2016-06-17 |
MARKET DATA |
No 115 (2897) |
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 |
520,00 |
551,75 |
53 |
845,00 |
882,63 |
14 |
1 365,00 |
1 434,38 |
67 |
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 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
10 000 |
9,99 |
1 |
PS1016 |
PL0000106795 |
101,09 |
101,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,67 |
102,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,26 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,70 |
104,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,62 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,45 |
101,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,85 |
95,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,70 |
103,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,05 |
110,99 |
111,050 |
111,050 |
111,050 |
111,050 |
111,050 |
35 000 |
40,13 |
3 |
PS0420 |
PL0000108510 |
97,50 |
97,43 |
97,500 |
97,500 |
97,500 |
97,500 |
97,500 |
5 000 |
4,89 |
1 |
DS1020 |
PL0000106126 |
112,29 |
112,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,53 |
98,27 |
98,400 |
98,430 |
98,400 |
98,430 |
98,424 |
25 000 |
24,68 |
2 |
PS0721 |
PL0000109153 |
96,63 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,37 |
116,12 |
116,160 |
116,220 |
116,160 |
116,220 |
116,182 |
30 000 |
35,99 |
3 |
WS0922 |
PL0000102646 |
118,00 |
117,47 |
117,800 |
118,000 |
117,800 |
118,000 |
117,856 |
120 000 |
146,55 |
8 |
DS1023 |
PL0000107264 |
107,59 |
107,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,44 |
101,05 |
100,950 |
101,250 |
100,930 |
101,250 |
101,137 |
55 000 |
57,25 |
6 |
DS0726 |
PL0000108866 |
94,55 |
93,76 |
93,870 |
94,550 |
93,870 |
94,550 |
94,211 |
215 000 |
207,43 |
26 |
WS0428 |
PL0000107611 |
92,30 |
95,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,21 |
123,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,02 |
127,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,28 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,30 |
110,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,09 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,04 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,80 |
99,83 |
99,830 |
99,830 |
99,830 |
99,830 |
99,830 |
20 000 |
20,11 |
2 |
WZ0120 |
PL0000108601 |
98,96 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,15 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,60 |
95,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
93,83 |
93,93 |
94,000 |
94,000 |
94,000 |
94,000 |
94,000 |
5 000 |
4,74 |
1 |
TOTAL |
520 000 |
551,75 |
53 |
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 |
71 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
99 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
162 |
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 |
1,58 |
1,21 |
101,14 |
1,38 |
WZ0117 |
PL0000106936 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,64 |
102,75 |
1,57 |
1,44 |
102,70 |
1,50 |
OK0717 |
PL0000108502 |
98,21 |
98,34 |
1,67 |
1,54 |
98,28 |
1,60 |
DS1017 |
PL0000104543 |
104,63 |
104,80 |
1,73 |
1,60 |
104,72 |
1,66 |
WZ0118 |
PL0000104717 |
99,98 |
100,20 |
--- |
--- |
100,09 |
--- |
PS0418 |
PL0000107314 |
103,51 |
103,71 |
1,79 |
1,69 |
103,61 |
1,74 |
PS0718 |
PL0000107595 |
101,35 |
101,53 |
1,84 |
1,75 |
101,44 |
1,79 |
OK1018 |
PL0000109062 |
95,76 |
95,91 |
1,86 |
1,80 |
95,84 |
1,83 |
WZ0119 |
PL0000107603 |
99,71 |
99,87 |
--- |
--- |
99,79 |
--- |
PS0719 |
PL0000108148 |
103,53 |
103,74 |
2,06 |
1,99 |
103,64 |
2,02 |
DS1019 |
PL0000105441 |
110,84 |
111,05 |
2,10 |
2,04 |
110,95 |
2,07 |
WZ0120 |
PL0000108601 |
98,88 |
99,14 |
--- |
--- |
99,01 |
--- |
PS0420 |
PL0000108510 |
97,26 |
97,51 |
2,25 |
