2016-09-01 |
MARKET DATA |
No 168 (2950) |
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 |
2 665,00 |
2 657,50 |
180 |
1 135,00 |
1 190,33 |
21 |
3 800,00 |
3 847,82 |
201 |
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 |
100,44 |
100,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,04 |
102,04 |
102,040 |
102,040 |
102,040 |
102,040 |
102,040 |
10 000 |
10,38 |
1 |
OK0717 |
PL0000108502 |
98,77 |
98,74 |
98,690 |
98,690 |
98,680 |
98,680 |
98,680 |
300 000 |
296,04 |
6 |
DS1017 |
PL0000104543 |
104,13 |
104,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,47 |
103,46 |
103,470 |
103,470 |
103,460 |
103,460 |
103,461 |
85 000 |
89,10 |
3 |
PS0718 |
PL0000107595 |
101,57 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,54 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,15 |
104,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,21 |
111,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,44 |
98,45 |
98,390 |
98,460 |
98,390 |
98,430 |
98,434 |
70 000 |
69,29 |
5 |
DS1020 |
PL0000106126 |
112,73 |
112,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,52 |
99,50 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
10 000 |
10,02 |
1 |
PS0721 |
PL0000109153 |
98,03 |
97,90 |
98,030 |
98,080 |
97,870 |
97,900 |
97,960 |
940 000 |
922,71 |
65 |
DS1021 |
PL0000106670 |
117,01 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,03 |
119,00 |
119,000 |
119,030 |
118,990 |
119,030 |
119,020 |
105 000 |
130,71 |
11 |
DS1023 |
PL0000107264 |
109,56 |
109,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,30 |
104,20 |
104,150 |
104,150 |
104,150 |
104,150 |
104,150 |
5 000 |
5,23 |
1 |
DS0726 |
PL0000108866 |
97,57 |
97,25 |
97,570 |
97,570 |
97,300 |
97,340 |
97,427 |
1 060 000 |
1 035,77 |
77 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,60 |
128,72 |
128,800 |
128,850 |
128,800 |
128,800 |
128,823 |
30 000 |
39,28 |
5 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,55 |
111,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,33 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,47 |
97,45 |
97,470 |
97,470 |
97,450 |
97,450 |
97,454 |
50 000 |
48,97 |
5 |
WZ0124 |
PL0000107454 |
96,50 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,60 |
94,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 665 000 |
2 657,50 |
180 |
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 |
23 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
86 |
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 |
100,17 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
101,99 |
102,11 |
1,56 |
1,38 |
102,05 |
1,47 |
OK0717 |
PL0000108502 |
98,64 |
98,78 |
1,56 |
1,40 |
98,71 |
1,48 |
DS1017 |
PL0000104543 |
104,10 |
104,23 |
1,58 |
1,47 |
104,17 |
1,52 |
WZ0118 |
PL0000104717 |
100,03 |
100,21 |
--- |
--- |
100,12 |
--- |
PS0418 |
PL0000107314 |
103,35 |
103,52 |
1,65 |
1,55 |
103,44 |
1,60 |
PS0718 |
PL0000107595 |
101,55 |
101,70 |
1,66 |
1,58 |
101,63 |
1,61 |
OK1018 |
PL0000109062 |
96,46 |
96,59 |
1,70 |
1,64 |
96,53 |
1,67 |
WZ0119 |
PL0000107603 |
99,92 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
104,05 |
104,26 |
1,80 |
1,72 |
104,16 |
1,76 |
DS1019 |
PL0000105441 |
111,13 |
111,36 |
1,82 |
1,74 |
111,25 |
1,78 |
WZ0120 |
PL0000108601 |
99,29 |
99,52 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,33 |
98,55 |
1,98 |
1,91 |
98,44 |
1,95 |
DS1020 |
PL0000106126 |
112,69 |
112,92 |
2,02 |
1,96 |
112,81 |
1,99 |
WZ0121 |
PL0000106068 |
98,62 |
98,93 |
--- |
--- |
98,78 |
--- |
PS0421 |
PL0000108916 |
99,47 |
99,73 |
2,12 |
2,06 |
99,60 |
2,09 |
PS0721 |
PL0000109153 |
