2016-07-20 |
MARKET DATA |
No 138 (2920) |
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 |
342,50 |
378,71 |
33 |
630,00 |
662,92 |
6 |
972,50 |
1 041,62 |
39 |
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) |
PS1016 |
PL0000106795 |
100,83 |
100,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,35 |
102,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,40 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,49 |
104,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,64 |
103,65 |
103,640 |
103,640 |
103,640 |
103,640 |
103,640 |
117 500 |
122,84 |
5 |
PS0718 |
PL0000107595 |
101,64 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,30 |
96,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,13 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,31 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,16 |
98,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,80 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,25 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,55 |
97,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
117,00 |
117,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,05 |
119,10 |
119,050 |
119,050 |
119,050 |
119,050 |
119,050 |
40 000 |
49,52 |
2 |
DS1023 |
PL0000107264 |
109,28 |
109,15 |
109,260 |
109,280 |
109,150 |
109,150 |
109,253 |
50 000 |
56,11 |
7 |
DS0725 |
PL0000108197 |
103,31 |
103,35 |
103,250 |
103,250 |
103,250 |
103,250 |
103,250 |
5 000 |
5,16 |
1 |
DS0726 |
PL0000108866 |
96,50 |
96,30 |
96,500 |
96,550 |
96,300 |
96,300 |
96,431 |
70 000 |
67,50 |
8 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,85 |
127,65 |
127,850 |
127,850 |
127,600 |
127,600 |
127,825 |
50 000 |
64,61 |
9 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,22 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,10 |
111,10 |
111,100 |
111,100 |
111,100 |
111,100 |
111,100 |
10 000 |
12,97 |
1 |
WZ0117 |
PL0000106936 |
100,06 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,91 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,19 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,57 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,30 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,50 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
342 500 |
378,71 |
33 |
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 |
40 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
68 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
131 |
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 |
100,80 |
100,87 |
1,60 |
1,34 |
100,84 |
1,45 |
WZ0117 |
PL0000106936 |
100,04 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,32 |
102,45 |
1,64 |
1,47 |
102,39 |
1,55 |
OK0717 |
PL0000108502 |
98,37 |
98,49 |
1,64 |
1,52 |
98,43 |
1,58 |
DS1017 |
PL0000104543 |
104,45 |
104,56 |
1,64 |
1,56 |
104,51 |
1,60 |
WZ0118 |
PL0000104717 |
100,06 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,58 |
103,71 |
1,66 |
1,59 |
103,65 |
1,63 |
PS0718 |
PL0000107595 |
101,57 |
101,71 |
1,69 |
1,62 |
101,64 |
1,65 |
OK1018 |
PL0000109062 |
96,24 |
96,40 |
1,71 |
1,64 |
96,32 |
1,67 |
WZ0119 |
PL0000107603 |
99,79 |
100,03 |
--- |
--- |
99,91 |
--- |
PS0719 |
PL0000108148 |
104,02 |
104,20 |
1,85 |
1,79 |
104,11 |
1,82 |
DS1019 |
PL0000105441 |
111,28 |
111,52 |
