2016-06-28 |
MARKET DATA |
No 122 (2904) |
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 |
982,50 |
1 041,85 |
87 |
0,00 |
0,00 |
0 |
982,50 |
1 041,85 |
87 |
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 |
99,89 |
99,91 |
99,880 |
99,880 |
99,880 |
99,880 |
99,880 |
5 000 |
4,99 |
1 |
PS1016 |
PL0000106795 |
101,02 |
101,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,58 |
102,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,28 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,69 |
104,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,68 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,67 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,14 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,15 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,58 |
111,55 |
111,500 |
111,500 |
111,470 |
111,470 |
111,477 |
160 000 |
184,35 |
10 |
PS0420 |
PL0000108510 |
98,20 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,97 |
112,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,25 |
99,15 |
99,350 |
99,350 |
99,060 |
99,060 |
99,114 |
132 500 |
131,81 |
11 |
PS0721 |
PL0000109153 |
97,46 |
97,35 |
97,510 |
97,550 |
97,410 |
97,420 |
97,503 |
75 000 |
74,35 |
7 |
DS1021 |
PL0000106670 |
117,15 |
117,08 |
117,020 |
117,020 |
116,980 |
116,980 |
116,997 |
100 000 |
120,91 |
9 |
WS0922 |
PL0000102646 |
118,71 |
118,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,74 |
108,70 |
108,740 |
108,810 |
108,740 |
108,810 |
108,760 |
170 000 |
189,52 |
16 |
DS0725 |
PL0000108197 |
102,83 |
102,65 |
102,830 |
102,850 |
102,810 |
102,850 |
102,835 |
40 000 |
42,35 |
4 |
DS0726 |
PL0000108866 |
95,75 |
95,45 |
95,340 |
95,780 |
95,340 |
95,780 |
95,646 |
215 000 |
210,65 |
24 |
WS0428 |
PL0000107611 |
94,57 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,44 |
126,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
120,42 |
130,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,15 |
100,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,50 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,88 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,03 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,45 |
98,60 |
98,650 |
98,650 |
98,600 |
98,600 |
98,630 |
50 000 |
49,69 |
4 |
WZ0124 |
PL0000107454 |
95,76 |
96,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,15 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
947 500 |
1 008,61 |
86 |
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 |
62 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
90 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
153 |
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 |
101,13 |
1,61 |
1,16 |
101,06 |
1,37 |
WZ0117 |
PL0000106936 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,51 |
102,68 |
1,63 |
1,43 |
102,60 |
1,52 |
OK0717 |
PL0000108502 |
98,26 |
98,44 |
1,66 |
1,48 |
98,35 |
1,57 |
DS1017 |
PL0000104543 |
104,62 |
104,78 |
1,67 |
1,55 |
104,70 |
1,61 |
WZ0118 |
PL0000104717 |
100,00 |
100,29 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,65 |
103,85 |
1,69 |
1,58 |
103,75 |
1,64 |
PS0718 |
PL0000107595 |
101,61 |
101,81 |
1,70 |
1,60 |
101,71 |
1,65 |
OK1018 |
PL0000109062 |
96,10 |
96,30 |
