2016-08-22 |
MARKET DATA |
No 160 (2942) |
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 |
852,50 |
881,47 |
68 |
1 270,00 |
1 310,43 |
13 |
2 122,50 |
2 191,90 |
81 |
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 |
102,16 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,66 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,34 |
104,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,67 |
103,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,75 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,62 |
96,63 |
96,640 |
96,640 |
96,630 |
96,630 |
96,638 |
60 000 |
57,98 |
2 |
PS0719 |
PL0000108148 |
104,45 |
104,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,55 |
111,55 |
111,550 |
111,550 |
111,550 |
111,550 |
111,550 |
5 000 |
5,81 |
1 |
PS0420 |
PL0000108510 |
98,83 |
98,80 |
98,850 |
98,860 |
98,800 |
98,800 |
98,843 |
100 000 |
99,34 |
3 |
DS1020 |
PL0000106126 |
113,27 |
113,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,98 |
99,95 |
99,950 |
99,970 |
99,940 |
99,950 |
99,951 |
60 000 |
60,37 |
5 |
PS0721 |
PL0000109153 |
98,48 |
98,43 |
98,420 |
98,480 |
98,420 |
98,430 |
98,454 |
272 500 |
268,68 |
24 |
DS1021 |
PL0000106670 |
117,68 |
117,67 |
117,680 |
117,700 |
117,680 |
117,680 |
117,687 |
145 000 |
177,57 |
13 |
WS0922 |
PL0000102646 |
119,77 |
119,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,49 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,45 |
105,32 |
105,350 |
105,450 |
105,320 |
105,320 |
105,395 |
75 000 |
79,25 |
11 |
DS0726 |
PL0000108866 |
98,65 |
98,50 |
98,600 |
98,600 |
98,500 |
98,500 |
98,562 |
85 000 |
83,95 |
7 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,79 |
129,95 |
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 |
111,66 |
112,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,14 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,53 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,92 |
98,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,62 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,92 |
96,95 |
96,900 |
96,900 |
96,890 |
96,890 |
96,894 |
50 000 |
48,52 |
2 |
WZ0126 |
PL0000108817 |
94,75 |
94,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
852 500 |
881,47 |
68 |
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 |
7 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
35 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
98 |
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 |
102,12 |
102,25 |
1,52 |
1,33 |
102,19 |
1,42 |
OK0717 |
PL0000108502 |
98,63 |
98,76 |
1,51 |
1,37 |
98,70 |
1,44 |
DS1017 |
PL0000104543 |
104,27 |
104,41 |
1,53 |
1,42 |
104,34 |
1,47 |
WZ0118 |
PL0000104717 |
100,10 |
100,29 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,61 |
103,80 |
1,54 |
1,43 |
103,71 |
1,48 |
PS0718 |
PL0000107595 |
101,66 |
101,86 |
1,61 |
1,51 |
101,76 |
1,56 |
OK1018 |
PL0000109062 |
96,53 |
96,66 |
1,64 |
1,58 |
96,60 |
1,61 |
WZ0119 |
PL0000107603 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,37 |
104,58 |
1,70 |
1,63 |
104,48 |
1,66 |
DS1019 |
PL0000105441 |
111,46 |
111,69 |
1,75 |
1,68 |
111,58 |
1,71 |
WZ0120 |
PL0000108601 |
99,43 |
99,74 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
98,73 |
98,94 |
1,86 |
1,80 |
98,84 |
1,83 |
DS1020 |
PL0000106126 |
113,14 |
113,42 |
1,94 |
1,87 |
113,28 |
1,90 |
WZ0121 |
