2016-08-24 |
MARKET DATA |
No 162 (2944) |
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 |
1 195,00 |
1 215,92 |
87 |
560,00 |
563,23 |
8 |
1 755,00 |
1 779,15 |
95 |
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 |
100,53 |
100,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,14 |
102,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,66 |
98,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,29 |
104,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,64 |
103,66 |
103,640 |
103,640 |
103,640 |
103,640 |
103,640 |
25 000 |
26,23 |
1 |
PS0718 |
PL0000107595 |
101,72 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,62 |
96,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,46 |
104,47 |
104,460 |
104,460 |
104,460 |
104,460 |
104,460 |
50 000 |
52,37 |
1 |
DS1019 |
PL0000105441 |
111,54 |
111,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,73 |
98,74 |
98,740 |
98,740 |
98,740 |
98,740 |
98,740 |
25 000 |
24,81 |
1 |
DS1020 |
PL0000106126 |
113,18 |
113,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,96 |
99,92 |
99,960 |
99,960 |
99,900 |
99,940 |
99,925 |
220 000 |
221,32 |
16 |
PS0721 |
PL0000109153 |
98,50 |
98,40 |
98,460 |
98,500 |
98,400 |
98,440 |
98,437 |
330 000 |
325,35 |
22 |
DS1021 |
PL0000106670 |
117,56 |
117,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,67 |
119,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,41 |
110,35 |
110,350 |
110,400 |
110,350 |
110,400 |
110,385 |
160 000 |
181,97 |
11 |
DS0725 |
PL0000108197 |
105,35 |
105,35 |
105,350 |
105,350 |
105,250 |
105,250 |
105,294 |
50 000 |
52,79 |
5 |
DS0726 |
PL0000108866 |
98,60 |
98,48 |
98,650 |
98,650 |
98,480 |
98,500 |
98,566 |
285 000 |
281,54 |
28 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,63 |
129,85 |
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 |
112,00 |
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 |
100,01 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,50 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,95 |
98,95 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
50 000 |
49,55 |
2 |
WZ1122 |
PL0000109377 |
97,70 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,67 |
96,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,67 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 195 000 |
1 215,92 |
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 |
5 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
33 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
96 |
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 |
100,10 |
100,21 |
--- |
--- |
100,16 |
--- |
PS0417 |
PL0000107058 |
102,10 |
102,21 |
1,53 |
1,36 |
102,16 |
1,44 |
OK0717 |
PL0000108502 |
98,61 |
98,73 |
1,55 |
1,41 |
98,67 |
1,48 |
DS1017 |
PL0000104543 |
104,25 |
104,35 |
1,53 |
1,45 |
104,30 |
1,49 |
WZ0118 |
PL0000104717 |
100,09 |
100,30 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,59 |
103,72 |
1,54 |
1,47 |
103,66 |
1,50 |
PS0718 |
PL0000107595 |
101,65 |
101,79 |
1,62 |
1,54 |
101,72 |
1,58 |
OK1018 |
PL0000109062 |
96,56 |
96,69 |
1,63 |
1,57 |
96,63 |
1,60 |
WZ0119 |
PL0000107603 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,38 |
104,56 |
1,70 |
1,63 |
104,47 |
1,66 |
DS1019 |
PL0000105441 |
111,47 |
111,68 |
1,74 |
1,68 |
111,58 |
1,71 |
WZ0120 |
PL0000108601 |
99,38 |
99,66 |
--- |
--- |
99,52 |
--- |
PS0420 |
