2016-08-31 |
MARKET DATA |
No 167 (2949) |
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 |
1 537,50 |
1 554,74 |
95 |
280,00 |
281,43 |
5 |
1 817,50 |
1 836,17 |
100 |
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 |
100,47 |
100,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,07 |
102,06 |
102,060 |
102,070 |
102,060 |
102,070 |
102,070 |
227 500 |
236,06 |
6 |
OK0717 |
PL0000108502 |
98,68 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,18 |
104,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,48 |
103,51 |
103,470 |
103,470 |
103,470 |
103,470 |
103,470 |
10 000 |
10,48 |
1 |
PS0718 |
PL0000107595 |
101,61 |
101,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,22 |
104,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,30 |
111,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,56 |
98,52 |
98,560 |
98,560 |
98,510 |
98,510 |
98,533 |
30 000 |
29,72 |
3 |
DS1020 |
PL0000106126 |
112,85 |
112,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,70 |
99,65 |
99,700 |
99,700 |
99,650 |
99,670 |
99,679 |
90 000 |
90,35 |
8 |
PS0721 |
PL0000109153 |
98,17 |
98,02 |
98,120 |
98,190 |
98,080 |
98,130 |
98,130 |
455 000 |
447,34 |
32 |
DS1021 |
PL0000106670 |
117,18 |
117,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,30 |
119,25 |
119,250 |
119,250 |
119,150 |
119,150 |
119,217 |
45 000 |
56,09 |
3 |
DS1023 |
PL0000107264 |
109,78 |
110,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,75 |
104,60 |
104,800 |
104,800 |
104,540 |
104,580 |
104,637 |
175 000 |
183,72 |
12 |
DS0726 |
PL0000108866 |
97,90 |
97,68 |
97,850 |
97,910 |
97,680 |
97,800 |
97,796 |
455 000 |
446,19 |
25 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,01 |
129,18 |
129,250 |
129,290 |
129,000 |
129,000 |
129,180 |
15 000 |
19,68 |
3 |
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 |
100,130 |
100,130 |
100,130 |
100,130 |
100,130 |
25 000 |
25,08 |
1 |
WZ0118 |
PL0000104717 |
100,10 |
100,10 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
10 000 |
10,03 |
1 |
WZ0119 |
PL0000107603 |
99,99 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,37 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,85 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,47 |
97,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,55 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,58 |
94,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 537 500 |
1 554,74 |
95 |
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 |
26 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
89 |
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 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,02 |
102,13 |
1,55 |
1,39 |
102,08 |
1,46 |
OK0717 |
PL0000108502 |
98,64 |
98,76 |
1,54 |
1,41 |
98,70 |
1,47 |
DS1017 |
PL0000104543 |
104,14 |
104,22 |
1,57 |
1,50 |
104,18 |
1,53 |
WZ0118 |
PL0000104717 |
100,03 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
103,45 |
103,56 |
1,60 |
1,54 |
103,51 |
1,57 |
PS0718 |
PL0000107595 |
101,58 |
101,69 |
1,64 |
1,59 |
101,64 |
1,61 |
OK1018 |
PL0000109062 |
96,48 |
96,60 |
1,68 |
1,63 |
96,54 |
1,66 |
WZ0119 |
PL0000107603 |
99,95 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,15 |
104,35 |
1,77 |
1,70 |
104,25 |
1,73 |
DS1019 |
