2016-07-06 |
MARKET DATA |
No 128 (2910) |
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 |
352,50 |
366,03 |
39 |
575,00 |
606,70 |
6 |
927,50 |
972,74 |
45 |
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 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,93 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,49 |
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 |
104,60 |
104,600 |
104,600 |
104,580 |
104,580 |
104,590 |
35 000 |
37,90 |
3 |
PS0418 |
PL0000107314 |
103,71 |
103,74 |
103,710 |
103,710 |
103,710 |
103,710 |
103,710 |
25 000 |
26,12 |
1 |
PS0718 |
PL0000107595 |
101,65 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,15 |
96,20 |
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 |
111,65 |
111,73 |
111,650 |
111,650 |
111,650 |
111,650 |
111,650 |
10 000 |
11,55 |
1 |
PS0420 |
PL0000108510 |
98,45 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,28 |
113,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,78 |
99,62 |
99,660 |
99,660 |
99,620 |
99,620 |
99,640 |
10 000 |
10,00 |
2 |
PS0721 |
PL0000109153 |
98,06 |
97,93 |
97,930 |
97,930 |
97,930 |
97,930 |
97,930 |
5 000 |
4,98 |
1 |
DS1021 |
PL0000106670 |
117,65 |
117,63 |
117,560 |
117,560 |
117,560 |
117,560 |
117,560 |
5 000 |
6,08 |
1 |
WS0922 |
PL0000102646 |
119,53 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,75 |
109,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,99 |
103,85 |
103,980 |
103,980 |
103,750 |
103,750 |
103,824 |
57 500 |
61,48 |
9 |
DS0726 |
PL0000108866 |
97,01 |
96,75 |
96,940 |
97,010 |
96,700 |
96,700 |
96,825 |
190 000 |
188,50 |
19 |
WS0428 |
PL0000107611 |
96,54 |
99,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,12 |
128,15 |
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 |
100,20 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,20 |
111,45 |
111,200 |
111,200 |
111,050 |
111,050 |
111,100 |
15 000 |
19,43 |
2 |
WZ0117 |
PL0000106936 |
100,10 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,00 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,52 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,00 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,30 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
352 500 |
366,03 |
39 |
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 |
54 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
82 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
145 |
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 |
100,89 |
101,04 |
1,69 |
1,21 |
100,97 |
1,43 |
WZ0117 |
PL0000106936 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,47 |
102,61 |
1,60 |
1,43 |
102,54 |
1,51 |
OK0717 |
PL0000108502 |
98,30 |
98,40 |
1,65 |
1,55 |
98,35 |
1,60 |
DS1017 |
PL0000104543 |
104,53 |
104,67 |
1,68 |
1,58 |
104,60 |
1,63 |
WZ0118 |
PL0000104717 |
100,05 |
100,31 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,79 |
1,68 |
1,59 |
103,71 |
1,64 |
PS0718 |
PL0000107595 |
101,57 |
101,76 |
1,71 |
1,62 |
101,67 |
1,66 |
OK1018 |
PL0000109062 |
96,12 |
96,33 |
1,74 |
1,64 |
96,23 |
1,69 |
WZ0119 |
PL0000107603 |
99,83 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
104,13 |
104,35 |
1,84 |
1,77 |
104,24 |
1,81 |
DS1019 |
PL0000105441 |
111,53 |
111,79 |
1,86 |
1,78 |
111,66 |
1,82 |
WZ0120 |
