2016-07-29 |
MARKET DATA |
No 145 (2927) |
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 |
915,00 |
920,86 |
76 |
1 240,00 |
1 260,02 |
13 |
2 155,00 |
2 180,89 |
89 |
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 |
100,73 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,31 |
102,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,56 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,45 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,61 |
103,58 |
103,570 |
103,580 |
103,570 |
103,580 |
103,575 |
80 000 |
83,67 |
2 |
PS0718 |
PL0000107595 |
101,60 |
101,63 |
101,600 |
101,600 |
101,600 |
101,600 |
101,600 |
10 000 |
10,17 |
1 |
OK1018 |
PL0000109062 |
96,37 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,05 |
104,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,29 |
111,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,12 |
98,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,72 |
112,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,11 |
98,95 |
98,880 |
98,880 |
98,880 |
98,880 |
98,880 |
35 000 |
34,80 |
1 |
PS0721 |
PL0000109153 |
97,54 |
97,25 |
97,260 |
97,570 |
97,260 |
97,570 |
97,460 |
230 000 |
224,24 |
17 |
DS1021 |
PL0000106670 |
116,72 |
116,53 |
116,530 |
116,540 |
116,530 |
116,540 |
116,533 |
15 000 |
18,14 |
2 |
WS0922 |
PL0000102646 |
118,84 |
118,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,15 |
108,68 |
108,830 |
108,830 |
108,630 |
108,680 |
108,721 |
135 000 |
150,93 |
11 |
DS0725 |
PL0000108197 |
103,44 |
102,92 |
102,890 |
102,890 |
102,840 |
102,840 |
102,857 |
45 000 |
46,32 |
4 |
DS0726 |
PL0000108866 |
96,75 |
96,00 |
96,300 |
96,850 |
96,100 |
96,850 |
96,365 |
345 000 |
332,65 |
36 |
WS0428 |
PL0000107611 |
95,57 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,74 |
127,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
122,65 |
132,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,05 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,90 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,87 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,30 |
99,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,53 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,16 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,28 |
94,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
895 000 |
900,93 |
74 |
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 |
29 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
57 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
120 |
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 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,29 |
102,41 |
1,55 |
1,39 |
102,35 |
1,47 |
OK0717 |
PL0000108502 |
98,50 |
98,62 |
1,56 |
1,43 |
98,56 |
1,49 |
DS1017 |
PL0000104543 |
104,41 |
104,54 |
1,59 |
1,49 |
104,48 |
1,54 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,51 |
103,69 |
1,67 |
1,57 |
103,60 |
1,62 |
PS0718 |
PL0000107595 |
101,50 |
101,69 |
1,72 |
1,62 |
101,60 |
1,67 |
OK1018 |
PL0000109062 |
96,25 |
96,36 |
1,73 |
1,68 |
96,31 |
1,70 |
WZ0119 |
PL0000107603 |
99,84 |
100,06 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
103,88 |
104,07 |
1,90 |
1,83 |
103,98 |
1,86 |
DS1019 |
PL0000105441 |
111,08 |
111,29 |
1,92 |
1,86 |
111,19 |
1,89 |
WZ0120 |
PL0000108601 |
99,15 |
99,38 |
--- |
--- |
99,27 |
--- |
PS0420 |
PL0000108510 |
97,89 |
98,12 |
2,09 |
2,03 |
98,01 |
2,06 |
DS1020 |
PL0000106126 |
112,38 |
