2016-07-21 |
MARKET DATA |
No 139 (2921) |
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 |
987,50 |
1 003,59 |
62 |
675,00 |
709,10 |
8 |
1 662,50 |
1 712,69 |
70 |
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 |
100,81 |
100,82 |
100,810 |
100,810 |
100,810 |
100,810 |
100,810 |
110 000 |
114,80 |
3 |
PS0417 |
PL0000107058 |
102,40 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,49 |
98,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,51 |
104,53 |
104,510 |
104,510 |
104,500 |
104,510 |
104,506 |
35 000 |
37,95 |
3 |
PS0418 |
PL0000107314 |
103,65 |
103,65 |
103,650 |
103,650 |
103,650 |
103,650 |
103,650 |
42 500 |
44,45 |
1 |
PS0718 |
PL0000107595 |
101,66 |
101,68 |
101,660 |
101,660 |
101,660 |
101,660 |
101,660 |
220 000 |
223,65 |
7 |
OK1018 |
PL0000109062 |
96,37 |
96,37 |
96,370 |
96,380 |
96,370 |
96,380 |
96,372 |
25 000 |
24,09 |
2 |
PS0719 |
PL0000108148 |
104,12 |
104,12 |
104,160 |
104,160 |
104,160 |
104,160 |
104,160 |
25 000 |
26,04 |
1 |
DS1019 |
PL0000105441 |
111,32 |
111,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,18 |
98,11 |
98,150 |
98,210 |
98,150 |
98,210 |
98,168 |
90 000 |
88,69 |
7 |
DS1020 |
PL0000106126 |
112,80 |
112,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,27 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,60 |
97,54 |
97,640 |
97,640 |
97,540 |
97,550 |
97,552 |
105 000 |
102,43 |
8 |
DS1021 |
PL0000106670 |
117,00 |
116,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,00 |
119,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,11 |
109,10 |
109,020 |
109,250 |
109,010 |
109,250 |
109,069 |
45 000 |
50,43 |
4 |
DS0725 |
PL0000108197 |
103,22 |
103,15 |
103,150 |
103,150 |
103,150 |
103,150 |
103,150 |
5 000 |
5,16 |
1 |
DS0726 |
PL0000108866 |
96,38 |
96,19 |
96,250 |
96,370 |
96,130 |
96,370 |
96,236 |
125 000 |
120,30 |
13 |
WS0428 |
PL0000107611 |
95,65 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,30 |
127,50 |
127,550 |
127,550 |
127,550 |
127,550 |
127,550 |
5 000 |
6,45 |
1 |
WS0437 |
PL0000104857 |
122,65 |
132,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,20 |
100,26 |
100,200 |
100,200 |
100,200 |
100,200 |
100,200 |
15 000 |
19,50 |
2 |
IZ0823 |
PL0000105359 |
110,80 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,06 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
99,95 |
99,940 |
99,950 |
99,940 |
99,950 |
99,948 |
135 000 |
134,93 |
8 |
WZ0120 |
PL0000108601 |
99,20 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,64 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,30 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,53 |
94,57 |
94,570 |
94,570 |
94,570 |
94,570 |
94,570 |
5 000 |
4,73 |
1 |
TOTAL |
987 500 |
1 003,59 |
62 |
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 |
37 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
65 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
128 |
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 |
100,78 |
100,84 |
1,58 |
1,35 |
100,81 |
1,46 |
WZ0117 |
PL0000106936 |
100,04 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,33 |
102,45 |
1,59 |
1,43 |
102,39 |
1,51 |
OK0717 |
PL0000108502 |
98,43 |
98,53 |
1,60 |
1,49 |
98,48 |
1,54 |
DS1017 |
PL0000104543 |
104,43 |
104,54 |
1,64 |
1,55 |
104,49 |
1,59 |
WZ0118 |
PL0000104717 |
100,06 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,60 |
103,68 |
1,64 |
1,60 |
103,64 |
1,62 |
PS0718 |
PL0000107595 |
101,61 |
101,72 |
1,67 |
1,62 |
101,67 |
1,64 |
OK1018 |
PL0000109062 |
96,27 |
96,40 |
1,70 |
1,64 |
96,34 |
1,67 |
WZ0119 |
PL0000107603 |
