2016-08-01 |
MARKET DATA |
No 146 (2928) |
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 |
900,00 |
903,57 |
45 |
635,00 |
638,51 |
14 |
1 535,00 |
1 542,08 |
59 |
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 |
100,72 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,31 |
102,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,54 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,47 |
104,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,62 |
103,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,61 |
101,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,39 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,13 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,36 |
111,40 |
111,320 |
111,320 |
111,310 |
111,310 |
111,312 |
95 000 |
109,79 |
3 |
PS0420 |
PL0000108510 |
98,32 |
98,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,90 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,45 |
99,33 |
99,450 |
99,500 |
99,450 |
99,500 |
99,472 |
295 000 |
295,06 |
9 |
PS0721 |
PL0000109153 |
97,81 |
97,55 |
97,550 |
97,850 |
97,550 |
97,800 |
97,779 |
410 000 |
401,07 |
21 |
DS1021 |
PL0000106670 |
117,10 |
117,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,19 |
119,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,49 |
109,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,90 |
103,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,30 |
97,05 |
97,100 |
97,300 |
97,100 |
97,160 |
97,199 |
85 000 |
82,67 |
10 |
WS0428 |
PL0000107611 |
97,30 |
97,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,51 |
128,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
124,46 |
134,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,05 |
100,24 |
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 |
100,14 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
10 000 |
10,02 |
1 |
WZ0118 |
PL0000104717 |
100,10 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,92 |
100,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,32 |
99,36 |
99,320 |
99,320 |
99,320 |
99,320 |
99,320 |
5 000 |
4,97 |
1 |
WZ0121 |
PL0000106068 |
98,58 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,19 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,27 |
94,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
900 000 |
903,57 |
45 |
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 |
28 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
56 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
119 |
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 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,28 |
102,38 |
1,55 |
1,42 |
102,33 |
1,49 |
OK0717 |
PL0000108502 |
98,51 |
98,64 |
1,55 |
1,41 |
98,58 |
1,48 |
DS1017 |
PL0000104543 |
104,43 |
104,56 |
1,57 |
1,47 |
104,50 |
1,51 |
WZ0118 |
PL0000104717 |
100,08 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,59 |
103,73 |
1,62 |
1,54 |
103,66 |
1,58 |
PS0718 |
PL0000107595 |
101,58 |
101,76 |
1,68 |
1,59 |
101,67 |
1,63 |
OK1018 |
PL0000109062 |
96,34 |
96,45 |
1,69 |
1,64 |
96,40 |
1,66 |
WZ0119 |
PL0000107603 |
99,83 |
100,06 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,24 |
1,84 |
1,77 |
104,14 |
1,81 |
DS1019 |
PL0000105441 |
111,23 |
111,47 |
1,88 |
1,81 |
111,35 |
1,84 |
WZ0120 |
PL0000108601 |
99,17 |
99,43 |
--- |
--- |
99,30 |
--- |
PS0420 |
PL0000108510 |
98,14 |
98,37 |
2,02 |
1,96 |
98,26 |
1,99 |
DS1020 |
PL0000106126 |
112,69 |
112,88 |
2,08 |
2,04 |
112,79 |
2,06 |
WZ0121 |
PL0000106068 |
98,48 |
98,79 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
99,15 |
99,37 |
2,19 |
2,14 |
99,26 |
2,16 |
PS0721 |
PL0000109153 |
97,52 |
97,72 |
2,28 |
2,24 |
97,62 |
2,26 |
DS1021 |
PL0000106670 |
116,77 |
117,05 |
2,30 |
2,25 |
116,91 |
2,28 |
WS0922 |
PL0000102646 |
118,86 |
119,27 |
2,41 |
2,34 |
119,07 |
2,37 |
IZ0823 |
PL0000105359 |
109,53 |
112,85 |
--- |
--- |
111,19 |
--- |
DS1023 |
PL0000107264 |
109,17 |
109,59 |
2,59 |
2,53 |
109,38 |
2,56 |
WZ0124 |
PL0000107454 |
96,13 |
96,57 |
--- |
--- |
96,35 |
--- |
DS0725 |
PL0000108197 |
103,50 |
103,92 |
2,80 |
2,75 |
103,71 |
2,78 |
WZ0126 |
PL0000108817 |
94,17 |
94,47 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
96,83 |
97,24 |
2,87 |
2,82 |
97,04 |
2,84 |
WS0429 |
PL0000105391 |
126,54 |
130,46 |
3,18 |
2,86 |
128,50 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,29 |
102,37 |
1,54 |
1,43 |
102,33 |
1,49 |
OK0717 |
PL0000108502 |
98,50 |
98,61 |
1,56 |
1,45 |
98,56 |
1,50 |
DS1017 |
PL0000104543 |
104,40 |
104,52 |
1,59 |
1,50 |
104,46 |
1,55 |
WZ0118 |
PL0000104717 |
100,08 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,60 |
103,73 |
1,61 |
1,54 |
103,67 |
1,57 |
PS0718 |
PL0000107595 |
101,59 |
101,71 |
1,67 |
1,61 |
101,65 |
1,64 |
OK1018 |
PL0000109062 |
96,36 |
96,46 |
1,68 |
1,63 |
96,41 |
1,65 |
WZ0119 |
PL0000107603 |
99,88 |
100,09 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,07 |
104,27 |
1,83 |
1,76 |
104,17 |
1,80 |
DS1019 |
PL0000105441 |
111,27 |
111,45 |
1,87 |
1,81 |
111,36 |
1,84 |
WZ0120 |
PL0000108601 |
99,27 |
99,48 |
--- |
--- |
99,38 |
--- |
PS0420 |
PL0000108510 |
98,23 |
98,43 |
2,00 |
1,94 |
98,33 |
1,97 |
DS1020 |
PL0000106126 |
112,85 |
112,99 |
2,04 |
2,01 |
112,92 |
2,03 |
WZ0121 |
PL0000106068 |
98,55 |
98,85 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
99,31 |
99,49 |
2,15 |
2,11 |
99,40 |
2,13 |
PS0721 |
PL0000109153 |
97,71 |
97,84 |
2,24 |
2,21 |
97,78 |
2,23 |
DS1021 |
PL0000106670 |
117,04 |
117,21 |
2,25 |
2,22 |
117,13 |
2,24 |
WS0922 |
PL0000102646 |
119,08 |
119,41 |
2,37 |
2,32 |
119,25 |
2,34 |
IZ0823 |
PL0000105359 |
110,11 |
112,09 |
--- |
--- |
111,10 |
--- |
DS1023 |
PL0000107264 |
109,42 |
109,81 |
2,55 |
2,50 |
109,62 |
2,52 |
WZ0124 |
PL0000107454 |
96,11 |
96,50 |
--- |
--- |
96,31 |
--- |
DS0725 |
PL0000108197 |
103,81 |
104,16 |
2,76 |
2,72 |
103,99 |
2,74 |
WZ0126 |
PL0000108817 |
94,18 |
94,46 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
97,12 |
97,41 |
2,83 |
2,80 |
97,27 |
2,82 |
WS0429 |
PL0000105391 |
127,73 |
129,28 |
3,08 |
2,95 |
128,51 |
3,02 |
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 |
1,380 |
1,380 |
1,380 |
25 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
15 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
55 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
20 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
130 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
90 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
10 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
60 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
80 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
15 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
15 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
55 |
TOTAL |
635 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.