2016-07-01 |
MARKET DATA |
No 125 (2907) |
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 |
565,00 |
587,63 |
48 |
1 565,00 |
1 610,86 |
23 |
2 130,00 |
2 198,49 |
71 |
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 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,96 |
101,00 |
100,960 |
100,960 |
100,950 |
100,950 |
100,951 |
110 000 |
114,67 |
2 |
PS0417 |
PL0000107058 |
102,52 |
102,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,32 |
98,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,66 |
104,75 |
104,640 |
104,640 |
104,640 |
104,640 |
104,640 |
25 000 |
27,07 |
1 |
PS0418 |
PL0000107314 |
103,75 |
103,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,75 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,29 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,40 |
104,37 |
104,380 |
104,380 |
104,300 |
104,300 |
104,359 |
37 500 |
40,29 |
2 |
DS1019 |
PL0000105441 |
111,78 |
111,76 |
111,780 |
111,780 |
111,780 |
111,780 |
111,780 |
10 000 |
11,56 |
1 |
PS0420 |
PL0000108510 |
98,52 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,46 |
113,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,90 |
99,67 |
99,850 |
99,850 |
99,670 |
99,800 |
99,732 |
110 000 |
110,13 |
12 |
PS0721 |
PL0000109153 |
98,07 |
97,96 |
98,050 |
98,050 |
97,970 |
97,970 |
98,006 |
95 000 |
94,68 |
8 |
DS1021 |
PL0000106670 |
117,88 |
117,72 |
117,860 |
117,870 |
117,770 |
117,770 |
117,828 |
40 000 |
48,73 |
5 |
WS0922 |
PL0000102646 |
119,73 |
119,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,83 |
109,65 |
109,650 |
109,650 |
109,650 |
109,650 |
109,650 |
10 000 |
11,24 |
1 |
DS0725 |
PL0000108197 |
104,05 |
103,79 |
103,850 |
103,850 |
103,840 |
103,840 |
103,843 |
30 000 |
32,07 |
3 |
DS0726 |
PL0000108866 |
97,15 |
96,75 |
97,300 |
97,300 |
96,750 |
96,750 |
97,050 |
77 500 |
77,05 |
11 |
WS0428 |
PL0000107611 |
96,55 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,54 |
128,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,85 |
133,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,40 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,11 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,93 |
100,02 |
99,930 |
99,930 |
99,920 |
99,920 |
99,925 |
20 000 |
20,14 |
2 |
WZ0120 |
PL0000108601 |
99,09 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,55 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,00 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,65 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
565 000 |
587,63 |
48 |
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 |
57 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
85 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
148 |
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 |
100,93 |
101,05 |
1,64 |
1,27 |
100,99 |
1,45 |
WZ0117 |
PL0000106936 |
100,08 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,49 |
102,66 |
1,60 |
1,40 |
102,58 |
1,49 |
OK0717 |
PL0000108502 |
98,29 |
98,47 |
1,65 |
1,47 |
98,38 |
1,56 |
DS1017 |
PL0000104543 |
104,61 |
104,79 |
1,65 |
1,51 |
104,70 |
1,58 |
WZ0118 |
PL0000104717 |
100,05 |
100,33 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,70 |
103,88 |
1,65 |
1,55 |
103,79 |
1,60 |
PS0718 |
PL0000107595 |
101,68 |
101,87 |
1,66 |
1,57 |
101,78 |
1,61 |
OK1018 |
PL0000109062 |
96,19 |
96,39 |
1,70 |
1,61 |
96,29 |
1,65 |
WZ0119 |
PL0000107603 |
99,87 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,27 |
104,53 |
1,80 |
1,71 |
104,40 |
1,76 |
DS1019 |
PL0000105441 |
111,65 |
111,93 |
1,83 |
1,75 |
111,79 |
1,79 |
WZ0120 |
PL0000108601 |
98,98 |
99,32 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
98,47 |
98,76 |
1,92 |
1,84 |
98,62 |
1,88 |
DS1020 |
PL0000106126 |
113,41 |
113,65 |
1,97 |
1,91 |
113,53 |
1,94 |
WZ0121 |
PL0000106068 |
98,39 |