PL0000105441 |
111,26 |
111,41 |
1,78 |
1,74 |
111,34 |
1,76 |
WZ0120 |
PL0000108601 |
99,32 |
99,60 |
--- |
--- |
99,46 |
--- |
PS0420 |
PL0000108510 |
98,45 |
98,60 |
1,94 |
1,90 |
98,53 |
1,92 |
DS1020 |
PL0000106126 |
112,78 |
113,02 |
2,00 |
1,95 |
112,90 |
1,97 |
WZ0121 |
PL0000106068 |
98,70 |
99,01 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
99,64 |
99,76 |
2,08 |
2,05 |
99,70 |
2,07 |
PS0721 |
PL0000109153 |
98,09 |
98,21 |
2,16 |
2,14 |
98,15 |
2,15 |
DS1021 |
PL0000106670 |
117,11 |
117,36 |
2,19 |
2,15 |
117,24 |
2,17 |
WS0922 |
PL0000102646 |
119,09 |
119,35 |
2,33 |
2,29 |
119,22 |
2,31 |
IZ0823 |
PL0000105359 |
110,87 |
112,65 |
--- |
--- |
111,76 |
--- |
DS1023 |
PL0000107264 |
109,74 |
110,15 |
2,49 |
2,43 |
109,95 |
2,46 |
WZ0124 |
PL0000107454 |
96,45 |
96,89 |
--- |
--- |
96,67 |
--- |
DS0725 |
PL0000108197 |
104,55 |
104,85 |
2,67 |
2,63 |
104,70 |
2,65 |
WZ0126 |
PL0000108817 |
94,46 |
94,92 |
--- |
--- |
94,69 |
--- |
DS0726 |
PL0000108866 |
97,78 |
98,01 |
2,76 |
2,73 |
97,90 |
2,74 |
WS0429 |
PL0000105391 |
128,75 |
129,62 |
2,98 |
2,91 |
129,19 |
2,95 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,10 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
102,02 |
102,11 |
1,55 |
1,42 |
102,07 |
1,48 |
OK0717 |
PL0000108502 |
98,64 |
98,76 |
1,54 |
1,41 |
98,70 |
1,47 |
DS1017 |
PL0000104543 |
104,14 |
104,23 |
1,57 |
1,49 |
104,19 |
1,52 |
WZ0118 |
PL0000104717 |
100,07 |
100,21 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,40 |
103,53 |
1,63 |
1,55 |
103,47 |
1,59 |
PS0718 |
PL0000107595 |
101,53 |
101,66 |
1,67 |
1,60 |
101,60 |
1,63 |
OK1018 |
PL0000109062 |
96,48 |
96,61 |
1,68 |
1,62 |
96,55 |
1,65 |
WZ0119 |
PL0000107603 |
99,95 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,18 |
104,32 |
1,75 |
1,71 |
104,25 |
1,73 |
DS1019 |
PL0000105441 |
111,24 |
111,46 |
1,79 |
1,72 |
111,35 |
1,76 |
WZ0120 |
PL0000108601 |
99,30 |
99,51 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,46 |
98,60 |
1,94 |
1,90 |
98,53 |
1,92 |
DS1020 |
PL0000106126 |
112,80 |
113,02 |
2,00 |
1,95 |
112,91 |
1,97 |
WZ0121 |
PL0000106068 |
98,72 |
98,93 |
--- |
--- |
98,83 |
--- |
PS0421 |
PL0000108916 |
99,58 |
99,73 |
2,09 |
2,06 |
99,66 |
2,08 |
PS0721 |
PL0000109153 |
98,08 |
98,18 |
2,17 |
2,14 |
98,13 |
2,16 |
DS1021 |
PL0000106670 |
117,10 |
117,28 |
2,20 |
2,16 |
117,19 |
2,18 |
WS0922 |
PL0000102646 |
119,09 |
119,32 |
2,33 |
2,30 |
119,21 |
2,31 |
IZ0823 |
PL0000105359 |
110,82 |
112,76 |
--- |
--- |
111,79 |
--- |
DS1023 |
PL0000107264 |
109,65 |
110,08 |
2,51 |
2,44 |
109,87 |
2,47 |
WZ0124 |
PL0000107454 |
96,48 |
96,83 |
--- |
--- |
96,66 |
--- |
DS0725 |
PL0000108197 |
104,49 |
104,70 |
2,67 |
2,65 |
104,60 |
2,66 |
WZ0126 |
PL0000108817 |
94,51 |
94,89 |
--- |
--- |
94,70 |
--- |
DS0726 |
PL0000108866 |
97,68 |
97,82 |
2,77 |
2,75 |
97,75 |
2,76 |
WS0429 |
PL0000105391 |
128,52 |
129,52 |
3,00 |
2,92 |
129,02 |
2,96 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
20 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
155 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
25 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
30 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
50 |
TOTAL |
280 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.