PL0000106068 |
98,72 |
99,06 |
--- |
--- |
98,89 |
--- |
PS0421 |
PL0000108916 |
99,91 |
100,12 |
2,02 |
1,97 |
100,02 |
1,99 |
PS0721 |
PL0000109153 |
98,40 |
98,59 |
2,09 |
2,05 |
98,50 |
2,07 |
DS1021 |
PL0000106670 |
117,63 |
117,85 |
2,11 |
2,07 |
117,74 |
2,09 |
WS0922 |
PL0000102646 |
119,68 |
120,11 |
2,25 |
2,18 |
119,90 |
2,21 |
IZ0823 |
PL0000105359 |
110,97 |
112,92 |
--- |
--- |
111,95 |
--- |
DS1023 |
PL0000107264 |
110,31 |
110,74 |
2,41 |
2,35 |
110,53 |
2,38 |
WZ0124 |
PL0000107454 |
96,79 |
97,13 |
--- |
--- |
96,96 |
--- |
DS0725 |
PL0000108197 |
105,22 |
105,60 |
2,59 |
2,54 |
105,41 |
2,56 |
WZ0126 |
PL0000108817 |
94,69 |
95,15 |
--- |
--- |
94,92 |
--- |
DS0726 |
PL0000108866 |
98,49 |
98,76 |
2,67 |
2,64 |
98,63 |
2,66 |
WS0429 |
PL0000105391 |
129,24 |
130,56 |
2,95 |
2,84 |
129,90 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,11 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,14 |
102,24 |
1,49 |
1,35 |
102,19 |
1,42 |
OK0717 |
PL0000108502 |
98,64 |
98,76 |
1,50 |
1,37 |
98,70 |
1,44 |
DS1017 |
PL0000104543 |
104,32 |
104,44 |
1,49 |
1,39 |
104,38 |
1,44 |
WZ0118 |
PL0000104717 |
100,12 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,75 |
1,53 |
1,46 |
103,69 |
1,49 |
PS0718 |
PL0000107595 |
101,68 |
101,82 |
1,60 |
1,53 |
101,75 |
1,57 |
OK1018 |
PL0000109062 |
96,59 |
96,70 |
1,61 |
1,56 |
96,65 |
1,58 |
WZ0119 |
PL0000107603 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,41 |
104,55 |
1,69 |
1,64 |
104,48 |
1,66 |
DS1019 |
PL0000105441 |
111,51 |
111,67 |
1,73 |
1,69 |
111,59 |
1,71 |
WZ0120 |
PL0000108601 |
99,48 |
99,69 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
98,74 |
98,87 |
1,86 |
1,82 |
98,81 |
1,84 |
DS1020 |
PL0000106126 |
113,14 |
113,41 |
1,94 |
1,87 |
113,28 |
1,90 |
WZ0121 |
PL0000106068 |
98,84 |
99,04 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
99,84 |
100,03 |
2,03 |
1,99 |
99,94 |
2,01 |
PS0721 |
PL0000109153 |
98,37 |
98,49 |
2,10 |
2,07 |
98,43 |
2,09 |
DS1021 |
PL0000106670 |
117,61 |
117,75 |
2,11 |
2,09 |
117,68 |
2,10 |
WS0922 |
PL0000102646 |
119,50 |
119,88 |
2,28 |
2,22 |
119,69 |
2,25 |
IZ0823 |
PL0000105359 |
111,00 |
112,70 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
110,24 |
110,47 |
2,42 |
2,39 |
110,36 |
2,41 |
WZ0124 |
PL0000107454 |
96,71 |
97,02 |
--- |
--- |
96,87 |
--- |
DS0725 |
PL0000108197 |
105,14 |
105,48 |
2,59 |
2,55 |
105,31 |
2,57 |
WZ0126 |
PL0000108817 |
94,65 |
95,02 |
--- |
--- |
94,84 |
--- |
DS0726 |
PL0000108866 |
98,42 |
98,62 |
2,68 |
2,66 |
98,52 |
2,67 |
WS0429 |
PL0000105391 |
129,17 |
130,23 |
2,95 |
2,87 |
129,70 |
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) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
5 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
60 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
55 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
110 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,440 |
1,450 |
1,441 |
430 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
110 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,200 |
1,200 |
1,200 |
140 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
235 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
90 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
15 |
TOTAL |
1 270 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.