2016-06-22 |
MARKET DATA |
No 118 (2900) |
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 |
340,00 |
342,87 |
35 |
0,00 |
0,00 |
0 |
340,00 |
342,87 |
35 |
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 |
99,87 |
99,89 |
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 |
102,63 |
102,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,26 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,69 |
104,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,60 |
103,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,53 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,93 |
95,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,85 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,24 |
111,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,76 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,62 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,90 |
98,79 |
98,800 |
98,800 |
98,760 |
98,760 |
98,783 |
40 000 |
39,64 |
4 |
PS0721 |
PL0000109153 |
97,05 |
96,83 |
96,870 |
96,900 |
96,870 |
96,900 |
96,897 |
50 000 |
49,25 |
4 |
DS1021 |
PL0000106670 |
116,78 |
116,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,35 |
118,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,30 |
108,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,44 |
102,04 |
102,040 |
102,480 |
102,040 |
102,480 |
102,121 |
40 000 |
42,04 |
5 |
DS0726 |
PL0000108866 |
95,45 |
94,87 |
94,870 |
95,600 |
94,870 |
95,350 |
95,379 |
80 000 |
78,13 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,09 |
126,26 |
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 |
100,16 |
100,43 |
100,150 |
100,150 |
100,110 |
100,110 |
100,123 |
15 000 |
19,41 |
2 |
IZ0823 |
PL0000105359 |
109,75 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,09 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,88 |
99,880 |
99,880 |
99,880 |
99,880 |
99,880 |
15 000 |
15,09 |
2 |
WZ0120 |
PL0000108601 |
99,13 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,45 |
98,45 |
98,450 |
98,520 |
98,450 |
98,520 |
98,481 |
35 000 |
34,72 |
3 |
WZ0124 |
PL0000107454 |
95,75 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,15 |
94,11 |
94,110 |
94,200 |
94,110 |
94,200 |
94,155 |
10 000 |
9,49 |
2 |
TOTAL |
285 000 |
287,77 |
31 |
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 |
68 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
96 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
159 |
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 |
101,04 |
101,15 |
1,59 |
1,27 |
101,10 |
1,42 |
WZ0117 |
PL0000106936 |
100,05 |
100,25 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,60 |
102,73 |
1,58 |
1,43 |
102,67 |
1,50 |
OK0717 |
PL0000108502 |
98,22 |
98,36 |
1,67 |
1,54 |
98,29 |
1,60 |
DS1017 |
PL0000104543 |
104,63 |
104,79 |
1,71 |
1,59 |
104,71 |
1,65 |
WZ0118 |
PL0000104717 |
100,00 |
100,28 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,55 |
103,70 |
1,77 |
1,68 |
103,63 |
1,72 |
PS0718 |
PL0000107595 |
101,45 |
101,62 |
1,78 |
1,70 |
101,54 |
1,74 |
OK1018 |
PL0000109062 |
95,84 |
95,99 |
1,83 |
1,77 |
95,92 |
1,80 |
WZ0119 |
PL0000107603 |
99,77 |
99,95 |
--- |
--- |
