2016-06-20 |
MARKET DATA |
No 116 (2898) |
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 |
1 105,00 |
1 093,22 |
95 |
405,00 |
419,86 |
4 |
1 510,00 |
1 513,08 |
99 |
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 |
99,86 |
99,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,10 |
101,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,69 |
102,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,29 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,72 |
104,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,68 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,92 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,95 |
103,92 |
104,010 |
104,010 |
104,010 |
104,010 |
104,010 |
5 000 |
5,35 |
1 |
DS1019 |
PL0000105441 |
111,26 |
111,28 |
111,260 |
111,260 |
111,260 |
111,260 |
111,260 |
10 000 |
11,49 |
1 |
PS0420 |
PL0000108510 |
97,85 |
97,77 |
97,880 |
97,910 |
97,880 |
97,910 |
97,891 |
95 000 |
93,22 |
3 |
DS1020 |
PL0000106126 |
112,63 |
112,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,93 |
98,90 |
98,900 |
99,050 |
98,900 |
99,000 |
98,960 |
315 000 |
312,72 |
28 |
PS0721 |
PL0000109153 |
97,10 |
97,04 |
97,070 |
97,110 |
97,050 |
97,050 |
97,082 |
260 000 |
256,55 |
19 |
DS1021 |
PL0000106670 |
116,98 |
116,86 |
116,820 |
116,820 |
116,820 |
116,820 |
116,820 |
10 000 |
12,06 |
1 |
WS0922 |
PL0000102646 |
118,34 |
118,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,22 |
108,20 |
108,400 |
108,400 |
108,400 |
108,400 |
108,400 |
10 000 |
11,10 |
1 |
DS0725 |
PL0000108197 |
102,23 |
102,35 |
102,200 |
102,200 |
102,200 |
102,200 |
102,200 |
10 000 |
10,52 |
1 |
DS0726 |
PL0000108866 |
95,30 |
95,05 |
95,050 |
95,400 |
95,050 |
95,200 |
95,213 |
390 000 |
380,21 |
40 |
WS0428 |
PL0000107611 |
93,93 |
96,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,64 |
125,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,98 |
129,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,06 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,30 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,03 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,83 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,25 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,75 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,05 |
94,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 105 000 |
1 093,22 |
95 |
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 |
70 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
98 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
161 |
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 |
101,06 |
101,22 |
1,58 |
1,13 |
101,14 |
1,35 |
WZ0117 |
PL0000106936 |
100,04 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,64 |
102,74 |
1,56 |
1,44 |
102,69 |
1,50 |
OK0717 |
PL0000108502 |
98,25 |
98,38 |
1,63 |
1,51 |
98,32 |
1,57 |
DS1017 |
PL0000104543 |
104,67 |
104,81 |
1,69 |
1,59 |
104,74 |
1,64 |
WZ0118 |
PL0000104717 |
99,99 |
100,25 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
103,61 |
103,77 |
1,74 |
1,65 |
103,69 |
1,69 |
PS0718 |
PL0000107595 |
101,54 |
101,67 |
1,74 |
1,68 |
101,61 |
1,71 |
OK1018 |
PL0000109062 |
95,88 |
96,03 |
1,81 |
1,74 |
