2016-06-21 |
MARKET DATA |
No 117 (2899) |
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 |
270,00 |
285,87 |
27 |
535,00 |
520,90 |
2 |
805,00 |
806,77 |
29 |
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 |
101,08 |
101,13 |
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 |
98,28 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,69 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,64 |
103,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,52 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,92 |
95,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,90 |
103,92 |
103,900 |
103,900 |
103,890 |
103,890 |
103,891 |
50 000 |
53,43 |
2 |
DS1019 |
PL0000105441 |
111,17 |
111,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,70 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,52 |
112,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,76 |
98,70 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
20 000 |
19,80 |
2 |
PS0721 |
PL0000109153 |
96,90 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,66 |
116,62 |
116,480 |
116,480 |
116,450 |
116,450 |
116,462 |
60 000 |
72,16 |
6 |
WS0922 |
PL0000102646 |
118,11 |
118,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,01 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,04 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,10 |
94,85 |
95,100 |
95,100 |
94,690 |
94,690 |
95,017 |
55 000 |
53,51 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,22 |
125,24 |
125,260 |
125,260 |
125,260 |
125,260 |
125,260 |
10 000 |
12,62 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,01 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,75 |
111,25 |
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 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,82 |
99,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,12 |
99,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,41 |
98,40 |
98,400 |
98,410 |
98,400 |
98,410 |
98,409 |
75 000 |
74,35 |
8 |
WZ0124 |
PL0000107454 |
95,65 |
95,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,00 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
270 000 |
285,87 |
27 |
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 |
69 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
97 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
160 |
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 |
101,05 |
101,17 |
1,58 |
1,24 |
101,11 |
1,41 |
WZ0117 |
PL0000106936 |
100,06 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,62 |
102,75 |
1,57 |
1,42 |
102,69 |
1,49 |
OK0717 |
PL0000108502 |
98,24 |
98,36 |
1,65 |
1,53 |
98,30 |
1,59 |
DS1017 |
PL0000104543 |
104,64 |
104,81 |
1,71 |
1,58 |
104,73 |
1,64 |
WZ0118 |
PL0000104717 |
100,00 |
100,28 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,60 |
103,74 |
1,74 |
1,67 |
103,67 |
1,70 |
PS0718 |
PL0000107595 |
101,48 |
101,65 |
1,77 |
1,69 |
101,57 |
1,73 |
OK1018 |
PL0000109062 |
95,87 |
96,02 |
1,82 |
1,75 |
95,95 |
1,78 |
WZ0119 |
PL0000107603 |
99,75 |
99,93 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
103,77 |
103,99 |
1,98 |
1,91 |
103,88 |
1,94 |
DS1019 |
PL0000105441 |
111,10 |
111,32 |
2,02 |
1,96 |
