2016-07-05 |
MARKET DATA |
No 127 (2909) |
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 |
585,00 |
605,43 |
52 |
295,00 |
295,38 |
7 |
880,00 |
900,81 |
59 |
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 |
100,94 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,48 |
102,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,32 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,60 |
104,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,68 |
103,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,65 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,15 |
96,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,27 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,73 |
111,68 |
111,680 |
111,680 |
111,680 |
111,680 |
111,680 |
10 000 |
11,55 |
1 |
PS0420 |
PL0000108510 |
98,54 |
98,44 |
98,540 |
98,540 |
98,540 |
98,540 |
98,540 |
5 000 |
4,94 |
1 |
DS1020 |
PL0000106126 |
113,30 |
113,29 |
113,400 |
113,410 |
113,400 |
113,410 |
113,405 |
20 000 |
23,42 |
2 |
PS0421 |
PL0000108916 |
99,85 |
99,58 |
99,650 |
99,850 |
99,650 |
99,850 |
99,750 |
20 000 |
20,03 |
3 |
PS0721 |
PL0000109153 |
98,13 |
97,87 |
97,980 |
98,130 |
97,980 |
98,110 |
98,026 |
167 500 |
166,98 |
15 |
DS1021 |
PL0000106670 |
117,70 |
117,54 |
117,530 |
117,530 |
117,530 |
117,530 |
117,530 |
35 000 |
42,54 |
1 |
WS0922 |
PL0000102646 |
119,55 |
119,47 |
119,680 |
119,680 |
119,680 |
119,680 |
119,680 |
5 000 |
6,21 |
1 |
DS1023 |
PL0000107264 |
109,89 |
109,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,04 |
103,62 |
103,700 |
104,020 |
103,700 |
104,020 |
103,776 |
125 000 |
133,58 |
11 |
DS0726 |
PL0000108866 |
97,12 |
96,60 |
96,650 |
97,120 |
96,650 |
97,120 |
96,951 |
197 500 |
196,17 |
17 |
WS0428 |
PL0000107611 |
96,54 |
98,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,19 |
127,92 |
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 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,00 |
112,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
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 |
99,92 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,07 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,52 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,99 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,33 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
585 000 |
605,43 |
52 |
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 |
55 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
83 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
146 |
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 |
100,90 |
101,03 |
1,69 |
1,27 |
100,97 |
1,46 |
WZ0117 |
PL0000106936 |
100,07 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,44 |
102,58 |
1,64 |
1,47 |
102,51 |
1,56 |
OK0717 |
PL0000108502 |
98,28 |
98,39 |
1,67 |
1,56 |
98,34 |
1,61 |
DS1017 |
PL0000104543 |
104,54 |
104,68 |
1,68 |
1,58 |
104,61 |
1,63 |
WZ0118 |
PL0000104717 |
100,05 |
100,32 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,60 |
103,75 |
1,70 |
1,62 |
103,68 |
1,66 |
PS0718 |
PL0000107595 |
101,55 |
101,73 |
1,72 |
1,63 |
101,64 |
1,68 |
OK1018 |
PL0000109062 |
96,08 |
96,27 |
1,75 |
1,67 |
96,18 |
1,71 |
WZ0119 |
PL0000107603 |
99,78 |
100,03 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
104,05 |
104,27 |
