2016-08-02 |
MARKET DATA |
No 147 (2929) |
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 |
690,00 |
729,74 |
45 |
640,00 |
628,13 |
10 |
1 330,00 |
1 357,87 |
55 |
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 |
100,71 |
100,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,28 |
102,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,50 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,37 |
104,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,59 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,38 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,18 |
104,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,36 |
111,33 |
111,360 |
111,360 |
111,340 |
111,340 |
111,346 |
70 000 |
80,93 |
4 |
PS0420 |
PL0000108510 |
98,43 |
98,26 |
98,200 |
98,200 |
98,200 |
98,200 |
98,200 |
10 000 |
9,86 |
1 |
DS1020 |
PL0000106126 |
112,93 |
112,85 |
112,910 |
112,920 |
112,770 |
112,770 |
112,840 |
165 000 |
192,91 |
11 |
PS0421 |
PL0000108916 |
99,46 |
99,40 |
99,320 |
99,320 |
99,320 |
99,320 |
99,320 |
10 000 |
9,99 |
1 |
PS0721 |
PL0000109153 |
97,85 |
97,70 |
97,900 |
97,920 |
97,680 |
97,680 |
97,810 |
215 000 |
210,40 |
13 |
DS1021 |
PL0000106670 |
117,12 |
117,05 |
116,990 |
116,990 |
116,990 |
116,990 |
116,990 |
15 000 |
18,22 |
1 |
WS0922 |
PL0000102646 |
119,33 |
119,20 |
119,220 |
119,220 |
119,070 |
119,070 |
119,170 |
15 000 |
18,62 |
2 |
DS1023 |
PL0000107264 |
109,67 |
109,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,20 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,60 |
97,30 |
97,500 |
97,500 |
97,300 |
97,450 |
97,463 |
60 000 |
58,52 |
5 |
WS0428 |
PL0000107611 |
97,40 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,12 |
128,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,09 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,00 |
111,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,13 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
110 000 |
110,19 |
5 |
WZ0118 |
PL0000104717 |
100,09 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,35 |
99,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,41 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,25 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
670 000 |
709,62 |
43 |
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 |
27 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
55 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
118 |
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 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,26 |
102,37 |
1,57 |
1,42 |
102,32 |
1,49 |
OK0717 |
PL0000108502 |
98,48 |
98,60 |
1,59 |
1,46 |
98,54 |
1,52 |
DS1017 |
PL0000104543 |
104,35 |
104,47 |
1,62 |
1,53 |
104,41 |
1,58 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,54 |
103,70 |
1,65 |
1,55 |
103,62 |
1,60 |
PS0718 |
PL0000107595 |
101,53 |
101,72 |
1,70 |
1,61 |
101,63 |
1,65 |
OK1018 |
PL0000109062 |
96,32 |
96,45 |
1,70 |
1,64 |
96,39 |
1,67 |
WZ0119 |
PL0000107603 |
99,82 |
100,07 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,25 |
1,84 |
1,77 |
104,15 |
1,80 |
DS1019 |
PL0000105441 |
111,22 |
111,47 |
1,88 |
1,80 |
111,35 |
1,84 |
WZ0120 |
PL0000108601 |
99,20 |
99,48 |
--- |
--- |
99,34 |
--- |
PS0420 |
PL0000108510 |
98,16 |
98,40 |
2,02 |
1,95 |
98,28 |
1,98 |
DS1020 |
PL0000106126 |
112,78 |
112,95 |
2,06 |
2,02 |
112,87 |
2,04 |
WZ0121 |
PL0000106068 |
98,49 |
98,85 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
99,27 |
99,53 |
2,16 |
2,10 |
99,40 |
2,13 |
PS0721 |
PL0000109153 |
97,59 |
97,85 |
2,27 |
2,21 |
97,72 |
2,24 |
DS1021 |
PL0000106670 |
116,86 |
117,16 |
2,29 |
2,23 |
117,01 |
2,26 |
WS0922 |
PL0000102646 |
118,78 |
119,22 |
2,42 |
2,35 |
119,00 |
2,38 |
IZ0823 |
PL0000105359 |
109,11 |
112,89 |
--- |
--- |
111,00 |
--- |
DS1023 |
PL0000107264 |
109,28 |
109,73 |
2,57 |
2,51 |
109,51 |
2,54 |
WZ0124 |
PL0000107454 |
96,06 |
96,49 |
--- |
--- |
96,28 |
--- |
DS0725 |
PL0000108197 |
103,83 |
104,27 |
2,76 |
2,71 |
104,05 |
2,73 |
WZ0126 |
PL0000108817 |
94,02 |
94,45 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
97,08 |
97,54 |
2,84 |
2,78 |
97,31 |
2,81 |
WS0429 |
PL0000105391 |
125,60 |
130,38 |
3,26 |
2,86 |
127,99 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,26 |
102,37 |
1,57 |
1,42 |
102,32 |
1,49 |
OK0717 |
PL0000108502 |
98,48 |
98,59 |
1,59 |
1,47 |
98,54 |
1,52 |
DS1017 |
PL0000104543 |
104,35 |
104,46 |
1,62 |
1,54 |
104,41 |
1,58 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,55 |
103,69 |
1,64 |
1,56 |
103,62 |
1,60 |
PS0718 |
PL0000107595 |
101,55 |
101,70 |
1,69 |
1,62 |
101,63 |
1,65 |
OK1018 |
PL0000109062 |
96,35 |
96,43 |
1,69 |
1,65 |
96,39 |
1,67 |
WZ0119 |
PL0000107603 |
99,89 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,22 |
1,84 |
1,78 |
104,13 |
1,81 |
DS1019 |
PL0000105441 |
111,21 |
111,43 |
1,88 |
1,81 |
111,32 |
1,85 |
WZ0120 |
PL0000108601 |
99,29 |
99,44 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,16 |
98,34 |
2,02 |
1,96 |
98,25 |
1,99 |
DS1020 |
PL0000106126 |
112,75 |
112,95 |
2,06 |
2,02 |
112,85 |
2,04 |
WZ0121 |
PL0000106068 |
98,52 |
98,81 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
99,28 |
99,51 |
2,16 |
2,11 |
99,40 |
2,13 |
PS0721 |
PL0000109153 |
97,67 |
97,79 |
2,25 |
2,22 |
97,73 |
2,24 |
DS1021 |
PL0000106670 |
116,97 |
117,17 |
2,27 |
2,23 |
117,07 |
2,25 |
WS0922 |
PL0000102646 |
119,07 |
119,44 |
2,37 |
2,31 |
119,26 |
2,34 |
IZ0823 |
PL0000105359 |
110,15 |
112,09 |
--- |
--- |
111,12 |
--- |
DS1023 |
PL0000107264 |
109,38 |
109,81 |
2,56 |
2,50 |
109,60 |
2,53 |
WZ0124 |
PL0000107454 |
96,16 |
96,50 |
--- |
--- |
96,33 |
--- |
DS0725 |
PL0000108197 |
103,88 |
104,31 |
2,75 |
2,70 |
104,10 |
2,73 |
WZ0126 |
PL0000108817 |
94,17 |
94,48 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
97,21 |
97,51 |
2,82 |
2,79 |
97,36 |
2,81 |
WS0429 |
PL0000105391 |
126,59 |
130,49 |
3,17 |
2,85 |
128,54 |
3,01 |
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 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
20 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,380 |
1,380 |
1,380 |
165 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
5 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
80 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
90 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
120 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
60 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
100 |
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.