2016-08-19 |
MARKET DATA |
No 159 (2941) |
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 |
1 270,00 |
1 296,32 |
87 |
975,00 |
1 003,90 |
14 |
2 245,00 |
2 300,22 |
101 |
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 |
100,55 |
100,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,15 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,67 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,29 |
104,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,65 |
103,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,74 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,60 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,43 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,54 |
111,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,77 |
98,80 |
98,800 |
98,820 |
98,800 |
98,820 |
98,812 |
90 000 |
89,37 |
3 |
DS1020 |
PL0000106126 |
113,22 |
113,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,00 |
99,95 |
99,980 |
99,980 |
99,960 |
99,960 |
99,976 |
45 000 |
45,29 |
4 |
PS0721 |
PL0000109153 |
98,50 |
98,39 |
98,450 |
98,500 |
98,400 |
98,470 |
98,444 |
340 000 |
335,18 |
26 |
DS1021 |
PL0000106670 |
117,71 |
117,64 |
117,640 |
117,710 |
117,640 |
117,690 |
117,670 |
145 000 |
177,52 |
6 |
WS0922 |
PL0000102646 |
119,85 |
119,85 |
119,850 |
119,850 |
119,850 |
119,850 |
119,850 |
10 000 |
12,51 |
1 |
DS1023 |
PL0000107264 |
110,34 |
110,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,35 |
105,28 |
105,350 |
105,350 |
105,270 |
105,270 |
105,299 |
100 000 |
105,56 |
9 |
DS0726 |
PL0000108866 |
98,60 |
98,35 |
98,350 |
98,650 |
98,340 |
98,600 |
98,522 |
165 000 |
162,89 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,88 |
129,75 |
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 |
111,75 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,03 |
100,02 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
40 000 |
40,06 |
1 |
WZ0120 |
PL0000108601 |
99,60 |
99,60 |
99,600 |
99,600 |
99,600 |
99,600 |
99,600 |
10 000 |
9,97 |
1 |
WZ0121 |
PL0000106068 |
98,88 |
98,92 |
98,920 |
99,010 |
98,920 |
99,010 |
98,970 |
160 000 |
158,58 |
9 |
WZ1122 |
PL0000109377 |
97,68 |
98,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,90 |
96,94 |
96,950 |
97,000 |
96,950 |
97,000 |
96,958 |
125 000 |
121,37 |
6 |
WZ0126 |
PL0000108817 |
94,89 |
94,89 |
94,890 |
94,900 |
94,890 |
94,890 |
94,891 |
40 000 |
38,01 |
4 |
TOTAL |
1 270 000 |
1 296,32 |
87 |
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 |
8 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
36 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
99 |
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 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,12 |
102,25 |
1,53 |
1,35 |
102,19 |
1,43 |
OK0717 |
PL0000108502 |
98,59 |
98,73 |
1,55 |
1,40 |
98,66 |
1,48 |
DS1017 |
PL0000104543 |
104,25 |
104,40 |
1,56 |
1,43 |
104,33 |
1,49 |
WZ0118 |
PL0000104717 |
100,09 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,56 |
103,72 |
1,57 |
1,48 |
103,64 |
1,52 |
PS0718 |
PL0000107595 |
101,68 |
101,82 |
1,60 |
1,53 |
101,75 |
1,57 |
OK1018 |
PL0000109062 |
96,47 |
96,61 |
1,67 |
1,60 |
96,54 |
1,63 |
WZ0119 |
PL0000107603 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,25 |
104,47 |
1,74 |
1,67 |
104,36 |
1,71 |
DS1019 |
PL0000105441 |
111,32 |
111,56 |
1,79 |
1,72 |
111,44 |
1,76 |
WZ0120 |
PL0000108601 |
99,53 |
99,80 |
--- |
--- |
99,67 |
--- |
PS0420 |
PL0000108510 |
98,62 |
98,84 |
1,89 |
1,83 |
98,73 |
1,86 |
DS1020 |
PL0000106126 |
