2016-06-30 |
MARKET DATA |
No 124 (2906) |
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 |
652,50 |
679,03 |
62 |
90,00 |
98,96 |
4 |
742,50 |
778,00 |
66 |
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 |
99,91 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,99 |
101,00 |
100,980 |
100,980 |
100,980 |
100,980 |
100,980 |
20 000 |
20,85 |
2 |
PS0417 |
PL0000107058 |
102,57 |
102,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,30 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,67 |
104,66 |
104,670 |
104,670 |
104,660 |
104,660 |
104,665 |
55 000 |
59,56 |
2 |
PS0418 |
PL0000107314 |
103,70 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,70 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,21 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,26 |
104,28 |
104,280 |
104,280 |
104,280 |
104,280 |
104,280 |
10 000 |
10,73 |
1 |
DS1019 |
PL0000105441 |
111,70 |
111,63 |
111,630 |
111,710 |
111,630 |
111,700 |
111,663 |
40 000 |
46,19 |
5 |
PS0420 |
PL0000108510 |
98,42 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,20 |
113,10 |
113,210 |
113,230 |
113,210 |
113,230 |
113,222 |
50 000 |
58,43 |
5 |
PS0421 |
PL0000108916 |
99,60 |
99,35 |
99,290 |
99,600 |
99,290 |
99,600 |
99,447 |
30 000 |
29,95 |
3 |
PS0721 |
PL0000109153 |
97,74 |
97,55 |
97,600 |
97,790 |
97,600 |
97,790 |
97,745 |
75 000 |
74,55 |
8 |
DS1021 |
PL0000106670 |
117,50 |
117,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,25 |
119,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,35 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,39 |
103,10 |
103,100 |
103,150 |
103,100 |
103,150 |
103,125 |
100 000 |
106,19 |
5 |
DS0726 |
PL0000108866 |
96,50 |
96,05 |
96,090 |
96,550 |
96,090 |
96,550 |
96,396 |
250 000 |
246,88 |
28 |
WS0428 |
PL0000107611 |
95,51 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,41 |
127,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,30 |
132,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,33 |
100,30 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
2 500 |
3,25 |
1 |
IZ0823 |
PL0000105359 |
111,00 |
111,25 |
111,000 |
111,000 |
111,000 |
111,000 |
111,000 |
10 000 |
12,93 |
1 |
WZ0117 |
PL0000106936 |
100,13 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,17 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,95 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,41 |
94,40 |
94,500 |
94,500 |
94,500 |
94,500 |
94,500 |
10 000 |
9,53 |
1 |
TOTAL |
652 500 |
679,03 |
62 |
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 |
58 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
86 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
149 |
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 |
100,94 |
101,06 |
1,64 |
1,26 |
101,00 |
1,45 |
WZ0117 |
PL0000106936 |
100,08 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,50 |
102,63 |
1,60 |
1,44 |
102,57 |
1,52 |
OK0717 |
PL0000108502 |
98,25 |
98,41 |
1,68 |
1,53 |
98,33 |
1,61 |
DS1017 |
PL0000104543 |
104,59 |
104,76 |
1,67 |
1,54 |
104,68 |
1,60 |
WZ0118 |
PL0000104717 |
100,02 |
100,30 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,64 |
103,82 |
1,69 |
1,59 |
103,73 |
1,64 |
PS0718 |
PL0000107595 |
101,61 |
101,80 |
1,70 |
1,60 |
101,71 |
1,65 |
OK1018 |
PL0000109062 |
96,15 |
96,34 |
1,71 |
1,63 |
96,25 |
1,67 |
WZ0119 |
PL0000107603 |
99,84 |
100,07 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,11 |
