2016-09-14 |
MARKET DATA |
No 177 (2959) |
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 |
855,00 |
858,45 |
77 |
2 640,00 |
2 701,48 |
30 |
3 495,00 |
3 559,93 |
107 |
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 |
100,34 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,96 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,68 |
98,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,02 |
104,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,23 |
103,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,43 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,39 |
96,37 |
96,330 |
96,410 |
96,330 |
96,410 |
96,380 |
80 000 |
77,10 |
2 |
PS0719 |
PL0000108148 |
103,81 |
103,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,75 |
110,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,17 |
98,07 |
98,080 |
98,120 |
98,050 |
98,120 |
98,093 |
40 000 |
39,47 |
4 |
DS1020 |
PL0000106126 |
112,30 |
112,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,22 |
99,00 |
99,040 |
99,220 |
98,990 |
99,200 |
99,140 |
110 000 |
109,92 |
14 |
PS0721 |
PL0000109153 |
97,66 |
97,40 |
97,460 |
97,660 |
97,420 |
97,640 |
97,511 |
190 000 |
185,75 |
16 |
DS1021 |
PL0000106670 |
116,48 |
116,34 |
116,250 |
116,250 |
116,250 |
116,250 |
116,250 |
40 000 |
48,55 |
2 |
WS0922 |
PL0000102646 |
118,58 |
118,30 |
118,280 |
118,580 |
118,260 |
118,550 |
118,454 |
55 000 |
68,25 |
5 |
DS1023 |
PL0000107264 |
108,95 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,35 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,72 |
96,29 |
96,300 |
96,740 |
96,300 |
96,700 |
96,517 |
340 000 |
329,39 |
34 |
WS0428 |
PL0000107611 |
96,74 |
97,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,65 |
127,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
124,78 |
134,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,57 |
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 |
100,14 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,43 |
99,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,68 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,40 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,45 |
96,73 |
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 |
855 000 |
858,45 |
77 |
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 |
12 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
75 |
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 |
100,14 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
101,90 |
102,02 |
1,55 |
1,36 |
101,96 |
1,46 |
OK0717 |
PL0000108502 |
98,66 |
98,78 |
1,59 |
1,44 |
98,72 |
1,52 |
DS1017 |
PL0000104543 |
103,96 |
104,07 |
1,61 |
1,51 |
104,02 |
1,55 |
WZ0118 |
PL0000104717 |
100,10 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,17 |
103,32 |
1,73 |
1,63 |
103,25 |
1,68 |
PS0718 |
PL0000107595 |
101,32 |
101,46 |
1,77 |
1,69 |
101,39 |
1,73 |
OK1018 |
PL0000109062 |
96,31 |
96,44 |
1,80 |
1,74 |
96,38 |
1,77 |
WZ0119 |
PL0000107603 |
99,94 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,68 |
103,85 |
1,91 |
1,85 |
103,77 |
1,88 |
DS1019 |
PL0000105441 |
110,58 |
110,76 |
1,95 |
1,90 |
110,67 |
1,93 |
WZ0120 |
PL0000108601 |
99,37 |
99,69 |
--- |
--- |
99,53 |
--- |
PS0420 |
PL0000108510 |
97,97 |
98,14 |
2,09 |
2,04 |
98,06 |
2,06 |
DS1020 |
PL0000106126 |
111,99 |
112,22 |
2,16 |
2,11 |
112,11 |
2,14 |
WZ0121 |
PL0000106068 |
98,61 |
98,89 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
98,87 |
99,12 |
2,26 |
2,20 |
99,00 |
2,23 |
PS0721 |
PL0000109153 |
97,31 |
97,48 |
2,34 |
2,30 |
97,40 |
2,32 |
DS1021 |
PL0000106670 |