99,82 |
100,02 |
--- |
--- |
99,92 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,16 |
1,85 |
1,81 |
104,10 |
1,83 |
DS1019 |
PL0000105441 |
111,22 |
111,44 |
1,90 |
1,84 |
111,33 |
1,87 |
WZ0120 |
PL0000108601 |
99,08 |
99,38 |
--- |
--- |
99,23 |
--- |
PS0420 |
PL0000108510 |
98,05 |
98,21 |
2,04 |
2,00 |
98,13 |
2,02 |
DS1020 |
PL0000106126 |
112,65 |
112,84 |
2,10 |
2,06 |
112,75 |
2,08 |
WZ0121 |
PL0000106068 |
98,49 |
98,83 |
--- |
--- |
98,66 |
--- |
PS0421 |
PL0000108916 |
99,07 |
99,26 |
2,21 |
2,16 |
99,17 |
2,18 |
PS0721 |
PL0000109153 |
97,47 |
97,64 |
2,29 |
2,25 |
97,56 |
2,27 |
DS1021 |
PL0000106670 |
116,89 |
117,06 |
2,30 |
2,26 |
116,98 |
2,28 |
WS0922 |
PL0000102646 |
118,72 |
119,10 |
2,44 |
2,38 |
118,91 |
2,41 |
IZ0823 |
PL0000105359 |
109,93 |
112,09 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
108,96 |
109,27 |
2,62 |
2,58 |
109,12 |
2,60 |
WZ0124 |
PL0000107454 |
96,06 |
96,44 |
--- |
--- |
96,25 |
--- |
DS0725 |
PL0000108197 |
103,02 |
103,34 |
2,86 |
2,82 |
103,18 |
2,84 |
WZ0126 |
PL0000108817 |
94,25 |
94,65 |
--- |
--- |
94,45 |
--- |
DS0726 |
PL0000108866 |
96,20 |
96,43 |
2,94 |
2,92 |
96,32 |
2,93 |
WS0429 |
PL0000105391 |
126,48 |
128,22 |
3,19 |
3,04 |
127,35 |
3,11 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,78 |
100,84 |
1,58 |
1,35 |
100,81 |
1,46 |
WZ0117 |
PL0000106936 |
100,04 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,37 |
102,47 |
1,54 |
1,41 |
102,42 |
1,47 |
OK0717 |
PL0000108502 |
98,46 |
98,56 |
1,56 |
1,46 |
98,51 |
1,51 |
DS1017 |
PL0000104543 |
104,46 |
104,56 |
1,61 |
1,54 |
104,51 |
1,58 |
WZ0118 |
PL0000104717 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,62 |
103,68 |
1,63 |
1,60 |
103,65 |
1,62 |
PS0718 |
PL0000107595 |
101,64 |
101,75 |
1,66 |
1,60 |
101,70 |
1,63 |
OK1018 |
PL0000109062 |
96,34 |
96,45 |
1,67 |
1,62 |
96,40 |
1,64 |
WZ0119 |
PL0000107603 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,09 |
104,25 |
1,84 |
1,78 |
104,17 |
1,81 |
DS1019 |
PL0000105441 |
111,30 |
111,52 |
1,88 |
1,82 |
111,41 |
1,85 |
WZ0120 |
PL0000108601 |
99,16 |
99,43 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,24 |
2,03 |
1,99 |
98,18 |
2,01 |
DS1020 |
PL0000106126 |
112,74 |
112,90 |
2,08 |
2,05 |
112,82 |
2,07 |
WZ0121 |
PL0000106068 |
98,59 |
98,82 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
99,12 |
99,27 |
2,19 |
2,16 |
99,20 |
2,18 |
PS0721 |
PL0000109153 |
97,52 |
97,66 |
2,28 |
2,25 |
97,59 |
2,26 |
DS1021 |
PL0000106670 |
116,89 |
117,09 |
2,30 |
2,26 |
116,99 |
2,28 |
WS0922 |
PL0000102646 |
118,84 |
119,16 |
2,42 |
2,37 |
119,00 |
2,39 |
IZ0823 |
PL0000105359 |
110,03 |
112,02 |
--- |
--- |
111,03 |
--- |
DS1023 |
PL0000107264 |
109,06 |
109,36 |
2,61 |
2,57 |
109,21 |
2,59 |
WZ0124 |
PL0000107454 |
96,16 |
96,46 |
--- |
--- |
96,31 |
--- |
DS0725 |
PL0000108197 |
103,14 |
103,41 |
2,85 |
2,81 |
103,28 |
2,83 |
WZ0126 |
PL0000108817 |
94,35 |
94,66 |
--- |
--- |
94,51 |
--- |
DS0726 |
PL0000108866 |
96,20 |
96,46 |
2,94 |
2,91 |
96,33 |
2,93 |
WS0429 |
PL0000105391 |
126,62 |
128,21 |
3,17 |
3,04 |
127,42 |
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) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,420 |
1,420 |
1,420 |
45 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
20 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
80 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
90 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
30 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
400 |
TOTAL |
675 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.