2016-08-26 |
MARKET DATA |
No 164 (2946) |
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 |
1 140,00 |
1 194,45 |
90 |
0,00 |
0,00 |
0 |
1 140,00 |
1 194,45 |
90 |
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 |
100,49 |
100,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,05 |
102,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,63 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,21 |
104,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,53 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,65 |
101,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,59 |
96,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,38 |
104,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,50 |
111,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,65 |
98,64 |
98,650 |
98,660 |
98,640 |
98,650 |
98,649 |
80 000 |
79,34 |
6 |
DS1020 |
PL0000106126 |
113,09 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,86 |
99,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,45 |
98,28 |
98,300 |
98,450 |
98,280 |
98,400 |
98,334 |
520 000 |
512,24 |
38 |
DS1021 |
PL0000106670 |
117,52 |
117,45 |
117,510 |
117,510 |
117,450 |
117,500 |
117,502 |
140 000 |
171,32 |
5 |
WS0922 |
PL0000102646 |
119,60 |
119,55 |
119,550 |
119,600 |
119,550 |
119,600 |
119,580 |
25 000 |
31,24 |
2 |
DS1023 |
PL0000107264 |
110,25 |
110,32 |
110,350 |
110,350 |
110,350 |
110,350 |
110,350 |
10 000 |
11,37 |
1 |
DS0725 |
PL0000108197 |
105,35 |
105,05 |
105,100 |
105,350 |
105,100 |
105,280 |
105,224 |
130 000 |
137,21 |
13 |
DS0726 |
PL0000108866 |
98,59 |
98,30 |
98,300 |
98,670 |
98,300 |
98,580 |
98,458 |
175 000 |
172,73 |
17 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,75 |
129,60 |
129,600 |
129,710 |
129,600 |
129,650 |
129,665 |
60 000 |
79,00 |
8 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,62 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,00 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,51 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,99 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,67 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,67 |
96,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,60 |
94,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 140 000 |
1 194,45 |
90 |
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) |
28SEP16 |
PL0000004982 |
29 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
92 |
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 |
100,20 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,04 |
102,17 |
1,56 |
1,37 |
102,11 |
1,46 |
OK0717 |
PL0000108502 |
98,62 |
98,76 |
1,55 |
1,39 |
98,69 |
1,47 |
DS1017 |
PL0000104543 |
104,19 |
104,30 |
1,55 |
1,46 |
104,25 |
1,50 |
WZ0118 |
PL0000104717 |
100,12 |
100,33 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
103,47 |
103,66 |
1,60 |
1,49 |
103,57 |
1,54 |
PS0718 |
PL0000107595 |
101,57 |
101,74 |
1,65 |
1,56 |
101,66 |
1,61 |
OK1018 |
PL0000109062 |
96,53 |
96,67 |
1,65 |
1,59 |
96,60 |
1,62 |
WZ0119 |
PL0000107603 |
99,97 |
