2016-09-06 |
MARKET DATA |
No 171 (2953) |
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 |
1 975,00 |
1 978,32 |
151 |
905,00 |
956,65 |
14 |
2 880,00 |
2 934,97 |
165 |
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 |
100,41 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
102,01 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,71 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,12 |
104,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,37 |
103,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,57 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,53 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
104,11 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,11 |
111,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,39 |
98,26 |
98,260 |
98,270 |
98,260 |
98,270 |
98,269 |
55 000 |
54,36 |
3 |
DS1020 |
PL0000106126 |
112,65 |
112,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,56 |
99,28 |
99,300 |
99,560 |
99,290 |
99,550 |
99,439 |
110 000 |
110,20 |
7 |
PS0721 |
PL0000109153 |
98,04 |
97,63 |
97,650 |
98,040 |
97,650 |
98,000 |
97,826 |
785 000 |
769,63 |
45 |
DS1021 |
PL0000106670 |
116,91 |
116,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,86 |
118,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,49 |
109,22 |
109,450 |
109,450 |
109,300 |
109,300 |
109,400 |
15 000 |
16,93 |
2 |
DS0725 |
PL0000108197 |
104,22 |
103,73 |
103,950 |
104,220 |
103,950 |
104,220 |
104,118 |
50 000 |
52,26 |
7 |
DS0726 |
PL0000108866 |
97,60 |
96,85 |
96,850 |
97,600 |
96,850 |
97,580 |
97,300 |
625 000 |
610,05 |
67 |
WS0428 |
PL0000107611 |
97,88 |
98,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,04 |
128,10 |
128,600 |
129,000 |
128,600 |
129,000 |
128,825 |
95 000 |
124,42 |
8 |
WS0437 |
PL0000104857 |
124,78 |
134,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,99 |
99,98 |
99,990 |
99,990 |
99,980 |
99,980 |
99,981 |
240 000 |
240,48 |
12 |
WZ0120 |
PL0000108601 |
99,40 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,68 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,44 |
97,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,45 |
96,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,50 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 975 000 |
1 978,32 |
151 |
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 |
20 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
83 |
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 |
100,18 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
101,98 |
102,08 |
1,54 |
1,38 |
102,03 |
1,46 |
OK0717 |
PL0000108502 |
98,65 |
98,75 |
1,56 |
1,44 |
98,70 |
1,50 |
DS1017 |
PL0000104543 |
104,04 |
104,17 |
1,60 |
1,49 |
104,11 |
1,54 |
WZ0118 |
PL0000104717 |
100,07 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,28 |
103,44 |
1,69 |
1,59 |
103,36 |
1,64 |
PS0718 |
PL0000107595 |
101,47 |
101,58 |
1,70 |
1,64 |
101,53 |
1,66 |
OK1018 |
PL0000109062 |
96,46 |
96,59 |
1,71 |
1,64 |
96,53 |
1,67 |
WZ0119 |
PL0000107603 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,94 |
104,15 |
1,83 |
1,76 |
104,05 |
1,79 |
DS1019 |
PL0000105441 |
110,88 |
111,11 |
1,88 |
1,81 |
111,00 |
1,85 |
WZ0120 |
PL0000108601 |
99,27 |
99,58 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
98,15 |
98,31 |
2,03 |
1,98 |
98,23 |
2,01 |
DS1020 |
PL0000106126 |
112,31 |
112,59 |
2,10 |
2,04 |
112,45 |
2,07 |
WZ0121 |
PL0000106068 |
