2016-06-29 |
MARKET DATA |
No 123 (2905) |
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 |
890,00 |
902,40 |
89 |
175,00 |
187,76 |
3 |
1 065,00 |
1 090,15 |
92 |
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 |
99,90 |
99,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
101,02 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,57 |
102,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,29 |
98,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,70 |
104,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,69 |
103,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,70 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,17 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,20 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,70 |
111,65 |
111,650 |
111,700 |
111,650 |
111,700 |
111,664 |
35 000 |
40,40 |
3 |
PS0420 |
PL0000108510 |
98,27 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,11 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,39 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,65 |
97,54 |
97,650 |
97,650 |
97,650 |
97,650 |
97,650 |
80 000 |
79,43 |
6 |
DS1021 |
PL0000106670 |
117,39 |
117,25 |
117,390 |
117,390 |
117,390 |
117,390 |
117,390 |
10 000 |
12,13 |
1 |
WS0922 |
PL0000102646 |
119,08 |
118,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,35 |
108,98 |
109,200 |
109,350 |
109,200 |
109,350 |
109,244 |
70 000 |
78,38 |
6 |
DS0725 |
PL0000108197 |
103,30 |
103,00 |
103,100 |
103,200 |
103,100 |
103,200 |
103,121 |
70 000 |
74,31 |
7 |
DS0726 |
PL0000108866 |
96,43 |
96,04 |
96,150 |
96,480 |
96,150 |
96,480 |
96,296 |
565 000 |
557,27 |
58 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,50 |
128,03 |
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 |
100,18 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,00 |
111,00 |
111,000 |
111,000 |
111,000 |
111,000 |
111,000 |
10 000 |
12,93 |
1 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,05 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,03 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,43 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,80 |
96,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,35 |
94,33 |
94,350 |
94,350 |
94,300 |
94,350 |
94,332 |
50 000 |
47,55 |
7 |
TOTAL |
890 000 |
902,40 |
89 |
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 |
61 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
89 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
152 |
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 |
100,97 |
101,11 |
1,62 |
1,19 |
101,04 |
1,41 |
WZ0117 |
PL0000106936 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,54 |
102,68 |
1,58 |
1,42 |
102,61 |
1,50 |
OK0717 |
PL0000108502 |
98,26 |
98,41 |
1,66 |
1,52 |
98,34 |
1,58 |
DS1017 |
PL0000104543 |
104,64 |
104,79 |
1,65 |
1,54 |
104,72 |
1,59 |
WZ0118 |
PL0000104717 |
100,01 |
100,30 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,66 |
103,85 |
1,68 |
1,58 |
103,76 |
1,63 |
PS0718 |
PL0000107595 |
101,63 |
101,80 |
1,69 |
1,61 |
101,72 |
1,65 |
OK1018 |
PL0000109062 |
96,10 |
96,31 |
1,73 |
1,64 |
96,21 |
1,68 |
WZ0119 |
PL0000107603 |
99,81 |
100,08 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,12 |
