2016-07-15 |
MARKET DATA |
No 135 (2917) |
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 |
50,00 |
51,91 |
7 |
130,00 |
146,90 |
2 |
180,00 |
198,81 |
9 |
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 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
100,85 |
100,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,37 |
102,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,37 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,48 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,58 |
103,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,54 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,24 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,99 |
104,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,30 |
111,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,23 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,77 |
112,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,27 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,65 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,96 |
117,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,07 |
119,10 |
119,070 |
119,070 |
119,070 |
119,070 |
119,070 |
10 000 |
12,38 |
1 |
DS1023 |
PL0000107264 |
109,39 |
109,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,23 |
103,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,42 |
96,34 |
96,400 |
96,420 |
96,320 |
96,400 |
96,365 |
40 000 |
39,53 |
6 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,19 |
127,64 |
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 |
110,47 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,05 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,86 |
99,98 |
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 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,10 |
96,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,35 |
94,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
50 000 |
51,91 |
7 |
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 |
43 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
71 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
134 |
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 |
100,92 |
1,62 |
1,26 |
100,87 |
1,44 |
WZ0117 |
PL0000106936 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,35 |
102,48 |
1,63 |
1,46 |
102,42 |
1,54 |
OK0717 |
PL0000108502 |
98,35 |
98,47 |
1,65 |
1,53 |
98,41 |
1,59 |
DS1017 |
PL0000104543 |
104,44 |
104,60 |
1,67 |
1,55 |
104,52 |
1,61 |
WZ0118 |
PL0000104717 |
100,05 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,53 |
103,70 |
1,70 |
1,61 |
103,62 |
1,65 |
PS0718 |
PL0000107595 |
101,52 |
101,70 |
1,73 |
1,64 |
101,61 |
1,68 |
OK1018 |
PL0000109062 |
96,14 |
96,34 |
1,75 |
1,66 |
96,24 |
1,70 |
WZ0119 |
PL0000107603 |
99,82 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
103,92 |
104,12 |
1,90 |
1,83 |
104,02 |
1,87 |
DS1019 |
PL0000105441 |
111,23 |
111,51 |
1,92 |
1,84 |
111,37 |
1,88 |
WZ0120 |
PL0000108601 |
99,03 |
99,31 |
--- |
--- |
99,17 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,30 |
2,02 |
1,97 |
98,21 |
2,00 |
DS1020 |
PL0000106126 |
112,66 |
112,96 |
2,11 |
2,04 |
112,81 |
2,08 |
WZ0121 |
PL0000106068 |
98,46 |
98,77 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,40 |
2,19 |
2,13 |
99,28 |
2,16 |
PS0721 |
PL0000109153 |
97,50 |
97,80 |
2,28 |
2,22 |
97,65 |
2,25 |
DS1021 |
PL0000106670 |
116,87 |
117,17 |
2,31 |
2,25 |
117,02 |
2,28 |
WS0922 |
PL0000102646 |
118,77 |
119,20 |
2,44 |
2,37 |
118,99 |
2,40 |
IZ0823 |
PL0000105359 |
104,87 |
113,46 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
109,15 |
109,50 |
2,60 |
2,55 |
109,33 |
2,57 |
WZ0124 |
PL0000107454 |
95,95 |
96,26 |
--- |
--- |
96,11 |
--- |
DS0725 |
PL0000108197 |
103,00 |
103,42 |
2,87 |
2,81 |
103,21 |
2,84 |
WZ0126 |
PL0000108817 |
94,15 |
94,52 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,18 |
96,55 |
2,94 |
2,90 |
96,37 |
2,92 |
WS0429 |
PL0000105391 |
124,68 |
130,02 |
3,34 |
2,90 |
127,35 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,83 |
100,91 |
1,58 |
1,30 |
100,87 |
1,44 |
WZ0117 |
PL0000106936 |
100,03 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,34 |
102,47 |
1,64 |
1,48 |
102,41 |
1,55 |
OK0717 |
PL0000108502 |
98,35 |
98,47 |
1,65 |
1,53 |
98,41 |
1,59 |
DS1017 |
PL0000104543 |
104,46 |
104,59 |
1,66 |
1,56 |
104,53 |
1,60 |
WZ0118 |
PL0000104717 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,51 |
103,63 |
1,71 |
1,65 |
103,57 |
1,68 |
PS0718 |
PL0000107595 |
101,53 |
101,70 |
1,72 |
1,64 |
101,62 |
1,68 |
OK1018 |
PL0000109062 |
96,21 |
96,32 |
1,72 |
1,67 |
96,27 |
1,69 |
WZ0119 |
PL0000107603 |
99,81 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
103,95 |
104,12 |
1,89 |
1,83 |
104,04 |
1,86 |
DS1019 |
PL0000105441 |
111,26 |
111,48 |
1,91 |
1,84 |
111,37 |
1,88 |
WZ0120 |
PL0000108601 |
99,09 |
99,32 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
98,19 |
98,30 |
2,00 |
1,97 |
98,25 |
1,98 |
DS1020 |
PL0000106126 |
112,73 |
112,94 |
2,10 |
2,05 |
112,84 |
2,07 |
WZ0121 |
PL0000106068 |
98,52 |
98,77 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
99,17 |
99,39 |
2,18 |
2,13 |
99,28 |
2,16 |
PS0721 |
PL0000109153 |
97,56 |
97,73 |
2,27 |
2,23 |
97,65 |
2,25 |
DS1021 |
PL0000106670 |
116,92 |
117,16 |
2,30 |
2,25 |
117,04 |
2,28 |
WS0922 |
PL0000102646 |
119,00 |
119,21 |
2,40 |
2,37 |
119,11 |
2,38 |
IZ0823 |
PL0000105359 |
107,65 |
112,49 |
--- |
--- |
110,07 |
--- |
DS1023 |
PL0000107264 |
109,23 |
109,51 |
2,59 |
2,55 |
109,37 |
2,57 |
WZ0124 |
PL0000107454 |
95,95 |
96,27 |
--- |
--- |
96,11 |
--- |
DS0725 |
PL0000108197 |
103,11 |
103,40 |
2,85 |
2,82 |
103,26 |
2,83 |
WZ0126 |
PL0000108817 |
94,23 |
94,56 |
--- |
--- |
94,40 |
--- |
DS0726 |
PL0000108866 |
96,30 |
96,54 |
2,93 |
2,90 |
96,42 |
2,92 |
WS0429 |
PL0000105391 |
126,43 |
128,43 |
3,19 |
3,03 |
127,43 |
3,11 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,350 |
1,350 |
1,350 |
20 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
110 |
TOTAL |
130 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.