116,15 |
116,39 |
2,35 |
2,31 |
116,27 |
2,33 |
WS0922 |
PL0000102646 |
118,07 |
118,41 |
2,48 |
2,42 |
118,24 |
2,45 |
IZ0823 |
PL0000105359 |
110,93 |
112,72 |
--- |
--- |
111,83 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,90 |
2,68 |
2,61 |
108,68 |
2,64 |
WZ0124 |
PL0000107454 |
96,37 |
96,86 |
--- |
--- |
96,62 |
--- |
DS0725 |
PL0000108197 |
102,92 |
103,35 |
2,87 |
2,81 |
103,14 |
2,84 |
WZ0126 |
PL0000108817 |
94,32 |
94,70 |
--- |
--- |
94,51 |
--- |
DS0726 |
PL0000108866 |
96,25 |
96,50 |
2,94 |
2,91 |
96,38 |
2,93 |
WS0429 |
PL0000105391 |
126,65 |
128,01 |
3,15 |
3,04 |
127,33 |
3,09 |
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 |
101,90 |
102,03 |
1,55 |
1,34 |
101,97 |
1,44 |
OK0717 |
PL0000108502 |
98,66 |
98,78 |
1,59 |
1,44 |
98,72 |
1,52 |
DS1017 |
PL0000104543 |
103,99 |
104,10 |
1,58 |
1,48 |
104,05 |
1,53 |
WZ0118 |
PL0000104717 |
100,11 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,21 |
103,35 |
1,70 |
1,62 |
103,28 |
1,66 |
PS0718 |
PL0000107595 |
101,40 |
101,54 |
1,73 |
1,65 |
101,47 |
1,69 |
OK1018 |
PL0000109062 |
96,37 |
96,51 |
1,77 |
1,70 |
96,44 |
1,74 |
WZ0119 |
PL0000107603 |
99,94 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
103,78 |
103,94 |
1,88 |
1,82 |
103,86 |
1,85 |
DS1019 |
PL0000105441 |
110,72 |
110,93 |
1,91 |
1,85 |
110,83 |
1,88 |
WZ0120 |
PL0000108601 |
99,39 |
99,65 |
--- |
--- |
99,52 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,30 |
2,04 |
1,99 |
98,21 |
2,02 |
DS1020 |
PL0000106126 |
112,25 |
112,45 |
2,10 |
2,05 |
112,35 |
2,08 |
WZ0121 |
PL0000106068 |
98,61 |
98,86 |
--- |
--- |
98,74 |
--- |
PS0421 |
PL0000108916 |
99,16 |
99,29 |
2,19 |
2,16 |
99,23 |
2,18 |
PS0721 |
PL0000109153 |
97,58 |
97,72 |
2,28 |
2,25 |
97,65 |
2,26 |
DS1021 |
PL0000106670 |
116,47 |
116,75 |
2,29 |
2,24 |
116,61 |
2,27 |
WS0922 |
PL0000102646 |
118,50 |
118,72 |
2,41 |
2,37 |
118,61 |
2,39 |
IZ0823 |
PL0000105359 |
110,93 |
112,72 |
--- |
--- |
111,83 |
--- |
DS1023 |
PL0000107264 |
108,79 |
109,22 |
2,63 |
2,56 |
109,01 |
2,59 |
WZ0124 |
PL0000107454 |
96,40 |
96,80 |
--- |
--- |
96,60 |
--- |
DS0725 |
PL0000108197 |
103,31 |
103,70 |
2,82 |
2,77 |
103,51 |
2,79 |
WZ0126 |
PL0000108817 |
94,41 |
94,69 |
--- |
--- |
94,55 |
--- |
DS0726 |
PL0000108866 |
96,66 |
96,94 |
2,89 |
2,86 |
96,80 |
2,88 |
WS0429 |
PL0000105391 |
126,88 |
128,77 |
3,13 |
2,98 |
127,83 |
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) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
70 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
60 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
155 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
25 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
35 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,470 |
1,470 |
1,470 |
15 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
25 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
175 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
20 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
130 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
250 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
80 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
345 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
50 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
400 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
370 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
120 |
OK0717 |
PL0000108502 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
270 |
TOTAL |
2 640 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.