99,86 |
--- |
PS0719 |
PL0000108148 |
103,72 |
103,95 |
1,99 |
1,92 |
103,84 |
1,95 |
DS1019 |
PL0000105441 |
111,03 |
111,28 |
2,04 |
1,97 |
111,16 |
2,00 |
WZ0120 |
PL0000108601 |
99,02 |
99,23 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
97,59 |
97,86 |
2,16 |
2,08 |
97,73 |
2,12 |
DS1020 |
PL0000106126 |
112,37 |
112,65 |
2,22 |
2,16 |
112,51 |
2,19 |
WZ0121 |
PL0000106068 |
98,22 |
98,63 |
--- |
--- |
98,43 |
--- |
PS0421 |
PL0000108916 |
98,59 |
98,85 |
2,31 |
2,25 |
98,72 |
2,28 |
PS0721 |
PL0000109153 |
96,70 |
96,98 |
2,45 |
2,39 |
96,84 |
2,42 |
DS1021 |
PL0000106670 |
116,39 |
116,68 |
2,43 |
2,38 |
116,54 |
2,41 |
WS0922 |
PL0000102646 |
117,87 |
118,27 |
2,61 |
2,55 |
118,07 |
2,58 |
IZ0823 |
PL0000105359 |
108,73 |
112,38 |
--- |
--- |
110,56 |
--- |
DS1023 |
PL0000107264 |
107,74 |
108,15 |
2,81 |
2,75 |
107,95 |
2,78 |
WZ0124 |
PL0000107454 |
95,53 |
95,96 |
--- |
--- |
95,75 |
--- |
DS0725 |
PL0000108197 |
101,70 |
102,09 |
3,03 |
2,98 |
101,90 |
3,01 |
WZ0126 |
PL0000108817 |
93,95 |
94,39 |
--- |
--- |
94,17 |
--- |
DS0726 |
PL0000108866 |
94,73 |
95,08 |
3,11 |
3,07 |
94,91 |
3,09 |
WS0429 |
PL0000105391 |
122,71 |
128,30 |
3,52 |
3,05 |
125,51 |
3,28 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,05 |
101,15 |
1,56 |
1,27 |
101,10 |
1,42 |
WZ0117 |
PL0000106936 |
100,06 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
102,61 |
102,73 |
1,57 |
1,43 |
102,67 |
1,50 |
OK0717 |
PL0000108502 |
98,24 |
98,35 |
1,65 |
1,55 |
98,30 |
1,59 |
DS1017 |
PL0000104543 |
104,65 |
104,76 |
1,69 |
1,61 |
104,71 |
1,65 |
WZ0118 |
PL0000104717 |
100,00 |
100,29 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,55 |
103,72 |
1,77 |
1,67 |
103,64 |
1,72 |
PS0718 |
PL0000107595 |
101,48 |
101,60 |
1,77 |
1,71 |
101,54 |
1,74 |
OK1018 |
PL0000109062 |
95,90 |
96,00 |
1,81 |
1,76 |
95,95 |
1,78 |
WZ0119 |
PL0000107603 |
99,82 |
99,94 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
103,82 |
104,01 |
1,96 |
1,90 |
103,92 |
1,93 |
DS1019 |
PL0000105441 |
111,19 |
111,36 |
1,99 |
1,95 |
111,28 |
1,97 |
WZ0120 |
PL0000108601 |
99,09 |
99,26 |
--- |
--- |
99,18 |
--- |
PS0420 |
PL0000108510 |
97,68 |
97,90 |
2,13 |
2,07 |
97,79 |
2,10 |
DS1020 |
PL0000106126 |
112,56 |
112,77 |
2,18 |
2,13 |
112,67 |
2,15 |
WZ0121 |
PL0000106068 |
98,36 |
98,62 |
--- |
--- |
98,49 |
--- |
PS0421 |
PL0000108916 |
98,79 |
99,06 |
2,27 |
2,21 |
98,93 |
2,23 |
PS0721 |
PL0000109153 |
96,91 |
97,14 |
2,40 |
2,35 |
97,03 |
2,38 |
DS1021 |
PL0000106670 |
116,67 |
116,97 |
2,38 |
2,33 |
116,82 |
2,35 |
WS0922 |
PL0000102646 |
118,20 |
118,61 |
2,56 |
2,49 |
118,41 |
2,52 |
IZ0823 |
PL0000105359 |
109,09 |
112,43 |
--- |
--- |
110,76 |
--- |
DS1023 |
PL0000107264 |
108,14 |
108,47 |
2,76 |
2,71 |
108,31 |
2,73 |
WZ0124 |
PL0000107454 |
95,58 |
95,99 |
--- |
--- |
95,79 |
--- |
DS0725 |
PL0000108197 |
102,23 |
102,55 |
2,96 |
2,92 |
102,39 |
2,94 |
WZ0126 |
PL0000108817 |
93,97 |
94,40 |
--- |
--- |
94,19 |
--- |
DS0726 |
PL0000108866 |
95,28 |
95,54 |
3,05 |
3,02 |
95,41 |
3,03 |
WS0429 |
PL0000105391 |
125,22 |
127,17 |
3,30 |
3,14 |
126,20 |
3,22 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.