2016-08-03 |
MARKET DATA |
No 148 (2930) |
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 |
1 195,00 |
1 197,39 |
83 |
175,00 |
176,15 |
6 |
1 370,00 |
1 373,54 |
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 |
100,70 |
100,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,28 |
102,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,52 |
98,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,39 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,59 |
103,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,68 |
101,68 |
101,590 |
101,590 |
101,590 |
101,590 |
101,590 |
10 000 |
10,17 |
1 |
OK1018 |
PL0000109062 |
96,38 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,10 |
104,11 |
104,090 |
104,090 |
104,070 |
104,070 |
104,076 |
50 000 |
52,09 |
4 |
DS1019 |
PL0000105441 |
111,31 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,30 |
98,26 |
98,260 |
98,290 |
98,260 |
98,290 |
98,272 |
50 000 |
49,35 |
2 |
DS1020 |
PL0000106126 |
112,95 |
112,82 |
112,940 |
112,940 |
112,940 |
112,940 |
112,940 |
55 000 |
64,37 |
1 |
PS0421 |
PL0000108916 |
99,53 |
99,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,95 |
97,73 |
97,800 |
97,950 |
97,800 |
97,840 |
97,873 |
470 000 |
460,25 |
38 |
DS1021 |
PL0000106670 |
117,21 |
117,07 |
117,140 |
117,140 |
117,140 |
117,140 |
117,140 |
20 000 |
24,32 |
2 |
WS0922 |
PL0000102646 |
119,45 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,91 |
109,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,60 |
104,20 |
104,380 |
104,460 |
104,380 |
104,400 |
104,413 |
30 000 |
31,35 |
3 |
DS0726 |
PL0000108866 |
97,91 |
97,37 |
97,480 |
97,910 |
97,480 |
97,730 |
97,776 |
120 000 |
117,42 |
12 |
WS0428 |
PL0000107611 |
97,85 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,21 |
128,85 |
129,100 |
129,200 |
128,750 |
128,750 |
129,063 |
20 000 |
26,13 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,04 |
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 |
100,11 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
99,98 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
65 000 |
65,02 |
3 |
WZ0120 |
PL0000108601 |
99,40 |
99,43 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
35 000 |
34,84 |
1 |
WZ0121 |
PL0000106068 |
98,85 |
98,80 |
98,800 |
98,850 |
98,780 |
98,780 |
98,809 |
155 000 |
153,24 |
7 |
WZ1122 |
PL0000109377 |
97,85 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,51 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,73 |
94,42 |
94,500 |
94,650 |
94,500 |
94,650 |
94,584 |
115 000 |
108,83 |
6 |
TOTAL |
1 195 000 |
1 197,39 |
83 |
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 |
26 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
54 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
117 |
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 |
100,08 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,25 |
102,37 |
1,57 |
1,41 |
102,31 |
1,49 |
OK0717 |
PL0000108502 |
98,50 |
98,61 |
1,57 |
1,45 |
98,56 |
1,51 |
DS1017 |
PL0000104543 |
104,34 |
104,47 |
1,63 |
1,52 |
104,41 |
1,57 |
WZ0118 |
PL0000104717 |
100,05 |
100,27 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,53 |
103,69 |
1,65 |
1,56 |
103,61 |
1,60 |
PS0718 |
PL0000107595 |
101,53 |
101,69 |
1,70 |
1,62 |
101,61 |
1,66 |
OK1018 |
PL0000109062 |
