2016-08-10 |
MARKET DATA |
No 153 (2935) |
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 |
460,00 |
466,67 |
44 |
430,00 |
439,21 |
8 |
890,00 |
905,87 |
52 |
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 |
100,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,20 |
102,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,54 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,35 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,53 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,58 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,41 |
96,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,21 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,42 |
111,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,46 |
98,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,04 |
112,93 |
112,940 |
113,000 |
112,940 |
112,960 |
112,956 |
65 000 |
76,14 |
4 |
PS0421 |
PL0000108916 |
99,81 |
99,71 |
99,700 |
99,800 |
99,700 |
99,710 |
99,727 |
45 000 |
45,15 |
4 |
PS0721 |
PL0000109153 |
98,22 |
98,06 |
98,060 |
98,150 |
98,040 |
98,130 |
98,093 |
210 000 |
206,18 |
20 |
DS1021 |
PL0000106670 |
117,47 |
117,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,57 |
119,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,30 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,13 |
105,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,58 |
98,35 |
98,470 |
98,650 |
98,470 |
98,580 |
98,548 |
120 000 |
118,41 |
13 |
WS0428 |
PL0000107611 |
98,65 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,73 |
129,60 |
129,650 |
129,650 |
129,650 |
129,650 |
129,650 |
5 000 |
6,57 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,03 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,08 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,27 |
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 |
99,44 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,55 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,34 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,60 |
94,75 |
94,760 |
94,760 |
94,760 |
94,760 |
94,760 |
15 000 |
14,23 |
2 |
TOTAL |
460 000 |
466,67 |
44 |
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 |
19 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
47 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
110 |
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 |
102,18 |
102,30 |
1,59 |
1,42 |
102,24 |
1,50 |
OK0717 |
PL0000108502 |
98,53 |
98,65 |
1,57 |
1,44 |
98,59 |
1,50 |
DS1017 |
PL0000104543 |
104,30 |
104,42 |
1,60 |
1,51 |
104,36 |
1,55 |
WZ0118 |
PL0000104717 |
100,07 |
100,29 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,47 |
103,63 |
1,66 |
1,57 |
103,55 |
1,61 |
PS0718 |
PL0000107595 |
101,54 |
101,67 |
1,69 |
1,62 |
101,61 |
1,65 |
OK1018 |
PL0000109062 |
96,37 |
96,47 |
1,69 |
1,64 |
96,42 |
1,67 |
WZ0119 |
PL0000107603 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,06 |
104,27 |
1,82 |
1,75 |
104,17 |
1,79 |
DS1019 |
PL0000105441 |
111,23 |
111,47 |
1,85 |
1,78 |
111,35 |
1,82 |
WZ0120 |
PL0000108601 |
99,33 |
99,59 |
--- |
--- |
99,46 |
--- |
PS0420 |
PL0000108510 |
98,31 |
98,55 |
1,98 |
1,91 |
98,43 |
1,94 |
DS1020 |
PL0000106126 |
112,93 |
113,20 |
2,01 |
1,94 |
113,07 |
1,97 |
WZ0121 |
PL0000106068 |
98,57 |
98,85 |
--- |
--- |
98,71 |
--- |
PS0421 |
PL0000108916 |
99,58 |
99,87 |
2,09 |
2,03 |
99,73 |
2,06 |
PS0721 |
PL0000109153 |
98,01 |
98,17 |
2,18 |
2,14 |
98,09 |
2,16 |
DS1021 |
PL0000106670 |
117,25 |
117,54 |
2,20 |
2,15 |
117,40 |
2,17 |
WS0922 |
PL0000102646 |
119,44 |
119,81 |
2,30 |
2,24 |
119,63 |
2,27 |
IZ0823 |
PL0000105359 |
110,33 |
112,32 |
--- |
--- |
111,33 |
--- |
DS1023 |
PL0000107264 |
110,08 |
110,50 |
2,45 |
2,39 |
110,29 |
2,42 |
WZ0124 |
PL0000107454 |
96,28 |
96,74 |
--- |
--- |
96,51 |
--- |
DS0725 |
PL0000108197 |
104,78 |
105,21 |
2,64 |
2,59 |
105,00 |
2,61 |
WZ0126 |
PL0000108817 |
94,54 |
94,92 |
--- |
--- |
94,73 |
--- |
DS0726 |
PL0000108866 |
98,29 |
98,58 |
2,70 |
2,66 |
98,44 |
2,68 |
WS0429 |
PL0000105391 |
129,09 |
130,06 |
2,96 |
2,89 |
129,58 |
2,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,19 |
102,30 |
1,57 |
1,42 |
102,25 |
1,49 |
OK0717 |
PL0000108502 |
98,53 |
98,65 |
1,57 |
1,44 |
98,59 |
1,50 |
DS1017 |
PL0000104543 |
104,32 |
104,42 |
1,59 |
1,51 |
104,37 |
1,55 |
WZ0118 |
PL0000104717 |
100,08 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,49 |
103,65 |
1,65 |
1,56 |
103,57 |
1,60 |
PS0718 |
PL0000107595 |
101,55 |
101,68 |
1,69 |
1,62 |
101,62 |
1,65 |
OK1018 |
PL0000109062 |
96,39 |
96,49 |
1,68 |
1,64 |
96,44 |
1,66 |
WZ0119 |
PL0000107603 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,09 |
104,30 |
1,81 |
1,74 |
104,20 |
1,78 |
DS1019 |
PL0000105441 |
111,27 |
111,50 |
1,84 |
1,77 |
111,39 |
1,80 |
WZ0120 |
PL0000108601 |
99,38 |
99,57 |
--- |
--- |
99,48 |
--- |
PS0420 |
PL0000108510 |
98,40 |
98,55 |
1,95 |
1,91 |
98,48 |
1,93 |
DS1020 |
PL0000106126 |
112,92 |
113,19 |
2,01 |
1,95 |
113,06 |
1,98 |
WZ0121 |
PL0000106068 |
98,64 |
98,87 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,64 |
99,78 |
2,08 |
2,05 |
99,71 |
2,06 |
PS0721 |
PL0000109153 |
98,07 |
98,17 |
2,16 |
2,14 |
98,12 |
2,15 |
DS1021 |
PL0000106670 |
117,32 |
117,61 |
2,19 |
2,13 |
117,47 |
2,16 |
WS0922 |
PL0000102646 |
119,47 |
119,90 |
2,30 |
2,23 |
119,69 |
2,26 |
IZ0823 |
PL0000105359 |
110,36 |
112,32 |
--- |
--- |
111,34 |
--- |
DS1023 |
PL0000107264 |
110,17 |
110,60 |
2,44 |
2,38 |
110,39 |
2,41 |
WZ0124 |
PL0000107454 |
96,30 |
96,71 |
--- |
--- |
96,51 |
--- |
DS0725 |
PL0000108197 |
104,99 |
105,28 |
2,62 |
2,58 |
105,14 |
2,60 |
WZ0126 |
PL0000108817 |
94,53 |
94,86 |
--- |
--- |
94,70 |
--- |
DS0726 |
PL0000108866 |
98,31 |
98,54 |
2,69 |
2,67 |
98,43 |
2,68 |
WS0429 |
PL0000105391 |
129,18 |
130,22 |
2,96 |
2,87 |
129,70 |
2,91 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
20 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
30 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
80 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
40 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
40 |
OK0717 |
PL0000108502 |
2/9 |
7 |
1,370 |
1,370 |
1,370 |
110 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.