2016-07-27 |
MARKET DATA |
No 143 (2925) |
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 |
1 120,00 |
1 123,59 |
41 |
640,00 |
657,06 |
9 |
1 760,00 |
1 780,65 |
50 |
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 |
100,77 |
100,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,35 |
102,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,54 |
98,52 |
98,520 |
98,580 |
98,520 |
98,580 |
98,545 |
672 500 |
662,72 |
13 |
DS1017 |
PL0000104543 |
104,49 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,61 |
103,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,61 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,34 |
96,34 |
96,340 |
96,340 |
96,340 |
96,340 |
96,340 |
10 000 |
9,63 |
1 |
PS0719 |
PL0000108148 |
104,06 |
104,05 |
104,050 |
104,070 |
104,050 |
104,070 |
104,052 |
140 000 |
145,72 |
4 |
DS1019 |
PL0000105441 |
111,22 |
111,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,03 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,65 |
112,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,05 |
99,00 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
25 000 |
24,88 |
1 |
PS0721 |
PL0000109153 |
97,44 |
97,35 |
97,370 |
97,370 |
97,350 |
97,350 |
97,360 |
30 000 |
29,21 |
4 |
DS1021 |
PL0000106670 |
116,80 |
116,79 |
116,760 |
116,760 |
116,760 |
116,760 |
116,760 |
5 000 |
6,06 |
1 |
WS0922 |
PL0000102646 |
118,80 |
119,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,20 |
109,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,40 |
103,40 |
103,300 |
103,370 |
103,290 |
103,370 |
103,308 |
50 000 |
51,67 |
3 |
DS0726 |
PL0000108866 |
96,65 |
96,61 |
96,620 |
96,730 |
96,620 |
96,730 |
96,671 |
50 000 |
48,35 |
8 |
WS0428 |
PL0000107611 |
96,30 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,00 |
127,95 |
128,100 |
128,100 |
128,000 |
128,100 |
128,064 |
27 500 |
35,63 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,20 |
100,33 |
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 |
100,13 |
100,18 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
80 000 |
80,12 |
1 |
WZ0118 |
PL0000104717 |
100,13 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,27 |
99,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,59 |
98,65 |
98,650 |
98,650 |
98,650 |
98,650 |
98,650 |
30 000 |
29,60 |
1 |
WZ0124 |
PL0000107454 |
96,31 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 120 000 |
1 123,59 |
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 |
33 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
61 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
124 |
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 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,30 |
102,42 |
1,59 |
1,43 |
102,36 |
1,51 |
OK0717 |
PL0000108502 |
98,43 |
98,55 |
1,61 |
1,49 |
98,49 |
1,55 |
DS1017 |
PL0000104543 |
104,40 |
104,51 |
1,63 |
1,54 |
104,46 |
1,58 |
WZ0118 |
PL0000104717 |
100,04 |
100,24 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,50 |
103,66 |
1,69 |
1,60 |
103,58 |
1,64 |
PS0718 |
PL0000107595 |
101,53 |
101,69 |
1,71 |
1,63 |
101,61 |
1,67 |
OK1018 |
PL0000109062 |
96,25 |
96,37 |
1,72 |
1,66 |
96,31 |
1,69 |
WZ0119 |
PL0000107603 |
99,86 |
100,02 |
--- |
--- |
99,94 |
--- |
PS0719 |
PL0000108148 |
103,95 |
104,10 |
1,88 |
1,83 |
104,03 |
1,85 |
DS1019 |
PL0000105441 |
111,12 |
111,36 |
1,92 |
1,85 |
111,24 |
1,89 |
WZ0120 |
PL0000108601 |
99,11 |
99,29 |
