2016-07-08 |
MARKET DATA |
No 130 (2912) |
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 |
285,00 |
298,65 |
23 |
465,00 |
487,21 |
4 |
750,00 |
785,86 |
27 |
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 |
99,94 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,89 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,43 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,31 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,54 |
104,59 |
104,540 |
104,540 |
104,540 |
104,540 |
104,540 |
50 000 |
54,14 |
1 |
PS0418 |
PL0000107314 |
103,63 |
103,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,63 |
101,65 |
101,630 |
101,630 |
101,580 |
101,580 |
101,585 |
50 000 |
52,00 |
3 |
OK1018 |
PL0000109062 |
96,15 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,14 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,50 |
111,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,22 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,05 |
113,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,45 |
99,37 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
5 000 |
5,00 |
1 |
PS0721 |
PL0000109153 |
97,80 |
97,78 |
97,850 |
97,850 |
97,850 |
97,850 |
97,850 |
5 000 |
4,98 |
1 |
DS1021 |
PL0000106670 |
117,30 |
117,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,15 |
119,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,65 |
109,47 |
109,640 |
109,670 |
109,640 |
109,650 |
109,657 |
75 000 |
84,38 |
9 |
DS0725 |
PL0000108197 |
103,59 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,77 |
96,55 |
96,650 |
96,860 |
96,550 |
96,860 |
96,678 |
30 000 |
29,73 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,67 |
127,84 |
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 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,75 |
111,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,85 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,16 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,59 |
98,65 |
98,570 |
98,570 |
98,570 |
98,570 |
98,570 |
25 000 |
24,85 |
1 |
WZ0124 |
PL0000107454 |
96,05 |
96,09 |
96,050 |
96,050 |
96,030 |
96,030 |
96,037 |
45 000 |
43,58 |
2 |
WZ0126 |
PL0000108817 |
94,30 |
94,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
298,65 |
23 |
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 |
50 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
78 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
141 |
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 |
100,86 |
101,00 |
1,68 |
1,21 |
100,93 |
1,45 |
WZ0117 |
PL0000106936 |
100,02 |
100,30 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,41 |
102,55 |
1,63 |
1,46 |
102,48 |
1,54 |
OK0717 |
PL0000108502 |
98,29 |
98,45 |
1,68 |
1,52 |
98,37 |
1,60 |
DS1017 |
PL0000104543 |
104,48 |
104,65 |
1,69 |
1,56 |
104,57 |
1,62 |
WZ0118 |
PL0000104717 |
100,04 |
100,32 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,58 |
103,74 |
1,70 |
1,61 |
103,66 |
1,65 |
PS0718 |
PL0000107595 |
101,55 |
101,71 |
1,72 |
1,64 |
101,63 |
1,68 |
OK1018 |
PL0000109062 |
96,08 |
96,28 |
1,76 |
1,67 |
96,18 |
1,72 |
WZ0119 |
PL0000107603 |
99,77 |
100,03 |
--- |
--- |
99,90 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,20 |
1,88 |
1,81 |
104,11 |
1,84 |
DS1019 |
PL0000105441 |
111,38 |
111,59 |
