2016-09-02 |
MARKET DATA |
No 169 (2951) |
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 |
1 592,50 |
1 572,39 |
143 |
1 015,00 |
1 049,75 |
12 |
2 607,50 |
2 622,14 |
155 |
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 |
100,43 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,03 |
102,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,67 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,12 |
104,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,39 |
103,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,53 |
101,54 |
101,530 |
101,530 |
101,530 |
101,530 |
101,530 |
10 000 |
10,18 |
1 |
OK1018 |
PL0000109062 |
96,51 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,05 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,12 |
111,20 |
111,100 |
111,100 |
111,100 |
111,100 |
111,100 |
25 000 |
28,97 |
1 |
PS0420 |
PL0000108510 |
98,33 |
98,32 |
98,330 |
98,330 |
98,330 |
98,330 |
98,330 |
10 000 |
9,89 |
1 |
DS1020 |
PL0000106126 |
112,58 |
112,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,35 |
99,25 |
99,340 |
99,340 |
99,220 |
99,250 |
99,278 |
115 000 |
115,01 |
9 |
PS0721 |
PL0000109153 |
97,87 |
97,67 |
97,850 |
97,870 |
97,620 |
97,620 |
97,742 |
570 000 |
558,30 |
43 |
DS1021 |
PL0000106670 |
116,75 |
116,75 |
116,680 |
116,680 |
116,680 |
116,680 |
116,680 |
5 000 |
6,08 |
1 |
WS0922 |
PL0000102646 |
118,72 |
118,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,26 |
109,12 |
109,130 |
109,130 |
109,100 |
109,120 |
109,114 |
25 000 |
28,14 |
3 |
DS0725 |
PL0000108197 |
104,00 |
103,65 |
103,950 |
103,950 |
103,650 |
103,650 |
103,849 |
70 000 |
72,96 |
8 |
DS0726 |
PL0000108866 |
97,25 |
96,83 |
97,170 |
97,190 |
96,700 |
96,700 |
96,942 |
747 500 |
726,85 |
74 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,43 |
128,17 |
128,170 |
128,170 |
128,170 |
128,170 |
128,170 |
5 000 |
6,51 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
111,81 |
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 |
100,10 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,33 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,73 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,41 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,45 |
96,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,60 |
94,64 |
94,600 |
94,600 |
94,600 |
94,600 |
94,600 |
10 000 |
9,48 |
1 |
TOTAL |
1 592 500 |
1 572,39 |
143 |
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 |
22 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
85 |
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 |
102,10 |
1,55 |
1,38 |
102,05 |
1,46 |
OK0717 |
PL0000108502 |
98,64 |
98,78 |
1,56 |
1,40 |
98,71 |
1,48 |
DS1017 |
PL0000104543 |
104,09 |
104,20 |
1,58 |
1,48 |
104,15 |
1,53 |
WZ0118 |
PL0000104717 |
100,04 |
100,24 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,32 |
103,48 |
1,67 |
1,57 |
103,40 |
1,62 |
PS0718 |
PL0000107595 |
101,44 |
101,59 |
1,71 |
1,63 |
101,52 |
1,67 |
OK1018 |
PL0000109062 |
96,47 |
96,59 |
1,70 |
1,64 |
96,53 |
1,67 |
WZ0119 |
PL0000107603 |
99,92 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
103,98 |
104,20 |
1,82 |
1,74 |
104,09 |
1,78 |
DS1019 |
PL0000105441 |
111,03 |
111,25 |
1,84 |
1,78 |
111,14 |
1,81 |
WZ0120 |
PL0000108601 |
99,27 |
