2016-08-18 |
MARKET DATA |
No 158 (2940) |
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 |
1 560,00 |
1 545,66 |
106 |
1 800,00 |
1 824,42 |
21 |
3 360,00 |
3 370,08 |
127 |
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 |
100,56 |
100,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,17 |
102,22 |
102,170 |
102,170 |
102,170 |
102,170 |
102,170 |
10 000 |
10,37 |
1 |
OK0717 |
PL0000108502 |
98,64 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,25 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,63 |
103,64 |
103,640 |
103,640 |
103,640 |
103,640 |
103,640 |
5 000 |
5,24 |
1 |
PS0718 |
PL0000107595 |
101,71 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,51 |
96,50 |
96,500 |
96,500 |
96,500 |
96,500 |
96,500 |
50 000 |
48,25 |
1 |
PS0719 |
PL0000108148 |
104,31 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,42 |
111,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,70 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,17 |
113,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,98 |
99,97 |
99,960 |
100,010 |
99,930 |
99,960 |
99,952 |
225 000 |
226,36 |
12 |
PS0721 |
PL0000109153 |
98,46 |
98,30 |
98,370 |
98,460 |
98,280 |
98,450 |
98,377 |
720 000 |
709,28 |
53 |
DS1021 |
PL0000106670 |
117,67 |
117,55 |
117,550 |
117,550 |
117,550 |
117,550 |
117,550 |
20 000 |
24,46 |
2 |
WS0922 |
PL0000102646 |
119,69 |
119,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,32 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,20 |
105,15 |
105,000 |
105,200 |
105,000 |
105,170 |
105,143 |
45 000 |
47,43 |
4 |
DS0726 |
PL0000108866 |
98,47 |
98,25 |
98,400 |
98,450 |
98,400 |
98,450 |
98,433 |
57 500 |
56,71 |
6 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,68 |
129,70 |
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 |
IZ0823 |
PL0000105359 |
111,90 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,14 |
100,140 |
100,140 |
100,120 |
100,120 |
100,131 |
17 500 |
17,55 |
3 |
WZ0118 |
PL0000104717 |
100,14 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,01 |
100,010 |
100,010 |
100,010 |
100,010 |
100,010 |
80 000 |
80,12 |
1 |
WZ0120 |
PL0000108601 |
99,60 |
99,60 |
99,600 |
99,620 |
99,600 |
99,610 |
99,608 |
95 000 |
94,76 |
7 |
WZ0121 |
PL0000106068 |
98,79 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,65 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,85 |
96,67 |
96,750 |
96,850 |
96,750 |
96,850 |
96,807 |
100 000 |
96,94 |
6 |
WZ0126 |
PL0000108817 |
94,82 |
94,68 |
94,730 |
94,900 |
94,730 |
94,900 |
94,827 |
135 000 |
128,20 |
9 |
TOTAL |
1 560 000 |
1 545,66 |
106 |
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 |
9 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
37 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
100 |
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 |
100,08 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,12 |
102,24 |
1,55 |
1,37 |
102,18 |
1,46 |
OK0717 |
PL0000108502 |
98,58 |
98,70 |
1,56 |
1,43 |
98,64 |
1,49 |
DS1017 |
PL0000104543 |
104,22 |
104,37 |
1,59 |
1,47 |
104,30 |
1,52 |
WZ0118 |
PL0000104717 |
100,09 |
100,21 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,52 |
103,69 |
1,60 |
1,50 |
103,61 |
1,54 |
PS0718 |
PL0000107595 |
101,62 |
101,76 |
1,64 |
1,56 |
101,69 |
1,60 |
OK1018 |
PL0000109062 |
96,42 |
96,55 |
1,69 |
1,63 |
96,49 |
1,66 |
WZ0119 |
PL0000107603 |
99,95 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,20 |
104,42 |
1,76 |
1,69 |
104,31 |
1,72 |
DS1019 |
PL0000105441 |
111,32 |
111,54 |
1,80 |
1,73 |
111,43 |
1,76 |
WZ0120 |
PL0000108601 |
99,41 |
99,68 |
--- |
--- |
99,55 |
--- |
PS0420 |
PL0000108510 |
98,52 |
98,74 |
1,92 |
1,86 |
98,63 |
1,89 |
