2016-09-21 |
MARKET DATA |
No 182 (2964) |
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 |
2 070,00 |
2 083,40 |
96 |
3 095,00 |
3 155,48 |
23 |
5 165,00 |
5 238,87 |
119 |
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 |
100,28 |
100,29 |
100,280 |
100,280 |
100,280 |
100,280 |
100,280 |
75 000 |
78,46 |
2 |
PS0417 |
PL0000107058 |
101,87 |
101,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,73 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
104,01 |
104,01 |
104,010 |
104,010 |
104,010 |
104,010 |
104,010 |
10 000 |
10,88 |
1 |
PS0418 |
PL0000107314 |
103,24 |
103,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,48 |
101,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,48 |
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 |
110,68 |
110,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,21 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,22 |
112,22 |
112,220 |
112,220 |
112,220 |
112,220 |
112,220 |
25 000 |
29,25 |
1 |
PS0421 |
PL0000108916 |
99,18 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,64 |
97,59 |
97,620 |
97,660 |
97,560 |
97,620 |
97,627 |
355 000 |
347,60 |
22 |
DS1021 |
PL0000106670 |
116,46 |
116,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,71 |
118,46 |
118,460 |
118,580 |
118,460 |
118,580 |
118,526 |
85 000 |
100,75 |
7 |
DS1023 |
PL0000107264 |
109,04 |
109,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,80 |
103,60 |
103,600 |
103,800 |
103,570 |
103,570 |
103,610 |
65 000 |
67,69 |
7 |
DS0726 |
PL0000108866 |
97,10 |
96,90 |
96,950 |
97,200 |
96,950 |
97,050 |
97,050 |
220 000 |
214,41 |
19 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,91 |
128,10 |
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 |
111,40 |
111,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,12 |
100,12 |
100,120 |
100,120 |
100,120 |
100,120 |
100,120 |
1 105 000 |
1 109,55 |
24 |
WZ0118 |
PL0000104717 |
100,14 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,96 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,35 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,68 |
98,70 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
15 000 |
14,85 |
2 |
WZ1122 |
PL0000109377 |
97,37 |
97,43 |
97,370 |
97,370 |
97,360 |
97,360 |
97,361 |
35 000 |
34,28 |
2 |
WZ0124 |
PL0000107454 |
96,33 |
96,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,30 |
94,30 |
94,300 |
94,300 |
94,300 |
94,300 |
94,300 |
80 000 |
75,67 |
9 |
TOTAL |
2 070 000 |
2 083,40 |
96 |
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 |
5 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
68 |
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 |
100,09 |
100,15 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
101,84 |
101,98 |
1,55 |
1,32 |
101,91 |
1,44 |
OK0717 |
PL0000108502 |
98,69 |
98,83 |
1,59 |
1,42 |
98,76 |
1,50 |
DS1017 |
PL0000104543 |
103,93 |
104,07 |
1,57 |
1,45 |
104,00 |
1,51 |
WZ0118 |
PL0000104717 |
100,12 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,16 |
103,33 |
1,71 |
1,60 |
103,25 |
1,65 |
PS0718 |
PL0000107595 |
101,38 |
101,50 |
1,73 |
1,66 |
101,44 |
1,69 |
OK1018 |
PL0000109062 |
96,38 |
96,52 |
1,78 |
1,71 |
96,45 |
1,75 |
WZ0119 |
PL0000107603 |
99,93 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,72 |
103,93 |
1,89 |
1,81 |
103,83 |
1,85 |
DS1019 |
PL0000105441 |
110,59 |
110,82 |
1,93 |
1,86 |
110,71 |
1,89 |
WZ0120 |
PL0000108601 |
99,31 |
99,55 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
98,02 |
98,25 |
2,08 |
2,01 |
98,14 |
2,04 |
DS1020 |
PL0000106126 |
111,99 |
112,26 |
2,15 |
2,09 |
112,13 |
2,12 |
WZ0121 |
PL0000106068 |
98,58 |
98,80 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
99,04 |
