2016-09-05 |
MARKET DATA |
No 170 (2952) |
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 |
2 270,00 |
2 303,68 |
158 |
1 730,00 |
1 817,63 |
20 |
4 000,00 |
4 121,31 |
178 |
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 |
100,42 |
100,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,00 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,69 |
98,73 |
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 |
103,40 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,54 |
101,54 |
101,530 |
101,530 |
101,530 |
101,530 |
101,530 |
100 000 |
101,83 |
1 |
OK1018 |
PL0000109062 |
96,52 |
96,55 |
96,490 |
96,520 |
96,490 |
96,520 |
96,513 |
80 000 |
77,21 |
4 |
PS0719 |
PL0000108148 |
104,07 |
104,02 |
104,060 |
104,100 |
104,060 |
104,070 |
104,074 |
165 000 |
172,37 |
8 |
DS1019 |
PL0000105441 |
111,05 |
111,02 |
111,000 |
111,050 |
110,990 |
111,000 |
111,008 |
305 000 |
353,15 |
10 |
PS0420 |
PL0000108510 |
98,26 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,44 |
112,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,19 |
99,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,70 |
97,46 |
97,440 |
97,700 |
97,430 |
97,650 |
97,609 |
710 000 |
694,52 |
48 |
DS1021 |
PL0000106670 |
116,60 |
116,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,46 |
118,41 |
118,420 |
118,420 |
118,420 |
118,420 |
118,420 |
5 000 |
6,20 |
1 |
DS1023 |
PL0000107264 |
109,10 |
108,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,69 |
103,41 |
103,520 |
103,700 |
103,520 |
103,600 |
103,614 |
235 000 |
244,41 |
19 |
DS0726 |
PL0000108866 |
96,90 |
96,35 |
96,400 |
96,900 |
96,300 |
96,850 |
96,678 |
515 000 |
499,44 |
56 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,85 |
127,64 |
128,000 |
128,000 |
128,000 |
128,000 |
128,000 |
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 |
111,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,12 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
10 000 |
10,03 |
1 |
WZ0118 |
PL0000104717 |
100,10 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,32 |
99,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,68 |
98,75 |
98,650 |
98,650 |
98,600 |
98,600 |
98,627 |
100 000 |
98,84 |
6 |
WZ1122 |
PL0000109377 |
97,43 |
97,43 |
97,430 |
97,430 |
97,420 |
97,420 |
97,423 |
30 000 |
29,38 |
2 |
WZ0124 |
PL0000107454 |
96,45 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,47 |
94,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 260 000 |
2 293,89 |
157 |
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 |
21 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
84 |
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 |
100,08 |
100,18 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
101,99 |
102,11 |
1,53 |
1,35 |
102,05 |
1,44 |
OK0717 |
PL0000108502 |
98,64 |
98,78 |
1,57 |
1,40 |
98,71 |
1,49 |
DS1017 |
PL0000104543 |
104,07 |
104,20 |
1,59 |
1,47 |
104,14 |
1,53 |
WZ0118 |
PL0000104717 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
103,29 |
103,48 |
1,68 |
1,57 |
103,39 |
1,62 |
PS0718 |
PL0000107595 |
101,41 |
101,58 |
1,73 |
1,64 |
101,50 |
1,68 |
OK1018 |
PL0000109062 |
96,46 |
96,60 |
1,71 |
1,64 |
96,53 |
1,67 |
WZ0119 |
PL0000107603 |
99,90 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,87 |
104,08 |
1,86 |
1,78 |
103,98 |
1,82 |
DS1019 |
PL0000105441 |
110,95 |
111,17 |
1,86 |
1,80 |
111,06 |
1,83 |
WZ0120 |
PL0000108601 |
99,21 |
99,53 |
--- |
--- |
99,37 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,33 |
2,04 |
1,98 |
98,22 |
2,01 |
DS1020 |
PL0000106126 |
112,24 |
112,50 |
2,12 |
2,06 |
112,37 |
2,09 |
WZ0121 |
PL0000106068 |
98,61 |
98,90 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
