2016-09-27 |
MARKET DATA |
No 186 (2968) |
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 |
870,00 |
885,11 |
63 |
965,00 |
1 024,39 |
10 |
1 835,00 |
1 909,50 |
73 |
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 |
100,22 |
100,23 |
100,220 |
100,220 |
100,220 |
100,220 |
100,220 |
100 000 |
104,63 |
1 |
PS0417 |
PL0000107058 |
101,81 |
101,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,77 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,94 |
103,95 |
103,940 |
103,940 |
103,940 |
103,940 |
103,940 |
100 000 |
108,82 |
1 |
PS0418 |
PL0000107314 |
103,23 |
103,28 |
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 |
96,56 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,83 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,70 |
110,80 |
110,670 |
110,670 |
110,670 |
110,670 |
110,670 |
10 000 |
11,58 |
1 |
PS0420 |
PL0000108510 |
98,21 |
98,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,18 |
112,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,36 |
99,22 |
99,290 |
99,360 |
99,200 |
99,200 |
99,278 |
180 000 |
180,25 |
11 |
PS0721 |
PL0000109153 |
97,80 |
97,61 |
97,800 |
97,800 |
97,550 |
97,550 |
97,640 |
185 000 |
181,22 |
18 |
DS1021 |
PL0000106670 |
116,54 |
116,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,75 |
118,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,25 |
109,25 |
109,250 |
109,250 |
109,230 |
109,230 |
109,235 |
60 000 |
67,77 |
5 |
DS0725 |
PL0000108197 |
104,02 |
103,84 |
103,880 |
103,880 |
103,780 |
103,780 |
103,854 |
40 000 |
41,78 |
4 |
DS0726 |
PL0000108866 |
97,56 |
97,33 |
97,550 |
97,550 |
97,300 |
97,340 |
97,408 |
140 000 |
137,00 |
20 |
WS0428 |
PL0000107611 |
97,40 |
97,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,39 |
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 |
100,07 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,95 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,43 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,65 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,32 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,42 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,34 |
94,38 |
94,340 |
94,340 |
94,330 |
94,330 |
94,335 |
55 000 |
52,06 |
2 |
TOTAL |
870 000 |
885,11 |
63 |
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 |
62 |
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 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
101,80 |
101,92 |
1,53 |
1,33 |
101,86 |
1,43 |
OK0717 |
PL0000108502 |
98,73 |
98,84 |
1,57 |
1,43 |
98,79 |
1,50 |
DS1017 |
PL0000104543 |
103,90 |
104,02 |
1,55 |
1,44 |
103,96 |
1,49 |
WZ0118 |
PL0000104717 |
100,10 |
100,26 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,21 |
103,35 |
1,66 |
1,57 |
103,28 |
1,61 |
PS0718 |
PL0000107595 |
101,42 |
101,57 |
1,70 |
1,62 |
101,50 |
1,65 |
OK1018 |
PL0000109062 |
96,47 |
96,59 |
1,75 |
1,69 |
96,53 |
1,72 |
WZ0119 |
PL0000107603 |
99,91 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
103,79 |
103,98 |
1,86 |
1,79 |
103,89 |
1,82 |
DS1019 |
PL0000105441 |
110,58 |
110,82 |
1,92 |
1,84 |
110,70 |
1,88 |
WZ0120 |
PL0000108601 |
99,36 |
99,59 |
--- |
--- |
99,48 |
--- |
PS0420 |
PL0000108510 |
98,14 |
98,37 |
2,04 |
1,97 |
98,26 |
2,01 |
