2016-08-05 |
MARKET DATA |
No 150 (2932) |
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 |
377,50 |
374,96 |
25 |
1 535,00 |
1 588,28 |
15 |
1 912,50 |
1 963,25 |
40 |
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 |
100,67 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,26 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,55 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,38 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,57 |
103,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,60 |
101,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,39 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,05 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,24 |
111,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,27 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,87 |
112,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,48 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,90 |
97,77 |
97,950 |
97,950 |
97,750 |
97,800 |
97,808 |
212 500 |
208,00 |
13 |
DS1021 |
PL0000106670 |
117,10 |
117,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,39 |
119,27 |
119,380 |
119,380 |
119,380 |
119,380 |
119,380 |
10 000 |
12,44 |
1 |
DS1023 |
PL0000107264 |
109,92 |
109,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,56 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,00 |
97,80 |
97,930 |
97,930 |
97,800 |
97,800 |
97,865 |
20 000 |
19,59 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,89 |
128,91 |
129,120 |
129,120 |
128,910 |
128,910 |
129,015 |
20 000 |
26,14 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,25 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,95 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,11 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,45 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,73 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,50 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,45 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,65 |
94,53 |
94,550 |
94,550 |
94,500 |
94,530 |
94,531 |
115 000 |
108,79 |
7 |
TOTAL |
377 500 |
374,96 |
25 |
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 |
22 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
50 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
113 |
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 |
102,23 |
102,32 |
1,55 |
1,43 |
102,28 |
1,48 |
OK0717 |
PL0000108502 |
98,53 |
98,64 |
1,56 |
1,44 |
98,59 |
1,49 |
DS1017 |
PL0000104543 |
104,33 |
104,46 |
1,60 |
1,50 |
104,40 |
1,55 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,54 |
103,67 |
1,63 |
1,55 |
103,61 |
1,59 |
PS0718 |
PL0000107595 |
101,57 |
101,70 |
1,68 |
1,61 |
101,64 |
1,64 |
OK1018 |
PL0000109062 |
96,36 |
96,47 |
1,69 |
1,64 |
96,42 |
1,66 |
WZ0119 |
PL0000107603 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,02 |
104,24 |
1,84 |
1,77 |
104,13 |
1,80 |
DS1019 |
PL0000105441 |
111,21 |
111,43 |
1,87 |
1,80 |
111,32 |
1,83 |
WZ0120 |
PL0000108601 |
99,41 |
99,64 |
--- |
--- |
99,53 |
--- |
PS0420 |
PL0000108510 |
98,25 |
98,45 |
1,99 |
1,93 |
98,35 |
1,96 |
DS1020 |
PL0000106126 |
112,85 |
113,10 |
2,03 |
1,97 |
112,98 |
2,00 |
WZ0121 |
PL0000106068 |
98,66 |
98,91 |
--- |
--- |
98,79 |
--- |
PS0421 |
PL0000108916 |
99,41 |
99,67 |
2,13 |
2,07 |
99,54 |
2,10 |
PS0721 |
PL0000109153 |
97,81 |
