2016-08-29 |
MARKET DATA |
No 165 (2947) |
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 |
637,50 |
646,70 |
26 |
10,00 |
10,54 |
1 |
647,50 |
657,24 |
27 |
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 |
100,48 |
100,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,08 |
102,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,62 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,22 |
104,22 |
104,220 |
104,220 |
104,220 |
104,220 |
104,220 |
100 000 |
108,68 |
10 |
PS0418 |
PL0000107314 |
103,51 |
103,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,65 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,55 |
96,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,35 |
104,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,42 |
111,45 |
111,410 |
111,410 |
111,410 |
111,410 |
111,410 |
25 000 |
29,02 |
1 |
PS0420 |
PL0000108510 |
98,62 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,00 |
113,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,84 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,29 |
98,21 |
98,310 |
98,330 |
98,310 |
98,330 |
98,321 |
92 500 |
91,11 |
4 |
DS1021 |
PL0000106670 |
117,39 |
117,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,48 |
119,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
110,03 |
110,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,95 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,34 |
98,12 |
98,200 |
98,340 |
98,200 |
98,340 |
98,228 |
25 000 |
24,62 |
2 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,43 |
129,40 |
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 |
111,45 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,11 |
100,21 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
7 500 |
7,53 |
1 |
WZ0119 |
PL0000107603 |
100,00 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,56 |
99,45 |
99,380 |
99,380 |
99,370 |
99,370 |
99,373 |
380 000 |
378,30 |
7 |
WZ0121 |
PL0000106068 |
98,90 |
98,95 |
98,950 |
98,950 |
98,950 |
98,950 |
98,950 |
7 500 |
7,43 |
1 |
WZ1122 |
PL0000109377 |
97,65 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,65 |
96,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,52 |
94,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
637 500 |
646,70 |
26 |
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 |
28 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
91 |
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 |
100,19 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,00 |
102,14 |
1,61 |
1,40 |
102,07 |
1,51 |
OK0717 |
PL0000108502 |
98,58 |
98,73 |
1,60 |
1,43 |
98,66 |
1,51 |
DS1017 |
PL0000104543 |
104,09 |
104,24 |
1,63 |
1,50 |
104,17 |
1,56 |
WZ0118 |
PL0000104717 |
100,07 |
100,31 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,38 |
103,58 |
1,65 |
1,53 |
103,48 |
1,59 |
PS0718 |
PL0000107595 |
101,49 |
101,69 |
1,70 |
1,59 |
101,59 |
1,64 |
OK1018 |
PL0000109062 |
96,49 |
96,63 |
1,68 |
1,61 |
96,56 |
1,64 |
WZ0119 |
PL0000107603 |
99,94 |
100,12 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
104,23 |
104,45 |
1,74 |
1,66 |
104,34 |
1,70 |
DS1019 |
PL0000105441 |
111,23 |
111,47 |
1,80 |
1,73 |
111,35 |
1,76 |
WZ0120 |
PL0000108601 |
99,29 |
99,62 |
--- |
--- |
99,46 |
--- |
PS0420 |
PL0000108510 |
98,42 |
98,66 |
1,95 |
1,88 |
98,54 |
1,92 |
DS1020 |
PL0000106126 |
112,83 |
113,11 |
1,99 |
1,93 |
112,97 |
1,96 |
WZ0121 |
PL0000106068 |
98,76 |
99,15 |
--- |
--- |
98,96 |
--- |
PS0421 |
PL0000108916 |
99,60 |
99,89 |
2,09 |
2,02 |
99,75 |
2,05 |
PS0721 |
PL0000109153 |
98,09 |
98,28 |
2,16 |
2,12 |
98,19 |
2,14 |
DS1021 |
PL0000106670 |
117,16 |
117,46 |
2,19 |
2,13 |
117,31 |
2,16 |
WS0922 |
PL0000102646 |
119,22 |
119,65 |
2,31 |
2,25 |
119,44 |
2,28 |
IZ0823 |
PL0000105359 |
110,78 |
112,42 |
--- |
--- |
111,60 |
--- |
DS1023 |
PL0000107264 |
109,82 |
110,25 |
2,48 |
2,42 |
110,04 |
2,45 |
WZ0124 |
PL0000107454 |
96,53 |
97,02 |
--- |
--- |
96,78 |
--- |
DS0725 |
PL0000108197 |
104,70 |
105,12 |
2,65 |
2,60 |
104,91 |
2,62 |
WZ0126 |
PL0000108817 |
94,47 |
94,96 |
--- |
--- |
94,72 |
--- |
DS0726 |
PL0000108866 |
97,97 |
98,30 |
2,74 |
2,70 |
98,14 |
2,72 |
WS0429 |
PL0000105391 |
128,30 |
129,74 |
3,02 |
2,90 |
129,02 |
2,96 |
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 |
102,06 |
102,15 |
1,52 |
1,39 |
102,11 |
1,45 |
OK0717 |
PL0000108502 |
98,61 |
98,73 |
1,57 |
1,43 |
98,67 |
1,50 |
DS1017 |
PL0000104543 |
104,20 |
104,26 |
1,53 |
1,48 |
104,23 |
1,51 |
WZ0118 |
PL0000104717 |
100,05 |
100,25 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,49 |
103,61 |
1,59 |
1,51 |
103,55 |
1,55 |
PS0718 |
PL0000107595 |
101,63 |
101,72 |
1,62 |
1,57 |
101,68 |
1,59 |
OK1018 |
PL0000109062 |
96,53 |
96,66 |
1,66 |
1,59 |
96,60 |
1,62 |
WZ0119 |
PL0000107603 |
99,97 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0719 |
PL0000108148 |
104,33 |
104,45 |
1,71 |
1,66 |
104,39 |
1,68 |
DS1019 |
PL0000105441 |
111,38 |
111,59 |
1,75 |
1,69 |
111,49 |
1,72 |
WZ0120 |
PL0000108601 |
99,35 |
99,51 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
98,60 |
98,75 |
1,90 |
1,86 |
98,68 |
1,88 |
DS1020 |
PL0000106126 |
112,98 |
113,23 |
1,96 |
1,90 |
113,11 |
1,93 |
WZ0121 |
PL0000106068 |
98,84 |
99,04 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
99,77 |
99,97 |
2,05 |
2,00 |
99,87 |
2,03 |
PS0721 |
PL0000109153 |
98,24 |
98,40 |
2,13 |
2,10 |
98,32 |
2,11 |
DS1021 |
PL0000106670 |
117,36 |
117,62 |
2,15 |
2,10 |
117,49 |
2,13 |
WS0922 |
PL0000102646 |
119,42 |
119,67 |
2,28 |
2,24 |
119,55 |
2,26 |
IZ0823 |
PL0000105359 |
110,91 |
112,43 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
110,02 |
110,44 |
2,45 |
2,39 |
110,23 |
2,42 |
WZ0124 |
PL0000107454 |
96,62 |
97,01 |
--- |
--- |
96,82 |
--- |
DS0725 |
PL0000108197 |
104,89 |
105,32 |
2,62 |
2,57 |
105,11 |
2,60 |
WZ0126 |
PL0000108817 |
94,48 |
94,95 |
--- |
--- |
94,72 |
--- |
DS0726 |
PL0000108866 |
98,22 |
98,50 |
2,71 |
2,67 |
98,36 |
2,69 |
WS0429 |
PL0000105391 |
129,20 |
130,10 |
2,95 |
2,87 |
129,65 |
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) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,200 |
1,200 |
1,200 |
10 |
TOTAL |
10 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.