1,73 |
1,64 |
96,20 |
1,68 |
WZ0119 |
PL0000107603 |
99,81 |
100,09 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,11 |
104,35 |
1,86 |
1,78 |
104,23 |
1,82 |
DS1019 |
PL0000105441 |
111,45 |
111,71 |
1,90 |
1,83 |
111,58 |
1,87 |
WZ0120 |
PL0000108601 |
98,96 |
99,42 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
98,03 |
98,32 |
2,04 |
1,96 |
98,18 |
2,00 |
DS1020 |
PL0000106126 |
112,78 |
113,07 |
2,12 |
2,05 |
112,93 |
2,08 |
WZ0121 |
PL0000106068 |
98,37 |
98,86 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
99,04 |
99,33 |
2,21 |
2,15 |
99,19 |
2,18 |
PS0721 |
PL0000109153 |
97,27 |
97,52 |
2,33 |
2,27 |
97,40 |
2,30 |
DS1021 |
PL0000106670 |
116,93 |
117,24 |
2,33 |
2,27 |
117,09 |
2,30 |
WS0922 |
PL0000102646 |
118,45 |
118,89 |
2,51 |
2,44 |
118,67 |
2,48 |
IZ0823 |
PL0000105359 |
104,17 |
116,24 |
--- |
--- |
110,21 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,91 |
2,70 |
2,64 |
108,70 |
2,67 |
WZ0124 |
PL0000107454 |
95,64 |
96,12 |
--- |
--- |
95,88 |
--- |
DS0725 |
PL0000108197 |
102,52 |
102,94 |
2,93 |
2,87 |
102,73 |
2,90 |
WZ0126 |
PL0000108817 |
93,94 |
94,50 |
--- |
--- |
94,22 |
--- |
DS0726 |
PL0000108866 |
95,38 |
95,83 |
3,04 |
2,98 |
95,61 |
3,01 |
WS0429 |
PL0000105391 |
123,51 |
129,49 |
3,45 |
2,95 |
126,50 |
3,19 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,99 |
101,10 |
1,58 |
1,25 |
101,05 |
1,40 |
WZ0117 |
PL0000106936 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,53 |
102,67 |
1,61 |
1,44 |
102,60 |
1,52 |
OK0717 |
PL0000108502 |
98,25 |
98,40 |
1,67 |
1,52 |
98,33 |
1,59 |
DS1017 |
PL0000104543 |
104,65 |
104,75 |
1,65 |
1,58 |
104,70 |
1,61 |
WZ0118 |
PL0000104717 |
100,01 |
100,28 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,82 |
1,70 |
1,60 |
103,73 |
1,65 |
PS0718 |
PL0000107595 |
101,63 |
101,78 |
1,69 |
1,62 |
101,71 |
1,65 |
OK1018 |
PL0000109062 |
96,07 |
96,27 |
1,74 |
1,65 |
96,17 |
1,70 |
WZ0119 |
PL0000107603 |
99,82 |
100,08 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,05 |
104,29 |
1,88 |
1,80 |
104,17 |
1,84 |
DS1019 |
PL0000105441 |
111,41 |
111,63 |
1,92 |
1,85 |
111,52 |
1,88 |
WZ0120 |
PL0000108601 |
98,96 |
99,27 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
98,01 |
98,25 |
2,04 |
1,98 |
98,13 |
2,01 |
DS1020 |
PL0000106126 |
112,77 |
112,97 |
2,12 |
2,08 |
112,87 |
2,10 |
WZ0121 |
PL0000106068 |
98,37 |
98,74 |
--- |
--- |
98,56 |
--- |
PS0421 |
PL0000108916 |
99,00 |
99,29 |
2,22 |
2,15 |
99,15 |
2,19 |
PS0721 |
PL0000109153 |
97,25 |
97,44 |
2,33 |
2,29 |
97,35 |
2,31 |
DS1021 |
PL0000106670 |
116,91 |
117,19 |
2,33 |
2,28 |
117,05 |
2,30 |
WS0922 |
PL0000102646 |
118,49 |
118,89 |
2,50 |
2,44 |
118,69 |
2,47 |
IZ0823 |
PL0000105359 |
108,36 |
112,31 |
--- |
--- |
110,34 |
--- |
DS1023 |
PL0000107264 |
108,57 |
108,83 |
2,69 |
2,65 |
108,70 |
2,67 |
WZ0124 |
PL0000107454 |
95,69 |
96,10 |
--- |
--- |
95,90 |
--- |
DS0725 |
PL0000108197 |
102,52 |
102,89 |
2,93 |
2,88 |
102,71 |
2,90 |
WZ0126 |
PL0000108817 |
94,05 |
94,40 |
--- |
--- |
94,23 |
--- |
DS0726 |
PL0000108866 |
95,38 |
95,75 |
3,04 |
2,99 |
95,57 |
3,01 |
WS0429 |
PL0000105391 |
124,98 |
127,64 |
3,32 |
3,10 |
126,31 |
3,21 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.