2016-09-20 |
MARKET DATA |
No 181 (2963) |
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 |
864,95 |
40 |
2 390,00 |
2 441,40 |
22 |
3 245,00 |
3 306,35 |
62 |
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 |
100,30 |
100,300 |
100,300 |
100,300 |
100,300 |
100,300 |
142 500 |
149,09 |
5 |
PS0417 |
PL0000107058 |
101,90 |
101,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,73 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,99 |
104,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,23 |
103,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,45 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,43 |
96,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,80 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,62 |
110,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,18 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,22 |
112,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,13 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,66 |
97,61 |
97,650 |
97,660 |
97,570 |
97,620 |
97,625 |
190 000 |
186,03 |
15 |
DS1021 |
PL0000106670 |
116,43 |
116,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,55 |
118,55 |
118,500 |
118,500 |
118,500 |
118,500 |
118,500 |
10 000 |
11,85 |
2 |
DS1023 |
PL0000107264 |
108,96 |
109,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,51 |
103,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,94 |
96,80 |
96,900 |
97,010 |
96,900 |
97,000 |
96,972 |
45 000 |
43,82 |
6 |
WS0428 |
PL0000107611 |
97,20 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,00 |
127,80 |
127,910 |
127,910 |
127,910 |
127,910 |
127,910 |
20 000 |
26,05 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
111,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,11 |
100,12 |
100,110 |
100,120 |
100,110 |
100,120 |
100,120 |
362 500 |
363,98 |
6 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
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 |
99,36 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,75 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
85 000 |
84,14 |
4 |
WZ1122 |
PL0000109377 |
97,37 |
97,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,38 |
96,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,35 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
855 000 |
864,95 |
40 |
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 |
6 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
69 |
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 |
101,86 |
102,01 |
1,53 |
1,29 |
101,94 |
1,40 |
OK0717 |
PL0000108502 |
98,69 |
98,83 |
1,58 |
1,41 |
98,76 |
1,50 |
DS1017 |
PL0000104543 |
103,94 |
104,09 |
1,57 |
1,44 |
104,02 |
1,50 |
WZ0118 |
PL0000104717 |
100,10 |
100,28 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,15 |
103,30 |
1,72 |
1,62 |
103,23 |
1,67 |
PS0718 |
PL0000107595 |
101,38 |
101,50 |
1,73 |
1,66 |
101,44 |
1,70 |
OK1018 |
PL0000109062 |
96,37 |
96,52 |
1,78 |
1,71 |
96,45 |
1,74 |
WZ0119 |
PL0000107603 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,73 |
103,93 |
1,89 |
1,82 |
103,83 |
1,85 |
DS1019 |
PL0000105441 |
110,57 |
110,81 |
1,94 |
1,87 |
110,69 |
1,90 |
WZ0120 |
PL0000108601 |
99,34 |
99,68 |
--- |
--- |
99,51 |
--- |
PS0420 |
PL0000108510 |
98,03 |
98,26 |
2,07 |
2,00 |
98,15 |
2,04 |
DS1020 |
PL0000106126 |
112,09 |
112,32 |
2,13 |
2,07 |
112,21 |
2,10 |
WZ0121 |
PL0000106068 |
98,54 |
98,84 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
99,03 |
99,26 |
2,22 |
2,17 |
99,15 |
2,19 |
PS0721 |