98,59 |
98,92 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,13 |
99,34 |
2,20 |
2,15 |
99,24 |
2,17 |
PS0721 |
PL0000109153 |
97,58 |
97,70 |
2,28 |
2,25 |
97,64 |
2,26 |
DS1021 |
PL0000106670 |
116,42 |
116,72 |
2,31 |
2,26 |
116,57 |
2,29 |
WS0922 |
PL0000102646 |
118,31 |
118,73 |
2,45 |
2,38 |
118,52 |
2,42 |
IZ0823 |
PL0000105359 |
110,70 |
112,69 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
108,85 |
109,25 |
2,62 |
2,56 |
109,05 |
2,59 |
WZ0124 |
PL0000107454 |
96,26 |
96,68 |
--- |
--- |
96,47 |
--- |
DS0725 |
PL0000108197 |
103,45 |
103,81 |
2,80 |
2,76 |
103,63 |
2,78 |
WZ0126 |
PL0000108817 |
94,40 |
94,76 |
--- |
--- |
94,58 |
--- |
DS0726 |
PL0000108866 |
96,70 |
97,00 |
2,89 |
2,85 |
96,85 |
2,87 |
WS0429 |
PL0000105391 |
127,43 |
128,47 |
3,09 |
3,00 |
127,95 |
3,05 |
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 |
102,09 |
1,52 |
1,37 |
102,04 |
1,44 |
OK0717 |
PL0000108502 |
98,68 |
98,76 |
1,53 |
1,43 |
98,72 |
1,48 |
DS1017 |
PL0000104543 |
104,09 |
104,18 |
1,56 |
1,48 |
104,14 |
1,52 |
WZ0118 |
PL0000104717 |
100,09 |
100,28 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,35 |
103,49 |
1,64 |
1,56 |
103,42 |
1,60 |
PS0718 |
PL0000107595 |
101,53 |
101,62 |
1,66 |
1,62 |
101,58 |
1,64 |
OK1018 |
PL0000109062 |
96,50 |
96,62 |
1,69 |
1,63 |
96,56 |
1,66 |
WZ0119 |
PL0000107603 |
99,94 |
100,09 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
104,08 |
104,26 |
1,78 |
1,72 |
104,17 |
1,75 |
DS1019 |
PL0000105441 |
111,06 |
111,25 |
1,83 |
1,77 |
111,16 |
1,80 |
WZ0120 |
PL0000108601 |
99,35 |
99,63 |
--- |
--- |
99,49 |
--- |
PS0420 |
PL0000108510 |
98,35 |
98,55 |
1,97 |
1,92 |
98,45 |
1,94 |
DS1020 |
PL0000106126 |
112,60 |
112,84 |
2,03 |
1,98 |
112,72 |
2,01 |
WZ0121 |
PL0000106068 |
98,65 |
98,91 |
--- |
--- |
98,78 |
--- |
PS0421 |
PL0000108916 |
99,50 |
99,67 |
2,11 |
2,07 |
99,59 |
2,09 |
PS0721 |
PL0000109153 |
97,92 |
98,05 |
2,20 |
2,17 |
97,99 |
2,19 |
DS1021 |
PL0000106670 |
116,88 |
117,16 |
2,23 |
2,17 |
117,02 |
2,20 |
WS0922 |
PL0000102646 |
118,81 |
119,16 |
2,37 |
2,31 |
118,99 |
2,34 |
IZ0823 |
PL0000105359 |
110,77 |
112,69 |
--- |
--- |
111,73 |
--- |
DS1023 |
PL0000107264 |
109,43 |
109,84 |
2,54 |
2,48 |
109,64 |
2,50 |
WZ0124 |
PL0000107454 |
96,38 |
96,67 |
--- |
--- |
96,53 |
--- |
DS0725 |
PL0000108197 |
104,17 |
104,46 |
2,71 |
2,68 |
104,32 |
2,69 |
WZ0126 |
PL0000108817 |
94,41 |
94,77 |
--- |
--- |
94,59 |
--- |
DS0726 |
PL0000108866 |
97,47 |
97,70 |
2,79 |
2,77 |
97,59 |
2,78 |
WS0429 |
PL0000105391 |
128,67 |
129,59 |
2,99 |
2,91 |
129,13 |
2,95 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,410 |
1,410 |
1,410 |
35 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
280 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
100 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
105 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
40 |
PS0721 |
PL0000109153 |
2/3 |
1 |
1,420 |
1,420 |
1,420 |
25 |
PS0718 |
PL0000107595 |
2/6 |
4 |
1,420 |
1,420 |
1,420 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
70 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
10 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
5 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
80 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
100 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
30 |
TOTAL |
905 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.