2016-08-08 |
MARKET DATA |
No 151 (2933) |
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 |
400,00 |
403,20 |
38 |
0,00 |
0,00 |
0 |
400,00 |
403,20 |
38 |
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 |
100,65 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,23 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,54 |
98,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,38 |
104,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,53 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,58 |
101,60 |
101,560 |
101,560 |
101,560 |
101,560 |
101,560 |
75 000 |
76,25 |
1 |
OK1018 |
PL0000109062 |
96,34 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,97 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,16 |
111,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,16 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,74 |
112,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,38 |
97,53 |
99,260 |
99,400 |
99,240 |
99,400 |
99,291 |
35 000 |
34,96 |
4 |
PS0721 |
PL0000109153 |
97,73 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,95 |
117,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,05 |
119,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,65 |
109,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,35 |
104,39 |
104,250 |
104,250 |
104,210 |
104,210 |
104,221 |
120 000 |
125,24 |
11 |
DS0726 |
PL0000108866 |
97,84 |
97,68 |
97,860 |
97,860 |
97,660 |
97,680 |
97,752 |
150 000 |
146,79 |
20 |
WS0428 |
PL0000107611 |
97,81 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,71 |
128,80 |
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 |
100,06 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,05 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,08 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
99,99 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
10 000 |
10,01 |
1 |
WZ0120 |
PL0000108601 |
99,45 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,65 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,50 |
98,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,30 |
96,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,50 |
94,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
390 000 |
393,24 |
37 |
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 |
21 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
49 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
112 |
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 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
102,20 |
102,32 |
1,58 |
1,42 |
102,26 |
1,50 |
OK0717 |
PL0000108502 |
98,52 |
98,63 |
1,57 |
1,45 |
98,58 |
1,51 |
DS1017 |
PL0000104543 |
104,29 |
104,43 |
1,63 |
1,51 |
104,36 |
1,57 |
WZ0118 |
PL0000104717 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,50 |
103,63 |
1,65 |
1,57 |
103,57 |
1,61 |
PS0718 |
PL0000107595 |
101,51 |
101,65 |
1,71 |
1,64 |
101,58 |
1,67 |
OK1018 |
PL0000109062 |
96,30 |
96,41 |
1,72 |
1,67 |
96,36 |
1,69 |
WZ0119 |
PL0000107603 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,92 |
104,13 |
1,87 |
1,80 |
104,03 |
1,84 |
DS1019 |
PL0000105441 |
111,11 |
111,31 |
1,89 |
1,83 |
111,21 |
1,86 |
WZ0120 |
PL0000108601 |
99,28 |
99,59 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
98,10 |
98,31 |
2,03 |
1,97 |
98,21 |
2,00 |
DS1020 |
PL0000106126 |
112,63 |
112,87 |
2,08 |
2,02 |
112,75 |
2,05 |
WZ0121 |
PL0000106068 |
98,53 |
98,83 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
99,24 |
99,52 |
2,17 |
2,11 |
99,38 |
2,14 |
PS0721 |
PL0000109153 |
97,62 |
97,85 |
2,26 |
2,21 |
97,74 |
2,24 |
DS1021 |
PL0000106670 |
116,82 |
117,12 |
2,28 |
2,23 |
116,97 |
2,26 |
WS0922 |
PL0000102646 |
118,95 |
119,34 |
2,38 |
2,32 |
119,15 |
2,35 |
IZ0823 |
PL0000105359 |
110,24 |
112,22 |
--- |
--- |
111,23 |
--- |
DS1023 |
PL0000107264 |
109,51 |
109,94 |
2,54 |
2,47 |
109,73 |
2,51 |
WZ0124 |
PL0000107454 |
96,25 |
96,58 |
--- |
--- |
96,42 |
--- |
DS0725 |
PL0000108197 |
104,11 |
104,54 |
2,72 |
2,67 |
104,33 |
2,70 |
WZ0126 |
PL0000108817 |
94,35 |
94,67 |
--- |
--- |
94,51 |
--- |
DS0726 |
PL0000108866 |
97,49 |
97,92 |
2,79 |
2,74 |
97,71 |
2,76 |
WS0429 |
PL0000105391 |
127,99 |
129,67 |
3,06 |
2,92 |
128,83 |
2,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,05 |
100,17 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
102,20 |
102,32 |
1,58 |
1,42 |
102,26 |
1,50 |
OK0717 |
PL0000108502 |
98,53 |
98,61 |
1,56 |
1,47 |
98,57 |
1,52 |
DS1017 |
PL0000104543 |
104,32 |
104,43 |
1,60 |
1,51 |
104,38 |
1,55 |
WZ0118 |
PL0000104717 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,51 |
103,62 |
1,64 |
1,58 |
103,57 |
1,61 |
PS0718 |
PL0000107595 |
101,52 |
101,62 |
1,70 |
1,65 |
101,57 |
1,68 |
OK1018 |
PL0000109062 |
96,31 |
96,39 |
1,72 |
1,68 |
96,35 |
1,70 |
WZ0119 |
PL0000107603 |
99,93 |
100,04 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,94 |
104,10 |
1,87 |
1,81 |
104,02 |
1,84 |
DS1019 |
PL0000105441 |
111,09 |
111,28 |
1,90 |
1,84 |
111,19 |
1,87 |
WZ0120 |
PL0000108601 |
99,39 |
99,56 |
--- |
--- |
99,48 |
--- |
PS0420 |
PL0000108510 |
98,10 |
98,28 |
2,03 |
1,98 |
98,19 |
2,01 |
DS1020 |
PL0000106126 |
112,66 |
112,85 |
2,07 |
2,03 |
112,76 |
2,05 |
WZ0121 |
PL0000106068 |
98,55 |
98,77 |
--- |
--- |
98,66 |
--- |
PS0421 |
PL0000108916 |
99,22 |
99,44 |
2,17 |
2,12 |
99,33 |
2,15 |
PS0721 |
PL0000109153 |
97,65 |
97,80 |
2,26 |
2,22 |
97,73 |
2,24 |
DS1021 |
PL0000106670 |
116,89 |
117,10 |
2,27 |
2,23 |
117,00 |
2,25 |
WS0922 |
PL0000102646 |
118,94 |
119,30 |
2,38 |
2,33 |
119,12 |
2,36 |
IZ0823 |
PL0000105359 |
110,30 |
112,30 |
--- |
--- |
111,30 |
--- |
DS1023 |
PL0000107264 |
109,52 |
109,94 |
2,54 |
2,47 |
109,73 |
2,51 |
WZ0124 |
PL0000107454 |
96,26 |
96,56 |
--- |
--- |
96,41 |
--- |
DS0725 |
PL0000108197 |
104,26 |
104,51 |
2,71 |
2,68 |
104,39 |
2,69 |
WZ0126 |
PL0000108817 |
94,40 |
94,65 |
--- |
--- |
94,53 |
--- |
DS0726 |
PL0000108866 |
97,63 |
97,81 |
2,77 |
2,75 |
97,72 |
2,76 |
WS0429 |
PL0000105391 |
128,21 |
129,29 |
3,04 |
2,95 |
128,75 |
2,99 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.