98,94 |
99,19 |
2,24 |
2,18 |
99,07 |
2,21 |
PS0721 |
PL0000109153 |
97,33 |
97,56 |
2,33 |
2,28 |
97,45 |
2,31 |
DS1021 |
PL0000106670 |
116,30 |
116,53 |
2,34 |
2,30 |
116,42 |
2,32 |
WS0922 |
PL0000102646 |
118,05 |
118,49 |
2,49 |
2,42 |
118,27 |
2,46 |
IZ0823 |
PL0000105359 |
110,77 |
112,87 |
--- |
--- |
111,82 |
--- |
DS1023 |
PL0000107264 |
108,61 |
109,04 |
2,66 |
2,59 |
108,83 |
2,62 |
WZ0124 |
PL0000107454 |
96,16 |
96,63 |
--- |
--- |
96,40 |
--- |
DS0725 |
PL0000108197 |
103,09 |
103,53 |
2,85 |
2,79 |
103,31 |
2,82 |
WZ0126 |
PL0000108817 |
94,24 |
94,68 |
--- |
--- |
94,46 |
--- |
DS0726 |
PL0000108866 |
96,31 |
96,58 |
2,93 |
2,90 |
96,45 |
2,92 |
WS0429 |
PL0000105391 |
126,46 |
128,47 |
3,17 |
3,00 |
127,47 |
3,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,09 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
101,99 |
102,08 |
1,53 |
1,40 |
102,04 |
1,46 |
OK0717 |
PL0000108502 |
98,66 |
98,75 |
1,54 |
1,44 |
98,71 |
1,49 |
DS1017 |
PL0000104543 |
104,10 |
104,19 |
1,56 |
1,48 |
104,15 |
1,52 |
WZ0118 |
PL0000104717 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,37 |
103,46 |
1,63 |
1,58 |
103,42 |
1,60 |
PS0718 |
PL0000107595 |
101,49 |
101,58 |
1,69 |
1,64 |
101,54 |
1,66 |
OK1018 |
PL0000109062 |
96,49 |
96,59 |
1,69 |
1,64 |
96,54 |
1,67 |
WZ0119 |
PL0000107603 |
99,92 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
103,97 |
104,12 |
1,82 |
1,77 |
104,05 |
1,79 |
DS1019 |
PL0000105441 |
110,94 |
111,08 |
1,87 |
1,82 |
111,01 |
1,85 |
WZ0120 |
PL0000108601 |
99,29 |
99,59 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
98,19 |
98,32 |
2,02 |
1,98 |
98,26 |
2,00 |
DS1020 |
PL0000106126 |
112,37 |
112,60 |
2,09 |
2,04 |
112,49 |
2,06 |
WZ0121 |
PL0000106068 |
98,63 |
98,88 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,11 |
99,33 |
2,20 |
2,15 |
99,22 |
2,18 |
PS0721 |
PL0000109153 |
97,59 |
97,70 |
2,28 |
2,25 |
97,65 |
2,26 |
DS1021 |
PL0000106670 |
116,51 |
116,75 |
2,30 |
2,25 |
116,63 |
2,28 |
WS0922 |
PL0000102646 |
118,41 |
118,69 |
2,44 |
2,39 |
118,55 |
2,41 |
IZ0823 |
PL0000105359 |
110,94 |
112,54 |
--- |
--- |
111,74 |
--- |
DS1023 |
PL0000107264 |
109,01 |
109,28 |
2,60 |
2,56 |
109,15 |
2,58 |
WZ0124 |
PL0000107454 |
96,32 |
96,63 |
--- |
--- |
96,48 |
--- |
DS0725 |
PL0000108197 |
103,51 |
103,81 |
2,80 |
2,76 |
103,66 |
2,78 |
WZ0126 |
PL0000108817 |
94,42 |
94,73 |
--- |
--- |
94,58 |
--- |
DS0726 |
PL0000108866 |
96,78 |
96,95 |
2,88 |
2,86 |
96,87 |
2,87 |
WS0429 |
PL0000105391 |
127,45 |
128,42 |
3,09 |
3,01 |
127,94 |
3,05 |
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 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
55 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
10 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
290 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
100 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
40 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
105 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
40 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
45 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,400 |
1,440 |
1,438 |
375 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
170 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
60 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
110 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
90 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
35 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
110 |
WZ0124 |
PL0000107454 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
65 |
TOTAL |
1 730 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.