2016-09-23 |
MARKET DATA |
No 184 (2966) |
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 |
370,00 |
376,21 |
39 |
135,00 |
134,43 |
3 |
505,00 |
510,64 |
42 |
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 |
100,24 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,84 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,76 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,98 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,24 |
103,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,50 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,49 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,84 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,72 |
110,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,25 |
98,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,24 |
112,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,35 |
99,38 |
99,320 |
99,320 |
99,300 |
99,300 |
99,310 |
20 000 |
20,03 |
2 |
PS0721 |
PL0000109153 |
97,80 |
97,78 |
97,790 |
97,800 |
97,730 |
97,730 |
97,765 |
160 000 |
156,91 |
15 |
DS1021 |
PL0000106670 |
116,59 |
116,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,85 |
118,80 |
118,850 |
118,850 |
118,720 |
118,720 |
118,781 |
45 000 |
53,48 |
6 |
DS1023 |
PL0000107264 |
109,30 |
109,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,05 |
104,15 |
104,050 |
104,050 |
104,020 |
104,020 |
104,027 |
55 000 |
57,53 |
5 |
DS0726 |
PL0000108866 |
97,63 |
97,50 |
97,680 |
97,680 |
97,500 |
97,500 |
97,625 |
90 000 |
88,26 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,31 |
128,63 |
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 |
111,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,97 |
100,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,45 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,70 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,35 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,48 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,34 |
94,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
370 000 |
376,21 |
39 |
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) |
30NOV16 |
PL0000004990 |
64 |
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 |
100,06 |
100,14 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
101,83 |
101,95 |
1,51 |
1,31 |
101,89 |
1,41 |
OK0717 |
PL0000108502 |
98,75 |
98,89 |
1,53 |
1,36 |
98,82 |
1,45 |
DS1017 |
PL0000104543 |
103,95 |
104,06 |
1,52 |
1,42 |
104,01 |
1,47 |
WZ0118 |
PL0000104717 |
100,09 |
100,27 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,22 |
103,36 |
1,66 |
1,57 |
103,29 |
1,61 |
PS0718 |
PL0000107595 |
101,45 |
101,57 |
1,68 |
1,62 |
101,51 |
1,65 |
OK1018 |
PL0000109062 |
96,47 |
96,60 |
1,75 |
1,68 |
96,54 |
1,71 |
WZ0119 |
PL0000107603 |
99,93 |
100,11 |
--- |
--- |
100,02 |
--- |
PS0719 |
PL0000108148 |
103,82 |
104,02 |
1,85 |
1,78 |
103,92 |
1,81 |
DS1019 |
PL0000105441 |
110,70 |
110,91 |
1,89 |
1,82 |
110,81 |
1,85 |
WZ0120 |
PL0000108601 |
99,34 |
99,60 |
--- |
--- |
99,47 |
--- |
PS0420 |
PL0000108510 |
98,20 |
98,42 |
2,02 |
1,96 |
98,31 |
1,99 |
DS1020 |
PL0000106126 |
112,21 |
112,48 |
2,09 |
2,03 |
112,35 |
2,06 |
WZ0121 |
PL0000106068 |
98,61 |
98,87 |
--- |
--- |
98,74 |
--- |
PS0421 |
PL0000108916 |
99,27 |
99,51 |
2,17 |
2,11 |
99,39 |
2,14 |
PS0721 |
PL0000109153 |
97,73 |
97,90 |
2,25 |
2,21 |
97,82 |
2,23 |
DS1021 |
PL0000106670 |
116,55 |
116,84 |
2,26 |
2,20 |
116,70 |
2,23 |
WS0922 |
PL0000102646 |
118,71 |
119,06 |
2,36 |
2,31 |
118,89 |
2,33 |
IZ0823 |
PL0000105359 |
110,78 |
112,62 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
109,25 |
109,67 |
2,55 |
2,49 |
109,46 |
2,52 |
WZ0124 |
PL0000107454 |
96,38 |
96,81 |
--- |
--- |
96,60 |
--- |
DS0725 |
PL0000108197 |
103,98 |
104,40 |
2,73 |
2,68 |
104,19 |
2,71 |
WZ0126 |
PL0000108817 |
94,26 |
94,46 |
--- |
--- |
94,36 |
--- |
DS0726 |
PL0000108866 |
97,50 |
97,82 |
2,79 |
2,75 |
97,66 |
2,77 |
WS0429 |
PL0000105391 |
128,06 |
129,13 |
3,03 |
2,94 |
128,60 |
2,98 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,06 |
100,13 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
101,83 |
101,94 |
1,51 |
1,33 |
101,89 |
1,41 |
OK0717 |
PL0000108502 |
98,75 |
98,89 |
1,53 |
1,36 |
98,82 |
1,45 |
DS1017 |
PL0000104543 |
103,95 |
104,03 |
1,52 |
1,45 |
103,99 |
1,48 |
WZ0118 |
PL0000104717 |
100,11 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
103,22 |
103,36 |
1,66 |
1,57 |
103,29 |
1,61 |
PS0718 |
PL0000107595 |
101,47 |
101,57 |
1,67 |
1,62 |
101,52 |
1,65 |
OK1018 |
PL0000109062 |
96,47 |
96,59 |
1,75 |
1,68 |
96,53 |
1,72 |
WZ0119 |
PL0000107603 |
99,94 |
100,08 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
103,80 |
103,93 |
1,86 |
1,81 |
103,87 |
1,83 |
DS1019 |
PL0000105441 |
110,67 |
110,88 |
1,90 |
1,83 |
110,78 |
1,86 |
WZ0120 |
PL0000108601 |
99,40 |
99,64 |
--- |
--- |
99,52 |
--- |
PS0420 |
PL0000108510 |
98,18 |
98,39 |
2,03 |
1,97 |
98,29 |
2,00 |
DS1020 |
PL0000106126 |
112,15 |
112,40 |
2,11 |
2,05 |
112,28 |
2,07 |
WZ0121 |
PL0000106068 |
98,64 |
98,86 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
99,28 |
99,42 |
2,16 |
2,13 |
99,35 |
2,15 |
PS0721 |
PL0000109153 |
97,71 |
97,82 |
2,25 |
2,23 |
97,77 |
2,24 |
DS1021 |
PL0000106670 |
116,54 |
116,75 |
2,26 |
2,22 |
116,65 |
2,24 |
WS0922 |
PL0000102646 |
118,70 |
118,87 |
2,36 |
2,34 |
118,79 |
2,35 |
IZ0823 |
PL0000105359 |
110,82 |
112,58 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
109,19 |
109,45 |
2,56 |
2,52 |
109,32 |
2,54 |
WZ0124 |
PL0000107454 |
96,40 |
96,63 |
--- |
--- |
96,52 |
--- |
DS0725 |
PL0000108197 |
103,96 |
104,25 |
2,74 |
2,70 |
104,11 |
2,72 |
WZ0126 |
PL0000108817 |
94,27 |
94,44 |
--- |
--- |
94,36 |
--- |
DS0726 |
PL0000108866 |
97,45 |
97,64 |
2,80 |
2,78 |
97,55 |
2,79 |
WS0429 |
PL0000105391 |
127,92 |
128,98 |
3,04 |
2,95 |
128,45 |
3,00 |
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 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
15 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
1,300 |
1,300 |
1,300 |
70 |
WZ0124 |
PL0000107454 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
50 |
TOTAL |
135 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.