95,96 |
1,78 |
WZ0119 |
PL0000107603 |
99,75 |
99,94 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
103,80 |
104,01 |
1,97 |
1,90 |
103,91 |
1,93 |
DS1019 |
PL0000105441 |
111,17 |
111,39 |
2,01 |
1,94 |
111,28 |
1,97 |
WZ0120 |
PL0000108601 |
98,92 |
99,21 |
--- |
--- |
99,07 |
--- |
PS0420 |
PL0000108510 |
97,73 |
97,93 |
2,12 |
2,06 |
97,83 |
2,09 |
DS1020 |
PL0000106126 |
112,52 |
112,82 |
2,19 |
2,12 |
112,67 |
2,16 |
WZ0121 |
PL0000106068 |
98,21 |
98,51 |
--- |
--- |
98,36 |
--- |
PS0421 |
PL0000108916 |
98,77 |
99,04 |
2,27 |
2,21 |
98,91 |
2,24 |
PS0721 |
PL0000109153 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1021 |
PL0000106670 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0922 |
PL0000102646 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0124 |
PL0000107454 |
95,63 |
95,96 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0126 |
PL0000108817 |
93,92 |
94,39 |
--- |
--- |
94,16 |
--- |
DS0726 |
PL0000108866 |
94,66 |
95,24 |
3,12 |
3,05 |
94,95 |
3,09 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,06 |
101,21 |
1,58 |
1,16 |
101,14 |
1,35 |
WZ0117 |
PL0000106936 |
100,04 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
102,64 |
102,77 |
1,56 |
1,41 |
102,71 |
1,48 |
OK0717 |
PL0000108502 |
98,24 |
98,38 |
1,64 |
1,51 |
98,31 |
1,58 |
DS1017 |
PL0000104543 |
104,66 |
104,84 |
1,70 |
1,57 |
104,75 |
1,63 |
WZ0118 |
PL0000104717 |
100,00 |
100,27 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,77 |
1,73 |
1,65 |
103,70 |
1,69 |
PS0718 |
PL0000107595 |
101,51 |
101,68 |
1,76 |
1,67 |
101,60 |
1,71 |
OK1018 |
PL0000109062 |
95,89 |
96,01 |
1,81 |
1,75 |
95,95 |
1,78 |
WZ0119 |
PL0000107603 |
99,80 |
99,94 |
--- |
--- |
99,87 |
--- |
PS0719 |
PL0000108148 |
103,88 |
104,05 |
1,94 |
1,89 |
103,97 |
1,91 |
DS1019 |
PL0000105441 |
111,19 |
111,39 |
2,00 |
1,94 |
111,29 |
1,97 |
WZ0120 |
PL0000108601 |
99,05 |
99,22 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,70 |
97,95 |
2,13 |
2,06 |
97,83 |
2,09 |
DS1020 |
PL0000106126 |
112,51 |
112,73 |
2,19 |
2,14 |
112,62 |
2,17 |
WZ0121 |
PL0000106068 |
98,20 |
98,63 |
--- |
--- |
98,42 |
--- |
PS0421 |
PL0000108916 |
98,77 |
99,04 |
2,27 |
2,21 |
98,91 |
2,24 |
PS0721 |
PL0000109153 |
96,91 |
97,14 |
2,40 |
2,35 |
97,03 |
2,37 |
DS1021 |
PL0000106670 |
116,66 |
116,94 |
2,39 |
2,34 |
116,80 |
2,36 |
WS0922 |
PL0000102646 |
118,12 |
118,53 |
2,57 |
2,51 |
118,33 |
2,54 |
IZ0823 |
PL0000105359 |
109,32 |
112,32 |
--- |
--- |
110,82 |
--- |
DS1023 |
PL0000107264 |
108,10 |
108,44 |
2,76 |
2,71 |
108,27 |
2,74 |
WZ0124 |
PL0000107454 |
95,63 |
95,97 |
--- |
--- |
95,80 |
--- |
DS0725 |
PL0000108197 |
102,05 |
102,46 |
2,99 |
2,94 |
102,26 |
2,96 |
WZ0126 |
PL0000108817 |
93,89 |
94,39 |
--- |
--- |
94,14 |
--- |
DS0726 |
PL0000108866 |
95,00 |
95,28 |
3,08 |
3,05 |
95,14 |
3,07 |
WS0429 |
PL0000105391 |
124,84 |
126,31 |
3,34 |
3,21 |
125,58 |
3,27 |
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 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
10 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
10 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,360 |
1,370 |
1,365 |
385 |
TOTAL |
405 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.