2016-08-04 |
MARKET DATA |
No 149 (2931) |
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 |
1 155,00 |
1 167,93 |
64 |
290,00 |
304,61 |
4 |
1 445,00 |
1 472,54 |
68 |
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 |
100,69 |
100,73 |
100,690 |
100,690 |
100,690 |
100,690 |
100,690 |
100 000 |
104,43 |
1 |
PS0417 |
PL0000107058 |
102,28 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,54 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,41 |
104,43 |
104,410 |
104,410 |
104,410 |
104,410 |
104,410 |
10 000 |
10,85 |
1 |
PS0418 |
PL0000107314 |
103,57 |
103,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,65 |
101,65 |
101,650 |
101,650 |
101,650 |
101,650 |
101,650 |
10 000 |
10,17 |
1 |
OK1018 |
PL0000109062 |
96,38 |
96,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,08 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,29 |
111,34 |
111,280 |
111,280 |
111,280 |
111,280 |
111,280 |
10 000 |
11,56 |
1 |
PS0420 |
PL0000108510 |
98,30 |
98,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,92 |
112,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,61 |
99,53 |
99,550 |
99,630 |
99,540 |
99,610 |
99,583 |
265 000 |
265,42 |
11 |
PS0721 |
PL0000109153 |
97,98 |
97,83 |
97,900 |
97,980 |
97,830 |
97,980 |
97,904 |
90 000 |
88,17 |
8 |
DS1021 |
PL0000106670 |
117,21 |
117,20 |
117,140 |
117,140 |
117,140 |
117,140 |
117,140 |
10 000 |
12,17 |
1 |
WS0922 |
PL0000102646 |
119,46 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,96 |
109,92 |
109,920 |
109,950 |
109,920 |
109,950 |
109,944 |
40 000 |
45,24 |
4 |
DS0725 |
PL0000108197 |
104,70 |
104,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,07 |
97,85 |
97,850 |
98,100 |
97,830 |
98,100 |
97,960 |
315 000 |
308,88 |
24 |
WS0428 |
PL0000107611 |
97,30 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,30 |
129,00 |
129,100 |
129,300 |
129,100 |
129,300 |
129,225 |
20 000 |
26,18 |
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 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,95 |
111,40 |
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 |
200 000 |
200,38 |
4 |
WZ0118 |
PL0000104717 |
100,10 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
99,98 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
70 000 |
70,03 |
3 |
WZ0120 |
PL0000108601 |
99,48 |
99,50 |
99,480 |
99,480 |
99,480 |
99,480 |
99,480 |
5 000 |
4,98 |
1 |
WZ0121 |
PL0000106068 |
98,80 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,53 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,55 |
96,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,67 |
94,75 |
94,750 |
94,750 |
94,750 |
94,750 |
94,750 |
10 000 |
9,48 |
1 |
TOTAL |
1 155 000 |
1 167,93 |
64 |
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 |
23 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
51 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
114 |
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 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,24 |
102,34 |
1,55 |
1,41 |
102,29 |
1,48 |
OK0717 |
PL0000108502 |
98,51 |
98,64 |
1,57 |
1,43 |
98,58 |
1,50 |
DS1017 |
PL0000104543 |
104,33 |
104,47 |
1,61 |
1,50 |
104,40 |
1,55 |
WZ0118 |
PL0000104717 |
100,06 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,54 |
103,70 |
1,63 |
1,54 |
103,62 |
1,59 |
PS0718 |
PL0000107595 |
101,54 |
101,71 |
1,69 |