111,21 |
1,99 |
WZ0120 |
PL0000108601 |
99,04 |
99,22 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,63 |
97,89 |
2,15 |
2,08 |
97,76 |
2,11 |
DS1020 |
PL0000106126 |
112,39 |
112,69 |
2,22 |
2,15 |
112,54 |
2,18 |
WZ0121 |
PL0000106068 |
98,20 |
98,63 |
--- |
--- |
98,42 |
--- |
PS0421 |
PL0000108916 |
98,64 |
98,90 |
2,30 |
2,24 |
98,77 |
2,27 |
PS0721 |
PL0000109153 |
96,77 |
97,06 |
2,43 |
2,37 |
96,92 |
2,40 |
DS1021 |
PL0000106670 |
116,49 |
116,78 |
2,42 |
2,36 |
116,64 |
2,39 |
WS0922 |
PL0000102646 |
117,97 |
118,38 |
2,59 |
2,53 |
118,18 |
2,56 |
IZ0823 |
PL0000105359 |
108,68 |
112,47 |
--- |
--- |
110,58 |
--- |
DS1023 |
PL0000107264 |
107,87 |
108,30 |
2,80 |
2,73 |
108,09 |
2,76 |
WZ0124 |
PL0000107454 |
95,46 |
95,95 |
--- |
--- |
95,71 |
--- |
DS0725 |
PL0000108197 |
101,90 |
102,31 |
3,01 |
2,95 |
102,11 |
2,98 |
WZ0126 |
PL0000108817 |
93,89 |
94,39 |
--- |
--- |
94,14 |
--- |
DS0726 |
PL0000108866 |
94,82 |
95,18 |
3,10 |
3,06 |
95,00 |
3,08 |
WS0429 |
PL0000105391 |
124,14 |
126,27 |
3,40 |
3,22 |
125,21 |
3,31 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,06 |
101,20 |
1,56 |
1,16 |
101,13 |
1,36 |
WZ0117 |
PL0000106936 |
100,03 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
102,60 |
102,74 |
1,59 |
1,43 |
102,67 |
1,51 |
OK0717 |
PL0000108502 |
98,23 |
98,33 |
1,66 |
1,56 |
98,28 |
1,61 |
DS1017 |
PL0000104543 |
104,65 |
104,80 |
1,70 |
1,59 |
104,73 |
1,64 |
WZ0118 |
PL0000104717 |
100,00 |
100,28 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,57 |
103,72 |
1,76 |
1,68 |
103,65 |
1,71 |
PS0718 |
PL0000107595 |
101,46 |
101,62 |
1,78 |
1,70 |
101,54 |
1,74 |
OK1018 |
PL0000109062 |
95,87 |
95,98 |
1,82 |
1,77 |
95,93 |
1,79 |
WZ0119 |
PL0000107603 |
99,78 |
99,92 |
--- |
--- |
99,85 |
--- |
PS0719 |
PL0000108148 |
103,75 |
103,96 |
1,98 |
1,92 |
103,86 |
1,95 |
DS1019 |
PL0000105441 |
111,09 |
111,28 |
2,03 |
1,97 |
111,19 |
2,00 |
WZ0120 |
PL0000108601 |
99,05 |
99,23 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
97,60 |
97,86 |
2,16 |
2,08 |
97,73 |
2,12 |
DS1020 |
PL0000106126 |
112,44 |
112,60 |
2,21 |
2,17 |
112,52 |
2,19 |
WZ0121 |
PL0000106068 |
98,24 |
98,52 |
--- |
--- |
98,38 |
--- |
PS0421 |
PL0000108916 |
98,58 |
98,81 |
2,31 |
2,26 |
98,70 |
2,28 |
PS0721 |
PL0000109153 |
96,72 |
96,95 |
2,44 |
2,39 |
96,84 |
2,42 |
DS1021 |
PL0000106670 |
116,42 |
116,71 |
2,43 |
2,38 |
116,57 |
2,40 |
WS0922 |
PL0000102646 |
117,89 |
118,31 |
2,61 |
2,54 |
118,10 |
2,57 |
IZ0823 |
PL0000105359 |
108,75 |
112,30 |
--- |
--- |
110,53 |
--- |
DS1023 |
PL0000107264 |
107,85 |
108,20 |
2,80 |
2,75 |
108,03 |
2,77 |
WZ0124 |
PL0000107454 |
95,52 |
95,93 |
--- |
--- |
95,73 |
--- |
DS0725 |
PL0000108197 |
101,84 |
102,16 |
3,01 |
2,97 |
102,00 |
2,99 |
WZ0126 |
PL0000108817 |
93,87 |
94,28 |
--- |
--- |
94,08 |
--- |
DS0726 |
PL0000108866 |
94,72 |
95,04 |
3,12 |
3,08 |
94,88 |
3,10 |
WS0429 |
PL0000105391 |
124,51 |
125,85 |
3,36 |
3,25 |
125,18 |
3,31 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,000 |
1,000 |
1,000 |
165 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,150 |
1,150 |
1,150 |
370 |
TOTAL |
535 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.