2016-09-07 |
MARKET DATA |
No 172 (2954) |
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 |
2 007,50 |
2 070,22 |
155 |
785,00 |
808,65 |
12 |
2 792,50 |
2 878,88 |
167 |
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 |
100,40 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,99 |
102,07 |
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 |
104,09 |
104,100 |
104,100 |
104,090 |
104,090 |
104,093 |
100 000 |
108,68 |
3 |
PS0418 |
PL0000107314 |
103,38 |
103,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,57 |
101,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,58 |
96,57 |
96,580 |
96,580 |
96,580 |
96,580 |
96,580 |
7 500 |
7,24 |
1 |
PS0719 |
PL0000108148 |
104,15 |
104,15 |
104,150 |
104,150 |
104,150 |
104,150 |
104,150 |
10 000 |
10,46 |
1 |
DS1019 |
PL0000105441 |
111,20 |
111,16 |
111,160 |
111,160 |
111,130 |
111,140 |
111,136 |
120 000 |
139,13 |
6 |
PS0420 |
PL0000108510 |
98,63 |
98,53 |
98,560 |
98,630 |
98,560 |
98,570 |
98,599 |
90 000 |
89,25 |
6 |
DS1020 |
PL0000106126 |
112,83 |
112,75 |
112,830 |
112,830 |
112,810 |
112,820 |
112,818 |
170 000 |
199,59 |
12 |
PS0421 |
PL0000108916 |
99,78 |
99,61 |
99,650 |
99,780 |
99,600 |
99,780 |
99,648 |
60 000 |
60,24 |
6 |
PS0721 |
PL0000109153 |
98,31 |
98,05 |
98,080 |
98,310 |
98,020 |
98,120 |
98,135 |
910 000 |
895,04 |
68 |
DS1021 |
PL0000106670 |
117,29 |
117,06 |
117,120 |
117,120 |
117,120 |
117,120 |
117,120 |
15 000 |
18,32 |
1 |
WS0922 |
PL0000102646 |
119,33 |
119,11 |
119,150 |
119,200 |
119,110 |
119,200 |
119,148 |
70 000 |
87,27 |
4 |
DS1023 |
PL0000107264 |
109,85 |
109,71 |
109,710 |
109,830 |
109,710 |
109,830 |
109,770 |
20 000 |
22,65 |
3 |
DS0725 |
PL0000108197 |
104,55 |
104,35 |
104,350 |
104,400 |
104,340 |
104,400 |
104,363 |
30 000 |
31,43 |
3 |
DS0726 |
PL0000108866 |
97,99 |
97,65 |
97,850 |
98,060 |
97,650 |
97,910 |
97,822 |
305 000 |
299,32 |
33 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
129,61 |
129,30 |
129,510 |
129,510 |
129,400 |
129,400 |
129,455 |
10 000 |
13,16 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,65 |
111,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,12 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,99 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,43 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,84 |
98,84 |
98,800 |
98,840 |
98,800 |
98,840 |
98,824 |
25 000 |
24,76 |
3 |
WZ1122 |
PL0000109377 |
97,46 |
97,51 |
97,450 |
97,450 |
97,440 |
97,440 |
97,442 |
65 000 |
63,67 |
3 |
WZ0124 |
PL0000107454 |
96,50 |
96,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,55 |
94,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
2 007 500 |
2 070,22 |
155 |
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 |
19 |
1,50 |
1,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
82 |
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 |
1,52 |
1,37 |
102,03 |
1,44 |
OK0717 |
PL0000108502 |
98,67 |
98,77 |
1,54 |
1,42 |
98,72 |
1,48 |
DS1017 |
PL0000104543 |
104,10 |
104,23 |
1,54 |
1,43 |
104,17 |
1,48 |
WZ0118 |
PL0000104717 |
100,09 |
100,29 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,35 |
103,53 |
1,64 |
1,53 |
103,44 |
1,58 |
PS0718 |
PL0000107595 |
101,51 |
101,65 |
1,67 |
1,60 |
101,58 |
1,64 |
OK1018 |
PL0000109062 |
96,51 |
96,62 |
1,68 |
1,63 |
96,57 |
1,66 |
WZ0119 |
PL0000107603 |
99,94 |
100,12 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
104,09 |
104,27 |
1,78 |
1,71 |
104,18 |
1,74 |
DS1019 |
PL0000105441 |
111,09 |
111,31 |
1,82 |
1,75 |
111,20 |
1,78 |
WZ0120 |