DS1020 |
PL0000106126 |
113,02 |
113,29 |
1,97 |
1,90 |
113,16 |
1,93 |
WZ0121 |
PL0000106068 |
98,65 |
98,95 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
99,83 |
100,11 |
2,04 |
1,97 |
99,97 |
2,00 |
PS0721 |
PL0000109153 |
98,29 |
98,44 |
2,12 |
2,09 |
98,37 |
2,10 |
DS1021 |
PL0000106670 |
117,41 |
117,63 |
2,16 |
2,11 |
117,52 |
2,13 |
WS0922 |
PL0000102646 |
119,48 |
119,89 |
2,28 |
2,22 |
119,69 |
2,25 |
IZ0823 |
PL0000105359 |
111,06 |
112,74 |
--- |
--- |
111,90 |
--- |
DS1023 |
PL0000107264 |
110,10 |
110,41 |
2,45 |
2,40 |
110,26 |
2,42 |
WZ0124 |
PL0000107454 |
96,44 |
96,80 |
--- |
--- |
96,62 |
--- |
DS0725 |
PL0000108197 |
105,01 |
105,33 |
2,61 |
2,57 |
105,17 |
2,59 |
WZ0126 |
PL0000108817 |
94,46 |
94,80 |
--- |
--- |
94,63 |
--- |
DS0726 |
PL0000108866 |
98,19 |
98,47 |
2,71 |
2,68 |
98,33 |
2,69 |
WS0429 |
PL0000105391 |
128,83 |
130,49 |
2,98 |
2,85 |
129,66 |
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 |
100,17 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,13 |
102,24 |
1,53 |
1,37 |
102,19 |
1,45 |
OK0717 |
PL0000108502 |
98,59 |
98,70 |
1,55 |
1,43 |
98,65 |
1,48 |
DS1017 |
PL0000104543 |
104,23 |
104,38 |
1,58 |
1,46 |
104,31 |
1,52 |
WZ0118 |
PL0000104717 |
100,10 |
100,27 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,60 |
103,69 |
1,55 |
1,50 |
103,65 |
1,52 |
PS0718 |
PL0000107595 |
101,68 |
101,81 |
1,61 |
1,54 |
101,75 |
1,57 |
OK1018 |
PL0000109062 |
96,47 |
96,59 |
1,67 |
1,61 |
96,53 |
1,64 |
WZ0119 |
PL0000107603 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,26 |
104,43 |
1,74 |
1,68 |
104,35 |
1,71 |
DS1019 |
PL0000105441 |
111,39 |
111,60 |
1,78 |
1,71 |
111,50 |
1,74 |
WZ0120 |
PL0000108601 |
99,50 |
99,70 |
--- |
--- |
99,60 |
--- |
PS0420 |
PL0000108510 |
98,65 |
98,80 |
1,88 |
1,84 |
98,73 |
1,86 |
DS1020 |
PL0000106126 |
113,09 |
113,35 |
1,95 |
1,89 |
113,22 |
1,92 |
WZ0121 |
PL0000106068 |
98,74 |
98,99 |
--- |
--- |
98,87 |
--- |
PS0421 |
PL0000108916 |
99,86 |
100,03 |
2,03 |
1,99 |
99,95 |
2,01 |
PS0721 |
PL0000109153 |
98,34 |
98,49 |
2,11 |
2,07 |
98,42 |
2,09 |
DS1021 |
PL0000106670 |
117,55 |
117,79 |
2,13 |
2,08 |
117,67 |
2,11 |
WS0922 |
PL0000102646 |
119,58 |
119,85 |
2,27 |
2,23 |
119,72 |
2,25 |
IZ0823 |
PL0000105359 |
111,11 |
112,64 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
110,13 |
110,49 |
2,44 |
2,39 |
110,31 |
2,42 |
WZ0124 |
PL0000107454 |
96,72 |
97,08 |
--- |
--- |
96,90 |
--- |
DS0725 |
PL0000108197 |
105,05 |
105,39 |
2,61 |
2,56 |
105,22 |
2,59 |
WZ0126 |
PL0000108817 |
94,67 |
95,00 |
--- |
--- |
94,84 |
--- |
DS0726 |
PL0000108866 |
98,28 |
98,53 |
2,70 |
2,67 |
98,41 |
2,68 |
WS0429 |
PL0000105391 |
129,07 |
130,17 |
2,96 |
2,87 |
129,62 |
2,92 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
5 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
60 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,410 |
1,410 |
1,410 |
100 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,350 |
1,410 |
1,370 |
150 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
20 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
20 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
5 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
220 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
40 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,410 |
1,410 |
1,410 |
630 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
40 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,390 |
1,390 |
1,390 |
120 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,380 |
1,410 |
1,398 |
250 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
140 |
TOTAL |
1 800 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.