2016-09-22 |
MARKET DATA |
No 183 (2965) |
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 |
2 780,00 |
2 788,32 |
194 |
950,00 |
961,21 |
14 |
3 730,00 |
3 749,52 |
208 |
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 |
100,27 |
100,27 |
100,270 |
100,270 |
100,270 |
100,270 |
100,270 |
175 000 |
183,13 |
6 |
PS0417 |
PL0000107058 |
101,86 |
101,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,77 |
98,85 |
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 |
15 000 |
16,33 |
1 |
PS0418 |
PL0000107314 |
103,25 |
103,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,52 |
101,50 |
101,500 |
101,500 |
101,500 |
101,500 |
101,500 |
50 000 |
50,97 |
1 |
OK1018 |
PL0000109062 |
96,51 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,92 |
103,90 |
103,900 |
103,920 |
103,900 |
103,920 |
103,915 |
100 000 |
104,48 |
7 |
DS1019 |
PL0000105441 |
110,76 |
110,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,24 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,39 |
112,37 |
112,380 |
112,380 |
112,370 |
112,370 |
112,372 |
60 000 |
70,32 |
2 |
PS0421 |
PL0000108916 |
99,45 |
99,41 |
99,430 |
99,450 |
99,310 |
99,430 |
99,381 |
205 000 |
205,46 |
18 |
PS0721 |
PL0000109153 |
97,92 |
97,73 |
97,730 |
97,920 |
97,730 |
97,850 |
97,797 |
495 000 |
485,59 |
38 |
DS1021 |
PL0000106670 |
116,70 |
116,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
119,65 |
118,83 |
118,900 |
118,900 |
118,850 |
118,850 |
118,875 |
20 000 |
23,78 |
2 |
DS1023 |
PL0000107264 |
109,45 |
109,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,25 |
104,10 |
104,000 |
104,350 |
103,980 |
104,350 |
104,092 |
70 000 |
73,26 |
6 |
DS0726 |
PL0000108866 |
97,80 |
97,45 |
97,450 |
97,850 |
97,450 |
97,800 |
97,634 |
622 500 |
610,46 |
60 |
WS0428 |
PL0000107611 |
0,00 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,90 |
128,39 |
128,800 |
128,900 |
128,700 |
128,900 |
128,811 |
22 500 |
29,53 |
5 |
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 |
365 000 |
366,55 |
11 |
WZ0118 |
PL0000104717 |
100,13 |
100,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,98 |
100,07 |
99,980 |
99,980 |
99,980 |
99,980 |
99,980 |
200 000 |
200,57 |
2 |
WZ0120 |
PL0000108601 |
99,45 |
99,45 |
99,450 |
99,450 |
99,440 |
99,440 |
99,443 |
105 000 |
104,74 |
6 |
WZ0121 |
PL0000106068 |
98,70 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,40 |
97,40 |
97,400 |
97,400 |
97,370 |
97,380 |
97,384 |
85 000 |
83,27 |
8 |
WZ0124 |
PL0000107454 |
96,45 |
96,55 |
96,550 |
96,550 |
96,550 |
96,550 |
96,550 |
5 000 |
4,84 |
1 |
WZ0126 |
PL0000108817 |
94,35 |
94,28 |
94,300 |
94,350 |
94,300 |
94,300 |
94,308 |
185 000 |
175,04 |
20 |
TOTAL |
2 780 000 |
2 788,32 |
194 |
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 |
2 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
30NOV16 |
PL0000004990 |
65 |
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 |
101,96 |
1,51 |
1,31 |
101,90 |
1,41 |
OK0717 |
PL0000108502 |
98,73 |
98,86 |
1,55 |
1,39 |
98,80 |
1,47 |
DS1017 |
PL0000104543 |
103,95 |
104,09 |
1,53 |
1,40 |
104,02 |
1,47 |
WZ0118 |
PL0000104717 |
100,11 |
100,27 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,21 |
103,38 |
1,67 |
1,56 |
103,30 |
1,61 |
PS0718 |
PL0000107595 |
101,41 |
101,55 |
1,71 |
1,63 |
101,48 |
1,67 |
OK1018 |
PL0000109062 |
96,45 |
96,60 |
1,75 |
1,68 |
96,53 |
1,71 |
WZ0119 |
PL0000107603 |
99,93 |
100,10 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,80 |
104,00 |
1,86 |
1,79 |
103,90 |
1,82 |
DS1019 |
PL0000105441 |
110,72 |
110,92 |
1,88 |
1,82 |
110,82 |
1,85 |
WZ0120 |
PL0000108601 |
99,22 |
99,50 |
--- |
--- |
99,36 |
--- |
