2016-09-15 |
MARKET DATA |
No 178 (2960) |
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 |
662,50 |
653,11 |
53 |
1 215,00 |
1 279,05 |
17 |
1 877,50 |
1 932,16 |
70 |
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 |
100,32 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,89 |
102,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,74 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,97 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,19 |
103,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,41 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,40 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,77 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,69 |
110,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,10 |
98,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,24 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,15 |
99,10 |
99,110 |
99,110 |
99,040 |
99,040 |
99,075 |
85 000 |
84,90 |
7 |
PS0721 |
PL0000109153 |
97,55 |
97,40 |
97,470 |
97,550 |
97,390 |
97,490 |
97,454 |
402 500 |
393,33 |
28 |
DS1021 |
PL0000106670 |
116,40 |
116,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,45 |
118,36 |
118,400 |
118,400 |
118,300 |
118,300 |
118,350 |
20 000 |
24,81 |
2 |
DS1023 |
PL0000107264 |
108,75 |
108,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,27 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,58 |
96,30 |
96,550 |
96,550 |
96,300 |
96,340 |
96,438 |
155 000 |
150,07 |
16 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,52 |
127,45 |
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 |
111,57 |
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 |
100,12 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,42 |
99,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,40 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,50 |
96,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,39 |
94,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
662 500 |
653,11 |
53 |
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 |
9 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
72 |
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 |
101,88 |
102,01 |
1,54 |
1,33 |
101,95 |
1,43 |
OK0717 |
PL0000108502 |
98,66 |
98,79 |
1,60 |
1,45 |
98,73 |
1,52 |
DS1017 |
PL0000104543 |
103,95 |
104,07 |
1,59 |
1,48 |
104,01 |
1,54 |
WZ0118 |
PL0000104717 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,16 |
103,34 |
1,72 |
1,61 |
103,25 |
1,67 |
PS0718 |
PL0000107595 |
101,34 |
101,52 |
1,75 |
1,66 |
101,43 |
1,70 |
OK1018 |
PL0000109062 |
96,37 |
96,51 |
1,78 |
1,71 |
96,44 |
1,74 |
WZ0119 |
PL0000107603 |
99,91 |
100,11 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
103,74 |
103,92 |
1,89 |
1,82 |
103,83 |
1,85 |
DS1019 |
PL0000105441 |
110,62 |
110,83 |
1,93 |
1,87 |
110,73 |
1,90 |
WZ0120 |
PL0000108601 |
99,35 |
99,69 |
--- |
--- |
99,52 |
--- |
PS0420 |
PL0000108510 |
98,05 |
98,27 |
2,07 |
2,00 |
98,16 |
2,03 |
DS1020 |
PL0000106126 |
112,07 |
112,35 |
2,14 |
2,07 |
112,21 |
2,11 |
WZ0121 |
PL0000106068 |
98,55 |
98,85 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
99,05 |
99,24 |
2,22 |
2,17 |
99,15 |
2,19 |
PS0721 |
PL0000109153 |
97,48 |
97,67 |
2,30 |
2,26 |
97,58 |
2,28 |
DS1021 |
PL0000106670 |
116,33 |
116,61 |
2,31 |
2,26 |
116,47 |
2,29 |
WS0922 |
PL0000102646 |
118,36 |
118,56 |
2,43 |
2,40 |
118,46 |
2,41 |
IZ0823 |
PL0000105359 |
110,94 |
112,73 |
--- |
--- |
111,84 |
--- |
DS1023 |
PL0000107264 |
108,72 |
109,10 |
2,64 |
2,58 |
108,91 |
2,61 |
WZ0124 |
PL0000107454 |
96,34 |
96,80 |
--- |
--- |
96,57 |
--- |
DS0725 |
PL0000108197 |
103,17 |
103,55 |
2,84 |
2,79 |
103,36 |
2,81 |
WZ0126 |
PL0000108817 |
94,31 |
94,70 |
--- |
--- |
94,51 |
--- |
DS0726 |
PL0000108866 |
96,49 |
96,80 |
2,91 |
2,88 |
96,65 |
2,89 |
WS0429 |
PL0000105391 |
126,65 |
128,65 |
3,15 |
2,98 |
127,65 |
3,07 |
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 |
101,87 |
102,01 |
1,56 |
1,33 |
101,94 |
1,45 |
OK0717 |
PL0000108502 |
98,66 |
98,78 |
1,60 |
1,46 |
98,72 |
1,53 |
DS1017 |
PL0000104543 |
103,95 |
104,03 |
1,59 |
1,52 |
103,99 |
1,55 |
WZ0118 |
PL0000104717 |
100,08 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0418 |
PL0000107314 |
103,15 |
103,29 |
1,73 |
1,64 |
103,22 |
1,69 |
PS0718 |
PL0000107595 |
101,37 |
101,46 |
1,74 |
1,69 |
101,42 |
1,71 |
OK1018 |
PL0000109062 |
96,36 |
96,49 |
1,78 |
1,72 |
96,43 |
1,75 |
WZ0119 |
PL0000107603 |
99,92 |
100,10 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
103,71 |
103,92 |
1,90 |
1,82 |
103,82 |
1,86 |
DS1019 |
PL0000105441 |
110,60 |
110,80 |
1,94 |
1,88 |
110,70 |
1,91 |
WZ0120 |
PL0000108601 |
99,37 |
99,66 |
--- |
--- |
99,52 |
--- |
PS0420 |
PL0000108510 |
98,04 |
98,18 |
2,07 |
2,03 |
98,11 |
2,05 |
DS1020 |
PL0000106126 |
112,04 |
112,21 |
2,15 |
2,11 |
112,13 |
2,13 |
WZ0121 |
PL0000106068 |
98,62 |
98,83 |
--- |
--- |
98,73 |
--- |
PS0421 |
PL0000108916 |
99,00 |
99,19 |
2,23 |
2,18 |
99,10 |
2,21 |
PS0721 |
PL0000109153 |
97,39 |
97,50 |
2,32 |
2,30 |
97,45 |
2,31 |
DS1021 |
PL0000106670 |
116,23 |
116,46 |
2,33 |
2,29 |
116,35 |
2,31 |
WS0922 |
PL0000102646 |
118,22 |
118,45 |
2,45 |
2,41 |
118,34 |
2,43 |
IZ0823 |
PL0000105359 |
110,94 |
112,73 |
--- |
--- |
111,84 |
--- |
DS1023 |
PL0000107264 |
108,50 |
108,93 |
2,67 |
2,60 |
108,72 |
2,64 |
WZ0124 |
PL0000107454 |
96,40 |
96,78 |
--- |
--- |
96,59 |
--- |
DS0725 |
PL0000108197 |
102,93 |
103,33 |
2,87 |
2,82 |
103,13 |
2,84 |
WZ0126 |
PL0000108817 |
94,33 |
94,66 |
--- |
--- |
94,50 |
--- |
DS0726 |
PL0000108866 |
96,24 |
96,55 |
2,94 |
2,91 |
96,40 |
2,92 |
WS0429 |
PL0000105391 |
126,50 |
128,25 |
3,16 |
3,02 |
127,38 |
3,09 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
40 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,490 |
1,490 |
1,490 |
40 |
DS1017 |
PL0000104543 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
140 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
65 |
PS0417 |
PL0000107058 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
10 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
20 |
PS0719 |
PL0000108148 |
1/4 |
3 |
1,480 |
1,480 |
1,480 |
140 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
130 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
190 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
120 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
100 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
35 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
130 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
55 |
TOTAL |
1 215 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.