2016-07-11 |
MARKET DATA |
No 131 (2913) |
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 |
280,00 |
284,94 |
23 |
1 095,00 |
1 130,44 |
14 |
1 375,00 |
1 415,38 |
37 |
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 |
99,95 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
5 000 |
5,00 |
1 |
PS1016 |
PL0000106795 |
100,89 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,46 |
102,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,35 |
98,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,56 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,63 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,20 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,20 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,58 |
111,60 |
111,580 |
111,580 |
111,570 |
111,570 |
111,575 |
20 000 |
23,10 |
2 |
PS0420 |
PL0000108510 |
98,34 |
98,34 |
98,340 |
98,350 |
98,320 |
98,320 |
98,340 |
135 000 |
133,20 |
8 |
DS1020 |
PL0000106126 |
113,15 |
113,20 |
113,250 |
113,250 |
113,250 |
113,250 |
113,250 |
10 000 |
11,70 |
1 |
PS0421 |
PL0000108916 |
99,57 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,94 |
97,90 |
97,900 |
97,930 |
97,900 |
97,930 |
97,916 |
60 000 |
59,77 |
4 |
DS1021 |
PL0000106670 |
117,48 |
117,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,39 |
119,43 |
119,430 |
119,480 |
119,430 |
119,480 |
119,455 |
10 000 |
12,41 |
2 |
DS1023 |
PL0000107264 |
109,80 |
109,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,94 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,10 |
96,97 |
97,000 |
97,050 |
97,000 |
97,050 |
97,008 |
30 000 |
29,83 |
4 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,24 |
128,43 |
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 |
110,50 |
111,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,85 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,11 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,62 |
98,75 |
98,620 |
98,620 |
98,620 |
98,620 |
98,620 |
10 000 |
9,94 |
1 |
WZ0124 |
PL0000107454 |
96,03 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
280 000 |
284,94 |
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 |
49 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
77 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
140 |
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 |
100,87 |
101,00 |
1,62 |
1,18 |
100,94 |
1,38 |
WZ0117 |
PL0000106936 |
100,02 |
100,29 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,41 |
102,55 |
1,62 |
1,44 |
102,48 |
1,53 |
OK0717 |
PL0000108502 |
98,31 |
98,45 |
1,66 |
1,52 |
98,38 |
1,59 |
DS1017 |
PL0000104543 |
104,48 |
104,64 |
1,69 |
1,56 |
104,56 |
1,63 |
WZ0118 |
PL0000104717 |
100,05 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,58 |
103,74 |
1,69 |
1,60 |
103,66 |
1,65 |
PS0718 |
PL0000107595 |
101,55 |
101,69 |
1,72 |
1,65 |
101,62 |
1,68 |
OK1018 |
PL0000109062 |
96,13 |
96,32 |
1,74 |
1,65 |
96,23 |
1,70 |
WZ0119 |
PL0000107603 |
99,79 |
100,02 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
104,09 |
104,24 |
1,85 |
1,80 |
104,17 |
1,82 |
DS1019 |
PL0000105441 |
111,45 |
111,63 |
1,87 |
1,82 |
111,54 |
1,84 |
WZ0120 |
PL0000108601 |
98,96 |
99,29 |
--- |
--- |
99,13 |
--- |
PS0420 |
PL0000108510 |
98,18 |
98,38 |
2,00 |
1,95 |
98,28 |
1,97 |
DS1020 |
PL0000106126 |
112,98 |
113,22 |
2,05 |
2,00 |
113,10 |
2,02 |
WZ0121 |
PL0000106068 |
98,53 |
98,86 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