1,61 |
101,63 |
1,65 |
OK1018 |
PL0000109062 |
96,35 |
96,45 |
1,69 |
1,65 |
96,40 |
1,67 |
WZ0119 |
PL0000107603 |
99,87 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
104,00 |
104,16 |
1,85 |
1,79 |
104,08 |
1,82 |
DS1019 |
PL0000105441 |
111,22 |
111,44 |
1,87 |
1,80 |
111,33 |
1,83 |
WZ0120 |
PL0000108601 |
99,31 |
99,59 |
--- |
--- |
99,45 |
--- |
PS0420 |
PL0000108510 |
98,21 |
98,44 |
2,00 |
1,94 |
98,33 |
1,97 |
DS1020 |
PL0000106126 |
112,82 |
113,06 |
2,04 |
1,98 |
112,94 |
2,01 |
WZ0121 |
PL0000106068 |
98,62 |
98,91 |
--- |
--- |
98,77 |
--- |
PS0421 |
PL0000108916 |
99,40 |
99,65 |
2,13 |
2,08 |
99,53 |
2,10 |
PS0721 |
PL0000109153 |
97,79 |
97,95 |
2,22 |
2,19 |
97,87 |
2,21 |
DS1021 |
PL0000106670 |
117,02 |
117,32 |
2,25 |
2,19 |
117,17 |
2,22 |
WS0922 |
PL0000102646 |
119,26 |
119,68 |
2,34 |
2,27 |
119,47 |
2,30 |
IZ0823 |
PL0000105359 |
109,78 |
112,31 |
--- |
--- |
111,05 |
--- |
DS1023 |
PL0000107264 |
109,76 |
110,17 |
2,50 |
2,44 |
109,97 |
2,47 |
WZ0124 |
PL0000107454 |
96,37 |
96,81 |
--- |
--- |
96,59 |
--- |
DS0725 |
PL0000108197 |
104,39 |
104,77 |
2,69 |
2,64 |
104,58 |
2,67 |
WZ0126 |
PL0000108817 |
94,46 |
94,88 |
--- |
--- |
94,67 |
--- |
DS0726 |
PL0000108866 |
97,75 |
98,10 |
2,76 |
2,72 |
97,93 |
2,74 |
WS0429 |
PL0000105391 |
128,07 |
129,79 |
3,05 |
2,91 |
128,93 |
2,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,08 |
100,17 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,24 |
102,34 |
1,55 |
1,41 |
102,29 |
1,48 |
OK0717 |
PL0000108502 |
98,53 |
98,64 |
1,55 |
1,43 |
98,59 |
1,49 |
DS1017 |
PL0000104543 |
104,34 |
104,46 |
1,60 |
1,51 |
104,40 |
1,55 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,53 |
103,70 |
1,64 |
1,54 |
103,62 |
1,59 |
PS0718 |
PL0000107595 |
101,57 |
101,72 |
1,68 |
1,60 |
101,65 |
1,64 |
OK1018 |
PL0000109062 |
96,36 |
96,45 |
1,69 |
1,65 |
96,41 |
1,67 |
WZ0119 |
PL0000107603 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,22 |
1,84 |
1,77 |
104,13 |
1,80 |
DS1019 |
PL0000105441 |
111,22 |
111,45 |
1,87 |
1,80 |
111,34 |
1,83 |
WZ0120 |
PL0000108601 |
99,40 |
99,59 |
--- |
--- |
99,50 |
--- |
PS0420 |
PL0000108510 |
98,25 |
98,44 |
1,99 |
1,94 |
98,35 |
1,96 |
DS1020 |
PL0000106126 |
112,85 |
113,09 |
2,03 |
1,98 |
112,97 |
2,01 |
WZ0121 |
PL0000106068 |
98,68 |
98,95 |
--- |
--- |
98,82 |
--- |
PS0421 |
PL0000108916 |
99,45 |
99,64 |
2,12 |
2,08 |
99,55 |
2,10 |
PS0721 |
PL0000109153 |
97,94 |
98,07 |
2,19 |
2,16 |
98,01 |
2,18 |
DS1021 |
PL0000106670 |
117,11 |
117,39 |
2,23 |
2,18 |
117,25 |
2,21 |
WS0922 |
PL0000102646 |
119,35 |
119,79 |
2,32 |
2,25 |
119,57 |
2,29 |
IZ0823 |
PL0000105359 |
110,20 |
112,18 |
--- |
--- |
111,19 |
--- |
DS1023 |
PL0000107264 |
109,85 |
110,25 |
2,49 |
2,43 |
110,05 |
2,46 |
WZ0124 |
PL0000107454 |
96,48 |
96,86 |
--- |
--- |
96,67 |
--- |
DS0725 |
PL0000108197 |
104,55 |
104,93 |
2,67 |
2,62 |
104,74 |
2,65 |
WZ0126 |
PL0000108817 |
94,57 |
94,85 |
--- |
--- |
94,71 |
--- |
DS0726 |
PL0000108866 |
97,95 |
98,18 |
2,74 |
2,71 |
98,07 |
2,72 |
WS0429 |
PL0000105391 |
128,68 |
129,73 |
3,00 |
2,91 |
129,21 |
2,96 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
50 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,360 |
1,360 |
1,360 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
210 |
TOTAL |
290 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.