100,10 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,30 |
104,51 |
1,72 |
1,64 |
104,41 |
1,68 |
DS1019 |
PL0000105441 |
111,35 |
111,58 |
1,77 |
1,70 |
111,47 |
1,73 |
WZ0120 |
PL0000108601 |
99,36 |
99,67 |
--- |
--- |
99,52 |
--- |
PS0420 |
PL0000108510 |
98,55 |
98,71 |
1,91 |
1,87 |
98,63 |
1,89 |
DS1020 |
PL0000106126 |
112,97 |
113,22 |
1,96 |
1,91 |
113,10 |
1,93 |
WZ0121 |
PL0000106068 |
98,76 |
99,02 |
--- |
--- |
98,89 |
--- |
PS0421 |
PL0000108916 |
99,70 |
99,95 |
2,07 |
2,01 |
99,83 |
2,04 |
PS0721 |
PL0000109153 |
98,23 |
98,38 |
2,13 |
2,10 |
98,31 |
2,12 |
DS1021 |
PL0000106670 |
117,21 |
117,50 |
2,18 |
2,13 |
117,36 |
2,15 |
WS0922 |
PL0000102646 |
119,27 |
119,60 |
2,31 |
2,25 |
119,44 |
2,28 |
IZ0823 |
PL0000105359 |
108,84 |
113,91 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
110,14 |
110,39 |
2,44 |
2,40 |
110,27 |
2,42 |
WZ0124 |
PL0000107454 |
96,52 |
96,99 |
--- |
--- |
96,76 |
--- |
DS0725 |
PL0000108197 |
105,02 |
105,26 |
2,61 |
2,58 |
105,14 |
2,59 |
WZ0126 |
PL0000108817 |
94,54 |
94,96 |
--- |
--- |
94,75 |
--- |
DS0726 |
PL0000108866 |
98,26 |
98,46 |
2,70 |
2,68 |
98,36 |
2,69 |
WS0429 |
PL0000105391 |
128,89 |
129,94 |
2,97 |
2,89 |
129,42 |
2,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,10 |
100,19 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
102,04 |
102,18 |
1,56 |
1,35 |
102,11 |
1,46 |
OK0717 |
PL0000108502 |
98,61 |
98,76 |
1,56 |
1,39 |
98,69 |
1,47 |
DS1017 |
PL0000104543 |
104,17 |
104,31 |
1,57 |
1,45 |
104,24 |
1,51 |
WZ0118 |
PL0000104717 |
100,10 |
100,32 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
103,50 |
103,67 |
1,58 |
1,48 |
103,59 |
1,53 |
PS0718 |
PL0000107595 |
101,62 |
101,77 |
1,63 |
1,55 |
101,70 |
1,58 |
OK1018 |
PL0000109062 |
96,56 |
96,71 |
1,64 |
1,57 |
96,64 |
1,60 |
WZ0119 |
PL0000107603 |
99,95 |
100,14 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,35 |
104,52 |
1,70 |
1,64 |
104,44 |
1,67 |
DS1019 |
PL0000105441 |
111,41 |
111,67 |
1,75 |
1,67 |
111,54 |
1,71 |
WZ0120 |
PL0000108601 |
99,34 |
99,61 |
--- |
--- |
99,48 |
--- |
PS0420 |
PL0000108510 |
98,62 |
98,86 |
1,89 |
1,82 |
98,74 |
1,86 |
DS1020 |
PL0000106126 |
113,07 |
113,36 |
1,94 |
1,87 |
113,22 |
1,91 |
WZ0121 |
PL0000106068 |
98,91 |
99,15 |
--- |
--- |
99,03 |
--- |
PS0421 |
PL0000108916 |
99,83 |
100,14 |
2,04 |
1,97 |
99,99 |
2,00 |
PS0721 |
PL0000109153 |
98,37 |
98,52 |
2,10 |
2,07 |
98,45 |
2,08 |
DS1021 |
PL0000106670 |
117,50 |
117,82 |
2,13 |
2,07 |
117,66 |
2,10 |
WS0922 |
PL0000102646 |
119,57 |
119,93 |
2,26 |
2,20 |
119,75 |
2,23 |
IZ0823 |
PL0000105359 |
111,17 |
112,68 |
--- |
--- |
111,93 |
--- |
DS1023 |
PL0000107264 |
110,23 |
110,68 |
2,42 |
2,36 |
110,46 |
2,39 |
WZ0124 |
PL0000107454 |
96,63 |
96,96 |
--- |
--- |
96,80 |
--- |
DS0725 |
PL0000108197 |
105,19 |
105,44 |
2,59 |
2,56 |
105,32 |
2,57 |
WZ0126 |
PL0000108817 |
94,53 |
94,98 |
--- |
--- |
94,76 |
--- |
DS0726 |
PL0000108866 |
98,51 |
98,77 |
2,67 |
2,64 |
98,64 |
2,66 |
WS0429 |
PL0000105391 |
129,32 |
130,54 |
2,94 |
2,84 |
129,93 |
2,89 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.