2016-09-12 |
MARKET DATA |
No 175 (2957) |
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 |
1 639,07 |
129 |
740,00 |
777,88 |
16 |
2 332,50 |
2 416,94 |
145 |
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 |
100,36 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,95 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,70 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,00 |
104,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,22 |
103,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,42 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,36 |
96,36 |
96,360 |
96,370 |
96,360 |
96,370 |
96,368 |
140 000 |
134,92 |
10 |
PS0719 |
PL0000108148 |
103,82 |
103,82 |
103,820 |
103,820 |
103,820 |
103,820 |
103,820 |
10 000 |
10,43 |
1 |
DS1019 |
PL0000105441 |
110,72 |
110,68 |
110,650 |
110,700 |
110,650 |
110,700 |
110,675 |
50 000 |
57,78 |
5 |
PS0420 |
PL0000108510 |
98,15 |
98,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,33 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,20 |
99,08 |
99,100 |
99,280 |
99,100 |
99,200 |
99,210 |
30 000 |
30,00 |
4 |
PS0721 |
PL0000109153 |
97,70 |
97,42 |
97,400 |
97,730 |
97,390 |
97,640 |
97,566 |
652 500 |
638,22 |
55 |
DS1021 |
PL0000106670 |
116,52 |
116,23 |
116,230 |
116,530 |
116,230 |
116,530 |
116,395 |
320 000 |
388,80 |
20 |
WS0922 |
PL0000102646 |
118,55 |
118,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,05 |
108,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,50 |
103,21 |
103,400 |
103,400 |
103,400 |
103,400 |
103,400 |
10 000 |
10,39 |
1 |
DS0726 |
PL0000108866 |
96,79 |
96,40 |
96,430 |
96,800 |
96,430 |
96,800 |
96,635 |
380 000 |
368,54 |
33 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,65 |
127,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,62 |
112,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,11 |
100,12 |
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 |
99,97 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,47 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,75 |
98,85 |
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 |
96,40 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,55 |
94,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 592 500 |
1 639,07 |
129 |
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 |
14 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
77 |
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 |
100,07 |
100,15 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
101,93 |
102,04 |
1,53 |
1,36 |
101,99 |
1,44 |
OK0717 |
PL0000108502 |
98,65 |
98,77 |
1,59 |
1,45 |
98,71 |
1,52 |
DS1017 |
PL0000104543 |
103,98 |
104,13 |
1,61 |
1,47 |
104,06 |
1,54 |
WZ0118 |
PL0000104717 |
100,04 |
100,22 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
103,18 |
103,35 |
1,73 |
1,62 |
103,27 |
1,67 |
PS0718 |
PL0000107595 |
101,33 |
101,49 |
1,77 |
1,68 |
101,41 |
1,72 |
OK1018 |
PL0000109062 |
96,32 |
96,43 |
1,79 |
1,74 |
96,38 |
1,76 |
WZ0119 |
PL0000107603 |
99,91 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
103,72 |
103,94 |
1,90 |
1,82 |
103,83 |
1,86 |
DS1019 |
PL0000105441 |
110,64 |
110,86 |
1,94 |
1,87 |
110,75 |
1,91 |
WZ0120 |
PL0000108601 |
99,29 |
99,65 |
--- |
--- |
99,47 |
--- |
PS0420 |
PL0000108510 |
98,01 |
98,20 |
2,07 |
2,02 |
98,11 |
2,05 |
DS1020 |
PL0000106126 |
112,06 |
112,30 |
2,15 |
2,09 |
112,18 |
2,12 |
WZ0121 |