1,87 |
1,80 |
104,16 |
1,83 |
DS1019 |
PL0000105441 |
111,44 |
111,70 |
1,89 |
1,81 |
111,57 |
1,85 |
WZ0120 |
PL0000108601 |
98,95 |
99,24 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
98,23 |
98,49 |
1,99 |
1,91 |
98,36 |
1,95 |
DS1020 |
PL0000106126 |
113,04 |
113,34 |
2,05 |
1,98 |
113,19 |
2,01 |
WZ0121 |
PL0000106068 |
98,39 |
98,74 |
--- |
--- |
98,57 |
--- |
PS0421 |
PL0000108916 |
99,42 |
99,65 |
2,13 |
2,08 |
99,54 |
2,10 |
PS0721 |
PL0000109153 |
97,72 |
97,95 |
2,23 |
2,18 |
97,84 |
2,21 |
DS1021 |
PL0000106670 |
117,30 |
117,60 |
2,25 |
2,19 |
117,45 |
2,22 |
WS0922 |
PL0000102646 |
119,11 |
119,55 |
2,40 |
2,33 |
119,33 |
2,36 |
IZ0823 |
PL0000105359 |
108,26 |
114,69 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
109,34 |
109,70 |
2,58 |
2,53 |
109,52 |
2,55 |
WZ0124 |
PL0000107454 |
95,76 |
96,33 |
--- |
--- |
96,05 |
--- |
DS0725 |
PL0000108197 |
103,28 |
103,71 |
2,83 |
2,78 |
103,50 |
2,80 |
WZ0126 |
PL0000108817 |
94,08 |
94,47 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
96,41 |
96,72 |
2,92 |
2,88 |
96,57 |
2,90 |
WS0429 |
PL0000105391 |
126,95 |
128,81 |
3,15 |
3,00 |
127,88 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,90 |
101,04 |
1,69 |
1,24 |
100,97 |
1,46 |
WZ0117 |
PL0000106936 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,46 |
102,60 |
1,62 |
1,45 |
102,53 |
1,53 |
OK0717 |
PL0000108502 |
98,28 |
98,40 |
1,67 |
1,55 |
98,34 |
1,61 |
DS1017 |
PL0000104543 |
104,57 |
104,68 |
1,66 |
1,58 |
104,63 |
1,62 |
WZ0118 |
PL0000104717 |
100,06 |
100,32 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,64 |
103,80 |
1,68 |
1,59 |
103,72 |
1,63 |
PS0718 |
PL0000107595 |
101,62 |
101,76 |
1,69 |
1,62 |
101,69 |
1,65 |
OK1018 |
PL0000109062 |
96,14 |
96,32 |
1,73 |
1,64 |
96,23 |
1,68 |
WZ0119 |
PL0000107603 |
99,83 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
104,23 |
104,38 |
1,81 |
1,76 |
104,31 |
1,78 |
DS1019 |
PL0000105441 |
111,68 |
111,84 |
1,82 |
1,77 |
111,76 |
1,79 |
WZ0120 |
PL0000108601 |
99,00 |
99,26 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
98,43 |
98,59 |
1,93 |
1,89 |
98,51 |
1,91 |
DS1020 |
PL0000106126 |
113,26 |
113,55 |
2,00 |
1,93 |
113,41 |
1,96 |
WZ0121 |
PL0000106068 |
98,45 |
98,78 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
99,75 |
99,88 |
2,05 |
2,02 |
99,82 |
2,04 |
PS0721 |
PL0000109153 |
98,06 |
98,20 |
2,16 |
2,13 |
98,13 |
2,14 |
DS1021 |
PL0000106670 |
117,66 |
117,83 |
2,18 |
2,15 |
117,75 |
2,17 |
WS0922 |
PL0000102646 |
119,47 |
119,84 |
2,34 |
2,29 |
119,66 |
2,31 |
IZ0823 |
PL0000105359 |
109,92 |
114,07 |
--- |
--- |
112,00 |
--- |
DS1023 |
PL0000107264 |
109,77 |
110,01 |
2,52 |
2,48 |
109,89 |
2,50 |
WZ0124 |
PL0000107454 |
95,86 |
96,26 |
--- |
--- |
96,06 |
--- |
DS0725 |
PL0000108197 |
103,91 |
104,18 |
2,75 |
2,72 |
104,05 |
2,74 |
WZ0126 |
PL0000108817 |
94,19 |
94,50 |
--- |
--- |
94,35 |
--- |
DS0726 |
PL0000108866 |
96,95 |
97,19 |
2,85 |
2,82 |
97,07 |
2,84 |
WS0429 |
PL0000105391 |
126,93 |
129,62 |
3,16 |
2,94 |
128,28 |
3,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
75 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
35 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
25 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
120 |
TOTAL |
295 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.