2016-07-07 |
MARKET DATA |
No 129 (2911) |
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 |
790,00 |
832,58 |
63 |
60,00 |
59,64 |
2 |
850,00 |
892,22 |
65 |
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 |
99,93 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,90 |
101,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,45 |
102,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,30 |
98,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,53 |
104,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,60 |
103,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,58 |
101,56 |
101,560 |
101,560 |
101,560 |
101,560 |
101,560 |
180 000 |
187,14 |
7 |
OK1018 |
PL0000109062 |
96,15 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,08 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,43 |
111,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,23 |
98,20 |
98,100 |
98,240 |
98,080 |
98,240 |
98,180 |
65 000 |
64,02 |
9 |
DS1020 |
PL0000106126 |
113,00 |
112,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,44 |
99,25 |
99,390 |
99,390 |
99,260 |
99,260 |
99,308 |
135 000 |
134,64 |
11 |
PS0721 |
PL0000109153 |
97,70 |
97,51 |
97,560 |
97,560 |
97,560 |
97,560 |
97,560 |
5 000 |
4,96 |
1 |
DS1021 |
PL0000106670 |
117,31 |
117,05 |
117,300 |
117,300 |
117,150 |
117,150 |
117,186 |
140 000 |
169,78 |
13 |
WS0922 |
PL0000102646 |
119,07 |
118,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,21 |
109,08 |
109,080 |
109,080 |
109,080 |
109,080 |
109,080 |
20 000 |
22,38 |
1 |
DS0725 |
PL0000108197 |
103,37 |
103,00 |
103,100 |
103,100 |
103,000 |
103,060 |
103,055 |
105 000 |
111,49 |
9 |
DS0726 |
PL0000108866 |
96,45 |
96,10 |
96,300 |
96,350 |
96,150 |
96,200 |
96,286 |
140 000 |
138,17 |
12 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,14 |
127,20 |
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 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,87 |
111,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,07 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,07 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,82 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
98,98 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,50 |
98,76 |
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 |
94,25 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
790 000 |
832,58 |
63 |
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 |
51 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
79 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
142 |
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 |
100,88 |
101,02 |
1,64 |
1,18 |
100,95 |
1,41 |
WZ0117 |
PL0000106936 |
100,02 |
100,28 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,42 |
102,56 |
1,63 |
1,45 |
102,49 |
1,54 |
OK0717 |
PL0000108502 |
98,27 |
98,44 |
1,69 |
1,53 |
98,36 |
1,61 |
DS1017 |
PL0000104543 |
104,50 |
104,66 |
1,68 |
1,56 |
104,58 |
1,62 |
WZ0118 |
PL0000104717 |
100,04 |
100,31 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,54 |
103,73 |
1,72 |
1,62 |
103,64 |
1,67 |
PS0718 |
PL0000107595 |
101,52 |
101,71 |
1,73 |
1,64 |
101,62 |
1,68 |
OK1018 |
PL0000109062 |
96,06 |
96,27 |
1,77 |
1,67 |
96,17 |
1,72 |
WZ0119 |
PL0000107603 |
99,78 |
