2016-09-26 |
MARKET DATA |
No 185 (2967) |
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 |
450,00 |
458,52 |
38 |
475,00 |
490,34 |
9 |
925,00 |
948,86 |
47 |
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 |
100,23 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,83 |
101,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,78 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,96 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,24 |
103,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,48 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,82 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,70 |
110,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,21 |
98,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,25 |
112,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,38 |
99,32 |
99,380 |
99,380 |
99,240 |
99,320 |
99,316 |
95 000 |
95,16 |
7 |
PS0721 |
PL0000109153 |
97,79 |
97,68 |
97,790 |
97,790 |
97,640 |
97,700 |
97,697 |
155 000 |
151,91 |
16 |
DS1021 |
PL0000106670 |
116,53 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,73 |
118,67 |
118,650 |
118,750 |
118,650 |
118,700 |
118,724 |
65 000 |
77,22 |
5 |
DS1023 |
PL0000107264 |
109,30 |
109,30 |
109,400 |
109,400 |
109,280 |
109,280 |
109,320 |
15 000 |
16,95 |
2 |
DS0725 |
PL0000108197 |
104,02 |
104,05 |
104,000 |
104,000 |
104,000 |
104,000 |
104,000 |
10 000 |
10,46 |
1 |
DS0726 |
PL0000108866 |
97,55 |
97,40 |
97,550 |
97,550 |
97,350 |
97,350 |
97,387 |
35 000 |
34,24 |
3 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,25 |
128,45 |
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 |
100,14 |
100,24 |
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 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,65 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,35 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,51 |
96,55 |
96,470 |
96,470 |
96,430 |
96,430 |
96,445 |
75 000 |
72,57 |
4 |
WZ0126 |
PL0000108817 |
94,34 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
450 000 |
458,52 |
38 |
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 |
63 |
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 |
100,13 |
--- |
--- |
100,10 |
--- |
PS0417 |
PL0000107058 |
101,82 |
101,94 |
1,51 |
1,31 |
101,88 |
1,41 |
OK0717 |
PL0000108502 |
98,76 |
98,89 |
1,53 |
1,37 |
98,83 |
1,44 |
DS1017 |
PL0000104543 |
103,92 |
104,04 |
1,54 |
1,43 |
103,98 |
1,48 |
WZ0118 |
PL0000104717 |
100,10 |
100,27 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,21 |
103,38 |
1,66 |
1,55 |
103,30 |
1,60 |
PS0718 |
PL0000107595 |
101,41 |
101,58 |
1,71 |
1,61 |
101,50 |
1,66 |
OK1018 |
PL0000109062 |
96,48 |
96,61 |
1,74 |
1,68 |
96,55 |
1,71 |
WZ0119 |
PL0000107603 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
103,80 |
104,00 |
1,85 |
1,78 |
103,90 |
1,82 |
DS1019 |
PL0000105441 |
110,65 |
110,89 |
1,90 |
1,82 |
110,77 |
1,86 |
WZ0120 |
PL0000108601 |
99,38 |
99,64 |
--- |
--- |
99,51 |
--- |
PS0420 |
PL0000108510 |
98,17 |
98,39 |
2,03 |
1,97 |
98,28 |
2,00 |
DS1020 |
PL0000106126 |
112,14 |
112,41 |
2,11 |
2,04 |
112,28 |
2,07 |
WZ0121 |
PL0000106068 |
98,61 |
98,90 |
--- |
--- |
98,76 |
--- |
PS0421 |
PL0000108916 |
99,25 |
99,46 |
2,17 |
2,12 |
99,36 |
2,15 |
PS0721 |
PL0000109153 |
97,69 |
97,82 |
2,26 |
2,23 |
97,76 |
2,24 |
DS1021 |
PL0000106670 |
116,46 |
116,76 |
2,28 |
2,22 |
116,61 |
2,25 |
WS0922 |
PL0000102646 |
118,61 |
118,91 |
2,38 |
2,33 |
118,76 |
2,35 |
IZ0823 |
PL0000105359 |
110,89 |
112,49 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
109,19 |
109,56 |
2,56 |
2,51 |
109,38 |
2,53 |
WZ0124 |
PL0000107454 |
96,38 |
96,69 |
--- |
--- |
96,54 |
--- |
DS0725 |
PL0000108197 |
103,80 |
104,19 |
2,76 |
2,71 |
104,00 |
2,73 |
WZ0126 |
PL0000108817 |
94,25 |
94,48 |
--- |
--- |
94,37 |
--- |
DS0726 |
PL0000108866 |
97,37 |
97,69 |
2,81 |
2,77 |
97,53 |
2,79 |
WS0429 |
PL0000105391 |
127,84 |
129,01 |
3,05 |
2,95 |
128,43 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,06 |
100,12 |
--- |
--- |
100,09 |
--- |
PS0417 |
PL0000107058 |
101,81 |
101,92 |
1,53 |
1,34 |
101,87 |
1,43 |
OK0717 |
PL0000108502 |
98,74 |
98,84 |
1,55 |
1,43 |
98,79 |
1,49 |
DS1017 |
PL0000104543 |
103,93 |
104,02 |
1,53 |
1,45 |
103,98 |
1,48 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,21 |
103,34 |
1,66 |
1,58 |
103,28 |
1,62 |
PS0718 |
PL0000107595 |
101,44 |
101,56 |
1,69 |
1,62 |
101,50 |
1,66 |
OK1018 |
PL0000109062 |
96,48 |
96,58 |
1,74 |
1,69 |
96,53 |
1,72 |
WZ0119 |
PL0000107603 |
99,93 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
103,78 |
103,92 |
1,86 |
1,81 |
103,85 |
1,84 |
DS1019 |
PL0000105441 |
110,64 |
110,80 |
1,90 |
1,85 |
110,72 |
1,88 |
WZ0120 |
PL0000108601 |
99,36 |
99,59 |
--- |
--- |
99,48 |
--- |
PS0420 |
PL0000108510 |
98,16 |
98,33 |
2,04 |
1,99 |
98,25 |
2,01 |
DS1020 |
PL0000106126 |
112,09 |
112,35 |
2,12 |
2,06 |
112,22 |
2,09 |
WZ0121 |
PL0000106068 |
98,60 |
98,89 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
99,26 |
99,38 |
2,17 |
2,14 |
99,32 |
2,16 |
PS0721 |
PL0000109153 |
97,67 |
97,78 |
2,26 |
2,24 |
97,73 |
2,25 |
DS1021 |
PL0000106670 |
116,45 |
116,67 |
2,28 |
2,24 |
116,56 |
2,26 |
WS0922 |
PL0000102646 |
118,64 |
118,81 |
2,37 |
2,34 |
118,73 |
2,36 |
IZ0823 |
PL0000105359 |
110,94 |
112,44 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
109,22 |
109,46 |
2,56 |
2,52 |
109,34 |
2,54 |
WZ0124 |
PL0000107454 |
96,33 |
96,61 |
--- |
--- |
96,47 |
--- |
DS0725 |
PL0000108197 |
103,96 |
104,21 |
2,74 |
2,70 |
104,09 |
2,72 |
WZ0126 |
PL0000108817 |
94,25 |
94,45 |
--- |
--- |
94,35 |
--- |
DS0726 |
PL0000108866 |
97,42 |
97,61 |
2,80 |
2,78 |
97,52 |
2,79 |
WS0429 |
PL0000105391 |
127,87 |
128,87 |
3,04 |
2,96 |
128,37 |
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) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
35 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
5 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,510 |
1,510 |
1,510 |
200 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,490 |
1,500 |
1,499 |
180 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
5 |
TOTAL |
475 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.