99,54 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,26 |
98,47 |
2,00 |
1,94 |
98,37 |
1,97 |
DS1020 |
PL0000106126 |
112,53 |
112,78 |
2,05 |
2,00 |
112,66 |
2,02 |
WZ0121 |
PL0000106068 |
98,66 |
98,96 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
99,31 |
99,57 |
2,16 |
2,10 |
99,44 |
2,13 |
PS0721 |
PL0000109153 |
97,78 |
97,94 |
2,23 |
2,20 |
97,86 |
2,22 |
DS1021 |
PL0000106670 |
116,72 |
117,01 |
2,26 |
2,21 |
116,87 |
2,23 |
WS0922 |
PL0000102646 |
118,67 |
119,03 |
2,39 |
2,34 |
118,85 |
2,37 |
IZ0823 |
PL0000105359 |
110,80 |
112,66 |
--- |
--- |
111,73 |
--- |
DS1023 |
PL0000107264 |
109,24 |
109,66 |
2,56 |
2,50 |
109,45 |
2,53 |
WZ0124 |
PL0000107454 |
96,34 |
96,74 |
--- |
--- |
96,54 |
--- |
DS0725 |
PL0000108197 |
103,91 |
104,21 |
2,75 |
2,71 |
104,06 |
2,73 |
WZ0126 |
PL0000108817 |
94,47 |
94,83 |
--- |
--- |
94,65 |
--- |
DS0726 |
PL0000108866 |
97,04 |
97,30 |
2,85 |
2,81 |
97,17 |
2,83 |
WS0429 |
PL0000105391 |
128,03 |
129,11 |
3,04 |
2,95 |
128,57 |
3,00 |
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 |
102,00 |
102,11 |
1,53 |
1,36 |
102,06 |
1,44 |
OK0717 |
PL0000108502 |
98,65 |
98,79 |
1,55 |
1,39 |
98,72 |
1,47 |
DS1017 |
PL0000104543 |
104,08 |
104,21 |
1,59 |
1,47 |
104,15 |
1,53 |
WZ0118 |
PL0000104717 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,35 |
103,51 |
1,65 |
1,55 |
103,43 |
1,60 |
PS0718 |
PL0000107595 |
101,49 |
101,59 |
1,69 |
1,63 |
101,54 |
1,66 |
OK1018 |
PL0000109062 |
96,47 |
96,60 |
1,70 |
1,63 |
96,54 |
1,66 |
WZ0119 |
PL0000107603 |
99,93 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
103,98 |
104,18 |
1,82 |
1,75 |
104,08 |
1,78 |
DS1019 |
PL0000105441 |
111,04 |
111,26 |
1,84 |
1,77 |
111,15 |
1,81 |
WZ0120 |
PL0000108601 |
99,28 |
99,53 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,24 |
98,39 |
2,00 |
1,96 |
98,32 |
1,98 |
DS1020 |
PL0000106126 |
112,46 |
112,68 |
2,07 |
2,02 |
112,57 |
2,04 |
WZ0121 |
PL0000106068 |
98,66 |
98,93 |
--- |
--- |
98,80 |
--- |
PS0421 |
PL0000108916 |
99,20 |
99,39 |
2,18 |
2,14 |
99,30 |
2,16 |
PS0721 |
PL0000109153 |
97,66 |
97,77 |
2,26 |
2,24 |
97,72 |
2,25 |
DS1021 |
PL0000106670 |
116,56 |
116,84 |
2,29 |
2,24 |
116,70 |
2,26 |
WS0922 |
PL0000102646 |
118,42 |
118,74 |
2,44 |
2,38 |
118,58 |
2,41 |
IZ0823 |
PL0000105359 |
110,71 |
112,54 |
--- |
--- |
111,63 |
--- |
DS1023 |
PL0000107264 |
109,08 |
109,44 |
2,59 |
2,53 |
109,26 |
2,56 |
WZ0124 |
PL0000107454 |
96,35 |
96,62 |
--- |
--- |
96,49 |
--- |
DS0725 |
PL0000108197 |
103,56 |
103,88 |
2,79 |
2,75 |
103,72 |
2,77 |
WZ0126 |
PL0000108817 |
94,54 |
94,78 |
--- |
--- |
94,66 |
--- |
DS0726 |
PL0000108866 |
96,83 |
97,02 |
2,87 |
2,85 |
96,93 |
2,86 |
WS0429 |
PL0000105391 |
127,65 |
128,69 |
3,07 |
2,99 |
128,17 |
3,03 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
400 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
150 |
OK0717 |
PL0000108502 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
10 |
PS0421 |
PL0000108916 |
0/3 |
3 |
1,430 |
1,430 |
1,430 |
90 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
80 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
65 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
20 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,430 |
1,430 |
1,430 |
200 |
TOTAL |
1 015 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.