2016-06-27 |
MARKET DATA |
No 121 (2903) |
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 |
835,00 |
880,45 |
74 |
855,00 |
898,22 |
6 |
1 690,00 |
1 778,67 |
80 |
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 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,02 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,72 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,74 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,67 |
104,66 |
104,640 |
104,640 |
104,640 |
104,640 |
104,640 |
25 000 |
27,05 |
1 |
PS0418 |
PL0000107314 |
104,22 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,64 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,08 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,05 |
103,69 |
103,970 |
104,010 |
103,970 |
104,000 |
103,998 |
110 000 |
117,72 |
7 |
DS1019 |
PL0000105441 |
111,90 |
111,21 |
111,300 |
111,400 |
111,300 |
111,350 |
111,325 |
120 000 |
138,06 |
6 |
PS0420 |
PL0000108510 |
98,00 |
97,74 |
97,870 |
98,070 |
97,870 |
98,070 |
97,970 |
20 000 |
19,65 |
2 |
DS1020 |
PL0000106126 |
112,66 |
112,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,96 |
98,45 |
98,480 |
99,060 |
98,480 |
99,060 |
98,752 |
85 000 |
84,24 |
8 |
PS0721 |
PL0000109153 |
97,16 |
96,70 |
96,750 |
97,290 |
96,750 |
97,090 |
97,146 |
85 000 |
83,96 |
10 |
DS1021 |
PL0000106670 |
116,80 |
116,36 |
116,810 |
116,830 |
116,810 |
116,820 |
116,824 |
90 000 |
108,65 |
9 |
WS0922 |
PL0000102646 |
118,27 |
117,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,26 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,31 |
101,70 |
102,060 |
102,060 |
102,030 |
102,030 |
102,039 |
70 000 |
73,54 |
7 |
DS0726 |
PL0000108866 |
95,63 |
94,41 |
95,100 |
95,620 |
95,100 |
95,350 |
95,298 |
215 000 |
209,88 |
22 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,75 |
126,04 |
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 |
100,15 |
100,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,75 |
110,50 |
110,500 |
110,500 |
110,500 |
110,500 |
110,500 |
10 000 |
12,87 |
1 |
WZ0117 |
PL0000106936 |
100,10 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,00 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,38 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,70 |
95,90 |
95,900 |
95,900 |
95,900 |
95,900 |
95,900 |
5 000 |
4,83 |
1 |
WZ0126 |
PL0000108817 |
94,00 |
94,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
835 000 |
880,45 |
74 |
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 |
63 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
91 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
154 |
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 |
100,98 |
101,10 |
1,64 |
1,28 |
101,04 |
1,46 |
WZ0117 |
PL0000106936 |
99,98 |
100,26 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
102,47 |
102,59 |
1,69 |
1,55 |
102,53 |
1,62 |
OK0717 |
PL0000108502 |
98,20 |
98,34 |
1,71 |
1,57 |
98,27 |
1,64 |
DS1017 |
PL0000104543 |
104,51 |
104,69 |
1,76 |
1,63 |
104,60 |
1,69 |
WZ0118 |
PL0000104717 |
99,95 |
100,24 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
103,50 |
103,69 |
1,78 |
1,67 |
103,60 |
1,72 |
PS0718 |
PL0000107595 |
101,41 |
101,61 |
1,80 |
1,70 |
101,51 |
1,75 |
OK1018 |
PL0000109062 |
95,89 |
96,10 |
1,82 |
1,73 |
96,00 |
1,77 |
WZ0119 |
PL0000107603 |
99,67 |
100,00 |
--- |
--- |
99,84 |
--- |
PS0719 |
PL0000108148 |
103,67 |
103,92 |
2,01 |
1,92 |
103,80 |
1,96 |
DS1019 |
PL0000105441 |
111,02 |
