2016-08-16 |
MARKET DATA |
No 156 (2938) |
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 |
962,50 |
976,43 |
66 |
355,00 |
350,67 |
4 |
1 317,50 |
1 327,10 |
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 |
100,60 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,17 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,62 |
98,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,33 |
104,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,67 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,67 |
101,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,49 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,34 |
104,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,47 |
111,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,69 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,33 |
113,03 |
113,180 |
113,180 |
113,180 |
113,180 |
113,180 |
65 000 |
76,35 |
1 |
PS0421 |
PL0000108916 |
100,07 |
99,77 |
99,770 |
100,000 |
99,770 |
100,000 |
99,885 |
20 000 |
20,10 |
2 |
PS0721 |
PL0000109153 |
98,57 |
98,35 |
98,530 |
98,600 |
98,350 |
98,350 |
98,442 |
695 000 |
684,97 |
46 |
DS1021 |
PL0000106670 |
117,75 |
117,64 |
117,500 |
117,500 |
117,500 |
117,500 |
117,500 |
25 000 |
30,55 |
1 |
WS0922 |
PL0000102646 |
119,97 |
119,75 |
120,000 |
120,000 |
120,000 |
120,000 |
120,000 |
5 000 |
6,26 |
1 |
DS1023 |
PL0000107264 |
110,58 |
110,46 |
110,400 |
110,400 |
110,370 |
110,370 |
110,375 |
32 500 |
36,93 |
4 |
DS0725 |
PL0000108197 |
105,42 |
105,23 |
105,350 |
105,400 |
105,210 |
105,210 |
105,269 |
40 000 |
42,19 |
3 |
DS0726 |
PL0000108866 |
98,80 |
98,33 |
98,850 |
98,850 |
98,600 |
98,800 |
98,689 |
80 000 |
79,08 |
8 |
WS0428 |
PL0000107611 |
98,93 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,11 |
129,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
124,78 |
134,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
100,00 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,06 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
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 |
99,51 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,80 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,51 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,63 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,65 |
94,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
962 500 |
976,43 |
66 |
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 |
13 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
41 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
104 |
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 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,14 |
102,28 |
1,57 |
1,37 |
102,21 |
1,47 |
OK0717 |
PL0000108502 |
98,56 |
98,68 |
1,56 |
1,43 |
98,62 |
1,50 |
DS1017 |
PL0000104543 |
104,29 |
104,43 |
1,56 |
1,45 |
104,36 |
1,51 |
WZ0118 |
PL0000104717 |
100,02 |
100,22 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,79 |
1,55 |
1,45 |
103,71 |
1,50 |
PS0718 |
PL0000107595 |
101,63 |
101,83 |
1,64 |
1,53 |
101,73 |
1,58 |
OK1018 |
PL0000109062 |
96,47 |
96,61 |
1,66 |
1,59 |
96,54 |
1,62 |
WZ0119 |
PL0000107603 |
99,95 |
100,06 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,31 |
104,50 |
1,73 |
1,67 |
104,41 |
1,70 |
DS1019 |
PL0000105441 |
