2016-06-23 |
MARKET DATA |
No 119 (2901) |
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 |
145,00 |
149,27 |
16 |
175,00 |
176,74 |
4 |
320,00 |
326,01 |
20 |
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 |
99,88 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,06 |
101,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,61 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,27 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,67 |
104,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,57 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,53 |
101,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
95,97 |
95,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,87 |
103,94 |
103,950 |
103,950 |
103,950 |
103,950 |
103,950 |
10 000 |
10,70 |
1 |
DS1019 |
PL0000105441 |
111,25 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,85 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,67 |
112,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,93 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,06 |
97,10 |
97,100 |
97,180 |
97,100 |
97,180 |
97,140 |
20 000 |
19,75 |
2 |
DS1021 |
PL0000106670 |
116,80 |
116,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,39 |
118,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,45 |
108,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,67 |
102,50 |
102,600 |
102,610 |
102,600 |
102,600 |
102,605 |
60 000 |
63,36 |
7 |
DS0726 |
PL0000108866 |
95,65 |
95,53 |
95,530 |
95,710 |
95,530 |
95,710 |
95,660 |
50 000 |
48,98 |
5 |
WS0428 |
PL0000107611 |
94,86 |
97,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,26 |
126,07 |
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 |
100,23 |
100,23 |
100,230 |
100,230 |
100,230 |
100,230 |
100,230 |
5 000 |
6,48 |
1 |
IZ0823 |
PL0000105359 |
110,00 |
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 |
100,04 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,89 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,10 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,42 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
95,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,16 |
94,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
145 000 |
149,27 |
16 |
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 |
65 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
93 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
156 |
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 |
101,02 |
101,16 |
1,57 |
1,16 |
101,09 |
1,37 |
WZ0117 |
PL0000106936 |
100,06 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,58 |
102,72 |
1,58 |
1,41 |
102,65 |
1,50 |
OK0717 |
PL0000108502 |
98,25 |
98,38 |
1,65 |
1,53 |
98,32 |
1,59 |
DS1017 |
PL0000104543 |
104,62 |
104,78 |
1,69 |
1,58 |
104,70 |
1,63 |
WZ0118 |
PL0000104717 |
100,00 |
100,27 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,54 |
103,72 |
1,76 |
1,66 |
103,63 |
1,71 |
PS0718 |
PL0000107595 |
101,44 |
101,62 |
1,79 |
1,70 |
101,53 |
1,74 |
OK1018 |
PL0000109062 |
95,89 |
96,02 |
1,82 |
1,76 |
95,96 |
1,79 |
WZ0119 |
PL0000107603 |
99,80 |
99,96 |
--- |
--- |
99,88 |
--- |
PS0719 |
PL0000108148 |
103,81 |
103,98 |
1,96 |
1,91 |
103,90 |
1,93 |
DS1019 |
PL0000105441 |
111,11 |
111,31 |
2,01 |
1,95 |
111,21 |
1,98 |
