2016-07-14 |
MARKET DATA |
No 134 (2916) |
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 |
337,50 |
345,64 |
44 |
480,00 |
479,84 |
3 |
817,50 |
825,48 |
47 |
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 |
99,97 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,85 |
100,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,39 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,40 |
98,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,51 |
104,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,62 |
103,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,58 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,20 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,10 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,45 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,26 |
98,29 |
98,250 |
98,250 |
98,250 |
98,250 |
98,250 |
25 000 |
24,65 |
1 |
DS1020 |
PL0000106126 |
112,88 |
112,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,41 |
99,37 |
99,370 |
99,380 |
99,370 |
99,380 |
99,374 |
25 000 |
24,96 |
3 |
PS0721 |
PL0000109153 |
97,81 |
97,70 |
97,810 |
97,810 |
97,730 |
97,730 |
97,793 |
35 000 |
34,83 |
4 |
DS1021 |
PL0000106670 |
117,20 |
117,11 |
117,180 |
117,180 |
117,040 |
117,040 |
117,112 |
25 000 |
30,33 |
4 |
WS0922 |
PL0000102646 |
119,13 |
119,07 |
119,130 |
119,130 |
119,130 |
119,130 |
119,130 |
10 000 |
12,38 |
1 |
DS1023 |
PL0000107264 |
109,64 |
109,47 |
109,540 |
109,780 |
109,540 |
109,780 |
109,660 |
10 000 |
11,26 |
2 |
DS0725 |
PL0000108197 |
103,65 |
103,30 |
103,420 |
103,450 |
103,310 |
103,310 |
103,421 |
22 500 |
23,99 |
4 |
DS0726 |
PL0000108866 |
96,84 |
96,45 |
96,720 |
96,750 |
96,430 |
96,500 |
96,603 |
185 000 |
183,25 |
25 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,56 |
127,58 |
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 |
110,70 |
111,50 |
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 |
100,10 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,86 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,19 |
99,28 |
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 |
96,04 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
337 500 |
345,64 |
44 |
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 |
44 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
72 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
135 |
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 |
100,82 |
100,94 |
1,65 |
1,22 |
100,88 |
1,43 |
WZ0117 |
PL0000106936 |
100,04 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,35 |
102,48 |
1,64 |
1,48 |
102,42 |
1,55 |
OK0717 |
PL0000108502 |
98,31 |
98,46 |
1,69 |
1,53 |
98,39 |
1,61 |
DS1017 |
PL0000104543 |
104,44 |
104,60 |
1,68 |
1,56 |
104,52 |
1,62 |
WZ0118 |
PL0000104717 |
100,05 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,54 |
103,71 |
1,70 |
1,60 |
103,63 |
1,65 |
PS0718 |
PL0000107595 |
101,56 |
101,71 |
1,71 |
1,63 |
101,64 |
1,67 |
OK1018 |
PL0000109062 |
96,15 |
96,34 |
1,74 |
1,66 |
96,25 |
1,70 |
WZ0119 |
PL0000107603 |
99,80 |
100,03 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,23 |
1,87 |
1,80 |
104,12 |
1,83 |
DS1019 |
PL0000105441 |
111,30 |
111,58 |
