2016-09-19 |
MARKET DATA |
No 180 (2962) |
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 |
560,00 |
548,60 |
37 |
2 065,00 |
2 132,90 |
20 |
2 625,00 |
2 681,50 |
57 |
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 |
100,30 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,90 |
101,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,71 |
98,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,97 |
104,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,24 |
103,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,40 |
101,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,40 |
96,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,75 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,60 |
110,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,09 |
98,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,18 |
112,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,13 |
99,12 |
99,130 |
99,130 |
99,100 |
99,100 |
99,111 |
35 000 |
34,97 |
3 |
PS0721 |
PL0000109153 |
97,61 |
97,42 |
97,420 |
97,610 |
97,420 |
97,530 |
97,504 |
297 500 |
290,90 |
22 |
DS1021 |
PL0000106670 |
116,35 |
116,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,45 |
118,36 |
118,450 |
118,450 |
118,450 |
118,450 |
118,450 |
10 000 |
11,85 |
2 |
DS1023 |
PL0000107264 |
108,78 |
108,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,20 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,60 |
96,40 |
96,450 |
96,610 |
96,450 |
96,600 |
96,561 |
217 500 |
210,88 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,45 |
127,41 |
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 |
111,97 |
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 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,38 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,65 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,35 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,38 |
96,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,50 |
94,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
560 000 |
548,60 |
37 |
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 |
7 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
70 |
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 |
100,16 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
101,88 |
102,03 |
1,52 |
1,27 |
101,96 |
1,38 |
OK0717 |
PL0000108502 |
98,69 |
98,83 |
1,58 |
1,41 |
98,76 |
1,49 |
DS1017 |
PL0000104543 |
103,95 |
104,05 |
1,57 |
1,48 |
104,00 |
1,53 |
WZ0118 |
PL0000104717 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,19 |
103,31 |
1,70 |
1,62 |
103,25 |
1,66 |
PS0718 |
PL0000107595 |
101,37 |
101,51 |
1,74 |
1,66 |
101,44 |
1,70 |
OK1018 |
PL0000109062 |
96,37 |
96,51 |
1,78 |
1,71 |
96,44 |
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 |
110,56 |
110,76 |
1,95 |
1,88 |
110,66 |
1,92 |
WZ0120 |
PL0000108601 |
99,34 |
99,67 |
--- |
--- |
99,51 |
--- |
PS0420 |
PL0000108510 |
97,97 |
98,18 |
2,09 |
2,03 |
98,08 |
2,06 |
DS1020 |
PL0000106126 |
111,95 |
112,19 |
2,16 |
2,11 |
112,07 |
2,14 |
WZ0121 |
PL0000106068 |
98,56 |
98,84 |
--- |
--- |
98,70 |
--- |
PS0421 |
PL0000108916 |
98,94 |
99,18 |
2,24 |
2,19 |
99,06 |
2,22 |
PS0721 |
PL0000109153 |
97,38 |
97,49 |
2,33 |
2,30 |
97,44 |
2,31 |
DS1021 |
PL0000106670 |
116,18 |
116,44 |
2,34 |
2,29 |
116,31 |
2,32 |
WS0922 |
PL0000102646 |
118,18 |
118,50 |
2,45 |
2,40 |
118,34 |
2,42 |
IZ0823 |
PL0000105359 |
110,97 |
112,70 |
--- |
--- |
111,84 |
--- |
DS1023 |
PL0000107264 |
108,53 |
108,96 |
2,66 |
2,60 |
108,75 |
2,63 |
WZ0124 |
PL0000107454 |
96,32 |
96,67 |
--- |
--- |
96,50 |
--- |
DS0725 |
PL0000108197 |
102,85 |
103,26 |
2,88 |
2,83 |
103,06 |
2,85 |
WZ0126 |
PL0000108817 |
94,31 |
94,68 |
--- |
--- |
94,50 |
--- |
DS0726 |
PL0000108866 |
96,25 |
96,58 |
2,94 |
2,90 |
96,42 |
2,92 |
WS0429 |
PL0000105391 |
126,86 |
127,78 |
3,13 |
3,05 |
127,32 |
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 |
100,14 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
101,87 |
101,99 |
1,53 |
1,33 |
101,93 |
1,43 |
OK0717 |
PL0000108502 |
98,69 |
98,83 |
1,58 |
1,41 |
98,76 |
1,49 |
DS1017 |
PL0000104543 |
103,95 |
104,08 |
1,57 |
1,46 |
104,02 |
1,51 |
WZ0118 |
PL0000104717 |
100,11 |
100,27 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,19 |
103,31 |
1,70 |
1,62 |
103,25 |
1,66 |
PS0718 |
PL0000107595 |
101,38 |
101,53 |
1,73 |
1,65 |
101,46 |
1,69 |
OK1018 |
PL0000109062 |
96,37 |
96,51 |
1,78 |
1,71 |
96,44 |
1,75 |
WZ0119 |
PL0000107603 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,72 |
103,92 |
1,89 |
1,82 |
103,82 |
1,86 |
DS1019 |
PL0000105441 |
110,56 |
110,79 |
1,95 |
1,88 |
110,68 |
1,91 |
WZ0120 |
PL0000108601 |
99,35 |
99,68 |
--- |
--- |
99,52 |
--- |
PS0420 |
PL0000108510 |
98,05 |
98,20 |
2,07 |
2,02 |
98,13 |
2,04 |
DS1020 |
PL0000106126 |
112,12 |
112,30 |
2,12 |
2,08 |
112,21 |
2,10 |
WZ0121 |
PL0000106068 |
98,60 |
98,85 |
--- |
--- |
98,73 |
--- |
PS0421 |
PL0000108916 |
99,06 |
99,19 |
2,22 |
2,18 |
99,13 |
2,20 |
PS0721 |
PL0000109153 |
97,48 |
97,59 |
2,30 |
2,28 |
97,54 |
2,29 |
DS1021 |
PL0000106670 |
116,28 |
116,58 |
2,32 |
2,26 |
116,43 |
2,29 |
WS0922 |
PL0000102646 |
118,31 |
118,55 |
2,43 |
2,39 |
118,43 |
2,41 |
IZ0823 |
PL0000105359 |
110,86 |
112,53 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
108,69 |
109,07 |
2,64 |
2,58 |
108,88 |
2,61 |
WZ0124 |
PL0000107454 |
96,33 |
96,69 |
--- |
--- |
96,51 |
--- |
DS0725 |
PL0000108197 |
103,14 |
103,44 |
2,84 |
2,80 |
103,29 |
2,82 |
WZ0126 |
PL0000108817 |
94,40 |
94,67 |
--- |
--- |
94,54 |
--- |
DS0726 |
PL0000108866 |
96,50 |
96,70 |
2,91 |
2,89 |
96,60 |
2,90 |
WS0429 |
PL0000105391 |
127,09 |
128,04 |
3,11 |
3,03 |
127,57 |
3,07 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
90 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
45 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
10 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
115 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
15 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
65 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
40 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
30 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
145 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
70 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
110 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
400 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
110 |
DS1021 |
PL0000106670 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
185 |
OK1018 |
PL0000109062 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
310 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
200 |
WZ0124 |
PL0000107454 |
2/9 |
7 |
1,490 |
1,490 |
1,490 |
65 |
TOTAL |
2 065 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.