2016-07-25 |
MARKET DATA |
No 141 (2923) |
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 |
167,50 |
182,73 |
13 |
430,00 |
459,22 |
7 |
597,50 |
641,95 |
20 |
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 |
100,800 |
100,800 |
100,800 |
100,800 |
100,800 |
25 000 |
26,10 |
1 |
PS0417 |
PL0000107058 |
102,37 |
102,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,48 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,47 |
104,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,65 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,65 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,38 |
96,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,10 |
104,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,37 |
111,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,20 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,80 |
112,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,15 |
99,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,54 |
97,52 |
97,550 |
97,560 |
97,550 |
97,560 |
97,555 |
50 000 |
48,78 |
2 |
DS1021 |
PL0000106670 |
117,01 |
116,98 |
117,000 |
117,000 |
116,970 |
116,970 |
116,981 |
65 000 |
78,86 |
5 |
WS0922 |
PL0000102646 |
119,00 |
119,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,20 |
109,30 |
109,300 |
109,300 |
109,300 |
109,300 |
109,300 |
5 000 |
5,62 |
1 |
DS0725 |
PL0000108197 |
103,32 |
103,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,43 |
96,42 |
96,450 |
96,450 |
96,420 |
96,420 |
96,430 |
15 000 |
14,47 |
2 |
WS0428 |
PL0000107611 |
96,80 |
97,25 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
2 500 |
2,45 |
1 |
WS0429 |
PL0000105391 |
127,50 |
127,42 |
127,750 |
127,750 |
127,750 |
127,750 |
127,750 |
5 000 |
6,46 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,18 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,90 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,25 |
99,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,62 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,20 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,32 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
167 500 |
182,73 |
13 |
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 |
35 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
63 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
126 |
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) |
(%) |
WZ0117 |
PL0000106936 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,33 |
102,45 |
1,57 |
1,41 |
102,39 |
1,49 |
OK0717 |
PL0000108502 |
98,46 |
98,57 |
1,57 |
1,46 |
98,52 |
1,51 |
DS1017 |
PL0000104543 |
104,43 |
104,54 |
1,62 |
1,54 |
104,49 |
1,58 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,61 |
103,73 |
1,63 |
1,56 |
103,67 |
1,60 |
PS0718 |
PL0000107595 |
101,61 |
101,75 |
1,67 |
1,60 |
101,68 |
1,64 |
OK1018 |
PL0000109062 |
96,32 |
96,44 |
1,68 |
1,63 |
96,38 |
1,65 |
WZ0119 |
PL0000107603 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,06 |
104,26 |
1,84 |
1,78 |
104,16 |
1,81 |
DS1019 |
PL0000105441 |
111,29 |
111,52 |
1,88 |
1,81 |
111,41 |
1,84 |
WZ0120 |
PL0000108601 |
99,17 |
99,49 |
--- |
--- |
99,33 |
--- |
PS0420 |
PL0000108510 |
98,13 |
98,31 |
2,02 |
1,97 |
98,22 |
2,00 |
DS1020 |
PL0000106126 |
112,73 |
112,92 |
2,08 |
2,04 |
112,83 |
2,06 |
WZ0121 |
PL0000106068 |
98,56 |
98,87 |
--- |
--- |
98,72 |
--- |
PS0421 |
PL0000108916 |
99,10 |
99,34 |
2,20 |
2,15 |
99,22 |
2,17 |
PS0721 |
PL0000109153 |
97,47 |
97,67 |
2,29 |
2,25 |
97,57 |
2,27 |
DS1021 |
PL0000106670 |
116,92 |
117,20 |
2,29 |
2,23 |
117,06 |
2,26 |
WS0922 |
PL0000102646 |
118,89 |
119,31 |
2,41 |
2,34 |
119,10 |
2,38 |
IZ0823 |
PL0000105359 |
110,04 |
112,18 |
--- |
--- |
111,11 |
--- |
DS1023 |
PL0000107264 |
109,06 |
109,47 |
2,61 |
2,55 |
109,27 |
2,58 |
WZ0124 |
PL0000107454 |
96,11 |
96,50 |
--- |
--- |
96,31 |
--- |
DS0725 |
PL0000108197 |
103,12 |
103,52 |
2,85 |
2,80 |
103,32 |
2,83 |
WZ0126 |
PL0000108817 |
94,26 |
94,63 |
--- |
--- |
94,45 |
--- |
DS0726 |
PL0000108866 |
96,31 |
96,57 |
2,93 |
2,90 |
96,44 |
2,91 |
WS0429 |
PL0000105391 |
126,91 |
128,31 |
3,15 |
3,03 |
127,61 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,35 |
102,45 |
1,54 |
1,41 |
102,40 |
1,48 |
OK0717 |
PL0000108502 |
98,46 |
98,57 |
1,57 |
1,46 |
98,52 |
1,51 |
DS1017 |
PL0000104543 |
104,45 |
104,55 |
1,61 |
1,53 |
104,50 |
1,57 |
WZ0118 |
PL0000104717 |
100,07 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,73 |
1,62 |
1,56 |
103,68 |
1,59 |
PS0718 |
PL0000107595 |
101,63 |
101,75 |
1,66 |
1,60 |
101,69 |
1,63 |
OK1018 |
PL0000109062 |
96,36 |
96,43 |
1,66 |
1,63 |
96,40 |
1,65 |
WZ0119 |
PL0000107603 |
99,91 |
100,07 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,08 |
104,21 |
1,84 |
1,79 |
104,15 |
1,81 |
DS1019 |
PL0000105441 |
111,35 |
111,53 |
1,86 |
1,81 |
111,44 |
1,83 |
WZ0120 |
PL0000108601 |
99,21 |
99,44 |
--- |
--- |
99,33 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,30 |
2,02 |
1,97 |
98,21 |
2,00 |
DS1020 |
PL0000106126 |
112,74 |
112,91 |
2,08 |
2,04 |
112,83 |
2,06 |
WZ0121 |
PL0000106068 |
98,58 |
98,82 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
99,10 |
99,27 |
2,20 |
2,16 |
99,19 |
2,18 |
PS0721 |
PL0000109153 |
97,49 |
97,62 |
2,29 |
2,26 |
97,56 |
2,27 |
DS1021 |
PL0000106670 |
116,90 |
117,08 |
2,29 |
2,26 |
116,99 |
2,27 |
WS0922 |
PL0000102646 |
118,96 |
119,29 |
2,40 |
2,35 |
119,13 |
2,37 |
IZ0823 |
PL0000105359 |
110,04 |
112,18 |
--- |
--- |
111,11 |
--- |
DS1023 |
PL0000107264 |
109,17 |
109,51 |
2,59 |
2,54 |
109,34 |
2,57 |
WZ0124 |
PL0000107454 |
96,15 |
96,50 |
--- |
--- |
96,33 |
--- |
DS0725 |
PL0000108197 |
103,26 |
103,58 |
2,83 |
2,79 |
103,42 |
2,81 |
WZ0126 |
PL0000108817 |
94,28 |
94,64 |
--- |
--- |
94,46 |
--- |
DS0726 |
PL0000108866 |
96,35 |
96,58 |
2,92 |
2,90 |
96,47 |
2,91 |
WS0429 |
PL0000105391 |
127,11 |
128,26 |
3,13 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
40 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
180 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
180 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.