2016-08-09 |
MARKET DATA |
No 152 (2934) |
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 |
735,00 |
733,93 |
63 |
490,00 |
487,59 |
7 |
1 225,00 |
1 221,52 |
70 |
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 |
100,66 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,21 |
102,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,55 |
98,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,34 |
104,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,48 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,58 |
101,57 |
101,580 |
101,580 |
101,580 |
101,580 |
101,580 |
5 000 |
5,08 |
1 |
OK1018 |
PL0000109062 |
96,36 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,03 |
104,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,24 |
111,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,33 |
98,29 |
98,310 |
98,330 |
98,270 |
98,270 |
98,303 |
15 000 |
14,81 |
3 |
DS1020 |
PL0000106126 |
112,88 |
112,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,60 |
99,45 |
99,490 |
99,520 |
99,470 |
99,470 |
99,504 |
40 000 |
40,04 |
3 |
PS0721 |
PL0000109153 |
98,10 |
97,79 |
97,900 |
98,000 |
97,820 |
98,000 |
97,931 |
105 000 |
102,91 |
7 |
DS1021 |
PL0000106670 |
117,24 |
117,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,29 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,00 |
109,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,75 |
104,45 |
104,570 |
104,580 |
104,550 |
104,550 |
104,567 |
145 000 |
151,84 |
12 |
DS0726 |
PL0000108866 |
98,22 |
97,87 |
97,890 |
98,330 |
97,880 |
98,330 |
98,016 |
325 000 |
318,93 |
28 |
WS0428 |
PL0000107611 |
98,48 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,10 |
129,00 |
129,200 |
129,400 |
129,200 |
129,400 |
129,300 |
10 000 |
13,10 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,03 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,08 |
111,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,09 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,42 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,62 |
98,70 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
25 000 |
24,70 |
1 |
WZ1122 |
PL0000109377 |
97,50 |
97,95 |
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 |
94,55 |
94,54 |
94,600 |
94,610 |
94,600 |
94,610 |
94,606 |
45 000 |
42,61 |
4 |
TOTAL |
715 000 |
714,03 |
61 |
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 |
20 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
48 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
111 |
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 |
100,18 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
102,19 |
102,31 |
1,58 |
1,42 |
102,25 |
1,50 |
OK0717 |
PL0000108502 |
98,53 |
98,64 |
1,56 |
1,45 |
98,59 |
1,50 |
DS1017 |
PL0000104543 |
104,31 |
104,41 |
1,60 |
1,52 |
104,36 |
1,56 |
WZ0118 |
PL0000104717 |
100,06 |
100,28 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,46 |
103,59 |
1,67 |
1,59 |
103,53 |
1,63 |
PS0718 |
PL0000107595 |
101,50 |
101,60 |
1,71 |
1,66 |
101,55 |
1,69 |
OK1018 |
PL0000109062 |
96,31 |
96,42 |
1,72 |
1,67 |
96,37 |
1,69 |
WZ0119 |
PL0000107603 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
103,93 |
104,12 |
1,87 |
1,80 |
104,03 |
1,84 |
DS1019 |
PL0000105441 |
111,13 |
111,32 |
1,89 |
1,83 |
111,23 |
1,86 |
WZ0120 |
PL0000108601 |
99,32 |
99,58 |
--- |
--- |
99,45 |
--- |
PS0420 |
PL0000108510 |
98,13 |
98,33 |
2,03 |
1,97 |
98,23 |
2,00 |
DS1020 |
PL0000106126 |
112,66 |
112,89 |
2,07 |
2,02 |
112,78 |
2,04 |
WZ0121 |
PL0000106068 |
98,57 |
98,79 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
99,32 |
99,55 |
2,15 |
2,10 |
99,44 |
2,12 |
PS0721 |
PL0000109153 |
97,68 |
97,88 |
2,25 |
2,20 |
97,78 |
2,23 |
DS1021 |
PL0000106670 |
116,89 |
117,16 |
2,27 |
2,22 |
117,03 |
2,24 |
WS0922 |
PL0000102646 |
118,98 |
119,35 |
2,38 |
2,32 |
119,17 |
2,35 |
IZ0823 |
PL0000105359 |
110,30 |
112,28 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
109,60 |
110,03 |
2,52 |
2,46 |
109,82 |
2,49 |
WZ0124 |
PL0000107454 |
96,22 |
96,54 |
--- |
--- |
96,38 |
--- |
DS0725 |
PL0000108197 |
104,22 |
104,54 |
2,71 |
2,67 |
104,38 |
2,69 |
WZ0126 |
PL0000108817 |
94,36 |
94,63 |
--- |
--- |
94,50 |
--- |
DS0726 |
PL0000108866 |
97,70 |
97,95 |
2,77 |
2,74 |
97,83 |
2,75 |
WS0429 |
PL0000105391 |
128,36 |
129,40 |
3,02 |
2,94 |
128,88 |
2,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,05 |
100,19 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
102,20 |
102,31 |
1,57 |
1,42 |
102,26 |
1,49 |
OK0717 |
PL0000108502 |
98,52 |
98,64 |
1,58 |
1,45 |
98,58 |
1,51 |
DS1017 |
PL0000104543 |
104,31 |
104,41 |
1,60 |
1,52 |
104,36 |
1,56 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,46 |
103,59 |
1,67 |
1,59 |
103,53 |
1,63 |
PS0718 |
PL0000107595 |
101,54 |
101,64 |
1,69 |
1,64 |
101,59 |
1,67 |
OK1018 |
PL0000109062 |
96,35 |
96,45 |
1,70 |
1,65 |
96,40 |
1,68 |
WZ0119 |
PL0000107603 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
103,99 |
104,19 |
1,85 |
1,78 |
104,09 |
1,81 |
DS1019 |
PL0000105441 |
111,19 |
111,39 |
1,87 |
1,81 |
111,29 |
1,84 |
WZ0120 |
PL0000108601 |
99,36 |
99,51 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
98,29 |
98,44 |
1,98 |
1,94 |
98,37 |
1,96 |
DS1020 |
PL0000106126 |
112,79 |
113,01 |
2,04 |
1,99 |
112,90 |
2,02 |
WZ0121 |
PL0000106068 |
98,58 |
98,83 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
99,46 |
99,66 |
2,12 |
2,07 |
99,56 |
2,10 |
PS0721 |
PL0000109153 |
97,92 |
98,04 |
2,20 |
2,17 |
97,98 |
2,18 |
DS1021 |
PL0000106670 |
117,18 |
117,36 |
2,22 |
2,18 |
117,27 |
2,20 |
WS0922 |
PL0000102646 |
119,20 |
119,56 |
2,34 |
2,29 |
119,38 |
2,31 |
IZ0823 |
PL0000105359 |
110,34 |
112,30 |
--- |
--- |
111,32 |
--- |
DS1023 |
PL0000107264 |
109,82 |
110,25 |
2,49 |
2,43 |
110,04 |
2,46 |
WZ0124 |
PL0000107454 |
96,26 |
96,67 |
--- |
--- |
96,47 |
--- |
DS0725 |
PL0000108197 |
104,66 |
104,85 |
2,66 |
2,63 |
104,76 |
2,64 |
WZ0126 |
PL0000108817 |
94,48 |
94,82 |
--- |
--- |
94,65 |
--- |
DS0726 |
PL0000108866 |
98,00 |
98,24 |
2,73 |
2,70 |
98,12 |
2,72 |
WS0429 |
PL0000105391 |
128,71 |
129,78 |
3,00 |
2,91 |
129,25 |
2,95 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
55 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
80 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
90 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
90 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
70 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
55 |
TOTAL |
490 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.