2016-09-09 |
MARKET DATA |
No 174 (2956) |
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 |
665,00 |
653,62 |
46 |
935,00 |
959,54 |
18 |
1 600,00 |
1 613,15 |
64 |
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 |
100,37 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,99 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,67 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,02 |
104,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,27 |
103,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,39 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,40 |
96,40 |
96,400 |
96,400 |
96,380 |
96,380 |
96,386 |
90 000 |
86,75 |
3 |
PS0719 |
PL0000108148 |
103,90 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,81 |
110,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,19 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,30 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,25 |
99,21 |
99,200 |
99,200 |
99,200 |
99,200 |
99,200 |
10 000 |
10,00 |
1 |
PS0721 |
PL0000109153 |
97,75 |
97,54 |
97,750 |
97,750 |
97,570 |
97,570 |
97,627 |
150 000 |
146,80 |
11 |
DS1021 |
PL0000106670 |
116,62 |
116,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,70 |
118,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,32 |
109,00 |
109,320 |
109,320 |
109,200 |
109,200 |
109,260 |
20 000 |
22,56 |
2 |
DS0725 |
PL0000108197 |
103,69 |
103,45 |
103,360 |
103,360 |
103,360 |
103,360 |
103,360 |
20 000 |
20,76 |
2 |
DS0726 |
PL0000108866 |
97,17 |
96,70 |
97,050 |
97,050 |
96,650 |
96,700 |
96,878 |
230 000 |
223,61 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,40 |
128,00 |
128,400 |
128,400 |
128,400 |
128,400 |
128,400 |
5 000 |
6,53 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,62 |
112,00 |
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 |
10,04 |
1 |
WZ0118 |
PL0000104717 |
100,08 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,43 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,45 |
97,47 |
97,450 |
97,450 |
97,440 |
97,440 |
97,441 |
95 000 |
93,07 |
4 |
WZ0124 |
PL0000107454 |
96,40 |
96,75 |
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 |
630 000 |
620,11 |
44 |
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 |
15 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
78 |
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 |
101,93 |
102,03 |
1,55 |
1,39 |
101,98 |
1,47 |
OK0717 |
PL0000108502 |
98,64 |
98,75 |
1,60 |
1,47 |
98,70 |
1,53 |
DS1017 |
PL0000104543 |
103,98 |
104,09 |
1,61 |
1,52 |
104,04 |
1,56 |
WZ0118 |
PL0000104717 |
100,06 |
100,27 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,20 |
103,38 |
1,72 |
1,61 |
103,29 |
1,66 |
PS0718 |
PL0000107595 |
101,34 |
101,52 |
1,76 |
1,66 |
101,43 |
1,71 |
OK1018 |
PL0000109062 |
96,37 |
96,50 |
1,76 |
1,70 |
96,44 |
1,73 |
WZ0119 |
PL0000107603 |
99,93 |
100,12 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
103,84 |
104,05 |
1,86 |
1,79 |
103,95 |
1,82 |
DS1019 |
PL0000105441 |
110,75 |
110,98 |
1,91 |
1,84 |
110,87 |
1,87 |
WZ0120 |
PL0000108601 |
99,34 |
99,66 |
--- |
--- |
99,50 |
--- |
PS0420 |
PL0000108510 |
98,15 |
98,37 |
2,03 |
1,97 |
98,26 |
2,00 |
DS1020 |
PL0000106126 |
112,25 |
112,51 |
2,11 |
2,05 |
112,38 |
2,08 |
WZ0121 |
PL0000106068 |
98,58 |
98,93 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,20 |
99,42 |
2,18 |
2,13 |
99,31 |
2,16 |
PS0721 |
PL0000109153 |
97,64 |
97,82 |
2,27 |
2,23 |
