2016-08-12 |
MARKET DATA |
No 155 (2937) |
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 |
1 622,50 |
1 647,46 |
98 |
0,00 |
0,00 |
0 |
1 622,50 |
1 647,46 |
98 |
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 |
100,61 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,16 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,60 |
98,60 |
98,630 |
98,630 |
98,630 |
98,630 |
98,630 |
60 000 |
59,18 |
1 |
DS1017 |
PL0000104543 |
104,33 |
104,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,65 |
103,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,70 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,51 |
96,47 |
96,470 |
96,540 |
96,470 |
96,540 |
96,482 |
120 000 |
115,78 |
2 |
PS0719 |
PL0000108148 |
104,38 |
104,22 |
104,300 |
104,320 |
104,300 |
104,320 |
104,306 |
242 500 |
253,44 |
7 |
DS1019 |
PL0000105441 |
111,51 |
111,39 |
111,510 |
111,510 |
111,510 |
111,510 |
111,510 |
85 000 |
98,58 |
1 |
PS0420 |
PL0000108510 |
98,73 |
98,51 |
98,540 |
98,540 |
98,540 |
98,540 |
98,540 |
5 000 |
4,95 |
1 |
DS1020 |
PL0000106126 |
113,32 |
113,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,15 |
99,80 |
99,870 |
100,100 |
99,870 |
100,050 |
99,982 |
170 000 |
171,03 |
12 |
PS0721 |
PL0000109153 |
98,64 |
98,15 |
98,400 |
98,670 |
98,390 |
98,640 |
98,500 |
337 500 |
332,81 |
26 |
DS1021 |
PL0000106670 |
117,85 |
117,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,08 |
119,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,71 |
110,35 |
110,060 |
110,730 |
110,060 |
110,730 |
110,373 |
70 000 |
79,53 |
5 |
DS0725 |
PL0000108197 |
105,79 |
104,99 |
105,110 |
105,790 |
105,100 |
105,790 |
105,198 |
105 000 |
110,67 |
8 |
DS0726 |
PL0000108866 |
99,00 |
98,27 |
98,400 |
99,150 |
98,400 |
98,990 |
98,647 |
232 500 |
229,72 |
24 |
WS0428 |
PL0000107611 |
98,55 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,44 |
129,71 |
130,250 |
130,250 |
130,250 |
130,250 |
130,250 |
5 000 |
6,60 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,01 |
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 |
100,11 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,54 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,83 |
98,80 |
98,820 |
98,900 |
98,820 |
98,900 |
98,836 |
70 000 |
69,26 |
4 |
WZ1122 |
PL0000109377 |
97,52 |
97,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,62 |
96,70 |
96,800 |
96,820 |
96,800 |
96,820 |
96,812 |
100 000 |
96,92 |
5 |
WZ0126 |
PL0000108817 |
94,70 |
94,76 |
94,760 |
94,760 |
94,760 |
94,760 |
94,760 |
20 000 |
18,97 |
1 |
TOTAL |
1 622 500 |
1 647,46 |
98 |
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 |
14 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
42 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
105 |
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 |
102,15 |
102,26 |
1,57 |
1,41 |
102,21 |
1,48 |
OK0717 |
PL0000108502 |
98,54 |
98,63 |
1,58 |
1,48 |
98,59 |
1,53 |
DS1017 |
PL0000104543 |
104,26 |
104,35 |
1,60 |
1,52 |
104,31 |
1,56 |
WZ0118 |
PL0000104717 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,46 |
103,62 |
1,65 |
1,56 |
103,54 |
1,60 |
PS0718 |
PL0000107595 |
101,52 |
101,68 |
1,69 |
1,61 |
