2016-07-28 |
MARKET DATA |
No 144 (2926) |
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 |
1 640,00 |
1 622,28 |
110 |
1 025,00 |
1 071,73 |
3 |
2 665,00 |
2 694,01 |
113 |
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 |
100,75 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,34 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,55 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,46 |
104,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,61 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,33 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,98 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,18 |
111,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,00 |
98,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,62 |
112,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,99 |
98,90 |
98,970 |
98,970 |
98,970 |
98,970 |
98,970 |
55 000 |
54,73 |
1 |
PS0721 |
PL0000109153 |
97,35 |
97,24 |
97,250 |
97,390 |
97,240 |
97,370 |
97,280 |
925 000 |
900,16 |
57 |
DS1021 |
PL0000106670 |
116,67 |
116,59 |
116,600 |
116,650 |
116,590 |
116,630 |
116,611 |
75 000 |
90,77 |
5 |
WS0922 |
PL0000102646 |
118,67 |
118,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,00 |
109,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,32 |
103,18 |
103,350 |
103,370 |
103,200 |
103,290 |
103,276 |
165 000 |
170,51 |
13 |
DS0726 |
PL0000108866 |
96,65 |
96,53 |
96,650 |
96,700 |
96,530 |
96,610 |
96,610 |
410 000 |
396,30 |
33 |
WS0428 |
PL0000107611 |
97,25 |
97,40 |
97,400 |
97,400 |
97,400 |
97,400 |
97,400 |
10 000 |
9,81 |
1 |
WS0429 |
PL0000105391 |
127,75 |
127,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
123,23 |
133,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,90 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,17 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,92 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,30 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,58 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,30 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,30 |
94,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 640 000 |
1 622,28 |
110 |
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 |
30 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
58 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
121 |
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 |
100,04 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,32 |
102,43 |
1,52 |
1,38 |
102,38 |
1,44 |
OK0717 |
PL0000108502 |
98,53 |
98,67 |
1,52 |
1,37 |
98,60 |
1,45 |
DS1017 |
PL0000104543 |
104,43 |
104,57 |
1,58 |
1,47 |
104,50 |
1,53 |
WZ0118 |
PL0000104717 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,53 |
103,71 |
1,66 |
1,56 |
103,62 |
1,61 |
PS0718 |
PL0000107595 |
101,53 |
101,72 |
1,71 |
1,61 |
101,63 |
1,66 |
OK1018 |
PL0000109062 |
96,27 |
96,38 |
1,72 |
1,67 |
96,33 |
1,69 |
WZ0119 |
PL0000107603 |
99,86 |
100,05 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,92 |
104,09 |
1,89 |
1,83 |
104,01 |
1,85 |
DS1019 |
PL0000105441 |
111,09 |
111,32 |
1,92 |
1,86 |
111,21 |
1,89 |
WZ0120 |
PL0000108601 |
99,15 |
99,35 |
--- |
--- |
99,25 |
--- |
PS0420 |
PL0000108510 |
97,92 |
98,15 |
2,08 |
2,02 |
98,04 |
2,05 |
DS1020 |
PL0000106126 |
112,45 |
112,66 |
2,14 |
2,09 |
112,56 |
2,11 |
WZ0121 |
PL0000106068 |
98,50 |
98,74 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
98,78 |
99,03 |
2,27 |
2,22 |
98,91 |
2,24 |
PS0721 |
PL0000109153 |
97,17 |
97,31 |
2,36 |
2,33 |
97,24 |
2,34 |
DS1021 |
PL0000106670 |
116,57 |
116,81 |
2,34 |
2,30 |
116,69 |
2,32 |
WS0922 |
PL0000102646 |
118,54 |
118,90 |
2,46 |
2,40 |
118,72 |
2,43 |
IZ0823 |
PL0000105359 |
110,02 |
112,13 |
--- |
--- |
111,08 |
--- |
DS1023 |
PL0000107264 |
108,90 |
109,33 |
2,63 |
2,57 |
109,12 |
2,60 |
WZ0124 |
PL0000107454 |
96,16 |
96,53 |
--- |
--- |
96,35 |
--- |
DS0725 |
PL0000108197 |
103,09 |
103,48 |
2,85 |
2,80 |
103,29 |
2,83 |
WZ0126 |
PL0000108817 |
94,10 |
94,42 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
96,49 |
96,76 |
2,91 |
2,88 |
96,63 |
2,89 |
WS0429 |
PL0000105391 |
126,93 |
128,59 |
3,15 |
3,01 |
127,76 |
3,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,08 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,31 |
102,42 |
1,54 |
1,39 |
102,37 |
1,46 |
OK0717 |
PL0000108502 |
98,53 |
98,59 |
1,52 |
1,46 |
98,56 |
1,49 |
DS1017 |
PL0000104543 |
104,43 |
104,54 |
1,58 |
1,50 |
104,49 |
1,54 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,58 |
103,67 |
1,63 |
1,58 |
103,63 |
1,60 |
PS0718 |
PL0000107595 |
101,53 |
101,71 |
1,71 |
1,62 |
101,62 |
1,66 |
OK1018 |
PL0000109062 |
96,30 |
96,38 |
1,70 |
1,67 |
96,34 |
1,68 |
WZ0119 |
PL0000107603 |
99,85 |
100,05 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
103,96 |
104,15 |
1,87 |
1,81 |
104,06 |
1,84 |
DS1019 |
PL0000105441 |
111,15 |
111,37 |
1,91 |
1,84 |
111,26 |
1,87 |
WZ0120 |
PL0000108601 |
99,23 |
99,38 |
--- |
--- |
99,31 |
--- |
PS0420 |
PL0000108510 |
97,96 |
98,12 |
2,07 |
2,03 |
98,04 |
2,05 |
DS1020 |
PL0000106126 |
112,56 |
112,70 |
2,11 |
2,08 |
112,63 |
2,10 |
WZ0121 |
PL0000106068 |
98,52 |
98,71 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
98,88 |
99,11 |
2,25 |
2,20 |
99,00 |
2,22 |
PS0721 |
PL0000109153 |
97,29 |
97,41 |
2,33 |
2,30 |
97,35 |
2,32 |
DS1021 |
PL0000106670 |
116,57 |
116,70 |
2,34 |
2,32 |
116,64 |
2,33 |
WS0922 |
PL0000102646 |
118,59 |
118,94 |
2,45 |
2,40 |
118,77 |
2,42 |
IZ0823 |
PL0000105359 |
109,96 |
112,19 |
--- |
--- |
111,08 |
--- |
DS1023 |
PL0000107264 |
108,90 |
109,23 |
2,63 |
2,58 |
109,07 |
2,61 |
WZ0124 |
PL0000107454 |
96,23 |
96,57 |
--- |
--- |
96,40 |
--- |
DS0725 |
PL0000108197 |
103,06 |
103,33 |
2,86 |
2,82 |
103,20 |
2,84 |
WZ0126 |
PL0000108817 |
94,21 |
94,43 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
96,46 |
96,65 |
2,91 |
2,89 |
96,56 |
2,90 |
WS0429 |
PL0000105391 |
127,19 |
128,34 |
3,12 |
3,03 |
127,77 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
25 |
TOTAL |
25 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,280 |
1,280 |
1,280 |
1 000 |
TOTAL |
1 000 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.