2016-08-30 |
MARKET DATA |
No 166 (2948) |
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 |
902,50 |
929,89 |
48 |
0,00 |
0,00 |
0 |
902,50 |
929,89 |
48 |
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 |
102,06 |
102,11 |
102,050 |
102,050 |
102,050 |
102,050 |
102,050 |
2 500 |
2,59 |
1 |
OK0717 |
PL0000108502 |
98,64 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,18 |
104,18 |
104,180 |
104,180 |
104,180 |
104,180 |
104,180 |
172 500 |
187,43 |
4 |
PS0418 |
PL0000107314 |
103,51 |
103,50 |
103,510 |
103,510 |
103,500 |
103,500 |
103,502 |
150 000 |
157,24 |
7 |
PS0718 |
PL0000107595 |
101,63 |
101,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,55 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,30 |
104,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,40 |
111,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,59 |
98,55 |
98,550 |
98,570 |
98,540 |
98,570 |
98,543 |
70 000 |
69,35 |
4 |
DS1020 |
PL0000106126 |
112,98 |
113,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,75 |
99,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,27 |
98,18 |
98,240 |
98,240 |
98,150 |
98,170 |
98,201 |
267 500 |
263,17 |
10 |
DS1021 |
PL0000106670 |
117,31 |
117,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,44 |
119,35 |
119,420 |
119,420 |
119,350 |
119,350 |
119,390 |
35 000 |
43,68 |
4 |
DS1023 |
PL0000107264 |
110,04 |
110,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,95 |
104,95 |
104,950 |
104,950 |
104,900 |
104,900 |
104,919 |
70 000 |
73,68 |
6 |
DS0726 |
PL0000108866 |
98,25 |
97,96 |
98,140 |
98,180 |
97,950 |
97,950 |
98,067 |
135 000 |
132,74 |
12 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,41 |
129,30 |
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 |
111,50 |
112,05 |
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 |
100,10 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,99 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,38 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,84 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,62 |
97,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,70 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,55 |
94,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
902 500 |
929,89 |
48 |
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 |
27 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
90 |
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 |
102,15 |
1,54 |
1,37 |
102,10 |
1,45 |
OK0717 |
PL0000108502 |
98,63 |
98,75 |
1,55 |
1,41 |
98,69 |
1,48 |
DS1017 |
PL0000104543 |
104,15 |
104,26 |
1,57 |
1,47 |
104,21 |
1,52 |
WZ0118 |
PL0000104717 |
100,08 |
100,30 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,47 |
103,62 |
1,59 |
1,50 |
103,55 |
1,55 |
PS0718 |
PL0000107595 |
101,59 |
101,71 |
1,64 |
1,58 |
101,65 |
1,61 |
OK1018 |
PL0000109062 |
96,54 |
96,67 |
1,65 |
1,59 |
96,61 |
1,62 |
WZ0119 |
PL0000107603 |
99,96 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
104,26 |
104,48 |
1,73 |
1,65 |
104,37 |
1,69 |
DS1019 |
PL0000105441 |
111,35 |
111,59 |
1,76 |
1,69 |
111,47 |
1,72 |
WZ0120 |
PL0000108601 |
99,32 |
99,55 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
98,52 |
98,75 |
1,92 |
1,86 |
98,64 |
1,89 |
DS1020 |
PL0000106126 |
112,96 |
113,23 |
1,96 |
1,90 |
113,10 |
1,93 |
WZ0121 |
PL0000106068 |
98,74 |
99,05 |
--- |
--- |
98,90 |
--- |
PS0421 |
PL0000108916 |
99,72 |
99,97 |
2,06 |
2,00 |
99,85 |
2,03 |
PS0721 |
PL0000109153 |
98,23 |
98,40 |
2,13 |
2,10 |
98,32 |
2,11 |
DS1021 |
PL0000106670 |
117,30 |
117,59 |
2,16 |
2,11 |
117,45 |
2,13 |
WS0922 |
PL0000102646 |
119,38 |
119,65 |
2,29 |
2,24 |
119,52 |
2,26 |
IZ0823 |
PL0000105359 |
110,96 |
112,59 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
110,02 |
110,45 |
2,45 |
2,39 |
110,24 |
2,42 |
WZ0124 |
PL0000107454 |
96,53 |
96,99 |
--- |
--- |
96,76 |
--- |
DS0725 |
PL0000108197 |
104,88 |
105,27 |
2,63 |
2,58 |
105,08 |
2,60 |
WZ0126 |
PL0000108817 |
94,47 |
94,93 |
--- |
--- |
94,70 |
--- |
DS0726 |
PL0000108866 |
98,19 |
98,50 |
2,71 |
2,67 |
98,35 |
2,69 |
WS0429 |
PL0000105391 |
129,20 |
130,19 |
2,95 |
2,87 |
129,70 |
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 |
102,03 |
102,13 |
1,55 |
1,40 |
102,08 |
1,48 |
OK0717 |
PL0000108502 |
98,62 |
98,75 |
1,56 |
1,41 |
98,69 |
1,48 |
DS1017 |
PL0000104543 |
104,16 |
104,22 |
1,56 |
1,51 |
104,19 |
1,53 |
WZ0118 |
PL0000104717 |
100,06 |
100,20 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
103,46 |
103,54 |
1,60 |
1,55 |
103,50 |
1,58 |
PS0718 |
PL0000107595 |
101,59 |
101,68 |
1,64 |
1,59 |
101,64 |
1,61 |
OK1018 |
PL0000109062 |
96,48 |
96,62 |
1,68 |
1,61 |
96,55 |
1,65 |
WZ0119 |
PL0000107603 |
99,95 |
100,07 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,18 |
104,39 |
1,76 |
1,68 |
104,29 |
1,72 |
DS1019 |
PL0000105441 |
111,29 |
111,50 |
1,78 |
1,71 |
111,40 |
1,74 |
WZ0120 |
PL0000108601 |
99,33 |
99,52 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
98,48 |
98,62 |
1,93 |
1,89 |
98,55 |
1,91 |
DS1020 |
PL0000106126 |
112,87 |
113,09 |
1,98 |
1,93 |
112,98 |
1,96 |
WZ0121 |
PL0000106068 |
98,79 |
99,03 |
--- |
--- |
98,91 |
--- |
PS0421 |
PL0000108916 |
99,61 |
99,86 |
2,09 |
2,03 |
99,74 |
2,06 |
PS0721 |
PL0000109153 |
98,12 |
98,25 |
2,16 |
2,13 |
98,19 |
2,14 |
DS1021 |
PL0000106670 |
117,21 |
117,45 |
2,18 |
2,13 |
117,33 |
2,15 |
WS0922 |
PL0000102646 |
119,23 |
119,45 |
2,31 |
2,28 |
119,34 |
2,29 |
IZ0823 |
PL0000105359 |
110,96 |
112,59 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
109,86 |
110,23 |
2,48 |
2,42 |
110,05 |
2,45 |
WZ0124 |
PL0000107454 |
96,50 |
96,89 |
--- |
--- |
96,70 |
--- |
DS0725 |
PL0000108197 |
104,65 |
104,99 |
2,65 |
2,61 |
104,82 |
2,63 |
WZ0126 |
PL0000108817 |
94,51 |
94,94 |
--- |
--- |
94,73 |
--- |
DS0726 |
PL0000108866 |
97,88 |
98,09 |
2,75 |
2,72 |
97,99 |
2,73 |
WS0429 |
PL0000105391 |
128,64 |
129,62 |
2,99 |
2,91 |
129,13 |
2,95 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.