2016-07-22 |
MARKET DATA |
No 140 (2922) |
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 |
590,00 |
603,68 |
41 |
410,00 |
431,08 |
5 |
1 000,00 |
1 034,76 |
46 |
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 |
100,80 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,39 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,48 |
98,52 |
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 |
103,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,65 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,41 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,18 |
104,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,45 |
111,49 |
111,450 |
111,450 |
111,450 |
111,450 |
111,450 |
5 000 |
5,78 |
1 |
PS0420 |
PL0000108510 |
98,24 |
98,22 |
98,250 |
98,250 |
98,250 |
98,250 |
98,250 |
15 000 |
14,79 |
1 |
DS1020 |
PL0000106126 |
112,90 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,32 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,70 |
97,60 |
97,730 |
97,730 |
97,630 |
97,630 |
97,673 |
55 000 |
53,72 |
5 |
DS1021 |
PL0000106670 |
117,17 |
117,09 |
117,100 |
117,100 |
117,080 |
117,080 |
117,085 |
65 000 |
78,91 |
5 |
WS0922 |
PL0000102646 |
119,16 |
119,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,35 |
109,40 |
109,400 |
109,440 |
109,400 |
109,440 |
109,424 |
80 000 |
89,94 |
6 |
DS0725 |
PL0000108197 |
103,55 |
103,44 |
103,450 |
103,450 |
103,440 |
103,440 |
103,445 |
10 000 |
10,35 |
2 |
DS0726 |
PL0000108866 |
96,66 |
96,49 |
96,500 |
96,600 |
96,470 |
96,500 |
96,555 |
285 000 |
275,20 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,75 |
127,75 |
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 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,95 |
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 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
99,97 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
75 000 |
74,98 |
2 |
WZ0120 |
PL0000108601 |
99,21 |
99,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,65 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,41 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,35 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
590 000 |
603,68 |
41 |
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 |
36 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
64 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
127 |
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 |
100,83 |
1,55 |
1,35 |
100,81 |
1,43 |
WZ0117 |
PL0000106936 |
100,04 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,34 |
102,45 |
1,57 |
1,42 |
102,40 |
1,49 |
OK0717 |
PL0000108502 |
98,46 |
98,55 |
1,57 |
1,48 |
98,51 |
1,52 |
DS1017 |
PL0000104543 |
104,45 |
104,54 |
1,61 |
1,54 |
104,50 |
1,57 |
WZ0118 |
PL0000104717 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,59 |
103,71 |
1,65 |
1,58 |
103,65 |
1,61 |
PS0718 |
PL0000107595 |
101,63 |
101,75 |
1,66 |
1,60 |
101,69 |
1,63 |
OK1018 |
PL0000109062 |
96,35 |
96,45 |
1,67 |
1,62 |
96,40 |
1,64 |
WZ0119 |
PL0000107603 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,09 |
104,26 |
1,84 |
1,78 |
104,18 |
1,80 |
DS1019 |
PL0000105441 |
111,32 |
111,55 |
1,87 |
1,80 |
111,44 |
1,84 |
WZ0120 |
PL0000108601 |
99,16 |
