2016-07-19 |
MARKET DATA |
No 137 (2919) |
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 |
815,00 |
834,81 |
54 |
545,00 |
559,67 |
7 |
1 360,00 |
1 394,48 |
61 |
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 |
99,99 |
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 |
102,35 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,40 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,50 |
104,51 |
104,490 |
104,500 |
104,490 |
104,500 |
104,497 |
75 000 |
81,28 |
3 |
PS0418 |
PL0000107314 |
103,65 |
103,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,66 |
101,67 |
101,660 |
101,660 |
101,650 |
101,660 |
101,660 |
250 000 |
260,33 |
9 |
OK1018 |
PL0000109062 |
96,30 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,16 |
104,16 |
104,170 |
104,170 |
104,150 |
104,150 |
104,160 |
20 000 |
21,47 |
2 |
DS1019 |
PL0000105441 |
111,42 |
111,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,29 |
98,25 |
98,260 |
98,260 |
98,240 |
98,250 |
98,250 |
105 000 |
103,54 |
6 |
DS1020 |
PL0000106126 |
112,88 |
112,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,47 |
99,38 |
99,390 |
99,390 |
99,390 |
99,390 |
99,390 |
10 000 |
9,99 |
1 |
PS0721 |
PL0000109153 |
97,75 |
97,65 |
97,750 |
97,780 |
97,680 |
97,680 |
97,745 |
145 000 |
144,24 |
11 |
DS1021 |
PL0000106670 |
117,15 |
117,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,18 |
119,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,60 |
109,45 |
109,500 |
109,500 |
109,400 |
109,400 |
109,450 |
20 000 |
22,48 |
2 |
DS0725 |
PL0000108197 |
103,55 |
103,52 |
103,550 |
103,580 |
103,350 |
103,350 |
103,542 |
60 000 |
64,05 |
8 |
DS0726 |
PL0000108866 |
96,69 |
96,55 |
96,650 |
96,650 |
96,520 |
96,520 |
96,576 |
100 000 |
99,05 |
9 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,80 |
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 |
100,22 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,50 |
111,30 |
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 |
100,11 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,85 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,21 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,59 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,15 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,60 |
94,56 |
94,560 |
94,600 |
94,560 |
94,600 |
94,580 |
30 000 |
28,37 |
3 |
TOTAL |
815 000 |
834,81 |
54 |
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 |
41 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
69 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
132 |
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 |
100,89 |
1,59 |
1,30 |
100,85 |
1,45 |
WZ0117 |
PL0000106936 |
100,05 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,33 |
102,45 |
1,63 |
1,48 |
102,39 |
1,56 |
OK0717 |
PL0000108502 |
98,38 |
98,47 |
1,63 |
1,54 |
98,43 |
1,58 |
DS1017 |
PL0000104543 |
104,45 |
104,58 |
1,65 |
1,55 |
104,52 |
1,60 |
WZ0118 |
PL0000104717 |
100,08 |
100,26 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,59 |
103,72 |
1,66 |
1,59 |
103,66 |
1,62 |
PS0718 |
PL0000107595 |
101,59 |
101,74 |
1,69 |
1,61 |
101,67 |
1,65 |
OK1018 |
PL0000109062 |
96,27 |
96,44 |
1,69 |
1,61 |
96,36 |
1,65 |
WZ0119 |
PL0000107603 |
99,82 |
100,04 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
104,08 |
104,25 |
1,84 |
1,79 |
104,17 |
1,81 |
DS1019 |
PL0000105441 |
111,37 |
