2016-08-25 |
MARKET DATA |
No 163 (2945) |
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 |
517,50 |
516,11 |
47 |
875,00 |
878,30 |
14 |
1 392,50 |
1 394,41 |
61 |
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 |
100,50 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,10 |
102,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,68 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,23 |
104,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,57 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,69 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,58 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,45 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,49 |
111,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,77 |
98,72 |
98,770 |
98,770 |
98,710 |
98,710 |
98,740 |
20 000 |
19,85 |
2 |
DS1020 |
PL0000106126 |
113,13 |
113,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,89 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,44 |
98,36 |
98,440 |
98,440 |
98,340 |
98,380 |
98,399 |
125 000 |
123,21 |
10 |
DS1021 |
PL0000106670 |
117,50 |
117,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,55 |
119,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,40 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
105,25 |
105,15 |
105,250 |
105,250 |
105,130 |
105,240 |
105,207 |
75 000 |
79,14 |
7 |
DS0726 |
PL0000108866 |
98,58 |
98,42 |
98,550 |
98,600 |
98,420 |
98,500 |
98,520 |
272 500 |
269,12 |
27 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,48 |
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 |
111,62 |
112,10 |
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 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,49 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,92 |
98,97 |
98,970 |
98,970 |
98,970 |
98,970 |
98,970 |
25 000 |
24,79 |
1 |
WZ1122 |
PL0000109377 |
97,70 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,62 |
97,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,70 |
94,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
517 500 |
516,11 |
47 |
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 |
2 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
28SEP16 |
PL0000004982 |
30 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
93 |
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 |
102,07 |
102,18 |
1,53 |
1,37 |
102,13 |
1,44 |
OK0717 |
PL0000108502 |
98,63 |
98,76 |
1,54 |
1,39 |
98,70 |
1,46 |
DS1017 |
PL0000104543 |
104,19 |
104,34 |
1,56 |
1,43 |
104,27 |
1,49 |
WZ0118 |
PL0000104717 |
100,11 |
100,33 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
103,55 |
103,71 |
1,56 |
1,46 |
103,63 |
1,51 |
PS0718 |
PL0000107595 |
101,66 |
101,79 |
1,61 |
1,54 |
101,73 |
1,57 |
OK1018 |
PL0000109062 |
96,55 |
96,69 |
1,64 |
1,57 |
96,62 |
1,61 |
WZ0119 |
PL0000107603 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,38 |
104,57 |
1,69 |
1,63 |
104,48 |
1,66 |
DS1019 |
PL0000105441 |
111,42 |
111,66 |
1,75 |
1,67 |
111,54 |
1,71 |
WZ0120 |
PL0000108601 |
99,38 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0420 |
PL0000108510 |
98,62 |
98,82 |
1,89 |
1,83 |
98,72 |
1,86 |
DS1020 |
PL0000106126 |
113,02 |
113,28 |
1,95 |
1,89 |
113,15 |
1,92 |
WZ0121 |
PL0000106068 |
98,78 |
99,06 |
--- |
--- |
98,92 |
--- |
PS0421 |
PL0000108916 |
99,81 |
100,03 |
2,04 |
1,99 |
99,92 |
2,02 |
PS0721 |
PL0000109153 |
98,36 |
98,50 |
2,10 |
2,07 |
98,43 |
2,09 |
DS1021 |
PL0000106670 |
117,42 |
117,72 |
2,14 |
2,09 |
117,57 |
2,11 |
WS0922 |
PL0000102646 |
119,46 |
119,89 |
2,28 |
2,21 |
119,68 |
2,24 |
IZ0823 |
PL0000105359 |
111,17 |
112,68 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
110,18 |
110,61 |
2,43 |
2,37 |
110,40 |
2,40 |
WZ0124 |
PL0000107454 |
96,59 |
97,06 |
--- |
--- |
96,83 |
--- |
DS0725 |
PL0000108197 |
105,07 |
105,44 |
2,60 |
2,56 |
105,26 |
2,58 |
WZ0126 |
PL0000108817 |
94,56 |
94,97 |
--- |
--- |
94,77 |
--- |
DS0726 |
PL0000108866 |
98,39 |
98,63 |
2,69 |
2,66 |
98,51 |
2,67 |
WS0429 |
PL0000105391 |
129,15 |
130,23 |
2,95 |
2,86 |
129,69 |
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 |
102,06 |
102,18 |
1,55 |
1,37 |
102,12 |
1,46 |
OK0717 |
PL0000108502 |
98,65 |
98,72 |
1,51 |
1,43 |
98,69 |
1,47 |
DS1017 |
PL0000104543 |
104,21 |
104,30 |
1,54 |
1,47 |
104,26 |
1,50 |
WZ0118 |
PL0000104717 |
100,13 |
100,32 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
103,55 |
103,67 |
1,56 |
1,48 |
103,61 |
1,52 |
PS0718 |
PL0000107595 |
101,62 |
101,74 |
1,63 |
1,56 |
101,68 |
1,60 |
OK1018 |
PL0000109062 |
96,55 |
96,67 |
1,64 |
1,58 |
96,61 |
1,61 |
WZ0119 |
PL0000107603 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,36 |
104,51 |
1,70 |
1,65 |
104,44 |
1,67 |
DS1019 |
PL0000105441 |
111,44 |
111,64 |
1,74 |
1,68 |
111,54 |
1,71 |
WZ0120 |
PL0000108601 |
99,44 |
99,65 |
--- |
--- |
99,55 |
--- |
PS0420 |
PL0000108510 |
98,66 |
98,79 |
1,88 |
1,84 |
98,73 |
1,86 |
DS1020 |
PL0000106126 |
113,07 |
113,29 |
1,94 |
1,89 |
113,18 |
1,92 |
WZ0121 |
PL0000106068 |
98,87 |
99,07 |
--- |
--- |
98,97 |
--- |
PS0421 |
PL0000108916 |
99,74 |
100,01 |
2,06 |
2,00 |
99,88 |
2,03 |
PS0721 |
PL0000109153 |
98,32 |
98,43 |
2,11 |
2,09 |
98,38 |
2,10 |
DS1021 |
PL0000106670 |
117,42 |
117,60 |
2,14 |
2,11 |
117,51 |
2,13 |
WS0922 |
PL0000102646 |
119,39 |
119,82 |
2,29 |
2,22 |
119,61 |
2,25 |
IZ0823 |
PL0000105359 |
111,17 |
112,68 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
110,10 |
110,47 |
2,44 |
2,39 |
110,29 |
2,41 |
WZ0124 |
PL0000107454 |
96,59 |
97,05 |
--- |
--- |
96,82 |
--- |
DS0725 |
PL0000108197 |
105,02 |
105,38 |
2,61 |
2,56 |
105,20 |
2,59 |
WZ0126 |
PL0000108817 |
94,60 |
94,97 |
--- |
--- |
94,79 |
--- |
DS0726 |
PL0000108866 |
98,37 |
98,53 |
2,69 |
2,67 |
98,45 |
2,68 |
WS0429 |
PL0000105391 |
129,06 |
130,13 |
2,96 |
2,87 |
129,60 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
50 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,440 |
1,440 |
1,440 |
100 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
55 |
DS0725 |
PL0000108197 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
130 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
180 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
25 |
OK1018 |
PL0000109062 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
15 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
1,420 |
1,420 |
1,420 |
25 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
95 |
WZ0124 |
PL0000107454 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
200 |
TOTAL |
875 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.