PL0000108601 |
99,39 |
99,68 |
--- |
--- |
99,54 |
--- |
PS0420 |
PL0000108510 |
98,42 |
98,65 |
1,95 |
1,89 |
98,54 |
1,92 |
DS1020 |
PL0000106126 |
112,69 |
112,95 |
2,01 |
1,95 |
112,82 |
1,98 |
WZ0121 |
PL0000106068 |
98,62 |
98,94 |
--- |
--- |
98,78 |
--- |
PS0421 |
PL0000108916 |
99,56 |
99,81 |
2,10 |
2,04 |
99,69 |
2,07 |
PS0721 |
PL0000109153 |
98,08 |
98,20 |
2,17 |
2,14 |
98,14 |
2,15 |
DS1021 |
PL0000106670 |
117,01 |
117,30 |
2,20 |
2,15 |
117,16 |
2,17 |
WS0922 |
PL0000102646 |
119,00 |
119,43 |
2,34 |
2,27 |
119,22 |
2,30 |
IZ0823 |
PL0000105359 |
111,00 |
112,66 |
--- |
--- |
111,83 |
--- |
DS1023 |
PL0000107264 |
109,60 |
109,88 |
2,51 |
2,47 |
109,74 |
2,49 |
WZ0124 |
PL0000107454 |
96,40 |
96,78 |
--- |
--- |
96,59 |
--- |
DS0725 |
PL0000108197 |
104,36 |
104,65 |
2,69 |
2,65 |
104,51 |
2,67 |
WZ0126 |
PL0000108817 |
94,37 |
94,81 |
--- |
--- |
94,59 |
--- |
DS0726 |
PL0000108866 |
97,71 |
98,00 |
2,77 |
2,73 |
97,86 |
2,75 |
WS0429 |
PL0000105391 |
129,03 |
129,96 |
2,96 |
2,88 |
129,50 |
2,92 |
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 |
101,96 |
102,09 |
1,55 |
1,35 |
102,03 |
1,44 |
OK0717 |
PL0000108502 |
98,65 |
98,79 |
1,57 |
1,40 |
98,72 |
1,48 |
DS1017 |
PL0000104543 |
104,06 |
104,14 |
1,58 |
1,51 |
104,10 |
1,54 |
WZ0118 |
PL0000104717 |
100,10 |
100,31 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
103,30 |
103,50 |
1,67 |
1,55 |
103,40 |
1,61 |
PS0718 |
PL0000107595 |
101,48 |
101,63 |
1,69 |
1,61 |
101,56 |
1,65 |
OK1018 |
PL0000109062 |
96,42 |
96,63 |
1,73 |
1,63 |
96,53 |
1,68 |
WZ0119 |
PL0000107603 |
99,95 |
100,12 |
--- |
--- |
100,04 |
--- |
PS0719 |
PL0000108148 |
103,96 |
104,23 |
1,82 |
1,73 |
104,10 |
1,77 |
DS1019 |
PL0000105441 |
110,91 |
111,22 |
1,87 |
1,78 |
111,07 |
1,82 |
WZ0120 |
PL0000108601 |
99,38 |
99,68 |
--- |
--- |
99,53 |
--- |
PS0420 |
PL0000108510 |
98,36 |
98,59 |
1,97 |
1,90 |
98,48 |
1,94 |
DS1020 |
PL0000106126 |
112,59 |
112,87 |
2,03 |
1,97 |
112,73 |
2,00 |
WZ0121 |
PL0000106068 |
98,76 |
98,95 |
--- |
--- |
98,86 |
--- |
PS0421 |
PL0000108916 |
99,48 |
99,78 |
2,12 |
2,05 |
99,63 |
2,08 |
PS0721 |
PL0000109153 |
97,96 |
98,11 |
2,19 |
2,16 |
98,04 |
2,18 |
DS1021 |
PL0000106670 |
116,94 |
117,24 |
2,21 |
2,16 |
117,09 |
2,19 |
WS0922 |
PL0000102646 |
119,01 |
119,36 |
2,34 |
2,28 |
119,19 |
2,31 |
IZ0823 |
PL0000105359 |
110,91 |
112,70 |
--- |
--- |
111,81 |
--- |
DS1023 |
PL0000107264 |
109,59 |
109,95 |
2,51 |
2,46 |
109,77 |
2,49 |
WZ0124 |
PL0000107454 |
96,46 |
96,79 |
--- |
--- |
96,63 |
--- |
DS0725 |
PL0000108197 |
104,16 |
104,56 |
2,71 |
2,66 |
104,36 |
2,69 |
WZ0126 |
PL0000108817 |
94,43 |
94,80 |
--- |
--- |
94,62 |
--- |
DS0726 |
PL0000108866 |
97,54 |
97,89 |
2,79 |
2,74 |
97,72 |
2,77 |
WS0429 |
PL0000105391 |
128,31 |
130,19 |
3,02 |
2,86 |
129,25 |
2,94 |
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 |
1,420 |
1,420 |
1,420 |
35 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,360 |
1,360 |
1,360 |
35 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
155 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,440 |
1,440 |
1,440 |
125 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,410 |
1,410 |
1,410 |
65 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
15 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
75 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
120 |
PS0417 |
PL0000107058 |
2/9 |
7 |
1,420 |
1,420 |
1,420 |
100 |
DS0725 |
PL0000108197 |
2/9 |
7 |
1,400 |
1,400 |
1,400 |
40 |
TOTAL |
785 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.