2016-07-12 |
MARKET DATA |
No 132 (2914) |
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 |
170,00 |
174,96 |
16 |
800,00 |
826,64 |
12 |
970,00 |
1 001,60 |
28 |
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 |
99,95 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,88 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,46 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,35 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,55 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,64 |
103,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,58 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,20 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,16 |
104,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,54 |
104,68 |
111,410 |
111,410 |
111,410 |
111,410 |
111,410 |
10 000 |
11,54 |
1 |
PS0420 |
PL0000108510 |
98,30 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,10 |
113,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,48 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,96 |
97,89 |
97,890 |
97,960 |
97,890 |
97,960 |
97,912 |
130 000 |
129,49 |
10 |
DS1021 |
PL0000106670 |
117,44 |
117,36 |
117,360 |
117,440 |
117,360 |
117,440 |
117,400 |
10 000 |
12,15 |
2 |
WS0922 |
PL0000102646 |
119,21 |
119,29 |
119,290 |
119,290 |
119,290 |
119,290 |
119,290 |
5 000 |
6,20 |
1 |
DS1023 |
PL0000107264 |
109,88 |
109,84 |
109,840 |
109,840 |
109,840 |
109,840 |
109,840 |
5 000 |
5,64 |
1 |
DS0725 |
PL0000108197 |
103,88 |
103,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,03 |
96,97 |
97,050 |
97,050 |
97,050 |
97,050 |
97,050 |
10 000 |
9,95 |
1 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,02 |
128,34 |
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 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,88 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,11 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,59 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,05 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,21 |
94,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
170 000 |
174,96 |
16 |
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 |
48 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
76 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
139 |
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 |
100,85 |
100,99 |
1,66 |
1,18 |
100,92 |
1,42 |
WZ0117 |
PL0000106936 |
100,04 |
100,29 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,40 |
102,53 |
1,62 |
1,46 |
102,47 |
1,53 |
OK0717 |
PL0000108502 |
98,32 |
98,46 |
1,66 |
1,52 |
98,39 |
1,59 |
DS1017 |
PL0000104543 |
104,47 |
104,63 |
1,69 |
1,56 |
104,55 |
1,63 |
WZ0118 |
PL0000104717 |
100,00 |
100,19 |
--- |
--- |
100,10 |
--- |
PS0418 |
PL0000107314 |
103,57 |
103,74 |
1,69 |
1,60 |
103,66 |
1,64 |
PS0718 |
PL0000107595 |
101,54 |
101,70 |
1,72 |
1,64 |
101,62 |
1,68 |
OK1018 |
PL0000109062 |
96,16 |
96,36 |
1,73 |
1,64 |
96,26 |
1,68 |
WZ0119 |
PL0000107603 |
99,75 |
100,02 |
--- |
--- |
99,89 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,27 |
1,87 |
1,79 |
104,16 |
1,83 |
DS1019 |
PL0000105441 |
111,37 |
111,64 |
1,89 |
1,81 |
111,51 |
1,85 |
WZ0120 |
PL0000108601 |
98,99 |
99,32 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
98,19 |
98,43 |
2,00 |
1,93 |
98,31 |
1,97 |
DS1020 |
PL0000106126 |
112,96 |
113,24 |
2,05 |
1,99 |
113,10 |
2,02 |
WZ0121 |
PL0000106068 |
98,46 |
98,81 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
99,39 |
99,64 |
2,13 |
2,08 |
99,52 |
2,10 |
PS0721 |
PL0000109153 |
97,71 |
97,99 |
2,24 |
2,17 |
97,85 |
2,21 |
DS1021 |
PL0000106670 |
117,25 |
117,54 |
2,25 |
2,19 |
117,40 |
2,22 |
WS0922 |
PL0000102646 |
119,12 |
119,57 |
2,39 |
2,32 |
119,35 |
2,35 |
IZ0823 |
PL0000105359 |
109,60 |
112,83 |
--- |
--- |
111,22 |
--- |
DS1023 |
PL0000107264 |
109,52 |
109,93 |
2,55 |
2,49 |
109,73 |
2,52 |
WZ0124 |
PL0000107454 |
95,83 |
96,29 |
--- |
--- |
96,06 |
--- |
DS0725 |
PL0000108197 |
103,46 |
103,88 |
2,81 |
2,76 |
103,67 |
2,78 |
WZ0126 |
PL0000108817 |
94,12 |
94,56 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,72 |
97,11 |
2,88 |
2,83 |
96,92 |
2,86 |
WS0429 |
PL0000105391 |
126,89 |
129,16 |
3,16 |
2,97 |
128,03 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,86 |
100,98 |
1,63 |
1,22 |
100,92 |
1,42 |
WZ0117 |
PL0000106936 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,41 |
102,52 |
1,61 |
1,47 |
102,47 |
1,53 |
OK0717 |
PL0000108502 |
98,31 |
98,45 |
1,67 |
1,53 |
98,38 |
1,60 |
DS1017 |
PL0000104543 |
104,52 |
104,59 |
1,65 |
1,59 |
104,56 |
1,62 |
WZ0118 |
PL0000104717 |
100,06 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
103,61 |
103,73 |
1,67 |
1,61 |
103,67 |
1,64 |
PS0718 |
PL0000107595 |
101,56 |
101,71 |
1,71 |
1,64 |
101,64 |
1,67 |
OK1018 |
PL0000109062 |
96,18 |
96,34 |
1,72 |
1,65 |
96,26 |
1,68 |
WZ0119 |
PL0000107603 |
99,83 |
100,02 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
104,13 |
104,26 |
1,84 |
1,79 |
104,20 |
1,81 |
DS1019 |
PL0000105441 |
111,50 |
111,67 |
1,85 |
1,80 |
111,59 |
1,83 |
WZ0120 |
PL0000108601 |
99,05 |
99,26 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
98,27 |
98,40 |
1,98 |
1,94 |
98,34 |
1,96 |
DS1020 |
PL0000106126 |
113,05 |
113,25 |
2,03 |
1,99 |
113,15 |
2,01 |
WZ0121 |
PL0000106068 |
98,53 |
98,75 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
99,42 |
99,66 |
2,13 |
2,07 |
99,54 |
2,10 |
PS0721 |
PL0000109153 |
97,87 |
98,03 |
2,20 |
2,17 |
97,95 |
2,18 |
DS1021 |
PL0000106670 |
117,39 |
117,52 |
2,22 |
2,20 |
117,46 |
2,21 |
WS0922 |
PL0000102646 |
119,20 |
119,64 |
2,38 |
2,31 |
119,42 |
2,34 |
IZ0823 |
PL0000105359 |
109,61 |
112,69 |
--- |
--- |
111,15 |
--- |
DS1023 |
PL0000107264 |
109,78 |
109,99 |
2,51 |
2,48 |
109,89 |
2,50 |
WZ0124 |
PL0000107454 |
95,96 |
96,16 |
--- |
--- |
96,06 |
--- |
DS0725 |
PL0000108197 |
103,76 |
103,96 |
2,77 |
2,75 |
103,86 |
2,76 |
WZ0126 |
PL0000108817 |
94,13 |
94,45 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
96,93 |
97,19 |
2,85 |
2,82 |
97,06 |
2,84 |
WS0429 |
PL0000105391 |
126,46 |
129,75 |
3,19 |
2,92 |
128,11 |
3,06 |
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 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
130 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
100 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
90 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
105 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
25 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
185 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
25 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
WZ0120 |
PL0000108601 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
TOTAL |
800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.