2016-07-26 |
MARKET DATA |
No 142 (2924) |
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 |
2 150,00 |
2 192,82 |
76 |
900,00 |
925,47 |
12 |
3 050,00 |
3 118,29 |
88 |
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 |
100,78 |
100,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,37 |
102,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,51 |
98,50 |
98,500 |
98,500 |
98,500 |
98,500 |
98,500 |
10 000 |
9,85 |
1 |
DS1017 |
PL0000104543 |
104,49 |
104,48 |
104,490 |
104,490 |
104,470 |
104,470 |
104,483 |
225 000 |
244,03 |
5 |
PS0418 |
PL0000107314 |
103,64 |
103,63 |
103,620 |
103,620 |
103,610 |
103,610 |
103,614 |
320 000 |
334,66 |
8 |
PS0718 |
PL0000107595 |
101,67 |
101,61 |
101,670 |
101,670 |
101,600 |
101,600 |
101,650 |
250 000 |
254,18 |
5 |
OK1018 |
PL0000109062 |
96,40 |
96,34 |
96,390 |
96,390 |
96,360 |
96,360 |
96,374 |
55 000 |
53,01 |
2 |
PS0719 |
PL0000108148 |
104,11 |
104,05 |
104,100 |
104,100 |
103,980 |
103,980 |
104,023 |
247 500 |
257,52 |
9 |
DS1019 |
PL0000105441 |
111,39 |
111,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,16 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,78 |
112,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,18 |
99,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,52 |
97,37 |
97,500 |
97,500 |
97,490 |
97,490 |
97,494 |
42 500 |
41,44 |
2 |
DS1021 |
PL0000106670 |
116,95 |
116,80 |
116,950 |
116,950 |
116,820 |
116,820 |
116,880 |
40 000 |
48,49 |
5 |
WS0922 |
PL0000102646 |
119,02 |
119,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,38 |
109,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,48 |
103,30 |
103,500 |
103,500 |
103,350 |
103,350 |
103,393 |
35 000 |
36,20 |
3 |
DS0726 |
PL0000108866 |
96,70 |
96,50 |
96,670 |
96,700 |
96,470 |
96,500 |
96,619 |
265 000 |
256,10 |
20 |
WS0428 |
PL0000107611 |
96,30 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,78 |
127,90 |
128,000 |
128,000 |
128,000 |
128,000 |
128,000 |
5 000 |
6,47 |
1 |
WS0437 |
PL0000104857 |
123,24 |
133,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,18 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,95 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
99,99 |
99,970 |
99,970 |
99,940 |
99,940 |
99,954 |
215 000 |
214,93 |
5 |
WZ0120 |
PL0000108601 |
99,31 |
99,25 |
99,230 |
99,250 |
99,200 |
99,250 |
99,228 |
425 000 |
421,78 |
8 |
WZ0121 |
PL0000106068 |
98,66 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,32 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,38 |
94,39 |
94,380 |
94,380 |
94,380 |
94,380 |
94,380 |
15 000 |
14,16 |
2 |
TOTAL |
2 150 000 |
2 192,82 |
76 |
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 |
34 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
62 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
125 |
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 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
102,33 |
102,44 |
1,56 |
1,41 |
102,39 |
1,48 |
OK0717 |
PL0000108502 |
98,48 |
98,57 |
1,56 |
1,46 |
98,53 |
1,50 |
DS1017 |
PL0000104543 |
104,45 |
104,54 |
1,60 |
1,53 |
104,50 |
1,56 |
WZ0118 |
PL0000104717 |
100,06 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,74 |
1,62 |
1,55 |
103,69 |
1,58 |
PS0718 |
PL0000107595 |
101,64 |
101,78 |
1,66 |
1,58 |
101,71 |
1,62 |
OK1018 |
PL0000109062 |
96,37 |
96,48 |
1,66 |
1,61 |
96,43 |
1,63 |
WZ0119 |
PL0000107603 |
99,88 |