PL0000108510 |
98,67 |
98,85 |
1,88 |
1,83 |
98,76 |
1,85 |
DS1020 |
PL0000106126 |
113,09 |
113,33 |
1,94 |
1,89 |
113,21 |
1,92 |
WZ0121 |
PL0000106068 |
98,72 |
99,03 |
--- |
--- |
98,88 |
--- |
PS0421 |
PL0000108916 |
99,86 |
100,06 |
2,03 |
1,98 |
99,96 |
2,01 |
PS0721 |
PL0000109153 |
98,36 |
98,49 |
2,10 |
2,08 |
98,43 |
2,09 |
DS1021 |
PL0000106670 |
117,43 |
117,69 |
2,15 |
2,10 |
117,56 |
2,12 |
WS0922 |
PL0000102646 |
119,43 |
119,78 |
2,29 |
2,23 |
119,61 |
2,26 |
IZ0823 |
PL0000105359 |
111,14 |
112,63 |
--- |
--- |
111,89 |
--- |
DS1023 |
PL0000107264 |
110,11 |
110,54 |
2,44 |
2,38 |
110,33 |
2,41 |
WZ0124 |
PL0000107454 |
96,58 |
97,03 |
--- |
--- |
96,81 |
--- |
DS0725 |
PL0000108197 |
105,09 |
105,43 |
2,60 |
2,56 |
105,26 |
2,58 |
WZ0126 |
PL0000108817 |
94,56 |
95,00 |
--- |
--- |
94,78 |
--- |
DS0726 |
PL0000108866 |
98,45 |
98,65 |
2,68 |
2,65 |
98,55 |
2,67 |
WS0429 |
PL0000105391 |
129,13 |
130,18 |
2,95 |
2,87 |
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 |
100,11 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,10 |
102,21 |
1,53 |
1,36 |
102,16 |
1,44 |
OK0717 |
PL0000108502 |
98,61 |
98,71 |
1,55 |
1,43 |
98,66 |
1,49 |
DS1017 |
PL0000104543 |
104,26 |
104,35 |
1,52 |
1,45 |
104,31 |
1,48 |
WZ0118 |
PL0000104717 |
100,13 |
100,33 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
103,58 |
103,69 |
1,55 |
1,48 |
103,64 |
1,51 |
PS0718 |
PL0000107595 |
101,69 |
101,78 |
1,59 |
1,55 |
101,74 |
1,57 |
OK1018 |
PL0000109062 |
96,59 |
96,70 |
1,62 |
1,56 |
96,65 |
1,59 |
WZ0119 |
PL0000107603 |
99,99 |
100,12 |
--- |
--- |
100,06 |
--- |
PS0719 |
PL0000108148 |
104,41 |
104,51 |
1,68 |
1,65 |
104,46 |
1,67 |
DS1019 |
PL0000105441 |
111,46 |
111,62 |
1,74 |
1,69 |
111,54 |
1,72 |
WZ0120 |
PL0000108601 |
99,43 |
99,61 |
--- |
--- |
99,52 |
--- |
PS0420 |
PL0000108510 |
98,67 |
98,80 |
1,88 |
1,84 |
98,74 |
1,86 |
DS1020 |
PL0000106126 |
113,12 |
113,31 |
1,94 |
1,89 |
113,22 |
1,91 |
WZ0121 |
PL0000106068 |
98,87 |
99,06 |
--- |
--- |
98,97 |
--- |
PS0421 |
PL0000108916 |
99,88 |
100,07 |
2,03 |
1,98 |
99,98 |
2,00 |
PS0721 |
PL0000109153 |
98,38 |
98,50 |
2,10 |
2,07 |
98,44 |
2,09 |
DS1021 |
PL0000106670 |
117,49 |
117,67 |
2,13 |
2,10 |
117,58 |
2,12 |
WS0922 |
PL0000102646 |
119,52 |
119,92 |
2,27 |
2,21 |
119,72 |
2,24 |
IZ0823 |
PL0000105359 |
111,14 |
112,60 |
--- |
--- |
111,87 |
--- |
DS1023 |
PL0000107264 |
110,22 |
110,54 |
2,43 |
2,38 |
110,38 |
2,40 |
WZ0124 |
PL0000107454 |
96,58 |
96,95 |
--- |
--- |
96,77 |
--- |
DS0725 |
PL0000108197 |
105,14 |
105,39 |
2,59 |
2,56 |
105,27 |
2,58 |
WZ0126 |
PL0000108817 |
94,62 |
94,98 |
--- |
--- |
94,80 |
--- |
DS0726 |
PL0000108866 |
98,44 |
98,59 |
2,68 |
2,66 |
98,52 |
2,67 |
WS0429 |
PL0000105391 |
129,17 |
130,19 |
2,95 |
2,87 |
129,68 |
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) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
100 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
45 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
15 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
25 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
295 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
50 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
WZ0126 |
PL0000108817 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
25 |
TOTAL |
560 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.