WZ0120 |
PL0000108601 |
99,07 |
99,30 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
97,68 |
97,94 |
2,14 |
2,06 |
97,81 |
2,10 |
DS1020 |
PL0000106126 |
112,47 |
112,74 |
2,19 |
2,13 |
112,61 |
2,16 |
WZ0121 |
PL0000106068 |
98,36 |
98,70 |
--- |
--- |
98,53 |
--- |
PS0421 |
PL0000108916 |
98,71 |
98,98 |
2,28 |
2,22 |
98,85 |
2,25 |
PS0721 |
PL0000109153 |
96,84 |
97,14 |
2,42 |
2,35 |
96,99 |
2,38 |
DS1021 |
PL0000106670 |
116,58 |
116,87 |
2,39 |
2,34 |
116,73 |
2,37 |
WS0922 |
PL0000102646 |
118,11 |
118,54 |
2,57 |
2,50 |
118,33 |
2,53 |
IZ0823 |
PL0000105359 |
108,41 |
112,69 |
--- |
--- |
110,55 |
--- |
DS1023 |
PL0000107264 |
108,04 |
108,49 |
2,77 |
2,70 |
108,27 |
2,74 |
WZ0124 |
PL0000107454 |
95,51 |
96,01 |
--- |
--- |
95,76 |
--- |
DS0725 |
PL0000108197 |
102,11 |
102,55 |
2,98 |
2,92 |
102,33 |
2,95 |
WZ0126 |
PL0000108817 |
93,93 |
94,47 |
--- |
--- |
94,20 |
--- |
DS0726 |
PL0000108866 |
95,18 |
95,58 |
3,06 |
3,01 |
95,38 |
3,04 |
WS0429 |
PL0000105391 |
123,63 |
128,41 |
3,44 |
3,04 |
126,02 |
3,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
101,03 |
101,12 |
1,54 |
1,28 |
101,08 |
1,40 |
WZ0117 |
PL0000106936 |
100,05 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
102,59 |
102,72 |
1,57 |
1,41 |
102,66 |
1,48 |
OK0717 |
PL0000108502 |
98,24 |
98,38 |
1,66 |
1,53 |
98,31 |
1,60 |
DS1017 |
PL0000104543 |
104,63 |
104,74 |
1,69 |
1,61 |
104,69 |
1,64 |
WZ0118 |
PL0000104717 |
100,00 |
100,26 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
103,55 |
103,73 |
1,76 |
1,66 |
103,64 |
1,71 |
PS0718 |
PL0000107595 |
101,49 |
101,64 |
1,76 |
1,69 |
101,57 |
1,72 |
OK1018 |
PL0000109062 |
95,93 |
96,07 |
1,80 |
1,74 |
96,00 |
1,77 |
WZ0119 |
PL0000107603 |
99,83 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
103,84 |
104,07 |
1,95 |
1,88 |
103,96 |
1,91 |
DS1019 |
PL0000105441 |
111,20 |
111,40 |
1,98 |
1,93 |
111,30 |
1,96 |
WZ0120 |
PL0000108601 |
99,06 |
99,27 |
--- |
--- |
99,17 |
--- |
PS0420 |
PL0000108510 |
97,79 |
97,98 |
2,10 |
2,05 |
97,89 |
2,08 |
DS1020 |
PL0000106126 |
112,63 |
112,86 |
2,16 |
2,11 |
112,75 |
2,13 |
WZ0121 |
PL0000106068 |
98,38 |
98,69 |
--- |
--- |
98,54 |
--- |
PS0421 |
PL0000108916 |
98,88 |
99,14 |
2,25 |
2,19 |
99,01 |
2,22 |
PS0721 |
PL0000109153 |
97,03 |
97,29 |
2,38 |
2,32 |
97,16 |
2,35 |
DS1021 |
PL0000106670 |
116,76 |
117,05 |
2,36 |
2,31 |
116,91 |
2,33 |
WS0922 |
PL0000102646 |
118,34 |
118,76 |
2,53 |
2,47 |
118,55 |
2,50 |
IZ0823 |
PL0000105359 |
109,26 |
112,19 |
--- |
--- |
110,73 |
--- |
DS1023 |
PL0000107264 |
108,40 |
108,79 |
2,72 |
2,66 |
108,60 |
2,69 |
WZ0124 |
PL0000107454 |
95,73 |
96,08 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
102,56 |
102,89 |
2,92 |
2,88 |
102,73 |
2,90 |
WZ0126 |
PL0000108817 |
94,09 |
94,54 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
95,55 |
95,91 |
3,02 |
2,97 |
95,73 |
3,00 |
WS0429 |
PL0000105391 |
125,45 |
127,48 |
3,28 |
3,12 |
126,47 |
3,20 |
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 |
1/5 |
4 |
0,680 |
0,680 |
0,680 |
40 |
PS0420 |
PL0000108510 |
1/5 |
4 |
0,680 |
0,680 |
0,680 |
20 |
WZ0121 |
PL0000106068 |
1/5 |
4 |
0,680 |
0,680 |
0,680 |
65 |
WZ0124 |
PL0000107454 |
1/5 |
4 |
0,680 |
0,680 |
0,680 |
50 |
TOTAL |
175 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.