111,44 |
111,68 |
1,77 |
1,70 |
111,56 |
1,74 |
WZ0120 |
PL0000108601 |
99,42 |
99,74 |
--- |
--- |
99,58 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,89 |
1,88 |
1,81 |
98,78 |
1,84 |
DS1020 |
PL0000106126 |
113,24 |
113,51 |
1,92 |
1,86 |
113,38 |
1,89 |
WZ0121 |
PL0000106068 |
98,63 |
98,96 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
100,03 |
100,31 |
1,99 |
1,93 |
100,17 |
1,96 |
PS0721 |
PL0000109153 |
98,48 |
98,69 |
2,08 |
2,03 |
98,59 |
2,05 |
DS1021 |
PL0000106670 |
117,71 |
118,01 |
2,11 |
2,05 |
117,86 |
2,08 |
WS0922 |
PL0000102646 |
119,95 |
120,38 |
2,21 |
2,15 |
120,17 |
2,18 |
IZ0823 |
PL0000105359 |
110,23 |
112,34 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
110,55 |
110,97 |
2,38 |
2,32 |
110,76 |
2,35 |
WZ0124 |
PL0000107454 |
96,59 |
97,07 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
105,34 |
105,74 |
2,57 |
2,52 |
105,54 |
2,55 |
WZ0126 |
PL0000108817 |
94,56 |
95,05 |
--- |
--- |
94,81 |
--- |
DS0726 |
PL0000108866 |
98,59 |
98,88 |
2,66 |
2,63 |
98,74 |
2,64 |
WS0429 |
PL0000105391 |
129,78 |
130,93 |
2,91 |
2,81 |
130,36 |
2,86 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,08 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,15 |
102,26 |
1,55 |
1,40 |
102,21 |
1,47 |
OK0717 |
PL0000108502 |
98,59 |
98,67 |
1,53 |
1,44 |
98,63 |
1,49 |
DS1017 |
PL0000104543 |
104,29 |
104,39 |
1,56 |
1,48 |
104,34 |
1,52 |
WZ0118 |
PL0000104717 |
100,09 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,55 |
103,72 |
1,59 |
1,49 |
103,64 |
1,54 |
PS0718 |
PL0000107595 |
101,63 |
101,75 |
1,64 |
1,57 |
101,69 |
1,61 |
OK1018 |
PL0000109062 |
96,42 |
96,56 |
1,68 |
1,61 |
96,49 |
1,65 |
WZ0119 |
PL0000107603 |
99,95 |
100,05 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,22 |
104,40 |
1,76 |
1,70 |
104,31 |
1,73 |
DS1019 |
PL0000105441 |
111,34 |
111,57 |
1,80 |
1,73 |
111,46 |
1,77 |
WZ0120 |
PL0000108601 |
99,45 |
99,66 |
--- |
--- |
99,56 |
--- |
PS0420 |
PL0000108510 |
98,51 |
98,74 |
1,92 |
1,85 |
98,63 |
1,89 |
DS1020 |
PL0000106126 |
113,04 |
113,27 |
1,97 |
1,92 |
113,16 |
1,94 |
WZ0121 |
PL0000106068 |
98,73 |
98,97 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
99,80 |
100,03 |
2,04 |
1,99 |
99,92 |
2,02 |
PS0721 |
PL0000109153 |
98,29 |
98,42 |
2,12 |
2,09 |
98,36 |
2,10 |
DS1021 |
PL0000106670 |
117,42 |
117,69 |
2,16 |
2,11 |
117,56 |
2,13 |
WS0922 |
PL0000102646 |
119,49 |
119,85 |
2,29 |
2,23 |
119,67 |
2,26 |
IZ0823 |
PL0000105359 |
110,32 |
112,34 |
--- |
--- |
111,33 |
--- |
DS1023 |
PL0000107264 |
110,28 |
110,60 |
2,42 |
2,38 |
110,44 |
2,40 |
WZ0124 |
PL0000107454 |
96,56 |
96,91 |
--- |
--- |
96,74 |
--- |
DS0725 |
PL0000108197 |
104,99 |
105,33 |
2,61 |
2,57 |
105,16 |
2,59 |
WZ0126 |
PL0000108817 |
94,58 |
94,94 |
--- |
--- |
94,76 |
--- |
DS0726 |
PL0000108866 |
98,16 |
98,42 |
2,71 |
2,68 |
98,29 |
2,70 |
WS0429 |
PL0000105391 |
128,98 |
130,52 |
2,97 |
2,85 |
129,75 |
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) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
45 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
120 |
PS0421 |
PL0000108916 |
0/7 |
7 |
1,300 |
1,300 |
1,300 |
130 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
60 |
TOTAL |
355 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.