2016-07-13 |
MARKET DATA |
No 133 (2915) |
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 |
205,00 |
217,25 |
19 |
3 260,00 |
3 421,16 |
11 |
3 465,00 |
3 638,41 |
30 |
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 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
35 000 |
34,98 |
1 |
PS1016 |
PL0000106795 |
100,87 |
100,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,42 |
102,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,35 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,56 |
104,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,63 |
103,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,62 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,22 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,13 |
104,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,42 |
111,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,28 |
98,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,98 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,48 |
99,47 |
99,480 |
99,480 |
99,480 |
99,480 |
99,480 |
5 000 |
5,00 |
1 |
PS0721 |
PL0000109153 |
97,90 |
97,88 |
97,890 |
97,890 |
97,880 |
97,880 |
97,883 |
40 000 |
39,83 |
3 |
DS1021 |
PL0000106670 |
117,35 |
117,30 |
117,350 |
117,350 |
117,300 |
117,300 |
117,332 |
45 000 |
54,67 |
4 |
WS0922 |
PL0000102646 |
119,17 |
119,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,75 |
109,65 |
109,650 |
109,650 |
109,650 |
109,650 |
109,650 |
5 000 |
5,63 |
1 |
DS0725 |
PL0000108197 |
103,77 |
103,71 |
103,720 |
103,740 |
103,700 |
103,710 |
103,717 |
35 000 |
37,41 |
4 |
DS0726 |
PL0000108866 |
97,00 |
96,90 |
96,970 |
96,970 |
96,880 |
96,940 |
96,923 |
40 000 |
39,74 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,94 |
128,00 |
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 |
100,08 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,86 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,12 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,00 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,20 |
94,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
205 000 |
217,25 |
19 |
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 |
47 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
75 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
138 |
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 |
100,98 |
1,63 |
1,18 |
100,92 |
1,39 |
WZ0117 |
PL0000106936 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,39 |
102,52 |
1,62 |
1,46 |
102,46 |
1,53 |
OK0717 |
PL0000108502 |
98,32 |
98,46 |
1,66 |
1,52 |
98,39 |
1,59 |
DS1017 |
PL0000104543 |
104,51 |
104,62 |
1,65 |
1,56 |
104,57 |
1,60 |
WZ0118 |
PL0000104717 |
100,02 |
100,21 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
103,58 |
103,73 |
1,69 |
1,60 |
103,66 |
1,64 |
PS0718 |
PL0000107595 |
101,55 |
101,71 |
1,72 |
1,64 |
101,63 |
1,68 |
OK1018 |
PL0000109062 |
96,17 |
96,38 |
1,73 |
1,63 |
96,28 |
1,68 |
WZ0119 |
PL0000107603 |
99,78 |
100,03 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
104,05 |
104,25 |
1,86 |
1,79 |
104,15 |
1,83 |
DS1019 |
PL0000105441 |
111,39 |
111,64 |
1,88 |
1,81 |
111,52 |
1,84 |
WZ0120 |
PL0000108601 |
98,98 |
99,33 |
--- |
--- |
99,16 |
--- |
PS0420 |
PL0000108510 |
98,18 |
98,42 |
2,00 |
1,94 |
98,30 |
1,97 |
DS1020 |
PL0000106126 |
112,93 |
113,20 |
2,06 |
2,00 |
113,07 |
2,03 |
WZ0121 |
PL0000106068 |