1,90 |
1,82 |
111,40 |
1,86 |
WZ0120 |
PL0000108601 |
99,13 |
99,42 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
98,09 |
98,26 |
2,03 |
1,98 |
98,18 |
2,01 |
DS1020 |
PL0000106126 |
112,72 |
112,90 |
2,09 |
2,05 |
112,81 |
2,07 |
WZ0121 |
PL0000106068 |
98,54 |
98,86 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
99,19 |
99,36 |
2,18 |
2,14 |
99,28 |
2,16 |
PS0721 |
PL0000109153 |
97,50 |
97,69 |
2,28 |
2,24 |
97,60 |
2,26 |
DS1021 |
PL0000106670 |
116,87 |
117,16 |
2,30 |
2,25 |
117,02 |
2,28 |
WS0922 |
PL0000102646 |
118,95 |
119,29 |
2,41 |
2,35 |
119,12 |
2,38 |
IZ0823 |
PL0000105359 |
109,66 |
111,95 |
--- |
--- |
110,81 |
--- |
DS1023 |
PL0000107264 |
109,12 |
109,37 |
2,60 |
2,57 |
109,25 |
2,58 |
WZ0124 |
PL0000107454 |
96,07 |
96,50 |
--- |
--- |
96,29 |
--- |
DS0725 |
PL0000108197 |
103,11 |
103,51 |
2,85 |
2,80 |
103,31 |
2,82 |
WZ0126 |
PL0000108817 |
94,43 |
94,76 |
--- |
--- |
94,60 |
--- |
DS0726 |
PL0000108866 |
96,33 |
96,59 |
2,92 |
2,89 |
96,46 |
2,91 |
WS0429 |
PL0000105391 |
127,06 |
128,56 |
3,14 |
3,02 |
127,81 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,81 |
100,86 |
1,56 |
1,38 |
100,84 |
1,45 |
WZ0117 |
PL0000106936 |
100,04 |
100,28 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,33 |
102,45 |
1,62 |
1,47 |
102,39 |
1,55 |
OK0717 |
PL0000108502 |
98,38 |
98,49 |
1,63 |
1,52 |
98,44 |
1,57 |
DS1017 |
PL0000104543 |
104,47 |
104,53 |
1,63 |
1,58 |
104,50 |
1,61 |
WZ0118 |
PL0000104717 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,61 |
103,68 |
1,65 |
1,61 |
103,65 |
1,63 |
PS0718 |
PL0000107595 |
101,61 |
101,69 |
1,67 |
1,63 |
101,65 |
1,65 |
OK1018 |
PL0000109062 |
96,27 |
96,38 |
1,70 |
1,64 |
96,33 |
1,67 |
WZ0119 |
PL0000107603 |
99,86 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,18 |
1,85 |
1,80 |
104,11 |
1,82 |
DS1019 |
PL0000105441 |
111,29 |
111,51 |
1,89 |
1,83 |
111,40 |
1,86 |
WZ0120 |
PL0000108601 |
99,12 |
99,37 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
98,06 |
98,23 |
2,04 |
1,99 |
98,15 |
2,01 |
DS1020 |
PL0000106126 |
112,73 |
112,88 |
2,09 |
2,06 |
112,81 |
2,07 |
WZ0121 |
PL0000106068 |
98,51 |
98,82 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
99,12 |
99,26 |
2,19 |
2,16 |
99,19 |
2,18 |
PS0721 |
PL0000109153 |
97,50 |
97,69 |
2,28 |
2,24 |
97,60 |
2,26 |
DS1021 |
PL0000106670 |
116,95 |
117,14 |
2,29 |
2,25 |
117,05 |
2,27 |
WS0922 |
PL0000102646 |
118,88 |
119,15 |
2,42 |
2,37 |
119,02 |
2,40 |
IZ0823 |
PL0000105359 |
109,79 |
112,11 |
--- |
--- |
110,95 |
--- |
DS1023 |
PL0000107264 |
109,11 |
109,36 |
2,60 |
2,57 |
109,24 |
2,58 |
WZ0124 |
PL0000107454 |
96,14 |
96,45 |
--- |
--- |
96,30 |
--- |
DS0725 |
PL0000108197 |
103,14 |
103,39 |
2,84 |
2,81 |
103,27 |
2,83 |
WZ0126 |
PL0000108817 |
94,39 |
94,70 |
--- |
--- |
94,55 |
--- |
DS0726 |
PL0000108866 |
96,27 |
96,54 |
2,93 |
2,90 |
96,41 |
2,91 |
WS0429 |
PL0000105391 |
127,19 |
128,13 |
3,13 |
3,05 |
127,66 |
3,09 |
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 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
20 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
65 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
105 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
TOTAL |
630 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.