2,18 |
97,39 |
2,21 |
DS1020 |
PL0000106126 |
112,00 |
112,28 |
2,31 |
2,25 |
112,14 |
2,28 |
WZ0121 |
PL0000106068 |
98,09 |
98,52 |
--- |
--- |
98,31 |
--- |
PS0421 |
PL0000108916 |
98,16 |
98,38 |
2,41 |
2,36 |
98,27 |
2,38 |
PS0721 |
PL0000109153 |
96,23 |
96,49 |
2,55 |
2,49 |
96,36 |
2,52 |
DS1021 |
PL0000106670 |
115,87 |
116,16 |
2,53 |
2,48 |
116,02 |
2,50 |
WS0922 |
PL0000102646 |
117,13 |
117,51 |
2,73 |
2,67 |
117,32 |
2,70 |
IZ0823 |
PL0000105359 |
108,48 |
112,41 |
--- |
--- |
110,45 |
--- |
DS1023 |
PL0000107264 |
106,99 |
107,35 |
2,92 |
2,87 |
107,17 |
2,90 |
WZ0124 |
PL0000107454 |
95,37 |
95,85 |
--- |
--- |
95,61 |
--- |
DS0725 |
PL0000108197 |
100,72 |
101,10 |
3,16 |
3,11 |
100,91 |
3,13 |
WZ0126 |
PL0000108817 |
93,68 |
94,01 |
--- |
--- |
93,85 |
--- |
DS0726 |
PL0000108866 |
93,48 |
93,85 |
3,27 |
3,22 |
93,67 |
3,24 |
WS0429 |
PL0000105391 |
122,53 |
125,01 |
3,53 |
3,32 |
123,77 |
3,43 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,07 |
101,20 |
1,58 |
1,21 |
101,14 |
1,38 |
WZ0117 |
PL0000106936 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,65 |
102,75 |
1,56 |
1,44 |
102,70 |
1,50 |
OK0717 |
PL0000108502 |
98,23 |
98,34 |
1,65 |
1,54 |
98,29 |
1,59 |
DS1017 |
PL0000104543 |
104,66 |
104,81 |
1,70 |
1,60 |
104,74 |
1,65 |
WZ0118 |
PL0000104717 |
99,99 |
100,21 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
103,59 |
103,71 |
1,75 |
1,69 |
103,65 |
1,72 |
PS0718 |
PL0000107595 |
101,42 |
101,60 |
1,80 |
1,71 |
101,51 |
1,76 |
OK1018 |
PL0000109062 |
95,81 |
95,94 |
1,84 |
1,78 |
95,88 |
1,81 |
WZ0119 |
PL0000107603 |
99,76 |
99,91 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
103,60 |
103,80 |
2,04 |
1,97 |
103,70 |
2,00 |
DS1019 |
PL0000105441 |
110,95 |
111,14 |
2,07 |
2,02 |
111,05 |
2,04 |
WZ0120 |
PL0000108601 |
98,92 |
99,16 |
--- |
--- |
99,04 |
--- |
PS0420 |
PL0000108510 |
97,34 |
97,62 |
2,23 |
2,15 |
97,48 |
2,19 |
DS1020 |
PL0000106126 |
112,12 |
112,34 |
2,28 |
2,23 |
112,23 |
2,26 |
WZ0121 |
PL0000106068 |
98,09 |
98,49 |
--- |
--- |
98,29 |
--- |
PS0421 |
PL0000108916 |
98,34 |
98,52 |
2,36 |
2,32 |
98,43 |
2,34 |
PS0721 |
PL0000109153 |
96,43 |
96,68 |
2,50 |
2,45 |
96,56 |
2,48 |
DS1021 |
PL0000106670 |
116,15 |
116,39 |
2,48 |
2,44 |
116,27 |
2,46 |
WS0922 |
PL0000102646 |
117,37 |
117,74 |
2,69 |
2,63 |
117,56 |
2,66 |
IZ0823 |
PL0000105359 |
109,33 |
111,94 |
--- |
--- |
110,64 |
--- |
DS1023 |
PL0000107264 |
107,30 |
107,57 |
2,88 |
2,84 |
107,44 |
2,86 |
WZ0124 |
PL0000107454 |
95,49 |
95,89 |
--- |
--- |
95,69 |
--- |
DS0725 |
PL0000108197 |
101,11 |
101,46 |
3,11 |
3,06 |
101,29 |
3,08 |
WZ0126 |
PL0000108817 |
93,76 |
94,20 |
--- |
--- |
93,98 |
--- |
DS0726 |
PL0000108866 |
93,97 |
94,23 |
3,21 |
3,17 |
94,10 |
3,19 |
WS0429 |
PL0000105391 |
123,66 |
124,87 |
3,44 |
3,33 |
124,27 |
3,38 |
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 |
1,500 |
1,500 |
1,500 |
135 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
20 |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
270 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
10 |
PS0420 |
PL0000108510 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
10 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,480 |
1,480 |
1,480 |
25 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
75 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
75 |
WZ0120 |
PL0000108601 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
20 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,340 |
1,340 |
1,340 |
80 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
1,500 |
1,500 |
1,500 |
15 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
110 |
TOTAL |
845 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.