--- |
--- |
99,20 |
--- |
PS0420 |
PL0000108510 |
97,93 |
98,14 |
2,08 |
2,02 |
98,04 |
2,05 |
DS1020 |
PL0000106126 |
112,50 |
112,70 |
2,13 |
2,09 |
112,60 |
2,11 |
WZ0121 |
PL0000106068 |
98,45 |
98,78 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
98,84 |
99,08 |
2,26 |
2,20 |
98,96 |
2,23 |
PS0721 |
PL0000109153 |
97,24 |
97,44 |
2,34 |
2,30 |
97,34 |
2,32 |
DS1021 |
PL0000106670 |
116,65 |
116,88 |
2,33 |
2,29 |
116,77 |
2,31 |
WS0922 |
PL0000102646 |
118,71 |
119,10 |
2,44 |
2,37 |
118,91 |
2,40 |
IZ0823 |
PL0000105359 |
109,56 |
112,31 |
--- |
--- |
110,94 |
--- |
DS1023 |
PL0000107264 |
109,03 |
109,43 |
2,61 |
2,55 |
109,23 |
2,58 |
WZ0124 |
PL0000107454 |
96,14 |
96,50 |
--- |
--- |
96,32 |
--- |
DS0725 |
PL0000108197 |
103,15 |
103,51 |
2,85 |
2,80 |
103,33 |
2,82 |
WZ0126 |
PL0000108817 |
94,16 |
94,46 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
96,41 |
96,72 |
2,92 |
2,88 |
96,57 |
2,90 |
WS0429 |
PL0000105391 |
126,78 |
128,61 |
3,16 |
3,01 |
127,70 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,05 |
100,21 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,34 |
102,46 |
1,53 |
1,37 |
102,40 |
1,45 |
OK0717 |
PL0000108502 |
98,52 |
98,62 |
1,52 |
1,41 |
98,57 |
1,47 |
DS1017 |
PL0000104543 |
104,45 |
104,58 |
1,59 |
1,49 |
104,52 |
1,54 |
WZ0118 |
PL0000104717 |
100,07 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,58 |
103,70 |
1,64 |
1,57 |
103,64 |
1,61 |
PS0718 |
PL0000107595 |
101,54 |
101,72 |
1,71 |
1,61 |
101,63 |
1,66 |
OK1018 |
PL0000109062 |
96,30 |
96,38 |
1,70 |
1,66 |
96,34 |
1,68 |
WZ0119 |
PL0000107603 |
99,89 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,99 |
104,14 |
1,86 |
1,81 |
104,07 |
1,84 |
DS1019 |
PL0000105441 |
111,17 |
111,38 |
1,91 |
1,85 |
111,28 |
1,88 |
WZ0120 |
PL0000108601 |
99,20 |
99,36 |
--- |
--- |
99,28 |
--- |
PS0420 |
PL0000108510 |
97,93 |
98,16 |
2,08 |
2,01 |
98,05 |
2,04 |
DS1020 |
PL0000106126 |
112,59 |
112,72 |
2,11 |
2,08 |
112,66 |
2,09 |
WZ0121 |
PL0000106068 |
98,51 |
98,71 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
98,92 |
99,06 |
2,24 |
2,21 |
98,99 |
2,22 |
PS0721 |
PL0000109153 |
97,29 |
97,41 |
2,33 |
2,30 |
97,35 |
2,32 |
DS1021 |
PL0000106670 |
116,69 |
116,90 |
2,33 |
2,29 |
116,80 |
2,31 |
WS0922 |
PL0000102646 |
118,72 |
119,12 |
2,43 |
2,37 |
118,92 |
2,40 |
IZ0823 |
PL0000105359 |
110,14 |
112,17 |
--- |
--- |
111,16 |
--- |
DS1023 |
PL0000107264 |
109,10 |
109,42 |
2,60 |
2,56 |
109,26 |
2,58 |
WZ0124 |
PL0000107454 |
96,19 |
96,50 |
--- |
--- |
96,35 |
--- |
DS0725 |
PL0000108197 |
103,31 |
103,49 |
2,83 |
2,80 |
103,40 |
2,81 |
WZ0126 |
PL0000108817 |
94,14 |
94,44 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
96,59 |
96,80 |
2,90 |
2,87 |
96,70 |
2,88 |
WS0429 |
PL0000105391 |
127,45 |
128,47 |
3,10 |
3,02 |
127,96 |
3,06 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,150 |
1,150 |
1,150 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,220 |
1,220 |
1,220 |
180 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,220 |
1,220 |
1,220 |
35 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,150 |
1,220 |
1,159 |
120 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,220 |
1,220 |
1,220 |
65 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
50 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,150 |
1,150 |
1,150 |
160 |
TOTAL |
640 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.