PS0420 |
PL0000108510 |
98,16 |
98,38 |
2,04 |
1,97 |
98,27 |
2,00 |
DS1020 |
PL0000106126 |
112,22 |
112,43 |
2,09 |
2,04 |
112,33 |
2,06 |
WZ0121 |
PL0000106068 |
98,58 |
98,77 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
99,32 |
99,47 |
2,16 |
2,12 |
99,40 |
2,14 |
PS0721 |
PL0000109153 |
97,66 |
97,80 |
2,27 |
2,23 |
97,73 |
2,25 |
DS1021 |
PL0000106670 |
116,50 |
116,79 |
2,27 |
2,22 |
116,65 |
2,24 |
WS0922 |
PL0000102646 |
118,70 |
119,00 |
2,36 |
2,32 |
118,85 |
2,34 |
IZ0823 |
PL0000105359 |
110,71 |
112,64 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
109,22 |
109,61 |
2,56 |
2,50 |
109,42 |
2,53 |
WZ0124 |
PL0000107454 |
96,21 |
96,68 |
--- |
--- |
96,45 |
--- |
DS0725 |
PL0000108197 |
103,85 |
104,28 |
2,75 |
2,70 |
104,07 |
2,72 |
WZ0126 |
PL0000108817 |
94,00 |
94,40 |
--- |
--- |
94,20 |
--- |
DS0726 |
PL0000108866 |
97,38 |
97,67 |
2,81 |
2,77 |
97,53 |
2,79 |
WS0429 |
PL0000105391 |
127,79 |
129,29 |
3,05 |
2,93 |
128,54 |
2,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,07 |
100,14 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
101,84 |
101,95 |
1,51 |
1,32 |
101,90 |
1,41 |
OK0717 |
PL0000108502 |
98,75 |
98,87 |
1,53 |
1,38 |
98,81 |
1,46 |
DS1017 |
PL0000104543 |
103,96 |
104,06 |
1,52 |
1,43 |
104,01 |
1,47 |
WZ0118 |
PL0000104717 |
100,11 |
100,27 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,22 |
103,38 |
1,66 |
1,56 |
103,30 |
1,61 |
PS0718 |
PL0000107595 |
101,47 |
101,59 |
1,67 |
1,61 |
101,53 |
1,64 |
OK1018 |
PL0000109062 |
96,48 |
96,61 |
1,74 |
1,67 |
96,55 |
1,70 |
WZ0119 |
PL0000107603 |
99,95 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0719 |
PL0000108148 |
103,83 |
103,97 |
1,85 |
1,80 |
103,90 |
1,82 |
DS1019 |
PL0000105441 |
110,69 |
110,93 |
1,89 |
1,82 |
110,81 |
1,85 |
WZ0120 |
PL0000108601 |
99,37 |
99,60 |
--- |
--- |
99,49 |
--- |
PS0420 |
PL0000108510 |
98,22 |
98,43 |
2,02 |
1,96 |
98,33 |
1,99 |
DS1020 |
PL0000106126 |
112,32 |
112,47 |
2,07 |
2,03 |
112,40 |
2,05 |
WZ0121 |
PL0000106068 |
98,66 |
98,88 |
--- |
--- |
98,77 |
--- |
PS0421 |
PL0000108916 |
99,35 |
99,51 |
2,15 |
2,11 |
99,43 |
2,13 |
PS0721 |
PL0000109153 |
97,83 |
97,93 |
2,23 |
2,20 |
97,88 |
2,22 |
DS1021 |
PL0000106670 |
116,64 |
116,89 |
2,24 |
2,20 |
116,77 |
2,22 |
WS0922 |
PL0000102646 |
118,86 |
119,16 |
2,34 |
2,29 |
119,01 |
2,31 |
IZ0823 |
PL0000105359 |
110,69 |
112,66 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
109,40 |
109,77 |
2,53 |
2,48 |
109,59 |
2,50 |
WZ0124 |
PL0000107454 |
96,35 |
96,68 |
--- |
--- |
96,52 |
--- |
DS0725 |
PL0000108197 |
104,10 |
104,43 |
2,72 |
2,68 |
104,27 |
2,70 |
WZ0126 |
PL0000108817 |
94,26 |
94,46 |
--- |
--- |
94,36 |
--- |
DS0726 |
PL0000108866 |
97,70 |
97,89 |
2,77 |
2,75 |
97,80 |
2,76 |
WS0429 |
PL0000105391 |
128,25 |
129,37 |
3,01 |
2,92 |
128,81 |
2,97 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
15 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
50 |
PS0421 |
PL0000108916 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
100 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
40 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
1,470 |
1,470 |
1,470 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
70 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
85 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
65 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
270 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
40 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
75 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,470 |
1,470 |
1,470 |
130 |
TOTAL |
950 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.