113,07 |
113,35 |
1,95 |
1,89 |
113,21 |
1,92 |
WZ0121 |
PL0000106068 |
98,70 |
99,00 |
--- |
--- |
98,85 |
--- |
PS0421 |
PL0000108916 |
99,85 |
100,06 |
2,03 |
1,98 |
99,96 |
2,01 |
PS0721 |
PL0000109153 |
98,36 |
98,51 |
2,10 |
2,07 |
98,44 |
2,09 |
DS1021 |
PL0000106670 |
117,59 |
117,82 |
2,12 |
2,08 |
117,71 |
2,10 |
WS0922 |
PL0000102646 |
119,51 |
119,94 |
2,28 |
2,21 |
119,73 |
2,24 |
IZ0823 |
PL0000105359 |
111,07 |
112,88 |
--- |
--- |
111,98 |
--- |
DS1023 |
PL0000107264 |
110,17 |
110,61 |
2,44 |
2,37 |
110,39 |
2,40 |
WZ0124 |
PL0000107454 |
96,79 |
97,12 |
--- |
--- |
96,96 |
--- |
DS0725 |
PL0000108197 |
105,03 |
105,39 |
2,61 |
2,56 |
105,21 |
2,59 |
WZ0126 |
PL0000108817 |
94,66 |
95,14 |
--- |
--- |
94,90 |
--- |
DS0726 |
PL0000108866 |
98,29 |
98,54 |
2,70 |
2,67 |
98,42 |
2,68 |
WS0429 |
PL0000105391 |
129,01 |
130,08 |
2,97 |
2,88 |
129,55 |
2,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,09 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,13 |
102,25 |
1,52 |
1,35 |
102,19 |
1,43 |
OK0717 |
PL0000108502 |
98,64 |
98,73 |
1,50 |
1,40 |
98,69 |
1,44 |
DS1017 |
PL0000104543 |
104,27 |
104,42 |
1,54 |
1,42 |
104,35 |
1,47 |
WZ0118 |
PL0000104717 |
100,14 |
100,27 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
103,62 |
103,79 |
1,54 |
1,44 |
103,71 |
1,48 |
PS0718 |
PL0000107595 |
101,70 |
101,86 |
1,59 |
1,51 |
101,78 |
1,55 |
OK1018 |
PL0000109062 |
96,53 |
96,64 |
1,64 |
1,59 |
96,59 |
1,61 |
WZ0119 |
PL0000107603 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,40 |
104,51 |
1,69 |
1,65 |
104,46 |
1,67 |
DS1019 |
PL0000105441 |
111,47 |
111,61 |
1,75 |
1,71 |
111,54 |
1,73 |
WZ0120 |
PL0000108601 |
99,50 |
99,68 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
98,70 |
98,85 |
1,87 |
1,82 |
98,78 |
1,84 |
DS1020 |
PL0000106126 |
113,13 |
113,38 |
1,94 |
1,88 |
113,26 |
1,91 |
WZ0121 |
PL0000106068 |
98,80 |
99,05 |
--- |
--- |
98,93 |
--- |
PS0421 |
PL0000108916 |
99,86 |
100,01 |
2,03 |
2,00 |
99,94 |
2,01 |
PS0721 |
PL0000109153 |
98,34 |
98,47 |
2,11 |
2,08 |
98,41 |
2,09 |
DS1021 |
PL0000106670 |
117,58 |
117,76 |
2,12 |
2,09 |
117,67 |
2,11 |
WS0922 |
PL0000102646 |
119,57 |
119,90 |
2,27 |
2,22 |
119,74 |
2,24 |
IZ0823 |
PL0000105359 |
111,13 |
112,78 |
--- |
--- |
111,96 |
--- |
DS1023 |
PL0000107264 |
110,24 |
110,60 |
2,43 |
2,37 |
110,42 |
2,40 |
WZ0124 |
PL0000107454 |
96,79 |
97,07 |
--- |
--- |
96,93 |
--- |
DS0725 |
PL0000108197 |
105,17 |
105,42 |
2,59 |
2,56 |
105,30 |
2,58 |
WZ0126 |
PL0000108817 |
94,70 |
95,08 |
--- |
--- |
94,89 |
--- |
DS0726 |
PL0000108866 |
98,40 |
98,60 |
2,68 |
2,66 |
98,50 |
2,67 |
WS0429 |
PL0000105391 |
129,29 |
130,24 |
2,94 |
2,87 |
129,77 |
2,90 |
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 |
3/4 |
1 |
1,370 |
1,370 |
1,370 |
50 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0417 |
PL0000107058 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
70 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
380 |
WZ0119 |
PL0000107603 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
15 |
PS0718 |
PL0000107595 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
80 |
PS0420 |
PL0000108510 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
20 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
50 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
10 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0721 |
PL0000109153 |
4/11 |
7 |
1,450 |
1,450 |
1,450 |
200 |
TOTAL |
975 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.