2016-09-13 |
MARKET DATA |
No 176 (2958) |
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 |
1 207,50 |
1 204,55 |
91 |
685,00 |
733,46 |
14 |
1 892,50 |
1 938,01 |
105 |
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 |
100,35 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,96 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,71 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,03 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,25 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,40 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,41 |
96,40 |
96,400 |
96,400 |
96,380 |
96,400 |
96,393 |
115 000 |
110,85 |
5 |
PS0719 |
PL0000108148 |
103,91 |
103,84 |
103,860 |
103,860 |
103,850 |
103,850 |
103,857 |
150 000 |
156,48 |
3 |
DS1019 |
PL0000105441 |
110,83 |
110,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,22 |
98,14 |
98,140 |
98,140 |
98,140 |
98,140 |
98,140 |
10 000 |
9,87 |
1 |
DS1020 |
PL0000106126 |
112,34 |
112,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,38 |
99,18 |
99,330 |
99,380 |
99,100 |
99,100 |
99,336 |
295 000 |
295,35 |
26 |
PS0721 |
PL0000109153 |
97,85 |
97,53 |
97,760 |
97,850 |
97,530 |
97,530 |
97,721 |
315 000 |
308,61 |
25 |
DS1021 |
PL0000106670 |
116,70 |
116,53 |
116,520 |
116,520 |
116,500 |
116,500 |
116,512 |
25 000 |
30,41 |
3 |
WS0922 |
PL0000102646 |
118,68 |
118,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,15 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,70 |
103,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
97,01 |
96,55 |
96,970 |
97,000 |
96,550 |
96,550 |
96,725 |
120 000 |
116,50 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,00 |
127,80 |
127,900 |
127,900 |
127,600 |
127,600 |
127,800 |
17 500 |
22,76 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,57 |
111,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,11 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,01 |
100,03 |
100,010 |
100,010 |
100,000 |
100,000 |
100,005 |
20 000 |
20,05 |
2 |
WZ0120 |
PL0000108601 |
99,50 |
99,57 |
99,500 |
99,500 |
99,500 |
99,500 |
99,500 |
5 000 |
4,99 |
1 |
WZ0121 |
PL0000106068 |
98,78 |
98,80 |
98,780 |
98,780 |
98,780 |
98,780 |
98,780 |
10 000 |
9,90 |
1 |
WZ1122 |
PL0000109377 |
97,45 |
97,48 |
97,450 |
97,450 |
97,450 |
97,450 |
97,450 |
5 000 |
4,90 |
1 |
WZ0124 |
PL0000107454 |
96,45 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,65 |
94,65 |
94,650 |
94,650 |
94,640 |
94,650 |
94,650 |
120 000 |
113,88 |
9 |
TOTAL |
1 207 500 |
1 204,55 |
91 |
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 |
13 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
76 |
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 |
100,15 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
101,94 |
102,04 |
1,50 |
1,34 |
101,99 |
1,42 |
OK0717 |
PL0000108502 |
98,68 |
98,79 |
1,56 |
1,43 |
98,74 |
1,49 |
DS1017 |
PL0000104543 |
104,00 |
104,12 |
1,58 |
1,47 |
104,06 |
1,53 |
WZ0118 |
PL0000104717 |
100,05 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
103,19 |
103,37 |
1,72 |
1,61 |
103,28 |
1,66 |
PS0718 |
PL0000107595 |
101,35 |
101,51 |
1,75 |
1,67 |
101,43 |
1,71 |
OK1018 |
PL0000109062 |
96,33 |
96,43 |
1,79 |
1,74 |
96,38 |
1,76 |
WZ0119 |
PL0000107603 |
99,94 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
103,77 |
103,96 |
1,88 |
1,81 |
103,87 |
1,85 |
DS1019 |
PL0000105441 |
110,68 |