101,60 |
1,65 |
OK1018 |
PL0000109062 |
96,38 |
96,49 |
1,70 |
1,65 |
96,44 |
1,67 |
WZ0119 |
PL0000107603 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,04 |
104,24 |
1,82 |
1,76 |
104,14 |
1,79 |
DS1019 |
PL0000105441 |
111,17 |
111,41 |
1,86 |
1,78 |
111,29 |
1,82 |
WZ0120 |
PL0000108601 |
99,37 |
99,64 |
--- |
--- |
99,51 |
--- |
PS0420 |
PL0000108510 |
98,32 |
98,55 |
1,97 |
1,91 |
98,44 |
1,94 |
DS1020 |
PL0000106126 |
112,85 |
113,12 |
2,02 |
1,95 |
112,99 |
1,98 |
WZ0121 |
PL0000106068 |
98,61 |
98,90 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,58 |
99,84 |
2,09 |
2,03 |
99,71 |
2,06 |
PS0721 |
PL0000109153 |
98,02 |
98,21 |
2,18 |
2,13 |
98,12 |
2,15 |
DS1021 |
PL0000106670 |
117,22 |
117,50 |
2,20 |
2,15 |
117,36 |
2,17 |
WS0922 |
PL0000102646 |
119,34 |
119,77 |
2,31 |
2,24 |
119,56 |
2,28 |
IZ0823 |
PL0000105359 |
110,23 |
112,30 |
--- |
--- |
111,27 |
--- |
DS1023 |
PL0000107264 |
110,03 |
110,46 |
2,46 |
2,40 |
110,25 |
2,43 |
WZ0124 |
PL0000107454 |
96,34 |
96,75 |
--- |
--- |
96,55 |
--- |
DS0725 |
PL0000108197 |
104,71 |
105,09 |
2,65 |
2,60 |
104,90 |
2,63 |
WZ0126 |
PL0000108817 |
94,49 |
94,87 |
--- |
--- |
94,68 |
--- |
DS0726 |
PL0000108866 |
98,13 |
98,42 |
2,72 |
2,68 |
98,28 |
2,70 |
WS0429 |
PL0000105391 |
128,88 |
130,35 |
2,98 |
2,86 |
129,62 |
2,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,07 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,14 |
102,28 |
1,58 |
1,38 |
102,21 |
1,48 |
OK0717 |
PL0000108502 |
98,56 |
98,65 |
1,56 |
1,46 |
98,61 |
1,50 |
DS1017 |
PL0000104543 |
104,30 |
104,44 |
1,56 |
1,45 |
104,37 |
1,51 |
WZ0118 |
PL0000104717 |
100,03 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
103,60 |
103,80 |
1,57 |
1,45 |
103,70 |
1,51 |
PS0718 |
PL0000107595 |
101,68 |
101,84 |
1,61 |
1,53 |
101,76 |
1,57 |
OK1018 |
PL0000109062 |
96,49 |
96,63 |
1,65 |
1,58 |
96,56 |
1,61 |
WZ0119 |
PL0000107603 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,35 |
104,49 |
1,72 |
1,67 |
104,42 |
1,69 |
DS1019 |
PL0000105441 |
111,47 |
111,70 |
1,77 |
1,70 |
111,59 |
1,73 |
WZ0120 |
PL0000108601 |
99,45 |
99,66 |
--- |
--- |
99,56 |
--- |
PS0420 |
PL0000108510 |
98,65 |
98,84 |
1,88 |
1,83 |
98,75 |
1,85 |
DS1020 |
PL0000106126 |
113,24 |
113,51 |
1,93 |
1,86 |
113,38 |
1,89 |
WZ0121 |
PL0000106068 |
98,72 |
98,97 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
100,08 |
100,32 |
1,98 |
1,93 |
100,20 |
1,95 |
PS0721 |
PL0000109153 |
98,54 |
98,69 |
2,06 |
2,03 |
98,62 |
2,05 |
DS1021 |
PL0000106670 |
117,71 |
118,01 |
2,11 |
2,05 |
117,86 |
2,08 |
WS0922 |
PL0000102646 |
119,90 |
120,23 |
2,22 |
2,17 |
120,07 |
2,20 |
IZ0823 |
PL0000105359 |
110,28 |
112,30 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
110,65 |
110,95 |
2,37 |
2,33 |
110,80 |
2,35 |
WZ0124 |
PL0000107454 |
96,56 |
97,01 |
--- |
--- |
96,79 |
--- |
DS0725 |
PL0000108197 |
105,50 |
105,89 |
2,55 |
2,50 |
105,70 |
2,53 |
WZ0126 |
PL0000108817 |
94,63 |
95,02 |
--- |
--- |
94,83 |
--- |
DS0726 |
PL0000108866 |
98,73 |
98,98 |
2,65 |
2,62 |
98,86 |
2,63 |
WS0429 |
PL0000105391 |
129,79 |
131,00 |
2,91 |
2,81 |
130,40 |
2,86 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.