2016-08-17 |
MARKET DATA |
No 157 (2939) |
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 |
560,00 |
561,17 |
43 |
990,00 |
1 062,20 |
17 |
1 550,00 |
1 623,37 |
60 |
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 |
100,59 |
100,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,19 |
102,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,62 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,29 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,59 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,68 |
101,70 |
101,660 |
101,660 |
101,660 |
101,660 |
101,660 |
30 000 |
30,55 |
3 |
OK1018 |
PL0000109062 |
96,46 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,26 |
104,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,36 |
111,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,58 |
98,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,13 |
113,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,93 |
99,87 |
99,900 |
99,900 |
99,880 |
99,880 |
99,892 |
65 000 |
65,34 |
4 |
PS0721 |
PL0000109153 |
98,40 |
98,23 |
98,350 |
98,350 |
98,200 |
98,250 |
98,270 |
315 000 |
309,93 |
20 |
DS1021 |
PL0000106670 |
117,52 |
117,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,60 |
119,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,32 |
110,20 |
110,250 |
110,250 |
110,250 |
110,250 |
110,250 |
10 000 |
11,35 |
1 |
DS0725 |
PL0000108197 |
105,20 |
105,01 |
104,900 |
104,930 |
104,900 |
104,930 |
104,906 |
25 000 |
26,28 |
3 |
DS0726 |
PL0000108866 |
98,35 |
97,95 |
97,990 |
98,160 |
97,950 |
98,100 |
98,087 |
90 000 |
88,43 |
9 |
WS0428 |
PL0000107611 |
98,49 |
98,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,60 |
129,48 |
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 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,00 |
111,60 |
111,600 |
111,600 |
111,600 |
111,600 |
111,600 |
15 000 |
19,60 |
2 |
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 |
99,50 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,45 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,59 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,63 |
94,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
550 000 |
551,49 |
42 |
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 |
12 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
40 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
103 |
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 |
100,09 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,14 |
102,27 |
1,56 |
1,37 |
102,21 |
1,46 |
OK0717 |
PL0000108502 |
98,60 |
98,69 |
1,52 |
1,42 |
98,65 |
1,47 |
DS1017 |
PL0000104543 |
104,27 |
104,40 |
1,57 |
1,47 |
104,34 |
1,52 |
WZ0118 |
PL0000104717 |
100,09 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,56 |
103,72 |
1,58 |
1,49 |
103,64 |
1,54 |
PS0718 |
PL0000107595 |
101,61 |
101,78 |
1,65 |
1,56 |
101,70 |
1,60 |
OK1018 |
PL0000109062 |
96,43 |
96,57 |
1,68 |
1,61 |
96,50 |
1,64 |
WZ0119 |
PL0000107603 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,22 |
104,39 |
1,76 |
1,70 |
104,31 |
1,73 |
DS1019 |
PL0000105441 |
111,33 |
111,58 |
1,80 |
1,73 |
111,46 |
1,76 |
WZ0120 |
PL0000108601 |
99,42 |
99,70 |
--- |
--- |
99,56 |
--- |
PS0420 |
PL0000108510 |
98,53 |
98,76 |
1,91 |
1,85 |
98,65 |
1,88 |
DS1020 |
PL0000106126 |
113,07 |
113,29 |
1,96 |
1,91 |
113,18 |
1,94 |
WZ0121 |
PL0000106068 |
98,70 |