96,34 |
96,45 |
1,69 |
1,64 |
96,40 |
1,66 |
WZ0119 |
PL0000107603 |
99,85 |
100,05 |
--- |
--- |
99,95 |
--- |
PS0719 |
PL0000108148 |
104,01 |
104,21 |
1,85 |
1,78 |
104,11 |
1,82 |
DS1019 |
PL0000105441 |
111,13 |
111,36 |
1,90 |
1,83 |
111,25 |
1,87 |
WZ0120 |
PL0000108601 |
99,23 |
99,47 |
--- |
--- |
99,35 |
--- |
PS0420 |
PL0000108510 |
98,13 |
98,32 |
2,02 |
1,97 |
98,23 |
2,00 |
DS1020 |
PL0000106126 |
112,66 |
112,86 |
2,08 |
2,04 |
112,76 |
2,06 |
WZ0121 |
PL0000106068 |
98,52 |
98,84 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
99,25 |
99,48 |
2,17 |
2,11 |
99,37 |
2,14 |
PS0721 |
PL0000109153 |
97,59 |
97,80 |
2,27 |
2,22 |
97,70 |
2,24 |
DS1021 |
PL0000106670 |
116,83 |
117,13 |
2,29 |
2,23 |
116,98 |
2,26 |
WS0922 |
PL0000102646 |
118,98 |
119,40 |
2,38 |
2,32 |
119,19 |
2,35 |
IZ0823 |
PL0000105359 |
109,74 |
112,27 |
--- |
--- |
111,01 |
--- |
DS1023 |
PL0000107264 |
109,41 |
109,83 |
2,55 |
2,49 |
109,62 |
2,52 |
WZ0124 |
PL0000107454 |
96,08 |
96,49 |
--- |
--- |
96,29 |
--- |
DS0725 |
PL0000108197 |
103,92 |
104,28 |
2,75 |
2,70 |
104,10 |
2,73 |
WZ0126 |
PL0000108817 |
94,03 |
94,47 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
97,20 |
97,53 |
2,82 |
2,79 |
97,37 |
2,80 |
WS0429 |
PL0000105391 |
126,59 |
129,99 |
3,17 |
2,89 |
128,29 |
3,03 |
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 |
102,38 |
1,56 |
1,40 |
102,32 |
1,48 |
OK0717 |
PL0000108502 |
98,51 |
98,61 |
1,56 |
1,45 |
98,56 |
1,51 |
DS1017 |
PL0000104543 |
104,37 |
104,50 |
1,60 |
1,50 |
104,44 |
1,55 |
WZ0118 |
PL0000104717 |
100,05 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,57 |
103,72 |
1,63 |
1,54 |
103,65 |
1,58 |
PS0718 |
PL0000107595 |
101,62 |
101,72 |
1,66 |
1,61 |
101,67 |
1,63 |
OK1018 |
PL0000109062 |
96,36 |
96,43 |
1,68 |
1,65 |
96,40 |
1,66 |
WZ0119 |
PL0000107603 |
99,90 |
100,06 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
104,05 |
104,23 |
1,84 |
1,77 |
104,14 |
1,81 |
DS1019 |
PL0000105441 |
111,22 |
111,41 |
1,87 |
1,82 |
111,32 |
1,84 |
WZ0120 |
PL0000108601 |
99,35 |
99,56 |
--- |
--- |
99,46 |
--- |
PS0420 |
PL0000108510 |
98,25 |
98,39 |
1,99 |
1,95 |
98,32 |
1,97 |
DS1020 |
PL0000106126 |
112,82 |
113,05 |
2,05 |
1,99 |
112,94 |
2,02 |
WZ0121 |
PL0000106068 |
98,75 |
98,93 |
--- |
--- |
98,84 |
--- |
PS0421 |
PL0000108916 |
99,38 |
99,62 |
2,14 |
2,08 |
99,50 |
2,11 |
PS0721 |
PL0000109153 |
97,78 |
97,91 |
2,23 |
2,20 |
97,85 |
2,21 |
DS1021 |
PL0000106670 |
117,13 |
117,32 |
2,23 |
2,20 |
117,23 |
2,22 |
WS0922 |
PL0000102646 |
119,23 |
119,65 |
2,34 |
2,28 |
119,44 |
2,31 |
IZ0823 |
PL0000105359 |
110,26 |
112,11 |
--- |
--- |
111,19 |
--- |
DS1023 |
PL0000107264 |
109,73 |
110,15 |
2,51 |
2,45 |
109,94 |
2,48 |
WZ0124 |
PL0000107454 |
96,41 |
96,76 |
--- |
--- |
96,59 |
--- |
DS0725 |
PL0000108197 |
104,42 |
104,82 |
2,69 |
2,64 |
104,62 |
2,66 |
WZ0126 |
PL0000108817 |
94,55 |
94,92 |
--- |
--- |
94,74 |
--- |
DS0726 |
PL0000108866 |
97,73 |
97,94 |
2,76 |
2,74 |
97,84 |
2,75 |
WS0429 |
PL0000105391 |
128,41 |
129,63 |
3,02 |
2,92 |
129,02 |
2,97 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
5 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
20 |
OK0717 |
PL0000108502 |
2/9 |
7 |
1,380 |
1,380 |
1,380 |
100 |
TOTAL |
175 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.