100,09 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,09 |
104,21 |
1,83 |
1,79 |
104,15 |
1,81 |
DS1019 |
PL0000105441 |
111,31 |
111,54 |
1,87 |
1,80 |
111,43 |
1,83 |
WZ0120 |
PL0000108601 |
99,21 |
99,48 |
--- |
--- |
99,35 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,33 |
2,03 |
1,97 |
98,22 |
2,00 |
DS1020 |
PL0000106126 |
112,73 |
112,93 |
2,08 |
2,03 |
112,83 |
2,06 |
WZ0121 |
PL0000106068 |
98,59 |
98,92 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,10 |
99,31 |
2,20 |
2,15 |
99,21 |
2,17 |
PS0721 |
PL0000109153 |
97,46 |
97,65 |
2,29 |
2,25 |
97,56 |
2,27 |
DS1021 |
PL0000106670 |
116,87 |
117,11 |
2,29 |
2,25 |
116,99 |
2,27 |
WS0922 |
PL0000102646 |
118,93 |
119,34 |
2,40 |
2,34 |
119,14 |
2,37 |
IZ0823 |
PL0000105359 |
109,77 |
112,33 |
--- |
--- |
111,05 |
--- |
DS1023 |
PL0000107264 |
109,21 |
109,61 |
2,59 |
2,53 |
109,41 |
2,56 |
WZ0124 |
PL0000107454 |
96,14 |
96,50 |
--- |
--- |
96,32 |
--- |
DS0725 |
PL0000108197 |
103,20 |
103,61 |
2,84 |
2,79 |
103,41 |
2,81 |
WZ0126 |
PL0000108817 |
94,27 |
94,64 |
--- |
--- |
94,46 |
--- |
DS0726 |
PL0000108866 |
96,40 |
96,70 |
2,92 |
2,88 |
96,55 |
2,90 |
WS0429 |
PL0000105391 |
127,11 |
128,34 |
3,13 |
3,03 |
127,73 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,34 |
102,43 |
1,54 |
1,43 |
102,39 |
1,48 |
OK0717 |
PL0000108502 |
98,47 |
98,54 |
1,57 |
1,49 |
98,51 |
1,53 |
DS1017 |
PL0000104543 |
104,44 |
104,50 |
1,61 |
1,56 |
104,47 |
1,58 |
WZ0118 |
PL0000104717 |
100,05 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,56 |
103,65 |
1,66 |
1,61 |
103,61 |
1,63 |
PS0718 |
PL0000107595 |
101,53 |
101,65 |
1,71 |
1,65 |
101,59 |
1,68 |
OK1018 |
PL0000109062 |
96,27 |
96,36 |
1,71 |
1,67 |
96,32 |
1,69 |
WZ0119 |
PL0000107603 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
103,93 |
104,08 |
1,89 |
1,84 |
104,01 |
1,86 |
DS1019 |
PL0000105441 |
111,15 |
111,36 |
1,92 |
1,85 |
111,26 |
1,88 |
WZ0120 |
PL0000108601 |
99,12 |
99,29 |
--- |
--- |
99,21 |
--- |
PS0420 |
PL0000108510 |
97,93 |
98,15 |
2,08 |
2,02 |
98,04 |
2,05 |
DS1020 |
PL0000106126 |
112,55 |
112,71 |
2,12 |
2,08 |
112,63 |
2,10 |
WZ0121 |
PL0000106068 |
98,50 |
98,76 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,87 |
99,07 |
2,25 |
2,21 |
98,97 |
2,23 |
PS0721 |
PL0000109153 |
97,27 |
97,44 |
2,33 |
2,30 |
97,36 |
2,31 |
DS1021 |
PL0000106670 |
116,69 |
116,86 |
2,33 |
2,30 |
116,78 |
2,31 |
WS0922 |
PL0000102646 |
118,76 |
119,09 |
2,43 |
2,38 |
118,93 |
2,40 |
IZ0823 |
PL0000105359 |
110,10 |
112,26 |
--- |
--- |
111,18 |
--- |
DS1023 |
PL0000107264 |
109,00 |
109,38 |
2,62 |
2,56 |
109,19 |
2,59 |
WZ0124 |
PL0000107454 |
96,23 |
96,51 |
--- |
--- |
96,37 |
--- |
DS0725 |
PL0000108197 |
103,12 |
103,48 |
2,85 |
2,80 |
103,30 |
2,83 |
WZ0126 |
PL0000108817 |
94,23 |
94,49 |
--- |
--- |
94,36 |
--- |
DS0726 |
PL0000108866 |
96,41 |
96,60 |
2,92 |
2,90 |
96,51 |
2,91 |
WS0429 |
PL0000105391 |
127,13 |
128,31 |
3,13 |
3,03 |
127,72 |
3,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
15 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
300 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
120 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
170 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
50 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
155 |
WZ0126 |
PL0000108817 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
10 |
TOTAL |
900 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.