99,38 |
99,62 |
2,14 |
2,08 |
99,50 |
2,11 |
PS0721 |
PL0000109153 |
97,74 |
98,00 |
2,23 |
2,17 |
97,87 |
2,20 |
DS1021 |
PL0000106670 |
117,20 |
117,50 |
2,26 |
2,20 |
117,35 |
2,23 |
WS0922 |
PL0000102646 |
119,09 |
119,54 |
2,40 |
2,32 |
119,32 |
2,36 |
IZ0823 |
PL0000105359 |
106,79 |
116,06 |
--- |
--- |
111,43 |
--- |
DS1023 |
PL0000107264 |
109,49 |
109,93 |
2,55 |
2,49 |
109,71 |
2,52 |
WZ0124 |
PL0000107454 |
95,88 |
96,24 |
--- |
--- |
96,06 |
--- |
DS0725 |
PL0000108197 |
103,53 |
103,93 |
2,80 |
2,75 |
103,73 |
2,78 |
WZ0126 |
PL0000108817 |
94,14 |
94,55 |
--- |
--- |
94,35 |
--- |
DS0726 |
PL0000108866 |
96,68 |
97,13 |
2,88 |
2,83 |
96,91 |
2,86 |
WS0429 |
PL0000105391 |
125,21 |
130,60 |
3,30 |
2,86 |
127,91 |
3,07 |
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 |
1,62 |
1,18 |
100,94 |
1,38 |
WZ0117 |
PL0000106936 |
100,06 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
102,43 |
102,55 |
1,59 |
1,44 |
102,49 |
1,52 |
OK0717 |
PL0000108502 |
98,33 |
98,47 |
1,64 |
1,50 |
98,40 |
1,57 |
DS1017 |
PL0000104543 |
104,53 |
104,62 |
1,65 |
1,58 |
104,58 |
1,61 |
WZ0118 |
PL0000104717 |
100,06 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,61 |
103,75 |
1,68 |
1,60 |
103,68 |
1,64 |
PS0718 |
PL0000107595 |
101,57 |
101,70 |
1,71 |
1,64 |
101,64 |
1,67 |
OK1018 |
PL0000109062 |
96,19 |
96,36 |
1,71 |
1,64 |
96,28 |
1,67 |
WZ0119 |
PL0000107603 |
99,80 |
100,02 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
104,16 |
104,29 |
1,83 |
1,78 |
104,23 |
1,80 |
DS1019 |
PL0000105441 |
111,50 |
111,67 |
1,85 |
1,80 |
111,59 |
1,83 |
WZ0120 |
PL0000108601 |
99,01 |
99,30 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
98,27 |
98,43 |
1,98 |
1,93 |
98,35 |
1,95 |
DS1020 |
PL0000106126 |
113,06 |
113,35 |
2,03 |
1,97 |
113,21 |
2,00 |
WZ0121 |
PL0000106068 |
98,56 |
98,80 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
99,50 |
99,73 |
2,11 |
2,06 |
99,62 |
2,08 |
PS0721 |
PL0000109153 |
97,84 |
98,04 |
2,21 |
2,16 |
97,94 |
2,19 |
DS1021 |
PL0000106670 |
117,42 |
117,66 |
2,22 |
2,17 |
117,54 |
2,19 |
WS0922 |
PL0000102646 |
119,27 |
119,70 |
2,37 |
2,30 |
119,49 |
2,33 |
IZ0823 |
PL0000105359 |
109,63 |
112,83 |
--- |
--- |
111,23 |
--- |
DS1023 |
PL0000107264 |
109,75 |
110,10 |
2,52 |
2,47 |
109,93 |
2,49 |
WZ0124 |
PL0000107454 |
95,97 |
96,26 |
--- |
--- |
96,12 |
--- |
DS0725 |
PL0000108197 |
103,73 |
104,08 |
2,78 |
2,73 |
103,91 |
2,75 |
WZ0126 |
PL0000108817 |
94,18 |
94,59 |
--- |
--- |
94,39 |
--- |
DS0726 |
PL0000108866 |
96,88 |
97,21 |
2,86 |
2,82 |
97,05 |
2,84 |
WS0429 |
PL0000105391 |
126,71 |
129,64 |
3,17 |
2,93 |
128,18 |
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) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
70 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
155 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
75 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
190 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
80 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
95 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
320 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
WZ0120 |
PL0000108601 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
30 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
20 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
15 |
TOTAL |
1 095 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.