DS1020 |
PL0000106126 |
112,11 |
112,39 |
2,11 |
2,04 |
112,25 |
2,08 |
WZ0121 |
PL0000106068 |
98,61 |
98,89 |
--- |
--- |
98,75 |
--- |
PS0421 |
PL0000108916 |
99,24 |
99,45 |
2,17 |
2,13 |
99,35 |
2,15 |
PS0721 |
PL0000109153 |
97,67 |
97,82 |
2,26 |
2,23 |
97,75 |
2,25 |
DS1021 |
PL0000106670 |
116,40 |
116,67 |
2,29 |
2,23 |
116,54 |
2,26 |
WS0922 |
PL0000102646 |
118,60 |
118,89 |
2,38 |
2,33 |
118,75 |
2,35 |
IZ0823 |
PL0000105359 |
110,64 |
112,68 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
109,16 |
109,59 |
2,57 |
2,50 |
109,38 |
2,53 |
WZ0124 |
PL0000107454 |
96,36 |
96,64 |
--- |
--- |
96,50 |
--- |
DS0725 |
PL0000108197 |
103,92 |
104,30 |
2,74 |
2,69 |
104,11 |
2,72 |
WZ0126 |
PL0000108817 |
94,24 |
94,45 |
--- |
--- |
94,35 |
--- |
DS0726 |
PL0000108866 |
97,39 |
97,70 |
2,81 |
2,77 |
97,55 |
2,79 |
WS0429 |
PL0000105391 |
127,89 |
128,93 |
3,04 |
2,96 |
128,41 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,04 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
101,79 |
101,90 |
1,55 |
1,36 |
101,85 |
1,45 |
OK0717 |
PL0000108502 |
98,75 |
98,85 |
1,55 |
1,42 |
98,80 |
1,48 |
DS1017 |
PL0000104543 |
103,90 |
103,99 |
1,55 |
1,47 |
103,95 |
1,50 |
WZ0118 |
PL0000104717 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,18 |
103,33 |
1,68 |
1,58 |
103,26 |
1,63 |
PS0718 |
PL0000107595 |
101,47 |
101,59 |
1,67 |
1,60 |
101,53 |
1,64 |
OK1018 |
PL0000109062 |
96,49 |
96,62 |
1,74 |
1,67 |
96,56 |
1,70 |
WZ0119 |
PL0000107603 |
99,92 |
100,09 |
--- |
--- |
100,01 |
--- |
PS0719 |
PL0000108148 |
103,79 |
103,93 |
1,86 |
1,81 |
103,86 |
1,83 |
DS1019 |
PL0000105441 |
110,66 |
110,86 |
1,89 |
1,83 |
110,76 |
1,86 |
WZ0120 |
PL0000108601 |
99,35 |
99,53 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,35 |
2,05 |
1,98 |
98,24 |
2,01 |
DS1020 |
PL0000106126 |
112,09 |
112,34 |
2,12 |
2,06 |
112,22 |
2,09 |
WZ0121 |
PL0000106068 |
98,58 |
98,85 |
--- |
--- |
98,72 |
--- |
PS0421 |
PL0000108916 |
99,14 |
99,28 |
2,20 |
2,16 |
99,21 |
2,18 |
PS0721 |
PL0000109153 |
97,57 |
97,71 |
2,29 |
2,26 |
97,64 |
2,27 |
DS1021 |
PL0000106670 |
116,30 |
116,60 |
2,30 |
2,25 |
116,45 |
2,28 |
WS0922 |
PL0000102646 |
118,49 |
118,76 |
2,39 |
2,35 |
118,63 |
2,37 |
IZ0823 |
PL0000105359 |
110,88 |
112,51 |
--- |
--- |
111,70 |
--- |
DS1023 |
PL0000107264 |
109,03 |
109,32 |
2,58 |
2,54 |
109,18 |
2,56 |
WZ0124 |
PL0000107454 |
96,27 |
96,55 |
--- |
--- |
96,41 |
--- |
DS0725 |
PL0000108197 |
103,73 |
103,95 |
2,76 |
2,74 |
103,84 |
2,75 |
WZ0126 |
PL0000108817 |
94,22 |
94,44 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
97,24 |
97,47 |
2,82 |
2,80 |
97,36 |
2,81 |
WS0429 |
PL0000105391 |
127,74 |
128,81 |
3,05 |
2,97 |
128,28 |
3,01 |
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 |
1,510 |
1,510 |
1,510 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,510 |
1,530 |
1,515 |
205 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
40 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
100 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,510 |
1,530 |
1,519 |
365 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
30 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
215 |
TOTAL |
965 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.