100,03 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
103,99 |
104,22 |
1,89 |
1,81 |
104,11 |
1,85 |
DS1019 |
PL0000105441 |
111,36 |
111,62 |
1,90 |
1,82 |
111,49 |
1,86 |
WZ0120 |
PL0000108601 |
98,95 |
99,29 |
--- |
--- |
99,12 |
--- |
PS0420 |
PL0000108510 |
98,19 |
98,43 |
2,00 |
1,93 |
98,31 |
1,97 |
DS1020 |
PL0000106126 |
112,93 |
113,24 |
2,06 |
1,99 |
113,09 |
2,03 |
WZ0121 |
PL0000106068 |
98,43 |
98,80 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
99,36 |
99,59 |
2,14 |
2,09 |
99,48 |
2,11 |
PS0721 |
PL0000109153 |
97,58 |
97,86 |
2,26 |
2,20 |
97,72 |
2,23 |
DS1021 |
PL0000106670 |
117,18 |
117,47 |
2,26 |
2,21 |
117,33 |
2,24 |
WS0922 |
PL0000102646 |
118,99 |
119,44 |
2,41 |
2,34 |
119,22 |
2,38 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
109,12 |
109,56 |
2,61 |
2,54 |
109,34 |
2,58 |
WZ0124 |
PL0000107454 |
95,75 |
96,26 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
103,22 |
103,67 |
2,84 |
2,78 |
103,45 |
2,81 |
WZ0126 |
PL0000108817 |
94,01 |
94,51 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
96,29 |
96,65 |
2,93 |
2,89 |
96,47 |
2,91 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,88 |
101,02 |
1,64 |
1,18 |
100,95 |
1,41 |
WZ0117 |
PL0000106936 |
100,04 |
100,29 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,42 |
102,56 |
1,63 |
1,45 |
102,49 |
1,54 |
OK0717 |
PL0000108502 |
98,29 |
98,45 |
1,67 |
1,52 |
98,37 |
1,60 |
DS1017 |
PL0000104543 |
104,51 |
104,64 |
1,68 |
1,58 |
104,58 |
1,62 |
WZ0118 |
PL0000104717 |
100,04 |
100,31 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,55 |
103,70 |
1,72 |
1,63 |
103,63 |
1,67 |
PS0718 |
PL0000107595 |
101,53 |
101,68 |
1,73 |
1,65 |
101,61 |
1,69 |
OK1018 |
PL0000109062 |
96,11 |
96,23 |
1,75 |
1,69 |
96,17 |
1,72 |
WZ0119 |
PL0000107603 |
99,78 |
100,02 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
104,02 |
104,19 |
1,88 |
1,82 |
104,11 |
1,85 |
DS1019 |
PL0000105441 |
111,37 |
111,58 |
1,90 |
1,84 |
111,48 |
1,87 |
WZ0120 |
PL0000108601 |
98,93 |
99,27 |
--- |
--- |
99,10 |
--- |
PS0420 |
PL0000108510 |
98,10 |
98,24 |
2,02 |
1,98 |
98,17 |
2,00 |
DS1020 |
PL0000106126 |
112,81 |
113,10 |
2,09 |
2,03 |
112,96 |
2,06 |
WZ0121 |
PL0000106068 |
98,45 |
98,80 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
99,19 |
99,41 |
2,18 |
2,13 |
99,30 |
2,15 |
PS0721 |
PL0000109153 |
97,47 |
97,69 |
2,29 |
2,24 |
97,58 |
2,26 |
DS1021 |
PL0000106670 |
117,00 |
117,29 |
2,30 |
2,24 |
117,15 |
2,27 |
WS0922 |
PL0000102646 |
118,82 |
119,23 |
2,44 |
2,38 |
119,03 |
2,41 |
IZ0823 |
PL0000105359 |
109,55 |
112,93 |
--- |
--- |
111,24 |
--- |
DS1023 |
PL0000107264 |
108,99 |
109,41 |
2,63 |
2,57 |
109,20 |
2,60 |
WZ0124 |
PL0000107454 |
95,85 |
96,26 |
--- |
--- |
96,06 |
--- |
DS0725 |
PL0000108197 |
103,00 |
103,44 |
2,87 |
2,81 |
103,22 |
2,84 |
WZ0126 |
PL0000108817 |
94,12 |
94,48 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
96,12 |
96,40 |
2,95 |
2,92 |
96,26 |
2,93 |
WS0429 |
PL0000105391 |
126,33 |
128,15 |
3,20 |
3,05 |
127,24 |
3,13 |
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 |
1,350 |
1,350 |
1,350 |
30 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,350 |
1,350 |
1,350 |
30 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.