PL0000109153 |
97,50 |
97,68 |
2,30 |
2,26 |
97,59 |
2,28 |
DS1021 |
PL0000106670 |
116,30 |
116,58 |
2,32 |
2,26 |
116,44 |
2,29 |
WS0922 |
PL0000102646 |
118,37 |
118,66 |
2,42 |
2,37 |
118,52 |
2,40 |
IZ0823 |
PL0000105359 |
110,35 |
112,88 |
--- |
--- |
111,62 |
--- |
DS1023 |
PL0000107264 |
108,76 |
109,13 |
2,63 |
2,57 |
108,95 |
2,60 |
WZ0124 |
PL0000107454 |
96,34 |
96,78 |
--- |
--- |
96,56 |
--- |
DS0725 |
PL0000108197 |
103,14 |
103,55 |
2,84 |
2,79 |
103,35 |
2,81 |
WZ0126 |
PL0000108817 |
94,30 |
94,67 |
--- |
--- |
94,49 |
--- |
DS0726 |
PL0000108866 |
96,55 |
96,88 |
2,91 |
2,87 |
96,72 |
2,89 |
WS0429 |
PL0000105391 |
127,15 |
128,21 |
3,11 |
3,02 |
127,68 |
3,06 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,09 |
100,14 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
101,86 |
102,01 |
1,53 |
1,29 |
101,94 |
1,40 |
OK0717 |
PL0000108502 |
98,69 |
98,81 |
1,58 |
1,44 |
98,75 |
1,51 |
DS1017 |
PL0000104543 |
103,96 |
104,09 |
1,55 |
1,44 |
104,03 |
1,49 |
WZ0118 |
PL0000104717 |
100,11 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,20 |
103,32 |
1,69 |
1,61 |
103,26 |
1,65 |
PS0718 |
PL0000107595 |
101,43 |
101,50 |
1,70 |
1,66 |
101,47 |
1,68 |
OK1018 |
PL0000109062 |
96,41 |
96,52 |
1,76 |
1,71 |
96,47 |
1,73 |
WZ0119 |
PL0000107603 |
99,92 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,77 |
103,94 |
1,87 |
1,81 |
103,86 |
1,84 |
DS1019 |
PL0000105441 |
110,59 |
110,83 |
1,93 |
1,86 |
110,71 |
1,90 |
WZ0120 |
PL0000108601 |
99,31 |
99,56 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
98,13 |
98,28 |
2,04 |
2,00 |
98,21 |
2,02 |
DS1020 |
PL0000106126 |
112,10 |
112,26 |
2,13 |
2,09 |
112,18 |
2,11 |
WZ0121 |
PL0000106068 |
98,64 |
98,81 |
--- |
--- |
98,73 |
--- |
PS0421 |
PL0000108916 |
99,10 |
99,36 |
2,21 |
2,15 |
99,23 |
2,18 |
PS0721 |
PL0000109153 |
97,56 |
97,67 |
2,29 |
2,26 |
97,62 |
2,27 |
DS1021 |
PL0000106670 |
116,38 |
116,68 |
2,30 |
2,24 |
116,53 |
2,27 |
WS0922 |
PL0000102646 |
118,48 |
118,76 |
2,40 |
2,36 |
118,62 |
2,38 |
IZ0823 |
PL0000105359 |
110,92 |
112,46 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
108,90 |
109,29 |
2,61 |
2,55 |
109,10 |
2,58 |
WZ0124 |
PL0000107454 |
96,29 |
96,68 |
--- |
--- |
96,49 |
--- |
DS0725 |
PL0000108197 |
103,41 |
103,75 |
2,81 |
2,76 |
103,58 |
2,78 |
WZ0126 |
PL0000108817 |
94,19 |
94,53 |
--- |
--- |
94,36 |
--- |
DS0726 |
PL0000108866 |
96,78 |
97,04 |
2,88 |
2,85 |
96,91 |
2,86 |
WS0429 |
PL0000105391 |
127,55 |
128,44 |
3,07 |
3,00 |
128,00 |
3,04 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
5 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
165 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
10 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
40 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
350 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,490 |
1,490 |
1,490 |
60 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
245 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
100 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,510 |
1,530 |
1,526 |
290 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
55 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
250 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
300 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
40 |
PS0719 |
PL0000108148 |
2/9 |
7 |
1,500 |
1,500 |
1,500 |
200 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
1,510 |
1,510 |
1,510 |
280 |
TOTAL |
2 390 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.