2016-07-04 |
MARKET DATA |
No 126 (2908) |
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 |
40,00 |
38,94 |
5 |
310,00 |
305,85 |
7 |
350,00 |
344,79 |
12 |
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 |
99,92 |
99,92 |
99,920 |
99,920 |
99,920 |
99,920 |
99,920 |
10 000 |
9,99 |
1 |
PS1016 |
PL0000106795 |
100,94 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,50 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,32 |
98,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,62 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,66 |
103,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,69 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,16 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,22 |
104,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,62 |
111,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,40 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,24 |
113,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,57 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,82 |
97,86 |
97,880 |
97,880 |
97,880 |
97,880 |
97,880 |
5 000 |
4,98 |
1 |
DS1021 |
PL0000106670 |
117,57 |
117,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,36 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,51 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,64 |
103,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,61 |
96,65 |
96,650 |
96,650 |
96,650 |
96,650 |
96,650 |
5 000 |
4,95 |
1 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,64 |
128,16 |
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 |
100,21 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
112,99 |
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 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,90 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,05 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,34 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,35 |
94,39 |
94,350 |
94,350 |
94,290 |
94,290 |
94,320 |
20 000 |
19,02 |
2 |
TOTAL |
40 000 |
38,94 |
5 |
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 |
56 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
84 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
147 |
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 |
100,91 |
101,05 |
1,68 |
1,24 |
100,98 |
1,46 |
WZ0117 |
PL0000106936 |
100,08 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,48 |
102,61 |
1,61 |
1,45 |
102,55 |
1,52 |
OK0717 |
PL0000108502 |
98,28 |
98,44 |
1,66 |
1,51 |
98,36 |
1,58 |
DS1017 |
PL0000104543 |
104,57 |
104,75 |
1,67 |
1,53 |
104,66 |
1,60 |
WZ0118 |
PL0000104717 |
100,05 |
100,32 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,64 |
103,82 |
1,68 |
1,58 |
103,73 |
1,63 |
PS0718 |
PL0000107595 |
101,62 |
101,81 |
1,69 |
1,60 |
101,72 |
1,64 |
OK1018 |
PL0000109062 |
96,15 |
96,35 |
1,72 |
1,63 |
96,25 |
1,67 |
WZ0119 |
PL0000107603 |
99,81 |
100,08 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,20 |
104,42 |
1,82 |
1,75 |
104,31 |
1,79 |
DS1019 |
PL0000105441 |
111,55 |
111,82 |
1,86 |
1,78 |
111,69 |
1,82 |
WZ0120 |
PL0000108601 |
98,96 |
99,31 |
--- |
--- |
99,14 |
--- |
PS0420 |
PL0000108510 |
98,37 |
98,62 |
1,95 |
1,88 |
98,50 |
1,91 |
DS1020 |
PL0000106126 |
113,16 |
113,46 |
2,02 |
1,95 |
113,31 |
1,99 |
WZ0121 |
PL0000106068 |
98,46 |
98,83 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,52 |
99,76 |
2,10 |
2,05 |
99,64 |
2,08 |
PS0721 |
PL0000109153 |
97,77 |
98,06 |
2,22 |
2,16 |
97,92 |
2,19 |
DS1021 |
PL0000106670 |
117,46 |
117,76 |
2,22 |
2,16 |
117,61 |
2,19 |
WS0922 |
PL0000102646 |
119,26 |
119,71 |
2,38 |
2,31 |
119,49 |
2,34 |
IZ0823 |
PL0000105359 |
107,16 |
114,78 |
--- |
--- |
110,97 |
--- |
DS1023 |
PL0000107264 |
109,35 |
109,78 |
2,58 |
2,51 |
109,57 |
2,54 |
WZ0124 |
PL0000107454 |
95,93 |
96,41 |
--- |
--- |
96,17 |
--- |
DS0725 |
PL0000108197 |
103,47 |
103,90 |
2,81 |
2,76 |
103,69 |
2,78 |
WZ0126 |
PL0000108817 |
94,28 |
94,68 |
--- |
--- |
94,48 |
--- |
DS0726 |
PL0000108866 |
96,52 |
96,87 |
2,90 |
2,86 |
96,70 |
2,88 |
WS0429 |
PL0000105391 |
122,34 |
132,52 |
3,54 |
2,71 |
127,43 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,91 |
101,04 |
1,68 |
1,27 |
100,98 |
1,46 |
WZ0117 |
PL0000106936 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,45 |
102,59 |
1,64 |
1,47 |
102,52 |
1,56 |
OK0717 |
PL0000108502 |
98,28 |
98,40 |
1,66 |
1,54 |
98,34 |
1,60 |
DS1017 |
PL0000104543 |
104,59 |
104,69 |
1,65 |
1,58 |
104,64 |
1,62 |
WZ0118 |
PL0000104717 |
100,04 |
100,31 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,62 |
103,76 |
1,69 |
1,61 |
103,69 |
1,65 |
PS0718 |
PL0000107595 |
101,65 |
101,77 |
1,67 |
1,62 |
101,71 |
1,65 |
OK1018 |
PL0000109062 |
96,10 |
96,30 |
1,74 |
1,65 |
96,20 |
1,70 |
WZ0119 |
PL0000107603 |
99,82 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
104,12 |
104,33 |
1,85 |
1,78 |
104,23 |
1,81 |
DS1019 |
PL0000105441 |
111,53 |
111,76 |
1,86 |
1,80 |
111,65 |
1,83 |
WZ0120 |
PL0000108601 |
98,99 |
99,25 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
98,32 |
98,49 |
1,96 |
1,91 |
98,41 |
1,94 |
DS1020 |
PL0000106126 |
113,13 |
113,35 |
2,03 |
1,98 |
113,24 |
2,00 |
WZ0121 |
PL0000106068 |
98,42 |
98,75 |
--- |
--- |
98,59 |
--- |
PS0421 |
PL0000108916 |
99,50 |
99,67 |
2,11 |
2,07 |
99,59 |
2,09 |
PS0721 |
PL0000109153 |
97,76 |
97,91 |
2,22 |
2,19 |
97,84 |
2,21 |
DS1021 |
PL0000106670 |
117,42 |
117,61 |
2,23 |
2,19 |
117,52 |
2,21 |
WS0922 |
PL0000102646 |
119,21 |
119,55 |
2,38 |
2,33 |
119,38 |
2,36 |
IZ0823 |
PL0000105359 |
108,44 |
113,78 |
--- |
--- |
111,11 |
--- |
DS1023 |
PL0000107264 |
109,32 |
109,72 |
2,58 |
2,52 |
109,52 |
2,55 |
WZ0124 |
PL0000107454 |
95,82 |
96,25 |
--- |
--- |
96,04 |
--- |
DS0725 |
PL0000108197 |
103,38 |
103,79 |
2,82 |
2,77 |
103,59 |
2,79 |
WZ0126 |
PL0000108817 |
94,17 |
94,49 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
96,47 |
96,74 |
2,91 |
2,88 |
96,61 |
2,89 |
WS0429 |
PL0000105391 |
126,50 |
129,16 |
3,19 |
2,97 |
127,83 |
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) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,400 |
1,450 |
1,410 |
50 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
30 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
75 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
105 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
TOTAL |
310 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.