2016-07-18 |
MARKET DATA |
No 136 (2918) |
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 |
655,00 |
691,03 |
50 |
60,00 |
63,22 |
4 |
715,00 |
754,26 |
54 |
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 |
100,84 |
100,87 |
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 |
98,38 |
98,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,52 |
104,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,62 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,66 |
101,69 |
101,660 |
101,660 |
101,660 |
101,660 |
101,660 |
5 000 |
5,21 |
1 |
OK1018 |
PL0000109062 |
96,28 |
96,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,11 |
104,10 |
104,050 |
104,050 |
104,050 |
104,050 |
104,050 |
10 000 |
10,73 |
1 |
DS1019 |
PL0000105441 |
111,40 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,28 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,87 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,35 |
99,33 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
20 000 |
19,96 |
2 |
PS0721 |
PL0000109153 |
97,70 |
97,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,15 |
117,11 |
117,110 |
117,110 |
117,090 |
117,110 |
117,100 |
140 000 |
169,86 |
9 |
WS0922 |
PL0000102646 |
119,16 |
119,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,48 |
109,52 |
109,600 |
109,600 |
109,600 |
109,600 |
109,600 |
10 000 |
11,25 |
1 |
DS0725 |
PL0000108197 |
103,53 |
103,36 |
103,450 |
103,530 |
103,400 |
103,450 |
103,454 |
120 000 |
127,99 |
7 |
DS0726 |
PL0000108866 |
96,64 |
96,53 |
96,580 |
96,700 |
96,550 |
96,580 |
96,614 |
330 000 |
326,96 |
27 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,64 |
127,67 |
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 |
111,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,05 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,88 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,20 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,63 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,09 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,40 |
94,50 |
94,500 |
94,520 |
94,500 |
94,520 |
94,510 |
20 000 |
19,07 |
2 |
TOTAL |
655 000 |
691,03 |
50 |
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 |
42 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
70 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
133 |
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 |
100,81 |
100,90 |
1,62 |
1,30 |
100,86 |
1,44 |
WZ0117 |
PL0000106936 |
100,03 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,34 |
102,47 |
1,63 |
1,47 |
102,41 |
1,54 |
OK0717 |
PL0000108502 |
98,36 |
98,47 |
1,64 |
1,53 |
98,42 |
1,58 |
DS1017 |
PL0000104543 |
104,44 |
104,58 |
1,67 |
1,56 |
104,51 |
1,61 |
WZ0118 |
PL0000104717 |
100,06 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,50 |
103,65 |
1,72 |
1,63 |
103,58 |
1,67 |
PS0718 |
PL0000107595 |
101,53 |
101,70 |
1,72 |
1,63 |
101,62 |
1,67 |
OK1018 |
PL0000109062 |
96,19 |
96,33 |
1,73 |
1,66 |
96,26 |
1,70 |
WZ0119 |
PL0000107603 |
99,79 |
100,02 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
103,93 |
104,13 |
1,90 |
1,83 |
104,03 |
1,86 |
DS1019 |
PL0000105441 |
111,24 |
111,48 |
1,91 |
1,84 |
111,36 |
1,88 |
WZ0120 |
PL0000108601 |
99,05 |
