2016-08-11 |
MARKET DATA |
No 154 (2936) |
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 |
220,00 |
223,08 |
26 |
735,00 |
746,14 |
9 |
955,00 |
969,22 |
35 |
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 |
100,62 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,18 |
102,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,56 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,34 |
104,35 |
104,340 |
104,340 |
104,340 |
104,340 |
104,340 |
5 000 |
5,43 |
1 |
PS0418 |
PL0000107314 |
103,54 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,59 |
101,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,42 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,15 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,32 |
111,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,48 |
98,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,96 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,78 |
99,78 |
99,780 |
99,780 |
99,780 |
99,780 |
99,780 |
20 000 |
20,08 |
2 |
PS0721 |
PL0000109153 |
98,17 |
98,17 |
98,140 |
98,160 |
98,140 |
98,160 |
98,143 |
30 000 |
29,47 |
3 |
DS1021 |
PL0000106670 |
117,41 |
117,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,50 |
119,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,23 |
110,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,15 |
105,05 |
105,000 |
105,150 |
104,990 |
105,100 |
105,029 |
80 000 |
84,18 |
10 |
DS0726 |
PL0000108866 |
98,49 |
98,39 |
98,500 |
98,550 |
98,440 |
98,510 |
98,505 |
75 000 |
73,99 |
8 |
WS0428 |
PL0000107611 |
98,66 |
98,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,59 |
129,80 |
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 |
100,03 |
100,09 |
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 |
100,09 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,11 |
100,19 |
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 |
99,48 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,42 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,50 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,65 |
94,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
210 000 |
213,16 |
24 |
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 |
15 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
43 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
106 |
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 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,17 |
102,29 |
1,55 |
1,38 |
102,23 |
1,47 |
OK0717 |
PL0000108502 |
98,55 |
98,66 |
1,57 |
1,45 |
98,61 |
1,50 |
DS1017 |
PL0000104543 |
104,31 |
104,41 |
1,56 |
1,48 |
104,36 |
1,52 |
WZ0118 |
PL0000104717 |
100,09 |
100,31 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,47 |
103,66 |
1,65 |
1,54 |
103,57 |
1,59 |
PS0718 |
PL0000107595 |
101,51 |
101,70 |
1,70 |
1,60 |
101,61 |
1,65 |
OK1018 |
PL0000109062 |
96,38 |
96,50 |
1,70 |
1,64 |
96,44 |
1,67 |
WZ0119 |
PL0000107603 |
99,94 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,24 |
1,83 |
1,76 |
104,14 |
1,79 |
DS1019 |
PL0000105441 |
111,23 |
111,46 |
1,84 |
1,77 |
111,35 |
1,81 |
WZ0120 |
PL0000108601 |
99,36 |
99,63 |
--- |
--- |
99,50 |
--- |
PS0420 |
PL0000108510 |
98,35 |
98,56 |
1,97 |
1,91 |
98,46 |
1,93 |
DS1020 |
PL0000106126 |
112,90 |
113,17 |
2,01 |
1,94 |
113,04 |
1,97 |
WZ0121 |
PL0000106068 |
98,58 |
98,86 |
--- |
--- |
98,72 |
--- |
PS0421 |
PL0000108916 |
99,63 |
99,90 |
2,08 |
2,02 |
99,77 |
2,05 |
PS0721 |
PL0000109153 |
98,10 |
98,25 |
2,16 |
2,13 |
98,18 |
2,14 |
DS1021 |
PL0000106670 |
117,27 |
117,56 |
2,19 |
2,14 |
117,42 |
2,16 |
WS0922 |
PL0000102646 |
119,39 |
119,83 |
2,31 |
2,24 |
119,61 |
2,27 |
IZ0823 |
PL0000105359 |
110,23 |
112,36 |
--- |
--- |
111,30 |
--- |
DS1023 |
PL0000107264 |
110,10 |
110,53 |
2,45 |
2,39 |
110,32 |
2,42 |
WZ0124 |
PL0000107454 |
96,27 |
96,75 |
--- |
--- |
96,51 |
--- |
DS0725 |
PL0000108197 |
104,84 |
105,27 |
2,63 |
2,58 |
105,06 |
2,61 |
WZ0126 |
PL0000108817 |
94,46 |
94,84 |
--- |
--- |
94,65 |
--- |
DS0726 |
PL0000108866 |
98,29 |
98,62 |
2,70 |
2,66 |
98,46 |
2,68 |
WS0429 |
PL0000105391 |
129,13 |
130,23 |
2,96 |
2,87 |
129,68 |
2,91 |
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 |
102,17 |
102,29 |
1,55 |
1,38 |
102,23 |
1,47 |
OK0717 |
PL0000108502 |
98,55 |
98,64 |
1,57 |
1,47 |
98,60 |
1,51 |
DS1017 |
PL0000104543 |
104,30 |
104,38 |
1,57 |
1,51 |
104,34 |
1,54 |
WZ0118 |
PL0000104717 |
100,08 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,50 |
103,66 |
1,63 |
1,54 |
103,58 |
1,58 |
PS0718 |
PL0000107595 |
101,55 |
101,66 |
1,68 |
1,62 |
101,61 |
1,65 |
OK1018 |
PL0000109062 |
96,38 |
96,49 |
1,70 |
1,64 |
96,44 |
1,67 |
WZ0119 |
PL0000107603 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,05 |
104,23 |
1,82 |
1,76 |
104,14 |
1,79 |
DS1019 |
PL0000105441 |
111,22 |
111,45 |
1,84 |
1,77 |
111,34 |
1,81 |
WZ0120 |
PL0000108601 |
99,43 |
99,61 |
--- |
--- |
99,52 |
--- |
PS0420 |
PL0000108510 |
98,34 |
98,55 |
1,97 |
1,91 |
98,45 |
1,94 |
DS1020 |
PL0000106126 |
112,92 |
113,19 |
2,00 |
1,94 |
113,06 |
1,97 |
WZ0121 |
PL0000106068 |
98,65 |
98,85 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
99,70 |
99,86 |
2,07 |
2,03 |
99,78 |
2,05 |
PS0721 |
PL0000109153 |
98,12 |
98,25 |
2,15 |
2,13 |
98,19 |
2,14 |
DS1021 |
PL0000106670 |
117,35 |
117,60 |
2,18 |
2,13 |
117,48 |
2,15 |
WS0922 |
PL0000102646 |
119,41 |
119,81 |
2,30 |
2,24 |
119,61 |
2,27 |
IZ0823 |
PL0000105359 |
110,40 |
112,30 |
--- |
--- |
111,35 |
--- |
DS1023 |
PL0000107264 |
110,18 |
110,53 |
2,44 |
2,39 |
110,36 |
2,41 |
WZ0124 |
PL0000107454 |
96,34 |
96,69 |
--- |
--- |
96,52 |
--- |
DS0725 |
PL0000108197 |
104,98 |
105,20 |
2,62 |
2,59 |
105,09 |
2,60 |
WZ0126 |
PL0000108817 |
94,54 |
94,86 |
--- |
--- |
94,70 |
--- |
DS0726 |
PL0000108866 |
98,32 |
98,50 |
2,69 |
2,67 |
98,41 |
2,68 |
WS0429 |
PL0000105391 |
129,23 |
130,31 |
2,95 |
2,86 |
129,77 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
15 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
50 |
PS0420 |
PL0000108510 |
1/5 |
4 |
1,390 |
1,390 |
1,390 |
40 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
20 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
200 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
150 |
WZ0124 |
PL0000107454 |
5/12 |
7 |
1,450 |
1,450 |
1,450 |
160 |
TOTAL |
735 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.