97,99 |
98,14 |
2,19 |
2,15 |
98,07 |
2,17 |
DS1021 |
PL0000106670 |
116,93 |
117,22 |
2,22 |
2,17 |
117,08 |
2,19 |
WS0922 |
PL0000102646 |
118,94 |
119,27 |
2,35 |
2,30 |
119,11 |
2,33 |
IZ0823 |
PL0000105359 |
110,97 |
112,66 |
--- |
--- |
111,82 |
--- |
DS1023 |
PL0000107264 |
109,50 |
109,93 |
2,53 |
2,46 |
109,72 |
2,49 |
WZ0124 |
PL0000107454 |
96,45 |
96,82 |
--- |
--- |
96,64 |
--- |
DS0725 |
PL0000108197 |
104,25 |
104,61 |
2,70 |
2,66 |
104,43 |
2,68 |
WZ0126 |
PL0000108817 |
94,41 |
94,82 |
--- |
--- |
94,62 |
--- |
DS0726 |
PL0000108866 |
97,47 |
97,68 |
2,79 |
2,77 |
97,58 |
2,78 |
WS0429 |
PL0000105391 |
128,23 |
129,27 |
3,02 |
2,94 |
128,75 |
2,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,09 |
100,17 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
102,01 |
102,09 |
1,53 |
1,41 |
102,05 |
1,47 |
OK0717 |
PL0000108502 |
98,64 |
98,76 |
1,56 |
1,42 |
98,70 |
1,49 |
DS1017 |
PL0000104543 |
104,11 |
104,24 |
1,57 |
1,46 |
104,18 |
1,51 |
WZ0118 |
PL0000104717 |
100,06 |
100,24 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,36 |
103,52 |
1,65 |
1,55 |
103,44 |
1,60 |
PS0718 |
PL0000107595 |
101,50 |
101,64 |
1,68 |
1,61 |
101,57 |
1,65 |
OK1018 |
PL0000109062 |
96,50 |
96,59 |
1,68 |
1,64 |
96,55 |
1,66 |
WZ0119 |
PL0000107603 |
99,92 |
100,07 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
104,03 |
104,25 |
1,80 |
1,73 |
104,14 |
1,76 |
DS1019 |
PL0000105441 |
111,11 |
111,35 |
1,82 |
1,75 |
111,23 |
1,78 |
WZ0120 |
PL0000108601 |
99,26 |
99,50 |
--- |
--- |
99,38 |
--- |
PS0420 |
PL0000108510 |
98,36 |
98,49 |
1,97 |
1,93 |
98,43 |
1,95 |
DS1020 |
PL0000106126 |
112,58 |
112,83 |
2,04 |
1,99 |
112,71 |
2,01 |
WZ0121 |
PL0000106068 |
98,70 |
98,94 |
--- |
--- |
98,82 |
--- |
PS0421 |
PL0000108916 |
99,35 |
99,62 |
2,15 |
2,08 |
99,49 |
2,11 |
PS0721 |
PL0000109153 |
97,87 |
97,98 |
2,21 |
2,19 |
97,93 |
2,20 |
DS1021 |
PL0000106670 |
116,79 |
117,08 |
2,25 |
2,19 |
116,94 |
2,22 |
WS0922 |
PL0000102646 |
118,90 |
119,09 |
2,36 |
2,33 |
119,00 |
2,34 |
IZ0823 |
PL0000105359 |
110,93 |
112,54 |
--- |
--- |
111,74 |
--- |
DS1023 |
PL0000107264 |
109,46 |
109,78 |
2,53 |
2,49 |
109,62 |
2,51 |
WZ0124 |
PL0000107454 |
96,39 |
96,69 |
--- |
--- |
96,54 |
--- |
DS0725 |
PL0000108197 |
103,98 |
104,31 |
2,74 |
2,70 |
104,15 |
2,72 |
WZ0126 |
PL0000108817 |
94,49 |
94,80 |
--- |
--- |
94,65 |
--- |
DS0726 |
PL0000108866 |
97,26 |
97,45 |
2,82 |
2,80 |
97,36 |
2,81 |
WS0429 |
PL0000105391 |
128,17 |
129,17 |
3,03 |
2,95 |
128,67 |
2,99 |
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 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
10 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,380 |
1,380 |
1,380 |
10 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
180 |
DS1021 |
PL0000106670 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
60 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
10 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,380 |
1,400 |
1,393 |
60 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,380 |
1,400 |
1,388 |
240 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
160 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
20 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
170 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
5 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
15 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
10 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
25 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,380 |
1,380 |
1,380 |
140 |
TOTAL |
1 135 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.