98,04 |
2,22 |
2,17 |
97,93 |
2,19 |
DS1021 |
PL0000106670 |
117,08 |
117,35 |
2,24 |
2,19 |
117,22 |
2,21 |
WS0922 |
PL0000102646 |
119,36 |
119,74 |
2,32 |
2,26 |
119,55 |
2,29 |
IZ0823 |
PL0000105359 |
110,06 |
112,31 |
--- |
--- |
111,19 |
--- |
DS1023 |
PL0000107264 |
109,84 |
110,27 |
2,49 |
2,43 |
110,06 |
2,46 |
WZ0124 |
PL0000107454 |
96,42 |
96,89 |
--- |
--- |
96,66 |
--- |
DS0725 |
PL0000108197 |
104,51 |
104,86 |
2,68 |
2,63 |
104,69 |
2,65 |
WZ0126 |
PL0000108817 |
94,51 |
94,88 |
--- |
--- |
94,70 |
--- |
DS0726 |
PL0000108866 |
97,83 |
98,26 |
2,75 |
2,70 |
98,05 |
2,72 |
WS0429 |
PL0000105391 |
128,51 |
129,82 |
3,01 |
2,91 |
129,17 |
2,96 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,07 |
100,17 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
102,21 |
102,33 |
1,58 |
1,41 |
102,27 |
1,50 |
OK0717 |
PL0000108502 |
98,52 |
98,61 |
1,57 |
1,47 |
98,57 |
1,51 |
DS1017 |
PL0000104543 |
104,34 |
104,44 |
1,59 |
1,51 |
104,39 |
1,55 |
WZ0118 |
PL0000104717 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,51 |
103,64 |
1,65 |
1,57 |
103,58 |
1,61 |
PS0718 |
PL0000107595 |
101,53 |
101,62 |
1,70 |
1,65 |
101,58 |
1,67 |
OK1018 |
PL0000109062 |
96,34 |
96,41 |
1,70 |
1,67 |
96,38 |
1,68 |
WZ0119 |
PL0000107603 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
103,94 |
104,16 |
1,87 |
1,79 |
104,05 |
1,83 |
DS1019 |
PL0000105441 |
111,15 |
111,32 |
1,88 |
1,83 |
111,24 |
1,86 |
WZ0120 |
PL0000108601 |
99,37 |
99,58 |
--- |
--- |
99,48 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,33 |
2,03 |
1,97 |
98,23 |
2,00 |
DS1020 |
PL0000106126 |
112,68 |
112,91 |
2,07 |
2,02 |
112,80 |
2,04 |
WZ0121 |
PL0000106068 |
98,52 |
98,82 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
99,25 |
99,50 |
2,17 |
2,11 |
99,38 |
2,14 |
PS0721 |
PL0000109153 |
97,67 |
97,82 |
2,25 |
2,22 |
97,75 |
2,23 |
DS1021 |
PL0000106670 |
116,92 |
117,13 |
2,27 |
2,23 |
117,03 |
2,25 |
WS0922 |
PL0000102646 |
118,96 |
119,35 |
2,38 |
2,32 |
119,16 |
2,35 |
IZ0823 |
PL0000105359 |
110,24 |
112,07 |
--- |
--- |
111,16 |
--- |
DS1023 |
PL0000107264 |
109,54 |
109,96 |
2,53 |
2,47 |
109,75 |
2,50 |
WZ0124 |
PL0000107454 |
96,27 |
96,64 |
--- |
--- |
96,46 |
--- |
DS0725 |
PL0000108197 |
104,17 |
104,54 |
2,72 |
2,67 |
104,36 |
2,69 |
WZ0126 |
PL0000108817 |
94,41 |
94,66 |
--- |
--- |
94,54 |
--- |
DS0726 |
PL0000108866 |
97,63 |
97,87 |
2,77 |
2,75 |
97,75 |
2,76 |
WS0429 |
PL0000105391 |
128,10 |
129,27 |
3,05 |
2,95 |
128,69 |
3,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
135 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,380 |
1,380 |
1,380 |
100 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
50 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
1,380 |
1,380 |
1,380 |
10 |
WS0922 |
PL0000102646 |
3/11 |
8 |
1,380 |
1,380 |
1,380 |
95 |
PS0417 |
PL0000107058 |
3/11 |
8 |
1,380 |
1,380 |
1,380 |
400 |
DS1023 |
PL0000107264 |
3/11 |
8 |
1,380 |
1,380 |
1,380 |
20 |
PS0719 |
PL0000108148 |
3/11 |
8 |
1,380 |
1,380 |
1,380 |
5 |
PS0420 |
PL0000108510 |
3/11 |
8 |
1,380 |
1,380 |
1,380 |
400 |
PS0421 |
PL0000108916 |
3/11 |
8 |
1,380 |
1,380 |
1,380 |
130 |
OK1018 |
PL0000109062 |
3/11 |
8 |
1,380 |
1,380 |
1,380 |
20 |
WZ0124 |
PL0000107454 |
3/11 |
8 |
1,380 |
1,380 |
1,380 |
170 |
TOTAL |
1 535 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.