104,37 |
1,85 |
1,77 |
104,25 |
1,81 |
DS1019 |
PL0000105441 |
111,50 |
111,75 |
1,89 |
1,81 |
111,63 |
1,85 |
WZ0120 |
PL0000108601 |
98,98 |
99,30 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
98,19 |
98,43 |
2,00 |
1,93 |
98,31 |
1,96 |
DS1020 |
PL0000106126 |
112,91 |
113,19 |
2,09 |
2,02 |
113,05 |
2,06 |
WZ0121 |
PL0000106068 |
98,39 |
98,78 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,42 |
2,18 |
2,13 |
99,29 |
2,15 |
PS0721 |
PL0000109153 |
97,40 |
97,67 |
2,30 |
2,24 |
97,54 |
2,27 |
DS1021 |
PL0000106670 |
117,11 |
117,41 |
2,29 |
2,24 |
117,26 |
2,26 |
WS0922 |
PL0000102646 |
118,72 |
119,15 |
2,47 |
2,40 |
118,94 |
2,43 |
IZ0823 |
PL0000105359 |
107,70 |
116,73 |
--- |
--- |
112,22 |
--- |
DS1023 |
PL0000107264 |
108,79 |
109,20 |
2,66 |
2,60 |
109,00 |
2,63 |
WZ0124 |
PL0000107454 |
95,70 |
96,12 |
--- |
--- |
95,91 |
--- |
DS0725 |
PL0000108197 |
102,89 |
103,19 |
2,88 |
2,84 |
103,04 |
2,86 |
WZ0126 |
PL0000108817 |
94,03 |
94,51 |
--- |
--- |
94,27 |
--- |
DS0726 |
PL0000108866 |
95,96 |
96,24 |
2,97 |
2,93 |
96,10 |
2,95 |
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 |
100,97 |
101,07 |
1,62 |
1,32 |
101,02 |
1,47 |
WZ0117 |
PL0000106936 |
100,08 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,55 |
102,68 |
1,57 |
1,42 |
102,62 |
1,49 |
OK0717 |
PL0000108502 |
98,27 |
98,40 |
1,65 |
1,52 |
98,34 |
1,58 |
DS1017 |
PL0000104543 |
104,66 |
104,78 |
1,64 |
1,55 |
104,72 |
1,59 |
WZ0118 |
PL0000104717 |
100,02 |
100,32 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,67 |
103,84 |
1,68 |
1,59 |
103,76 |
1,63 |
PS0718 |
PL0000107595 |
101,67 |
101,82 |
1,67 |
1,60 |
101,75 |
1,63 |
OK1018 |
PL0000109062 |
96,16 |
96,36 |
1,70 |
1,61 |
96,26 |
1,66 |
WZ0119 |
PL0000107603 |
99,84 |
100,06 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,18 |
104,43 |
1,83 |
1,75 |
104,31 |
1,79 |
DS1019 |
PL0000105441 |
111,63 |
111,84 |
1,85 |
1,79 |
111,74 |
1,82 |
WZ0120 |
PL0000108601 |
98,96 |
99,27 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
98,23 |
98,51 |
1,98 |
1,91 |
98,37 |
1,95 |
DS1020 |
PL0000106126 |
113,08 |
113,37 |
2,05 |
1,98 |
113,23 |
2,01 |
WZ0121 |
PL0000106068 |
98,39 |
98,79 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
99,35 |
99,59 |
2,14 |
2,09 |
99,47 |
2,12 |
PS0721 |
PL0000109153 |
97,62 |
97,85 |
2,25 |
2,20 |
97,74 |
2,23 |
DS1021 |
PL0000106670 |
117,35 |
117,57 |
2,25 |
2,21 |
117,46 |
2,23 |
WS0922 |
PL0000102646 |
119,07 |
119,51 |
2,41 |
2,34 |
119,29 |
2,38 |
IZ0823 |
PL0000105359 |
108,64 |
112,78 |
--- |
--- |
110,71 |
--- |
DS1023 |
PL0000107264 |
109,29 |
109,53 |
2,59 |
2,55 |
109,41 |
2,57 |
WZ0124 |
PL0000107454 |
95,76 |
96,29 |
--- |
--- |
96,03 |
--- |
DS0725 |
PL0000108197 |
103,29 |
103,75 |
2,83 |
2,77 |
103,52 |
2,80 |
WZ0126 |
PL0000108817 |
94,20 |
94,58 |
--- |
--- |
94,39 |
--- |
DS0726 |
PL0000108866 |
96,33 |
96,61 |
2,92 |
2,89 |
96,47 |
2,91 |
WS0429 |
PL0000105391 |
126,79 |
129,00 |
3,17 |
2,99 |
127,90 |
3,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
20 |
PS0719 |
PL0000108148 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
125 |
PS0420 |
PL0000108510 |
0/1 |
1 |
0,800 |
0,800 |
0,800 |
30 |
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.