112,59 |
2,15 |
2,10 |
112,49 |
2,13 |
WZ0121 |
PL0000106068 |
98,49 |
98,78 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,77 |
99,00 |
2,28 |
2,22 |
98,89 |
2,25 |
PS0721 |
PL0000109153 |
97,15 |
97,30 |
2,36 |
2,33 |
97,23 |
2,34 |
DS1021 |
PL0000106670 |
116,39 |
116,62 |
2,38 |
2,33 |
116,51 |
2,35 |
WS0922 |
PL0000102646 |
118,42 |
118,78 |
2,48 |
2,42 |
118,60 |
2,45 |
IZ0823 |
PL0000105359 |
109,61 |
112,19 |
--- |
--- |
110,90 |
--- |
DS1023 |
PL0000107264 |
108,71 |
109,12 |
2,66 |
2,60 |
108,92 |
2,63 |
WZ0124 |
PL0000107454 |
96,13 |
96,56 |
--- |
--- |
96,35 |
--- |
DS0725 |
PL0000108197 |
102,75 |
103,06 |
2,90 |
2,86 |
102,91 |
2,88 |
WZ0126 |
PL0000108817 |
94,17 |
94,47 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
96,18 |
96,37 |
2,95 |
2,92 |
96,28 |
2,93 |
WS0429 |
PL0000105391 |
126,77 |
128,09 |
3,16 |
3,05 |
127,43 |
3,10 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,29 |
102,40 |
1,55 |
1,41 |
102,35 |
1,47 |
OK0717 |
PL0000108502 |
98,50 |
98,61 |
1,56 |
1,44 |
98,56 |
1,49 |
DS1017 |
PL0000104543 |
104,43 |
104,56 |
1,58 |
1,47 |
104,50 |
1,52 |
WZ0118 |
PL0000104717 |
100,07 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,59 |
103,73 |
1,62 |
1,54 |
103,66 |
1,58 |
PS0718 |
PL0000107595 |
101,58 |
101,75 |
1,68 |
1,59 |
101,67 |
1,63 |
OK1018 |
PL0000109062 |
96,34 |
96,43 |
1,69 |
1,64 |
96,39 |
1,66 |
WZ0119 |
PL0000107603 |
99,84 |
100,05 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,21 |
1,85 |
1,79 |
104,11 |
1,82 |
DS1019 |
PL0000105441 |
111,23 |
111,43 |
1,88 |
1,82 |
111,33 |
1,85 |
WZ0120 |
PL0000108601 |
99,23 |
99,39 |
--- |
--- |
99,31 |
--- |
PS0420 |
PL0000108510 |
98,10 |
98,31 |
2,03 |
1,97 |
98,21 |
2,00 |
DS1020 |
PL0000106126 |
112,68 |
112,78 |
2,08 |
2,06 |
112,73 |
2,07 |
WZ0121 |
PL0000106068 |
98,48 |
98,72 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
99,07 |
99,24 |
2,21 |
2,17 |
99,16 |
2,19 |
PS0721 |
PL0000109153 |
97,46 |
97,57 |
2,29 |
2,27 |
97,52 |
2,28 |
DS1021 |
PL0000106670 |
116,67 |
116,93 |
2,32 |
2,28 |
116,80 |
2,30 |
WS0922 |
PL0000102646 |
118,74 |
119,10 |
2,43 |
2,37 |
118,92 |
2,40 |
IZ0823 |
PL0000105359 |
110,06 |
112,05 |
--- |
--- |
111,06 |
--- |
DS1023 |
PL0000107264 |
109,06 |
109,41 |
2,61 |
2,56 |
109,24 |
2,58 |
WZ0124 |
PL0000107454 |
96,13 |
96,54 |
--- |
--- |
96,34 |
--- |
DS0725 |
PL0000108197 |
103,32 |
103,64 |
2,82 |
2,78 |
103,48 |
2,80 |
WZ0126 |
PL0000108817 |
94,20 |
94,47 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,63 |
96,82 |
2,89 |
2,87 |
96,73 |
2,88 |
WS0429 |
PL0000105391 |
127,40 |
128,52 |
3,11 |
3,01 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
20 |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
45 |
DS0726 |
PL0000108866 |
3/4 |
1 |
1,320 |
1,320 |
1,320 |
10 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
200 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
60 |
PS0417 |
PL0000107058 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
400 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
90 |
OK0717 |
PL0000108502 |
3/10 |
7 |
1,350 |
1,350 |
1,350 |
15 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
185 |
OK1018 |
PL0000109062 |
3/10 |
7 |
1,380 |
1,390 |
1,387 |
30 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
25 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
1,380 |
1,380 |
1,380 |
160 |
TOTAL |
1 240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.