1,90 |
1,82 |
111,44 |
1,86 |
WZ0120 |
PL0000108601 |
99,05 |
99,33 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
98,17 |
98,37 |
2,01 |
1,95 |
98,27 |
1,98 |
DS1020 |
PL0000106126 |
112,82 |
113,10 |
2,08 |
2,01 |
112,96 |
2,05 |
WZ0121 |
PL0000106068 |
98,48 |
98,77 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
99,32 |
99,53 |
2,15 |
2,10 |
99,43 |
2,12 |
PS0721 |
PL0000109153 |
97,68 |
97,90 |
2,24 |
2,20 |
97,79 |
2,22 |
DS1021 |
PL0000106670 |
117,07 |
117,35 |
2,27 |
2,22 |
117,21 |
2,25 |
WS0922 |
PL0000102646 |
118,99 |
119,43 |
2,40 |
2,34 |
119,21 |
2,37 |
IZ0823 |
PL0000105359 |
109,78 |
112,28 |
--- |
--- |
111,03 |
--- |
DS1023 |
PL0000107264 |
109,45 |
109,88 |
2,56 |
2,49 |
109,67 |
2,52 |
WZ0124 |
PL0000107454 |
95,93 |
96,24 |
--- |
--- |
96,09 |
--- |
DS0725 |
PL0000108197 |
103,45 |
103,75 |
2,81 |
2,77 |
103,60 |
2,79 |
WZ0126 |
PL0000108817 |
94,16 |
94,60 |
--- |
--- |
94,38 |
--- |
DS0726 |
PL0000108866 |
96,65 |
96,97 |
2,89 |
2,85 |
96,81 |
2,87 |
WS0429 |
PL0000105391 |
125,46 |
130,12 |
3,27 |
2,89 |
127,79 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,83 |
100,94 |
1,61 |
1,22 |
100,89 |
1,40 |
WZ0117 |
PL0000106936 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,35 |
102,48 |
1,64 |
1,48 |
102,42 |
1,55 |
OK0717 |
PL0000108502 |
98,35 |
98,46 |
1,65 |
1,53 |
98,41 |
1,59 |
DS1017 |
PL0000104543 |
104,48 |
104,60 |
1,65 |
1,56 |
104,54 |
1,60 |
WZ0118 |
PL0000104717 |
100,06 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,52 |
103,69 |
1,71 |
1,62 |
103,61 |
1,66 |
PS0718 |
PL0000107595 |
101,53 |
101,71 |
1,72 |
1,63 |
101,62 |
1,68 |
OK1018 |
PL0000109062 |
96,18 |
96,35 |
1,73 |
1,65 |
96,27 |
1,69 |
WZ0119 |
PL0000107603 |
99,82 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
103,97 |
104,19 |
1,88 |
1,81 |
104,08 |
1,85 |
DS1019 |
PL0000105441 |
111,28 |
111,54 |
1,91 |
1,83 |
111,41 |
1,87 |
WZ0120 |
PL0000108601 |
99,09 |
99,32 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
98,21 |
98,34 |
2,00 |
1,96 |
98,28 |
1,98 |
DS1020 |
PL0000106126 |
112,79 |
113,02 |
2,08 |
2,03 |
112,91 |
2,06 |
WZ0121 |
PL0000106068 |
98,53 |
98,77 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,27 |
99,42 |
2,16 |
2,13 |
99,35 |
2,14 |
PS0721 |
PL0000109153 |
97,57 |
97,75 |
2,27 |
2,23 |
97,66 |
2,25 |
DS1021 |
PL0000106670 |
117,02 |
117,27 |
2,28 |
2,24 |
117,15 |
2,26 |
WS0922 |
PL0000102646 |
118,99 |
119,25 |
2,40 |
2,36 |
119,12 |
2,38 |
IZ0823 |
PL0000105359 |
109,69 |
112,47 |
--- |
--- |
111,08 |
--- |
DS1023 |
PL0000107264 |
109,33 |
109,62 |
2,57 |
2,53 |
109,48 |
2,55 |
WZ0124 |
PL0000107454 |
95,96 |
96,24 |
--- |
--- |
96,10 |
--- |
DS0725 |
PL0000108197 |
103,18 |
103,42 |
2,84 |
2,81 |
103,30 |
2,83 |
WZ0126 |
PL0000108817 |
94,15 |
94,54 |
--- |
--- |
94,35 |
--- |
DS0726 |
PL0000108866 |
96,34 |
96,62 |
2,93 |
2,89 |
96,48 |
2,91 |
WS0429 |
PL0000105391 |
125,83 |
128,66 |
3,24 |
3,01 |
127,25 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,300 |
1,300 |
1,300 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
400 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
60 |
TOTAL |
480 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.