98,87 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
99,77 |
99,99 |
2,05 |
2,00 |
99,88 |
2,02 |
PS0721 |
PL0000109153 |
98,02 |
98,23 |
2,17 |
2,12 |
98,13 |
2,14 |
DS1021 |
PL0000106670 |
117,80 |
118,03 |
2,16 |
2,12 |
117,92 |
2,14 |
WS0922 |
PL0000102646 |
119,67 |
120,07 |
2,31 |
2,25 |
119,87 |
2,28 |
IZ0823 |
PL0000105359 |
108,31 |
113,77 |
--- |
--- |
111,04 |
--- |
DS1023 |
PL0000107264 |
109,79 |
110,23 |
2,51 |
2,45 |
110,01 |
2,48 |
WZ0124 |
PL0000107454 |
95,92 |
96,55 |
--- |
--- |
96,24 |
--- |
DS0725 |
PL0000108197 |
104,01 |
104,45 |
2,74 |
2,69 |
104,23 |
2,71 |
WZ0126 |
PL0000108817 |
94,48 |
94,92 |
--- |
--- |
94,70 |
--- |
DS0726 |
PL0000108866 |
97,04 |
97,39 |
2,84 |
2,80 |
97,22 |
2,82 |
WS0429 |
PL0000105391 |
127,73 |
130,12 |
3,09 |
2,90 |
128,93 |
2,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,93 |
101,03 |
1,64 |
1,33 |
100,98 |
1,49 |
WZ0117 |
PL0000106936 |
100,08 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,48 |
102,62 |
1,62 |
1,45 |
102,55 |
1,53 |
OK0717 |
PL0000108502 |
98,28 |
98,44 |
1,66 |
1,50 |
98,36 |
1,58 |
DS1017 |
PL0000104543 |
104,59 |
104,77 |
1,66 |
1,53 |
104,68 |
1,59 |
WZ0118 |
PL0000104717 |
100,05 |
100,32 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,82 |
1,69 |
1,58 |
103,73 |
1,63 |
PS0718 |
PL0000107595 |
101,66 |
101,82 |
1,67 |
1,59 |
101,74 |
1,63 |
OK1018 |
PL0000109062 |
96,14 |
96,33 |
1,72 |
1,63 |
96,24 |
1,68 |
WZ0119 |
PL0000107603 |
99,82 |
100,06 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
104,20 |
104,43 |
1,82 |
1,75 |
104,32 |
1,78 |
DS1019 |
PL0000105441 |
111,61 |
111,84 |
1,84 |
1,78 |
111,73 |
1,81 |
WZ0120 |
PL0000108601 |
98,99 |
99,30 |
--- |
--- |
99,15 |
--- |
PS0420 |
PL0000108510 |
98,35 |
98,56 |
1,95 |
1,89 |
98,46 |
1,92 |
DS1020 |
PL0000106126 |
113,17 |
113,46 |
2,02 |
1,96 |
113,32 |
1,99 |
WZ0121 |
PL0000106068 |
98,46 |
98,84 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,50 |
99,74 |
2,11 |
2,06 |
99,62 |
2,08 |
PS0721 |
PL0000109153 |
97,77 |
98,04 |
2,22 |
2,16 |
97,91 |
2,19 |
DS1021 |
PL0000106670 |
117,51 |
117,75 |
2,21 |
2,17 |
117,63 |
2,19 |
WS0922 |
PL0000102646 |
119,33 |
119,65 |
2,37 |
2,32 |
119,49 |
2,34 |
IZ0823 |
PL0000105359 |
108,81 |
113,41 |
--- |
--- |
111,11 |
--- |
DS1023 |
PL0000107264 |
109,47 |
109,73 |
2,56 |
2,52 |
109,60 |
2,54 |
WZ0124 |
PL0000107454 |
95,92 |
96,30 |
--- |
--- |
96,11 |
--- |
DS0725 |
PL0000108197 |
103,56 |
103,92 |
2,80 |
2,75 |
103,74 |
2,78 |
WZ0126 |
PL0000108817 |
94,31 |
94,72 |
--- |
--- |
94,52 |
--- |
DS0726 |
PL0000108866 |
96,58 |
96,89 |
2,90 |
2,86 |
96,74 |
2,88 |
WS0429 |
PL0000105391 |
127,03 |
129,09 |
3,15 |
2,98 |
128,06 |
3,06 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
40 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
20 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,420 |
1,420 |
1,420 |
40 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
25 |
DS0726 |
PL0000108866 |
0/3 |
3 |
1,350 |
1,350 |
1,350 |
25 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,350 |
1,450 |
1,394 |
125 |
PS0417 |
PL0000107058 |
0/7 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ0124 |
PL0000107454 |
0/7 |
7 |
1,420 |
1,420 |
1,420 |
55 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
30 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,420 |
1,450 |
1,432 |
65 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
585 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
110 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
15 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
335 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
10 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
25 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
20 |
TOTAL |
1 565 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.