110,88 |
1,93 |
1,86 |
110,78 |
1,90 |
WZ0120 |
PL0000108601 |
99,43 |
99,68 |
--- |
--- |
99,56 |
--- |
PS0420 |
PL0000108510 |
98,09 |
98,32 |
2,05 |
1,98 |
98,21 |
2,02 |
DS1020 |
PL0000106126 |
112,20 |
112,45 |
2,12 |
2,06 |
112,33 |
2,09 |
WZ0121 |
PL0000106068 |
98,58 |
98,93 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,33 |
2,19 |
2,15 |
99,25 |
2,17 |
PS0721 |
PL0000109153 |
97,66 |
97,82 |
2,26 |
2,23 |
97,74 |
2,24 |
DS1021 |
PL0000106670 |
116,46 |
116,74 |
2,30 |
2,24 |
116,60 |
2,27 |
WS0922 |
PL0000102646 |
118,43 |
118,84 |
2,42 |
2,36 |
118,64 |
2,39 |
IZ0823 |
PL0000105359 |
110,91 |
112,64 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
108,95 |
109,31 |
2,60 |
2,55 |
109,13 |
2,58 |
WZ0124 |
PL0000107454 |
96,36 |
96,83 |
--- |
--- |
96,60 |
--- |
DS0725 |
PL0000108197 |
103,35 |
103,74 |
2,81 |
2,77 |
103,55 |
2,79 |
WZ0126 |
PL0000108817 |
94,37 |
94,78 |
--- |
--- |
94,58 |
--- |
DS0726 |
PL0000108866 |
96,69 |
96,97 |
2,89 |
2,85 |
96,83 |
2,87 |
WS0429 |
PL0000105391 |
127,26 |
128,60 |
3,10 |
2,99 |
127,93 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,08 |
100,15 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
101,93 |
102,03 |
1,52 |
1,36 |
101,98 |
1,44 |
OK0717 |
PL0000108502 |
98,69 |
98,79 |
1,55 |
1,43 |
98,74 |
1,49 |
DS1017 |
PL0000104543 |
104,00 |
104,08 |
1,58 |
1,51 |
104,04 |
1,54 |
WZ0118 |
PL0000104717 |
100,11 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,20 |
103,36 |
1,71 |
1,61 |
103,28 |
1,66 |
PS0718 |
PL0000107595 |
101,37 |
101,51 |
1,74 |
1,67 |
101,44 |
1,70 |
OK1018 |
PL0000109062 |
96,36 |
96,45 |
1,77 |
1,73 |
96,41 |
1,75 |
WZ0119 |
PL0000107603 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,77 |
103,92 |
1,88 |
1,83 |
103,85 |
1,85 |
DS1019 |
PL0000105441 |
110,65 |
110,89 |
1,94 |
1,86 |
110,77 |
1,90 |
WZ0120 |
PL0000108601 |
99,43 |
99,64 |
--- |
--- |
99,54 |
--- |
PS0420 |
PL0000108510 |
98,09 |
98,20 |
2,05 |
2,02 |
98,15 |
2,03 |
DS1020 |
PL0000106126 |
112,15 |
112,38 |
2,13 |
2,07 |
112,27 |
2,10 |
WZ0121 |
PL0000106068 |
98,70 |
98,92 |
--- |
--- |
98,81 |
--- |
PS0421 |
PL0000108916 |
99,05 |
99,25 |
2,22 |
2,17 |
99,15 |
2,19 |
PS0721 |
PL0000109153 |
97,52 |
97,63 |
2,29 |
2,27 |
97,58 |
2,28 |
DS1021 |
PL0000106670 |
116,33 |
116,59 |
2,32 |
2,27 |
116,46 |
2,30 |
WS0922 |
PL0000102646 |
118,22 |
118,65 |
2,46 |
2,39 |
118,44 |
2,42 |
IZ0823 |
PL0000105359 |
110,93 |
112,57 |
--- |
--- |
111,75 |
--- |
DS1023 |
PL0000107264 |
108,68 |
109,07 |
2,64 |
2,59 |
108,88 |
2,61 |
WZ0124 |
PL0000107454 |
96,41 |
96,85 |
--- |
--- |
96,63 |
--- |
DS0725 |
PL0000108197 |
103,13 |
103,55 |
2,84 |
2,79 |
103,34 |
2,82 |
WZ0126 |
PL0000108817 |
94,46 |
94,72 |
--- |
--- |
94,59 |
--- |
DS0726 |
PL0000108866 |
96,49 |
96,69 |
2,91 |
2,89 |
96,59 |
2,90 |
WS0429 |
PL0000105391 |
127,14 |
128,38 |
3,11 |
3,01 |
127,76 |
3,06 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
10 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
35 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
35 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
30 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
195 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
75 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
200 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
65 |
TOTAL |
685 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.