PL0000108601 |
98,96 |
99,26 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
98,37 |
98,60 |
1,95 |
1,88 |
98,49 |
1,91 |
DS1020 |
PL0000106126 |
113,20 |
113,49 |
2,01 |
1,94 |
113,35 |
1,98 |
WZ0121 |
PL0000106068 |
98,42 |
98,79 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
99,62 |
99,82 |
2,08 |
2,04 |
99,72 |
2,06 |
PS0721 |
PL0000109153 |
97,91 |
98,17 |
2,19 |
2,13 |
98,04 |
2,16 |
DS1021 |
PL0000106670 |
117,53 |
117,76 |
2,20 |
2,16 |
117,65 |
2,18 |
WS0922 |
PL0000102646 |
119,43 |
119,83 |
2,35 |
2,29 |
119,63 |
2,32 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
109,52 |
109,92 |
2,55 |
2,49 |
109,72 |
2,52 |
WZ0124 |
PL0000107454 |
95,85 |
96,35 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
103,60 |
103,93 |
2,79 |
2,75 |
103,77 |
2,77 |
WZ0126 |
PL0000108817 |
94,12 |
94,52 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
96,81 |
97,07 |
2,87 |
2,84 |
96,94 |
2,85 |
WS0429 |
PL0000105391 |
127,40 |
129,02 |
3,12 |
2,98 |
128,21 |
3,05 |
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 |
1,63 |
1,21 |
100,98 |
1,40 |
WZ0117 |
PL0000106936 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,46 |
102,58 |
1,61 |
1,46 |
102,52 |
1,54 |
OK0717 |
PL0000108502 |
98,29 |
98,43 |
1,66 |
1,52 |
98,36 |
1,59 |
DS1017 |
PL0000104543 |
104,54 |
104,63 |
1,68 |
1,61 |
104,59 |
1,64 |
WZ0118 |
PL0000104717 |
100,03 |
100,31 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,59 |
103,76 |
1,70 |
1,61 |
103,68 |
1,65 |
PS0718 |
PL0000107595 |
101,58 |
101,77 |
1,71 |
1,61 |
101,68 |
1,66 |
OK1018 |
PL0000109062 |
96,11 |
96,31 |
1,74 |
1,65 |
96,21 |
1,70 |
WZ0119 |
PL0000107603 |
99,77 |
100,02 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
104,14 |
104,33 |
1,84 |
1,78 |
104,24 |
1,81 |
DS1019 |
PL0000105441 |
111,57 |
111,76 |
1,85 |
1,79 |
111,67 |
1,82 |
WZ0120 |
PL0000108601 |
98,95 |
99,25 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
98,29 |
98,54 |
1,97 |
1,90 |
98,42 |
1,93 |
DS1020 |
PL0000106126 |
113,11 |
113,39 |
2,03 |
1,97 |
113,25 |
2,00 |
WZ0121 |
PL0000106068 |
98,47 |
98,80 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
99,49 |
99,71 |
2,11 |
2,06 |
99,60 |
2,09 |
PS0721 |
PL0000109153 |
97,82 |
98,04 |
2,21 |
2,16 |
97,93 |
2,19 |
DS1021 |
PL0000106670 |
117,42 |
117,65 |
2,22 |
2,18 |
117,54 |
2,20 |
WS0922 |
PL0000102646 |
119,34 |
119,64 |
2,36 |
2,32 |
119,49 |
2,34 |
IZ0823 |
PL0000105359 |
110,22 |
112,27 |
--- |
--- |
111,25 |
--- |
DS1023 |
PL0000107264 |
109,45 |
109,80 |
2,56 |
2,51 |
109,63 |
2,54 |
WZ0124 |
PL0000107454 |
95,90 |
96,27 |
--- |
--- |
96,09 |
--- |
DS0725 |
PL0000108197 |
103,60 |
103,92 |
2,79 |
2,75 |
103,76 |
2,77 |
WZ0126 |
PL0000108817 |
94,19 |
94,52 |
--- |
--- |
94,36 |
--- |
DS0726 |
PL0000108866 |
96,67 |
96,88 |
2,88 |
2,86 |
96,78 |
2,87 |
WS0429 |
PL0000105391 |
126,44 |
129,13 |
3,20 |
2,98 |
127,79 |
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) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
100 |
PS0719 |
PL0000108148 |
1/5 |
4 |
1,350 |
1,350 |
1,350 |
300 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
65 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
60 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
TOTAL |
575 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.