1,89 |
1,83 |
111,49 |
1,86 |
WZ0120 |
PL0000108601 |
98,93 |
99,28 |
--- |
--- |
99,11 |
--- |
PS0420 |
PL0000108510 |
98,13 |
98,38 |
2,02 |
1,95 |
98,26 |
1,98 |
DS1020 |
PL0000106126 |
112,87 |
113,16 |
2,08 |
2,01 |
113,02 |
2,04 |
WZ0121 |
PL0000106068 |
98,47 |
98,80 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,50 |
2,17 |
2,11 |
99,37 |
2,14 |
PS0721 |
PL0000109153 |
97,57 |
97,85 |
2,26 |
2,20 |
97,71 |
2,23 |
DS1021 |
PL0000106670 |
117,10 |
117,39 |
2,28 |
2,22 |
117,25 |
2,25 |
WS0922 |
PL0000102646 |
118,91 |
119,34 |
2,42 |
2,36 |
119,13 |
2,39 |
IZ0823 |
PL0000105359 |
108,63 |
114,32 |
--- |
--- |
111,48 |
--- |
DS1023 |
PL0000107264 |
109,10 |
109,55 |
2,61 |
2,54 |
109,33 |
2,58 |
WZ0124 |
PL0000107454 |
95,86 |
96,32 |
--- |
--- |
96,09 |
--- |
DS0725 |
PL0000108197 |
103,21 |
103,65 |
2,84 |
2,79 |
103,43 |
2,81 |
WZ0126 |
PL0000108817 |
93,98 |
94,49 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
96,27 |
96,71 |
2,93 |
2,88 |
96,49 |
2,91 |
WS0429 |
PL0000105391 |
124,77 |
130,14 |
3,33 |
2,89 |
127,46 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,87 |
101,00 |
1,65 |
1,21 |
100,94 |
1,41 |
WZ0117 |
PL0000106936 |
100,04 |
100,29 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,40 |
102,55 |
1,64 |
1,46 |
102,48 |
1,54 |
OK0717 |
PL0000108502 |
98,30 |
98,44 |
1,67 |
1,53 |
98,37 |
1,60 |
DS1017 |
PL0000104543 |
104,50 |
104,61 |
1,68 |
1,59 |
104,56 |
1,63 |
WZ0118 |
PL0000104717 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,60 |
103,74 |
1,68 |
1,61 |
103,67 |
1,65 |
PS0718 |
PL0000107595 |
101,55 |
101,69 |
1,72 |
1,65 |
101,62 |
1,68 |
OK1018 |
PL0000109062 |
96,10 |
96,29 |
1,75 |
1,67 |
96,20 |
1,71 |
WZ0119 |
PL0000107603 |
99,81 |
100,01 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
104,10 |
104,23 |
1,85 |
1,80 |
104,17 |
1,82 |
DS1019 |
PL0000105441 |
111,45 |
111,60 |
1,87 |
1,83 |
111,53 |
1,85 |
WZ0120 |
PL0000108601 |
99,03 |
99,29 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
98,19 |
98,34 |
2,00 |
1,96 |
98,27 |
1,98 |
DS1020 |
PL0000106126 |
113,01 |
113,21 |
2,04 |
2,00 |
113,11 |
2,02 |
WZ0121 |
PL0000106068 |
98,53 |
98,79 |
--- |
--- |
98,66 |
--- |
PS0421 |
PL0000108916 |
99,36 |
99,60 |
2,14 |
2,09 |
99,48 |
2,11 |
PS0721 |
PL0000109153 |
97,73 |
97,92 |
2,23 |
2,19 |
97,83 |
2,21 |
DS1021 |
PL0000106670 |
117,26 |
117,51 |
2,25 |
2,20 |
117,39 |
2,22 |
WS0922 |
PL0000102646 |
119,13 |
119,50 |
2,39 |
2,33 |
119,32 |
2,36 |
IZ0823 |
PL0000105359 |
109,74 |
112,56 |
--- |
--- |
111,15 |
--- |
DS1023 |
PL0000107264 |
109,46 |
109,83 |
2,56 |
2,50 |
109,65 |
2,53 |
WZ0124 |
PL0000107454 |
95,96 |
96,18 |
--- |
--- |
96,07 |
--- |
DS0725 |
PL0000108197 |
103,51 |
103,86 |
2,80 |
2,76 |
103,69 |
2,78 |
WZ0126 |
PL0000108817 |
94,14 |
94,52 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
96,65 |
96,96 |
2,89 |
2,85 |
96,81 |
2,87 |
WS0429 |
PL0000105391 |
126,28 |
129,30 |
3,21 |
2,96 |
127,79 |
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) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
55 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
20 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
315 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
75 |
TOTAL |
465 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.