99,44 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
98,16 |
98,30 |
2,01 |
1,97 |
98,23 |
1,99 |
DS1020 |
PL0000106126 |
112,76 |
112,96 |
2,08 |
2,03 |
112,86 |
2,05 |
WZ0121 |
PL0000106068 |
98,60 |
98,89 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
99,23 |
99,47 |
2,17 |
2,12 |
99,35 |
2,14 |
PS0721 |
PL0000109153 |
97,57 |
97,76 |
2,27 |
2,23 |
97,67 |
2,25 |
DS1021 |
PL0000106670 |
117,04 |
117,29 |
2,27 |
2,22 |
117,17 |
2,24 |
WS0922 |
PL0000102646 |
118,98 |
119,35 |
2,40 |
2,34 |
119,17 |
2,37 |
IZ0823 |
PL0000105359 |
109,87 |
112,30 |
--- |
--- |
111,09 |
--- |
DS1023 |
PL0000107264 |
109,17 |
109,55 |
2,59 |
2,54 |
109,36 |
2,57 |
WZ0124 |
PL0000107454 |
96,18 |
96,55 |
--- |
--- |
96,37 |
--- |
DS0725 |
PL0000108197 |
103,26 |
103,66 |
2,83 |
2,78 |
103,46 |
2,81 |
WZ0126 |
PL0000108817 |
94,32 |
94,73 |
--- |
--- |
94,53 |
--- |
DS0726 |
PL0000108866 |
96,43 |
96,63 |
2,92 |
2,89 |
96,53 |
2,90 |
WS0429 |
PL0000105391 |
127,00 |
128,37 |
3,14 |
3,03 |
127,69 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS1016 |
PL0000106795 |
100,78 |
100,83 |
1,55 |
1,35 |
100,81 |
1,43 |
WZ0117 |
PL0000106936 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,37 |
102,46 |
1,53 |
1,41 |
102,42 |
1,46 |
OK0717 |
PL0000108502 |
98,46 |
98,55 |
1,57 |
1,48 |
98,51 |
1,52 |
DS1017 |
PL0000104543 |
104,47 |
104,55 |
1,60 |
1,54 |
104,51 |
1,57 |
WZ0118 |
PL0000104717 |
100,08 |
100,30 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,62 |
103,72 |
1,63 |
1,57 |
103,67 |
1,60 |
PS0718 |
PL0000107595 |
101,64 |
101,79 |
1,66 |
1,58 |
101,72 |
1,62 |
OK1018 |
PL0000109062 |
96,37 |
96,47 |
1,66 |
1,61 |
96,42 |
1,63 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,09 |
104,28 |
1,84 |
1,77 |
104,19 |
1,80 |
DS1019 |
PL0000105441 |
111,33 |
111,56 |
1,87 |
1,80 |
111,45 |
1,83 |
WZ0120 |
PL0000108601 |
99,17 |
99,40 |
--- |
--- |
99,29 |
--- |
PS0420 |
PL0000108510 |
98,15 |
98,32 |
2,02 |
1,97 |
98,24 |
1,99 |
DS1020 |
PL0000106126 |
112,78 |
112,91 |
2,07 |
2,04 |
112,85 |
2,06 |
WZ0121 |
PL0000106068 |
98,60 |
98,86 |
--- |
--- |
98,73 |
--- |
PS0421 |
PL0000108916 |
99,11 |
99,27 |
2,20 |
2,16 |
99,19 |
2,18 |
PS0721 |
PL0000109153 |
97,48 |
97,65 |
2,29 |
2,25 |
97,57 |
2,27 |
DS1021 |
PL0000106670 |
116,97 |
117,14 |
2,28 |
2,25 |
117,06 |
2,26 |
WS0922 |
PL0000102646 |
118,87 |
119,28 |
2,41 |
2,35 |
119,08 |
2,38 |
IZ0823 |
PL0000105359 |
110,20 |
112,27 |
--- |
--- |
111,24 |
--- |
DS1023 |
PL0000107264 |
109,11 |
109,47 |
2,60 |
2,55 |
109,29 |
2,58 |
WZ0124 |
PL0000107454 |
96,17 |
96,57 |
--- |
--- |
96,37 |
--- |
DS0725 |
PL0000108197 |
103,22 |
103,49 |
2,84 |
2,80 |
103,36 |
2,82 |
WZ0126 |
PL0000108817 |
94,27 |
94,64 |
--- |
--- |
94,46 |
--- |
DS0726 |
PL0000108866 |
96,34 |
96,58 |
2,93 |
2,90 |
96,46 |
2,91 |
WS0429 |
PL0000105391 |
127,09 |
128,29 |
3,14 |
3,04 |
127,69 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,410 |
1,410 |
1,410 |
40 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,410 |
1,410 |
1,410 |
20 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,410 |
1,410 |
1,410 |
170 |
OK1018 |
PL0000109062 |
3/4 |
1 |
1,410 |
1,410 |
1,410 |
180 |
TOTAL |
410 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.