104,34 |
1,85 |
1,78 |
104,23 |
1,81 |
DS1019 |
PL0000105441 |
111,43 |
111,69 |
1,90 |
1,82 |
111,56 |
1,86 |
WZ0120 |
PL0000108601 |
98,97 |
99,30 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,39 |
2,02 |
1,94 |
98,25 |
1,98 |
DS1020 |
PL0000106126 |
112,88 |
113,18 |
2,09 |
2,02 |
113,03 |
2,05 |
WZ0121 |
PL0000106068 |
98,33 |
98,78 |
--- |
--- |
98,56 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,38 |
2,18 |
2,14 |
99,27 |
2,16 |
PS0721 |
PL0000109153 |
97,40 |
97,67 |
2,30 |
2,24 |
97,54 |
2,27 |
DS1021 |
PL0000106670 |
117,09 |
117,33 |
2,29 |
2,25 |
117,21 |
2,27 |
WS0922 |
PL0000102646 |
118,73 |
119,16 |
2,46 |
2,40 |
118,95 |
2,43 |
IZ0823 |
PL0000105359 |
107,70 |
114,38 |
--- |
--- |
111,04 |
--- |
DS1023 |
PL0000107264 |
108,79 |
109,24 |
2,66 |
2,59 |
109,02 |
2,62 |
WZ0124 |
PL0000107454 |
95,73 |
96,29 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
102,86 |
103,29 |
2,88 |
2,83 |
103,08 |
2,86 |
WZ0126 |
PL0000108817 |
94,15 |
94,61 |
--- |
--- |
94,38 |
--- |
DS0726 |
PL0000108866 |
95,87 |
96,23 |
2,98 |
2,94 |
96,05 |
2,96 |
WS0429 |
PL0000105391 |
122,47 |
129,53 |
3,53 |
2,95 |
126,00 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,95 |
101,04 |
1,61 |
1,33 |
101,00 |
1,45 |
WZ0117 |
PL0000106936 |
100,08 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,53 |
102,62 |
1,57 |
1,46 |
102,58 |
1,51 |
OK0717 |
PL0000108502 |
98,27 |
98,40 |
1,66 |
1,54 |
98,34 |
1,60 |
DS1017 |
PL0000104543 |
104,61 |
104,71 |
1,65 |
1,58 |
104,66 |
1,61 |
WZ0118 |
PL0000104717 |
100,05 |
100,32 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,68 |
103,82 |
1,66 |
1,59 |
103,75 |
1,63 |
PS0718 |
PL0000107595 |
101,67 |
101,83 |
1,67 |
1,59 |
101,75 |
1,63 |
OK1018 |
PL0000109062 |
96,15 |
96,29 |
1,71 |
1,65 |
96,22 |
1,68 |
WZ0119 |
PL0000107603 |
99,89 |
100,10 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,20 |
104,35 |
1,82 |
1,77 |
104,28 |
1,80 |
DS1019 |
PL0000105441 |
111,63 |
111,79 |
1,84 |
1,79 |
111,71 |
1,82 |
WZ0120 |
PL0000108601 |
99,10 |
99,28 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
98,34 |
98,49 |
1,95 |
1,91 |
98,42 |
1,93 |
DS1020 |
PL0000106126 |
113,16 |
113,33 |
2,03 |
1,99 |
113,25 |
2,00 |
WZ0121 |
PL0000106068 |
98,52 |
98,76 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
99,41 |
99,65 |
2,13 |
2,08 |
99,53 |
2,10 |
PS0721 |
PL0000109153 |
97,67 |
97,86 |
2,24 |
2,20 |
97,77 |
2,22 |
DS1021 |
PL0000106670 |
117,36 |
117,62 |
2,24 |
2,19 |
117,49 |
2,22 |
WS0922 |
PL0000102646 |
119,22 |
119,57 |
2,39 |
2,33 |
119,40 |
2,36 |
IZ0823 |
PL0000105359 |
108,26 |
112,64 |
--- |
--- |
110,45 |
--- |
DS1023 |
PL0000107264 |
109,30 |
109,55 |
2,58 |
2,55 |
109,43 |
2,57 |
WZ0124 |
PL0000107454 |
95,89 |
96,31 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
103,30 |
103,68 |
2,83 |
2,78 |
103,49 |
2,81 |
WZ0126 |
PL0000108817 |
94,32 |
94,63 |
--- |
--- |
94,48 |
--- |
DS0726 |
PL0000108866 |
96,28 |
96,54 |
2,93 |
2,90 |
96,41 |
2,92 |
WS0429 |
PL0000105391 |
126,77 |
128,69 |
3,17 |
3,01 |
127,73 |
3,09 |
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 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
30 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
35 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
5 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,200 |
1,200 |
1,200 |
20 |
TOTAL |
90 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.