97,73 |
2,25 |
DS1021 |
PL0000106670 |
116,53 |
116,82 |
2,29 |
2,23 |
116,68 |
2,26 |
WS0922 |
PL0000102646 |
118,61 |
118,93 |
2,40 |
2,34 |
118,77 |
2,37 |
IZ0823 |
PL0000105359 |
110,75 |
112,64 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
109,19 |
109,47 |
2,57 |
2,53 |
109,33 |
2,55 |
WZ0124 |
PL0000107454 |
96,37 |
96,81 |
--- |
--- |
96,59 |
--- |
DS0725 |
PL0000108197 |
103,61 |
104,01 |
2,78 |
2,73 |
103,81 |
2,76 |
WZ0126 |
PL0000108817 |
94,27 |
94,67 |
--- |
--- |
94,47 |
--- |
DS0726 |
PL0000108866 |
97,04 |
97,31 |
2,85 |
2,81 |
97,18 |
2,83 |
WS0429 |
PL0000105391 |
128,09 |
129,11 |
3,03 |
2,95 |
128,60 |
2,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,06 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
101,95 |
102,03 |
1,52 |
1,39 |
101,99 |
1,45 |
OK0717 |
PL0000108502 |
98,63 |
98,74 |
1,61 |
1,48 |
98,69 |
1,54 |
DS1017 |
PL0000104543 |
103,99 |
104,10 |
1,61 |
1,51 |
104,05 |
1,55 |
WZ0118 |
PL0000104717 |
100,05 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,18 |
103,34 |
1,73 |
1,63 |
103,26 |
1,68 |
PS0718 |
PL0000107595 |
101,31 |
101,47 |
1,78 |
1,69 |
101,39 |
1,73 |
OK1018 |
PL0000109062 |
96,31 |
96,43 |
1,79 |
1,73 |
96,37 |
1,76 |
WZ0119 |
PL0000107603 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,79 |
103,95 |
1,88 |
1,82 |
103,87 |
1,85 |
DS1019 |
PL0000105441 |
110,68 |
110,90 |
1,93 |
1,86 |
110,79 |
1,90 |
WZ0120 |
PL0000108601 |
99,32 |
99,60 |
--- |
--- |
99,46 |
--- |
PS0420 |
PL0000108510 |
98,01 |
98,24 |
2,07 |
2,01 |
98,13 |
2,04 |
DS1020 |
PL0000106126 |
112,08 |
112,34 |
2,15 |
2,09 |
112,21 |
2,12 |
WZ0121 |
PL0000106068 |
98,60 |
98,90 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
99,00 |
99,24 |
2,23 |
2,17 |
99,12 |
2,20 |
PS0721 |
PL0000109153 |
97,42 |
97,59 |
2,32 |
2,28 |
97,51 |
2,30 |
DS1021 |
PL0000106670 |
116,27 |
116,49 |
2,34 |
2,29 |
116,38 |
2,31 |
WS0922 |
PL0000102646 |
118,30 |
118,65 |
2,45 |
2,39 |
118,48 |
2,42 |
IZ0823 |
PL0000105359 |
111,08 |
112,52 |
--- |
--- |
111,80 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,06 |
2,63 |
2,59 |
108,92 |
2,61 |
WZ0124 |
PL0000107454 |
96,36 |
96,79 |
--- |
--- |
96,58 |
--- |
DS0725 |
PL0000108197 |
103,23 |
103,56 |
2,83 |
2,79 |
103,40 |
2,81 |
WZ0126 |
PL0000108817 |
94,44 |
94,69 |
--- |
--- |
94,57 |
--- |
DS0726 |
PL0000108866 |
96,58 |
96,85 |
2,90 |
2,87 |
96,72 |
2,88 |
WS0429 |
PL0000105391 |
127,41 |
128,40 |
3,09 |
3,01 |
127,91 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
70 |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
20 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
25 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
35 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
10 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
1,470 |
1,470 |
1,470 |
5 |
DS1017 |
PL0000104543 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
10 |
PS0721 |
PL0000109153 |
0/3 |
3 |
1,470 |
1,470 |
1,470 |
30 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
40 |
PS0718 |
PL0000107595 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
15 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
65 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,470 |
1,480 |
1,477 |
160 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
400 |
WZ0119 |
PL0000107603 |
3/10 |
7 |
1,470 |
1,470 |
1,470 |
50 |
TOTAL |
935 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.