111,27 |
2,03 |
1,96 |
111,15 |
1,99 |
WZ0120 |
PL0000108601 |
98,89 |
99,28 |
--- |
--- |
99,09 |
--- |
PS0420 |
PL0000108510 |
97,52 |
97,78 |
2,18 |
2,11 |
97,65 |
2,14 |
DS1020 |
PL0000106126 |
112,17 |
112,47 |
2,26 |
2,19 |
112,32 |
2,22 |
WZ0121 |
PL0000106068 |
98,28 |
98,70 |
--- |
--- |
98,49 |
--- |
PS0421 |
PL0000108916 |
98,38 |
98,67 |
2,36 |
2,29 |
98,53 |
2,32 |
PS0721 |
PL0000109153 |
96,54 |
96,81 |
2,48 |
2,42 |
96,68 |
2,45 |
DS1021 |
PL0000106670 |
116,14 |
116,44 |
2,47 |
2,42 |
116,29 |
2,44 |
WS0922 |
PL0000102646 |
117,52 |
117,97 |
2,66 |
2,59 |
117,75 |
2,62 |
IZ0823 |
PL0000105359 |
107,87 |
113,13 |
--- |
--- |
110,50 |
--- |
DS1023 |
PL0000107264 |
107,45 |
107,89 |
2,85 |
2,79 |
107,67 |
2,82 |
WZ0124 |
PL0000107454 |
95,48 |
95,96 |
--- |
--- |
95,72 |
--- |
DS0725 |
PL0000108197 |
101,34 |
101,78 |
3,08 |
3,02 |
101,56 |
3,05 |
WZ0126 |
PL0000108817 |
93,68 |
94,22 |
--- |
--- |
93,95 |
--- |
DS0726 |
PL0000108866 |
94,21 |
94,65 |
3,18 |
3,13 |
94,43 |
3,15 |
WS0429 |
PL0000105391 |
122,00 |
127,00 |
3,58 |
3,15 |
124,50 |
3,36 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,99 |
101,12 |
1,61 |
1,22 |
101,06 |
1,40 |
WZ0117 |
PL0000106936 |
100,05 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,54 |
102,65 |
1,61 |
1,47 |
102,60 |
1,53 |
OK0717 |
PL0000108502 |
98,23 |
98,40 |
1,68 |
1,52 |
98,32 |
1,59 |
DS1017 |
PL0000104543 |
104,64 |
104,79 |
1,67 |
1,55 |
104,72 |
1,61 |
WZ0118 |
PL0000104717 |
100,00 |
100,29 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,64 |
103,82 |
1,70 |
1,60 |
103,73 |
1,65 |
PS0718 |
PL0000107595 |
101,58 |
101,77 |
1,72 |
1,62 |
101,68 |
1,67 |
OK1018 |
PL0000109062 |
96,04 |
96,25 |
1,75 |
1,66 |
96,15 |
1,70 |
WZ0119 |
PL0000107603 |
99,80 |
100,06 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
103,98 |
104,23 |
1,90 |
1,82 |
104,11 |
1,86 |
DS1019 |
PL0000105441 |
111,37 |
111,58 |
1,93 |
1,87 |
111,48 |
1,90 |
WZ0120 |
PL0000108601 |
98,94 |
99,30 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
97,93 |
98,16 |
2,07 |
2,00 |
98,05 |
2,03 |
DS1020 |
PL0000106126 |
112,59 |
112,85 |
2,16 |
2,10 |
112,72 |
2,13 |
WZ0121 |
PL0000106068 |
98,34 |
98,82 |
--- |
--- |
98,58 |
--- |
PS0421 |
PL0000108916 |
98,88 |
99,09 |
2,25 |
2,20 |
98,99 |
2,22 |
PS0721 |
PL0000109153 |
97,08 |
97,29 |
2,37 |
2,32 |
97,19 |
2,34 |
DS1021 |
PL0000106670 |
116,71 |
117,01 |
2,37 |
2,31 |
116,86 |
2,34 |
WS0922 |
PL0000102646 |
118,18 |
118,61 |
2,55 |
2,49 |
118,40 |
2,52 |
IZ0823 |
PL0000105359 |
108,63 |
111,43 |
--- |
--- |
110,03 |
--- |
DS1023 |
PL0000107264 |
108,19 |
108,56 |
2,75 |
2,69 |
108,38 |
2,72 |
WZ0124 |
PL0000107454 |
95,60 |
96,05 |
--- |
--- |
95,83 |
--- |
DS0725 |
PL0000108197 |
102,18 |
102,60 |
2,97 |
2,92 |
102,39 |
2,94 |
WZ0126 |
PL0000108817 |
93,91 |
94,38 |
--- |
--- |
94,15 |
--- |
DS0726 |
PL0000108866 |
95,04 |
95,35 |
3,08 |
3,04 |
95,20 |
3,06 |
WS0429 |
PL0000105391 |
124,72 |
126,90 |
3,34 |
3,16 |
125,81 |
3,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
0,750 |
0,750 |
0,750 |
30 |
PS0417 |
PL0000107058 |
1/2 |
1 |
0,750 |
0,750 |
0,750 |
585 |
DS1023 |
PL0000107264 |
1/2 |
1 |
0,750 |
0,750 |
0,750 |
100 |
PS0719 |
PL0000108148 |
1/2 |
1 |
0,750 |
0,750 |
0,750 |
105 |
PS0420 |
PL0000108510 |
1/2 |
1 |
0,750 |
0,750 |
0,750 |
30 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
0,750 |
0,750 |
0,750 |
5 |
TOTAL |
855 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.