99,30 |
2,22 |
2,16 |
99,17 |
2,19 |
PS0721 |
PL0000109153 |
97,48 |
97,63 |
2,30 |
2,27 |
97,56 |
2,29 |
DS1021 |
PL0000106670 |
116,27 |
116,56 |
2,32 |
2,26 |
116,42 |
2,29 |
WS0922 |
PL0000102646 |
118,26 |
118,53 |
2,44 |
2,40 |
118,40 |
2,42 |
IZ0823 |
PL0000105359 |
110,70 |
112,69 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
108,80 |
109,19 |
2,62 |
2,56 |
109,00 |
2,59 |
WZ0124 |
PL0000107454 |
96,25 |
96,65 |
--- |
--- |
96,45 |
--- |
DS0725 |
PL0000108197 |
103,32 |
103,74 |
2,82 |
2,76 |
103,53 |
2,79 |
WZ0126 |
PL0000108817 |
94,07 |
94,50 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
96,74 |
97,01 |
2,88 |
2,85 |
96,88 |
2,87 |
WS0429 |
PL0000105391 |
127,33 |
128,44 |
3,09 |
3,00 |
127,89 |
3,04 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,09 |
100,15 |
--- |
--- |
100,12 |
--- |
PS0417 |
PL0000107058 |
101,85 |
101,99 |
1,54 |
1,30 |
101,92 |
1,42 |
OK0717 |
PL0000108502 |
98,71 |
98,83 |
1,56 |
1,42 |
98,77 |
1,49 |
DS1017 |
PL0000104543 |
103,98 |
104,08 |
1,53 |
1,44 |
104,03 |
1,48 |
WZ0118 |
PL0000104717 |
100,11 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,22 |
103,33 |
1,67 |
1,60 |
103,28 |
1,63 |
PS0718 |
PL0000107595 |
101,45 |
101,53 |
1,69 |
1,65 |
101,49 |
1,67 |
OK1018 |
PL0000109062 |
96,45 |
96,55 |
1,75 |
1,70 |
96,50 |
1,72 |
WZ0119 |
PL0000107603 |
99,93 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,77 |
103,97 |
1,87 |
1,80 |
103,87 |
1,84 |
DS1019 |
PL0000105441 |
110,66 |
110,88 |
1,91 |
1,84 |
110,77 |
1,88 |
WZ0120 |
PL0000108601 |
99,30 |
99,51 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,13 |
98,31 |
2,04 |
1,99 |
98,22 |
2,02 |
DS1020 |
PL0000106126 |
112,14 |
112,28 |
2,12 |
2,08 |
112,21 |
2,10 |
WZ0121 |
PL0000106068 |
98,60 |
98,77 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
99,14 |
99,37 |
2,20 |
2,14 |
99,26 |
2,17 |
PS0721 |
PL0000109153 |
97,56 |
97,66 |
2,29 |
2,26 |
97,61 |
2,28 |
DS1021 |
PL0000106670 |
116,37 |
116,67 |
2,30 |
2,24 |
116,52 |
2,27 |
WS0922 |
PL0000102646 |
118,45 |
118,69 |
2,41 |
2,37 |
118,57 |
2,39 |
IZ0823 |
PL0000105359 |
110,70 |
112,67 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
108,96 |
109,19 |
2,60 |
2,56 |
109,08 |
2,58 |
WZ0124 |
PL0000107454 |
96,24 |
96,57 |
--- |
--- |
96,41 |
--- |
DS0725 |
PL0000108197 |
103,37 |
103,71 |
2,81 |
2,77 |
103,54 |
2,79 |
WZ0126 |
PL0000108817 |
94,10 |
94,40 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
96,93 |
97,12 |
2,86 |
2,84 |
97,03 |
2,85 |
WS0429 |
PL0000105391 |
127,34 |
128,45 |
3,09 |
3,00 |
127,90 |
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) |
(%) |
(%) |
(%) |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
5 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,510 |
1,510 |
1,510 |
5 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
50 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
30 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
40 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,490 |
1,510 |
1,507 |
470 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,520 |
1,520 |
1,520 |
5 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
150 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
310 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
80 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
200 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
270 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
320 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
35 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,490 |
1,510 |
1,501 |
725 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
400 |
TOTAL |
3 095 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.