98,44 |
98,77 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
99,39 |
99,62 |
2,13 |
2,08 |
99,51 |
2,11 |
PS0721 |
PL0000109153 |
97,83 |
98,02 |
2,21 |
2,17 |
97,93 |
2,19 |
DS1021 |
PL0000106670 |
117,22 |
117,51 |
2,25 |
2,20 |
117,37 |
2,22 |
WS0922 |
PL0000102646 |
119,15 |
119,58 |
2,38 |
2,32 |
119,37 |
2,35 |
IZ0823 |
PL0000105359 |
109,60 |
113,61 |
--- |
--- |
111,61 |
--- |
DS1023 |
PL0000107264 |
109,58 |
110,01 |
2,54 |
2,48 |
109,80 |
2,51 |
WZ0124 |
PL0000107454 |
95,81 |
96,20 |
--- |
--- |
96,01 |
--- |
DS0725 |
PL0000108197 |
103,64 |
103,93 |
2,79 |
2,75 |
103,79 |
2,77 |
WZ0126 |
PL0000108817 |
94,08 |
94,55 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
96,85 |
97,10 |
2,86 |
2,83 |
96,98 |
2,85 |
WS0429 |
PL0000105391 |
126,55 |
129,72 |
3,18 |
2,93 |
128,14 |
3,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,85 |
100,98 |
1,63 |
1,18 |
100,92 |
1,39 |
WZ0117 |
PL0000106936 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,40 |
102,52 |
1,61 |
1,46 |
102,46 |
1,53 |
OK0717 |
PL0000108502 |
98,33 |
98,48 |
1,65 |
1,50 |
98,41 |
1,57 |
DS1017 |
PL0000104543 |
104,52 |
104,61 |
1,64 |
1,57 |
104,57 |
1,60 |
WZ0118 |
PL0000104717 |
100,06 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,58 |
103,71 |
1,69 |
1,61 |
103,65 |
1,65 |
PS0718 |
PL0000107595 |
101,59 |
101,71 |
1,70 |
1,64 |
101,65 |
1,67 |
OK1018 |
PL0000109062 |
96,20 |
96,34 |
1,71 |
1,65 |
96,27 |
1,68 |
WZ0119 |
PL0000107603 |
99,80 |
100,03 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
104,07 |
104,25 |
1,85 |
1,79 |
104,16 |
1,82 |
DS1019 |
PL0000105441 |
111,37 |
111,60 |
1,89 |
1,82 |
111,49 |
1,85 |
WZ0120 |
PL0000108601 |
99,05 |
99,33 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
98,21 |
98,39 |
1,99 |
1,94 |
98,30 |
1,97 |
DS1020 |
PL0000106126 |
112,96 |
113,18 |
2,05 |
2,00 |
113,07 |
2,03 |
WZ0121 |
PL0000106068 |
98,53 |
98,77 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,36 |
99,52 |
2,14 |
2,10 |
99,44 |
2,12 |
PS0721 |
PL0000109153 |
97,78 |
97,94 |
2,22 |
2,19 |
97,86 |
2,20 |
DS1021 |
PL0000106670 |
117,21 |
117,44 |
2,25 |
2,21 |
117,33 |
2,23 |
WS0922 |
PL0000102646 |
119,10 |
119,52 |
2,39 |
2,33 |
119,31 |
2,36 |
IZ0823 |
PL0000105359 |
109,56 |
113,35 |
--- |
--- |
111,46 |
--- |
DS1023 |
PL0000107264 |
109,56 |
109,89 |
2,54 |
2,49 |
109,73 |
2,52 |
WZ0124 |
PL0000107454 |
95,93 |
96,22 |
--- |
--- |
96,08 |
--- |
DS0725 |
PL0000108197 |
103,60 |
103,90 |
2,79 |
2,75 |
103,75 |
2,77 |
WZ0126 |
PL0000108817 |
94,15 |
94,59 |
--- |
--- |
94,37 |
--- |
DS0726 |
PL0000108866 |
96,80 |
97,04 |
2,87 |
2,84 |
96,92 |
2,86 |
WS0429 |
PL0000105391 |
126,68 |
129,51 |
3,17 |
2,94 |
128,10 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
0,950 |
0,950 |
0,950 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
400 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
400 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
400 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
190 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
400 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
90 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,300 |
1,300 |
1,300 |
20 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
65 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
265 |
TOTAL |
2 260 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.