ0120 |
PL0000108601 |
98,92 |
99,13 |
--- |
--- |
99,03 |
--- |
PS0420 |
PL0000108510 |
97,24 |
97,40 |
2,26 |
2,21 |
97,32 |
2,23 |
DS1020 |
PL0000106126 |
112,01 |
112,21 |
2,31 |
2,26 |
112,11 |
2,29 |
WZ0121 |
PL0000106068 |
98,21 |
98,49 |
--- |
--- |
98,35 |
--- |
PS0421 |
PL0000108916 |
98,11 |
98,27 |
2,42 |
2,38 |
98,19 |
2,40 |
PS0721 |
PL0000109153 |
96,17 |
96,41 |
2,56 |
2,51 |
96,29 |
2,53 |
DS1021 |
PL0000106670 |
115,81 |
116,06 |
2,54 |
2,50 |
115,94 |
2,52 |
WS0922 |
PL0000102646 |
117,02 |
117,42 |
2,75 |
2,69 |
117,22 |
2,72 |
IZ0823 |
PL0000105359 |
109,13 |
111,59 |
--- |
--- |
110,36 |
--- |
DS1023 |
PL0000107264 |
106,89 |
107,15 |
2,94 |
2,90 |
107,02 |
2,92 |
WZ0124 |
PL0000107454 |
95,42 |
95,75 |
--- |
--- |
95,59 |
--- |
DS0725 |
PL0000108197 |
100,65 |
101,01 |
3,16 |
3,12 |
100,83 |
3,14 |
WZ0126 |
PL0000108817 |
93,74 |
94,03 |
--- |
--- |
93,89 |
--- |
DS0726 |
PL0000108866 |
93,45 |
93,67 |
3,27 |
3,24 |
93,56 |
3,26 |
WS0429 |
PL0000105391 |
122,70 |
124,20 |
3,52 |
3,39 |
123,45 |
3,46 |
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 |
35 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,560 |
1,560 |
1,560 |
40 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
20 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,550 |
1,550 |
1,550 |
25 |
DS0726 |
PL0000108866 |
1/4 |
3 |
1,480 |
1,500 |
1,492 |
25 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,480 |
1,500 |
1,482 |
335 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,550 |
1,550 |
1,550 |
40 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,480 |
1,550 |
1,542 |
225 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,480 |
1,550 |
1,503 |
75 |
WZ0120 |
PL0000108601 |
1/4 |
3 |
1,550 |
1,550 |
1,550 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
35 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
90 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,480 |
1,510 |
1,492 |
225 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
40 |
TOTAL |
1 230 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.