98,95 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
99,82 |
100,11 |
2,04 |
1,97 |
99,97 |
2,00 |
PS0721 |
PL0000109153 |
98,28 |
98,44 |
2,12 |
2,08 |
98,36 |
2,10 |
DS1021 |
PL0000106670 |
117,41 |
117,71 |
2,16 |
2,10 |
117,56 |
2,13 |
WS0922 |
PL0000102646 |
119,51 |
119,92 |
2,28 |
2,22 |
119,72 |
2,25 |
IZ0823 |
PL0000105359 |
110,33 |
112,24 |
--- |
--- |
111,29 |
--- |
DS1023 |
PL0000107264 |
110,24 |
110,67 |
2,43 |
2,37 |
110,46 |
2,40 |
WZ0124 |
PL0000107454 |
96,50 |
96,85 |
--- |
--- |
96,68 |
--- |
DS0725 |
PL0000108197 |
105,00 |
105,38 |
2,61 |
2,57 |
105,19 |
2,59 |
WZ0126 |
PL0000108817 |
94,56 |
94,87 |
--- |
--- |
94,72 |
--- |
DS0726 |
PL0000108866 |
98,19 |
98,47 |
2,71 |
2,68 |
98,33 |
2,69 |
WS0429 |
PL0000105391 |
129,04 |
130,52 |
2,97 |
2,85 |
129,78 |
2,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,08 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,16 |
102,25 |
1,53 |
1,40 |
102,21 |
1,46 |
OK0717 |
PL0000108502 |
98,59 |
98,68 |
1,54 |
1,44 |
98,64 |
1,48 |
DS1017 |
PL0000104543 |
104,27 |
104,41 |
1,57 |
1,46 |
104,34 |
1,52 |
WZ0118 |
PL0000104717 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,56 |
103,67 |
1,58 |
1,52 |
103,62 |
1,55 |
PS0718 |
PL0000107595 |
101,64 |
101,75 |
1,63 |
1,57 |
101,70 |
1,60 |
OK1018 |
PL0000109062 |
96,42 |
96,56 |
1,68 |
1,62 |
96,49 |
1,65 |
WZ0119 |
PL0000107603 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,20 |
104,41 |
1,77 |
1,69 |
104,31 |
1,73 |
DS1019 |
PL0000105441 |
111,32 |
111,55 |
1,81 |
1,74 |
111,44 |
1,77 |
WZ0120 |
PL0000108601 |
99,40 |
99,66 |
--- |
--- |
99,53 |
--- |
PS0420 |
PL0000108510 |
98,50 |
98,73 |
1,92 |
1,86 |
98,62 |
1,89 |
DS1020 |
PL0000106126 |
113,00 |
113,27 |
1,98 |
1,92 |
113,14 |
1,95 |
WZ0121 |
PL0000106068 |
98,70 |
98,93 |
--- |
--- |
98,82 |
--- |
PS0421 |
PL0000108916 |
99,82 |
99,99 |
2,04 |
2,00 |
99,91 |
2,02 |
PS0721 |
PL0000109153 |
98,25 |
98,37 |
2,13 |
2,10 |
98,31 |
2,11 |
DS1021 |
PL0000106670 |
117,38 |
117,60 |
2,17 |
2,12 |
117,49 |
2,15 |
WS0922 |
PL0000102646 |
119,38 |
119,80 |
2,30 |
2,24 |
119,59 |
2,27 |
IZ0823 |
PL0000105359 |
110,97 |
112,70 |
--- |
--- |
111,84 |
--- |
DS1023 |
PL0000107264 |
110,15 |
110,40 |
2,44 |
2,40 |
110,28 |
2,42 |
WZ0124 |
PL0000107454 |
96,48 |
96,78 |
--- |
--- |
96,63 |
--- |
DS0725 |
PL0000108197 |
104,86 |
105,18 |
2,63 |
2,59 |
105,02 |
2,61 |
WZ0126 |
PL0000108817 |
94,52 |
94,77 |
--- |
--- |
94,65 |
--- |
DS0726 |
PL0000108866 |
98,03 |
98,26 |
2,73 |
2,70 |
98,15 |
2,71 |
WS0429 |
PL0000105391 |
129,02 |
130,03 |
2,97 |
2,89 |
129,53 |
2,93 |
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 |
1,370 |
1,370 |
1,370 |
30 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
10 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
50 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
100 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
15 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
120 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
40 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
250 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,350 |
1,370 |
1,366 |
150 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,370 |
1,370 |
1,370 |
10 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,300 |
1,370 |
1,354 |
155 |
TOTAL |
990 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.