99,32 |
--- |
--- |
99,19 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,33 |
2,02 |
1,96 |
98,22 |
1,99 |
DS1020 |
PL0000106126 |
112,63 |
112,91 |
2,12 |
2,05 |
112,77 |
2,09 |
WZ0121 |
PL0000106068 |
98,48 |
98,77 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
99,15 |
99,37 |
2,19 |
2,14 |
99,26 |
2,16 |
PS0721 |
PL0000109153 |
97,48 |
97,76 |
2,29 |
2,23 |
97,62 |
2,26 |
DS1021 |
PL0000106670 |
116,86 |
117,15 |
2,31 |
2,25 |
117,01 |
2,28 |
WS0922 |
PL0000102646 |
118,94 |
119,24 |
2,41 |
2,36 |
119,09 |
2,39 |
IZ0823 |
PL0000105359 |
101,54 |
112,20 |
--- |
--- |
106,87 |
--- |
DS1023 |
PL0000107264 |
109,16 |
109,57 |
2,60 |
2,54 |
109,37 |
2,57 |
WZ0124 |
PL0000107454 |
95,99 |
96,29 |
--- |
--- |
96,14 |
--- |
DS0725 |
PL0000108197 |
103,12 |
103,47 |
2,85 |
2,81 |
103,30 |
2,83 |
WZ0126 |
PL0000108817 |
94,19 |
94,55 |
--- |
--- |
94,37 |
--- |
DS0726 |
PL0000108866 |
96,18 |
96,60 |
2,94 |
2,89 |
96,39 |
2,92 |
WS0429 |
PL0000105391 |
125,96 |
128,87 |
3,23 |
2,99 |
127,42 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,82 |
100,89 |
1,59 |
1,33 |
100,86 |
1,44 |
WZ0117 |
PL0000106936 |
100,04 |
100,26 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,34 |
102,48 |
1,63 |
1,45 |
102,41 |
1,54 |
OK0717 |
PL0000108502 |
98,37 |
98,49 |
1,63 |
1,51 |
98,43 |
1,57 |
DS1017 |
PL0000104543 |
104,47 |
104,57 |
1,64 |
1,57 |
104,52 |
1,60 |
WZ0118 |
PL0000104717 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,54 |
103,66 |
1,69 |
1,63 |
103,60 |
1,66 |
PS0718 |
PL0000107595 |
101,60 |
101,72 |
1,68 |
1,62 |
101,66 |
1,65 |
OK1018 |
PL0000109062 |
96,24 |
96,38 |
1,71 |
1,64 |
96,31 |
1,67 |
WZ0119 |
PL0000107603 |
99,82 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
104,06 |
104,16 |
1,85 |
1,82 |
104,11 |
1,84 |
DS1019 |
PL0000105441 |
111,35 |
111,53 |
1,88 |
1,83 |
111,44 |
1,85 |
WZ0120 |
PL0000108601 |
99,16 |
99,35 |
--- |
--- |
99,26 |
--- |
PS0420 |
PL0000108510 |
98,23 |
98,38 |
1,99 |
1,95 |
98,31 |
1,97 |
DS1020 |
PL0000106126 |
112,83 |
112,99 |
2,07 |
2,03 |
112,91 |
2,05 |
WZ0121 |
PL0000106068 |
98,57 |
98,82 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
99,31 |
99,48 |
2,15 |
2,11 |
99,40 |
2,13 |
PS0721 |
PL0000109153 |
97,62 |
97,84 |
2,26 |
2,21 |
97,73 |
2,23 |
DS1021 |
PL0000106670 |
117,12 |
117,32 |
2,26 |
2,22 |
117,22 |
2,24 |
WS0922 |
PL0000102646 |
119,11 |
119,45 |
2,38 |
2,33 |
119,28 |
2,36 |
IZ0823 |
PL0000105359 |
109,66 |
112,03 |
--- |
--- |
110,85 |
--- |
DS1023 |
PL0000107264 |
109,44 |
109,73 |
2,56 |
2,52 |
109,59 |
2,54 |
WZ0124 |
PL0000107454 |
96,05 |
96,46 |
--- |
--- |
96,26 |
--- |
DS0725 |
PL0000108197 |
103,35 |
103,60 |
2,82 |
2,79 |
103,48 |
2,81 |
WZ0126 |
PL0000108817 |
94,29 |
94,64 |
--- |
--- |
94,47 |
--- |
DS0726 |
PL0000108866 |
96,53 |
96,75 |
2,90 |
2,88 |
96,64 |
2,89 |
WS0429 |
PL0000105391 |
127,12 |
128,60 |
3,14 |
3,01 |
127,86 |
3,07 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
10 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,310 |
1,310 |
1,310 |
15 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,310 |
1,310 |
1,310 |
20 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
15 |
TOTAL |
60 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.