PL0000106068 |
98,56 |
98,93 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
98,95 |
99,20 |
2,24 |
2,18 |
99,08 |
2,21 |
PS0721 |
PL0000109153 |
97,37 |
97,59 |
2,33 |
2,28 |
97,48 |
2,30 |
DS1021 |
PL0000106670 |
116,23 |
116,49 |
2,34 |
2,29 |
116,36 |
2,32 |
WS0922 |
PL0000102646 |
118,17 |
118,58 |
2,47 |
2,40 |
118,38 |
2,43 |
IZ0823 |
PL0000105359 |
110,98 |
112,68 |
--- |
--- |
111,83 |
--- |
DS1023 |
PL0000107264 |
108,62 |
109,04 |
2,65 |
2,59 |
108,83 |
2,62 |
WZ0124 |
PL0000107454 |
96,29 |
96,81 |
--- |
--- |
96,55 |
--- |
DS0725 |
PL0000108197 |
103,09 |
103,53 |
2,85 |
2,79 |
103,31 |
2,82 |
WZ0126 |
PL0000108817 |
94,32 |
94,70 |
--- |
--- |
94,51 |
--- |
DS0726 |
PL0000108866 |
96,44 |
96,79 |
2,92 |
2,88 |
96,62 |
2,90 |
WS0429 |
PL0000105391 |
126,93 |
128,53 |
3,13 |
3,00 |
127,73 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,08 |
100,14 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
101,92 |
102,03 |
1,55 |
1,37 |
101,98 |
1,45 |
OK0717 |
PL0000108502 |
98,66 |
98,78 |
1,58 |
1,44 |
98,72 |
1,51 |
DS1017 |
PL0000104543 |
103,98 |
104,12 |
1,61 |
1,48 |
104,05 |
1,54 |
WZ0118 |
PL0000104717 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,20 |
103,36 |
1,71 |
1,62 |
103,28 |
1,66 |
PS0718 |
PL0000107595 |
101,38 |
101,51 |
1,74 |
1,67 |
101,45 |
1,70 |
OK1018 |
PL0000109062 |
96,33 |
96,45 |
1,79 |
1,73 |
96,39 |
1,76 |
WZ0119 |
PL0000107603 |
99,94 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,78 |
103,93 |
1,88 |
1,83 |
103,86 |
1,85 |
DS1019 |
PL0000105441 |
110,69 |
110,86 |
1,93 |
1,87 |
110,78 |
1,90 |
WZ0120 |
PL0000108601 |
99,42 |
99,65 |
--- |
--- |
99,54 |
--- |
PS0420 |
PL0000108510 |
98,11 |
98,28 |
2,05 |
2,00 |
98,20 |
2,02 |
DS1020 |
PL0000106126 |
112,27 |
112,44 |
2,10 |
2,06 |
112,36 |
2,08 |
WZ0121 |
PL0000106068 |
98,70 |
98,92 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,29 |
2,19 |
2,16 |
99,23 |
2,17 |
PS0721 |
PL0000109153 |
97,62 |
97,74 |
2,27 |
2,24 |
97,68 |
2,26 |
DS1021 |
PL0000106670 |
116,47 |
116,71 |
2,30 |
2,25 |
116,59 |
2,27 |
WS0922 |
PL0000102646 |
118,45 |
118,71 |
2,42 |
2,38 |
118,58 |
2,40 |
IZ0823 |
PL0000105359 |
110,93 |
112,72 |
--- |
--- |
111,83 |
--- |
DS1023 |
PL0000107264 |
108,94 |
109,20 |
2,60 |
2,57 |
109,07 |
2,59 |
WZ0124 |
PL0000107454 |
96,34 |
96,79 |
--- |
--- |
96,57 |
--- |
DS0725 |
PL0000108197 |
103,31 |
103,70 |
2,82 |
2,77 |
103,51 |
2,79 |
WZ0126 |
PL0000108817 |
94,47 |
94,69 |
--- |
--- |
94,58 |
--- |
DS0726 |
PL0000108866 |
96,71 |
96,87 |
2,89 |
2,87 |
96,79 |
2,88 |
WS0429 |
PL0000105391 |
127,20 |
128,63 |
3,11 |
2,99 |
127,92 |
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) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,470 |
1,480 |
1,475 |
200 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
40 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
35 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
25 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
35 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
10 |
WZ0121 |
PL0000106068 |
1/3 |
2 |
1,470 |
1,470 |
1,470 |
5 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,450 |
1,480 |
1,461 |
105 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
65 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
30 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
110 |
TOTAL |
740 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.