111,61 |
1,87 |
1,80 |
111,49 |
1,84 |
WZ0120 |
PL0000108601 |
99,16 |
99,42 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
98,25 |
98,45 |
1,99 |
1,93 |
98,35 |
1,96 |
DS1020 |
PL0000106126 |
112,83 |
113,07 |
2,07 |
2,01 |
112,95 |
2,04 |
WZ0121 |
PL0000106068 |
98,56 |
98,91 |
--- |
--- |
98,74 |
--- |
PS0421 |
PL0000108916 |
99,37 |
99,49 |
2,14 |
2,11 |
99,43 |
2,13 |
PS0721 |
PL0000109153 |
97,66 |
97,83 |
2,25 |
2,21 |
97,75 |
2,23 |
DS1021 |
PL0000106670 |
117,06 |
117,28 |
2,27 |
2,23 |
117,17 |
2,25 |
WS0922 |
PL0000102646 |
119,15 |
119,52 |
2,38 |
2,32 |
119,34 |
2,35 |
IZ0823 |
PL0000105359 |
109,66 |
112,08 |
--- |
--- |
110,87 |
--- |
DS1023 |
PL0000107264 |
109,49 |
109,76 |
2,55 |
2,51 |
109,63 |
2,53 |
WZ0124 |
PL0000107454 |
96,12 |
96,52 |
--- |
--- |
96,32 |
--- |
DS0725 |
PL0000108197 |
103,40 |
103,69 |
2,82 |
2,78 |
103,55 |
2,80 |
WZ0126 |
PL0000108817 |
94,30 |
94,66 |
--- |
--- |
94,48 |
--- |
DS0726 |
PL0000108866 |
96,54 |
96,75 |
2,90 |
2,88 |
96,65 |
2,89 |
WS0429 |
PL0000105391 |
125,56 |
130,42 |
3,26 |
2,87 |
127,99 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,82 |
100,88 |
1,56 |
1,34 |
100,85 |
1,45 |
WZ0117 |
PL0000106936 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,34 |
102,45 |
1,62 |
1,48 |
102,40 |
1,54 |
OK0717 |
PL0000108502 |
98,38 |
98,47 |
1,63 |
1,54 |
98,43 |
1,58 |
DS1017 |
PL0000104543 |
104,48 |
104,54 |
1,63 |
1,58 |
104,51 |
1,60 |
WZ0118 |
PL0000104717 |
100,08 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,62 |
103,70 |
1,65 |
1,60 |
103,66 |
1,62 |
PS0718 |
PL0000107595 |
101,61 |
101,72 |
1,68 |
1,62 |
101,67 |
1,65 |
OK1018 |
PL0000109062 |
96,28 |
96,41 |
1,69 |
1,63 |
96,35 |
1,66 |
WZ0119 |
PL0000107603 |
99,82 |
100,03 |
--- |
--- |
99,93 |
--- |
PS0719 |
PL0000108148 |
104,10 |
104,24 |
1,84 |
1,79 |
104,17 |
1,81 |
DS1019 |
PL0000105441 |
111,35 |
111,55 |
1,88 |
1,82 |
111,45 |
1,85 |
WZ0120 |
PL0000108601 |
99,17 |
99,43 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
98,16 |
98,31 |
2,01 |
1,97 |
98,24 |
1,99 |
DS1020 |
PL0000106126 |
112,83 |
112,99 |
2,07 |
2,03 |
112,91 |
2,05 |
WZ0121 |
PL0000106068 |
98,57 |
98,92 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
99,24 |
99,46 |
2,17 |
2,12 |
99,35 |
2,14 |
PS0721 |
PL0000109153 |
97,63 |
97,76 |
2,25 |
2,23 |
97,70 |
2,24 |
DS1021 |
PL0000106670 |
117,01 |
117,25 |
2,28 |
2,23 |
117,13 |
2,26 |
WS0922 |
PL0000102646 |
119,02 |
119,38 |
2,40 |
2,34 |
119,20 |
2,37 |
IZ0823 |
PL0000105359 |
109,59 |
112,27 |
--- |
--- |
110,93 |
--- |
DS1023 |
PL0000107264 |
109,34 |
109,57 |
2,57 |
2,54 |
109,46 |
2,55 |
WZ0124 |
PL0000107454 |
96,10 |
96,52 |
--- |
--- |
96,31 |
--- |
DS0725 |
PL0000108197 |
103,30 |
103,61 |
2,83 |
2,79 |
103,46 |
2,81 |
WZ0126 |
PL0000108817 |
94,43 |
94,79 |
--- |
--- |
94,61 |
--- |
DS0726 |
PL0000108866 |
96,51 |
96,69 |
2,91 |
2,88 |
96,60 |
2,89 |
WS0429 |
PL0000105391 |
127,13 |
128,69 |
3,13 |
3,01 |
127,91 |
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) |
(%) |
(%) |
(%) |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
240 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
20 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
105 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
120 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
10 |
TOTAL |
545 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.