2016-08-23 |
MARKET DATA |
No 161 (2943) |
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 |
2 122,50 |
2 123,72 |
155 |
690,00 |
716,58 |
12 |
2 812,50 |
2 840,30 |
167 |
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 |
100,54 |
100,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,15 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,67 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,30 |
104,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,66 |
103,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,76 |
101,75 |
101,760 |
101,760 |
101,750 |
101,760 |
101,754 |
100 000 |
101,97 |
4 |
OK1018 |
PL0000109062 |
96,60 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,45 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,58 |
111,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,77 |
98,78 |
98,830 |
98,830 |
98,830 |
98,830 |
98,830 |
25 000 |
24,83 |
1 |
DS1020 |
PL0000106126 |
113,19 |
113,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,95 |
99,92 |
99,950 |
99,950 |
99,850 |
99,910 |
99,890 |
155 000 |
155,86 |
13 |
PS0721 |
PL0000109153 |
98,49 |
98,38 |
98,470 |
98,490 |
98,360 |
98,490 |
98,427 |
957 500 |
943,87 |
53 |
DS1021 |
PL0000106670 |
117,67 |
117,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,64 |
119,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,32 |
110,20 |
110,370 |
110,380 |
110,180 |
110,280 |
110,293 |
80 000 |
90,90 |
8 |
DS0725 |
PL0000108197 |
105,37 |
105,18 |
105,300 |
105,370 |
105,150 |
105,370 |
105,247 |
170 000 |
179,39 |
18 |
DS0726 |
PL0000108866 |
98,64 |
98,38 |
98,500 |
98,640 |
98,380 |
98,640 |
98,512 |
635 000 |
626,90 |
58 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,60 |
129,78 |
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 |
112,05 |
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 |
99,50 |
99,60 |
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 |
97,65 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,70 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,68 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 122 500 |
2 123,72 |
155 |
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 |
6 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
34 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
97 |
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 |
100,11 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,12 |
102,22 |
1,51 |
1,36 |
102,17 |
1,44 |
OK0717 |
PL0000108502 |
98,63 |
98,73 |
1,52 |
1,41 |
98,68 |
1,46 |
DS1017 |
PL0000104543 |
104,26 |
104,38 |
1,53 |
1,43 |
104,32 |
1,48 |
WZ0118 |
PL0000104717 |
100,10 |
100,28 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,63 |
103,78 |
1,52 |
1,43 |
103,71 |
1,48 |
PS0718 |
PL0000107595 |
101,68 |
101,86 |
1,60 |
1,51 |
101,77 |
1,55 |
OK1018 |
PL0000109062 |
96,58 |
96,72 |
1,62 |
1,55 |
96,65 |
1,58 |
WZ0119 |
PL0000107603 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,41 |
104,62 |
1,69 |
1,61 |
104,52 |
1,65 |
DS1019 |
PL0000105441 |
111,50 |
111,71 |
1,73 |
1,67 |
111,61 |
1,70 |
WZ0120 |
PL0000108601 |
99,46 |
99,71 |
--- |
--- |
99,59 |
--- |
PS0420 |
PL0000108510 |
98,74 |
98,87 |
1,86 |
1,82 |
98,81 |
1,84 |
DS1020 |
PL0000106126 |
113,14 |
113,40 |
1,93 |
1,87 |
113,27 |
1,90 |
WZ0121 |
PL0000106068 |
98,74 |
99,05 |
--- |
--- |
98,90 |
--- |
PS0421 |
PL0000108916 |
99,89 |
100,06 |
2,02 |
1,98 |
99,98 |
2,00 |
PS0721 |
PL0000109153 |
98,38 |
98,50 |
2,10 |
2,07 |
98,44 |
2,09 |
DS1021 |
PL0000106670 |
117,61 |
117,77 |
2,11 |
2,08 |
117,69 |
2,10 |
WS0922 |
PL0000102646 |
119,49 |
119,92 |
2,28 |
2,21 |
119,71 |
2,24 |
IZ0823 |
PL0000105359 |
111,08 |
112,77 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
110,20 |
110,58 |
2,43 |
2,37 |
110,39 |
2,40 |
WZ0124 |
PL0000107454 |
96,65 |
97,01 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
105,21 |
105,48 |
2,59 |
2,55 |
105,35 |
2,57 |
WZ0126 |
PL0000108817 |
94,62 |
95,05 |
--- |
--- |
94,84 |
--- |
DS0726 |
PL0000108866 |
98,43 |
98,63 |
2,68 |
2,66 |
98,53 |
2,67 |
WS0429 |
PL0000105391 |
129,13 |
130,22 |
2,96 |
2,87 |
129,68 |
2,91 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,11 |
100,18 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,13 |
102,22 |
1,49 |
1,36 |
102,18 |
1,42 |
OK0717 |
PL0000108502 |
98,63 |
98,73 |
1,52 |
1,41 |
98,68 |
1,46 |
DS1017 |
PL0000104543 |
104,28 |
104,35 |
1,52 |
1,46 |
104,32 |
1,48 |
WZ0118 |
PL0000104717 |
100,12 |
100,30 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
103,59 |
103,71 |
1,55 |
1,48 |
103,65 |
1,51 |
PS0718 |
PL0000107595 |
101,70 |
101,78 |
1,59 |
1,55 |
101,74 |
1,57 |
OK1018 |
PL0000109062 |
96,58 |
96,70 |
1,62 |
1,56 |
96,64 |
1,59 |
WZ0119 |
PL0000107603 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,41 |
104,54 |
1,69 |
1,64 |
104,48 |
1,66 |
DS1019 |
PL0000105441 |
111,53 |
111,66 |
1,72 |
1,69 |
111,60 |
1,70 |
WZ0120 |
PL0000108601 |
99,47 |
99,66 |
--- |
--- |
99,57 |
--- |
PS0420 |
PL0000108510 |
98,71 |
98,87 |
1,87 |
1,82 |
98,79 |
1,84 |
DS1020 |
PL0000106126 |
113,13 |
113,39 |
1,94 |
1,88 |
113,26 |
1,91 |
WZ0121 |
PL0000106068 |
98,85 |
99,04 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
99,87 |
100,10 |
2,03 |
1,98 |
99,99 |
2,00 |
PS0721 |
PL0000109153 |
98,40 |
98,51 |
2,09 |
2,07 |
98,46 |
2,08 |
DS1021 |
PL0000106670 |
117,58 |
117,79 |
2,12 |
2,08 |
117,69 |
2,10 |
WS0922 |
PL0000102646 |
119,51 |
119,92 |
2,28 |
2,21 |
119,72 |
2,24 |
IZ0823 |
PL0000105359 |
111,08 |
112,67 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
110,22 |
110,57 |
2,43 |
2,38 |
110,40 |
2,40 |
WZ0124 |
PL0000107454 |
96,62 |
96,94 |
--- |
--- |
96,78 |
--- |
DS0725 |
PL0000108197 |
105,22 |
105,47 |
2,58 |
2,55 |
105,35 |
2,57 |
WZ0126 |
PL0000108817 |
94,62 |
94,97 |
--- |
--- |
94,80 |
--- |
DS0726 |
PL0000108866 |
98,43 |
98,61 |
2,68 |
2,66 |
98,52 |
2,67 |
WS0429 |
PL0000105391 |
129,17 |
130,27 |
2,95 |
2,86 |
129,72 |
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) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
5 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
15 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
15 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
25 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,420 |
1,420 |
1,420 |
25 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
80 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
5 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
320 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
100 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
75 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
5 |
TOTAL |
690 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.