2016-09-28 |
MARKET DATA |
No 187 (2969) |
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 |
550,00 |
551,80 |
40 |
955,00 |
1 023,49 |
11 |
1 505,00 |
1 575,29 |
51 |
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 |
100,20 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,81 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,79 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,90 |
103,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,21 |
103,26 |
103,260 |
103,280 |
103,260 |
103,280 |
103,274 |
95 000 |
99,65 |
4 |
PS0718 |
PL0000107595 |
101,45 |
101,51 |
101,520 |
101,520 |
101,520 |
101,520 |
101,520 |
105 000 |
107,08 |
4 |
OK1018 |
PL0000109062 |
96,54 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,80 |
103,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,64 |
110,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,14 |
98,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,05 |
112,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,16 |
99,10 |
99,080 |
99,160 |
99,080 |
99,150 |
99,130 |
20 000 |
20,00 |
4 |
PS0721 |
PL0000109153 |
97,60 |
97,49 |
97,580 |
97,580 |
97,460 |
97,490 |
97,533 |
190 000 |
185,92 |
17 |
DS1021 |
PL0000106670 |
116,30 |
116,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,45 |
118,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
109,00 |
109,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,70 |
103,55 |
103,550 |
103,550 |
103,550 |
103,550 |
103,550 |
15 000 |
15,62 |
2 |
DS0726 |
PL0000108866 |
97,33 |
96,93 |
96,950 |
97,020 |
96,930 |
96,950 |
96,970 |
25 000 |
24,36 |
5 |
WS0428 |
PL0000107611 |
97,16 |
97,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,87 |
127,76 |
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 |
111,50 |
111,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,06 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,13 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,99 |
99,98 |
99,990 |
99,990 |
99,980 |
99,980 |
99,981 |
80 000 |
80,25 |
2 |
WZ0120 |
PL0000108601 |
99,36 |
99,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,63 |
98,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,30 |
97,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,35 |
96,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,29 |
94,28 |
94,290 |
94,290 |
94,280 |
94,280 |
94,288 |
20 000 |
18,92 |
2 |
TOTAL |
550 000 |
551,80 |
40 |
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 |
61 |
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 |
101,77 |
101,88 |
1,57 |
1,38 |
101,83 |
1,47 |
OK0717 |
PL0000108502 |
98,74 |
98,84 |
1,56 |
1,44 |
98,79 |
1,50 |
DS1017 |
PL0000104543 |
103,86 |
103,95 |
1,58 |
1,49 |
103,91 |
1,53 |
WZ0118 |
PL0000104717 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,17 |
103,31 |
1,68 |
1,59 |
103,24 |
1,63 |
PS0718 |
PL0000107595 |
101,41 |
101,55 |
1,70 |
1,63 |
101,48 |
1,66 |
OK1018 |
PL0000109062 |
96,49 |
96,62 |
1,74 |
1,68 |
96,56 |
1,71 |
WZ0119 |
PL0000107603 |
99,91 |
100,09 |
--- |
--- |
100,00 |
--- |
PS0719 |
PL0000108148 |
103,78 |
103,98 |
1,86 |
1,79 |
103,88 |
1,82 |
DS1019 |
PL0000105441 |
110,61 |
110,82 |
1,91 |
1,84 |
110,72 |
1,87 |
WZ0120 |
PL0000108601 |
99,33 |
99,60 |
--- |
--- |
99,47 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,33 |
2,05 |
1,99 |
98,23 |
2,02 |
DS1020 |
PL0000106126 |
112,02 |
112,29 |
2,13 |
2,07 |
112,16 |
2,10 |
WZ0121 |
PL0000106068 |
98,55 |
98,81 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
99,06 |
99,33 |
2,22 |
2,15 |
99,20 |
2,18 |
PS0721 |
PL0000109153 |
97,54 |
97,68 |
2,29 |
2,26 |
97,61 |
2,28 |
DS1021 |
PL0000106670 |
116,28 |
116,57 |
2,31 |
2,25 |
116,43 |
2,28 |
WS0922 |
PL0000102646 |
118,42 |
118,72 |
2,41 |
2,36 |
118,57 |
2,38 |
IZ0823 |
PL0000105359 |
110,80 |
112,51 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
108,97 |
109,34 |
2,59 |
2,54 |
109,16 |
2,56 |
WZ0124 |
PL0000107454 |
96,30 |
96,59 |
--- |
--- |
96,45 |
--- |
DS0725 |
PL0000108197 |
103,67 |
104,07 |
2,77 |
2,72 |
103,87 |
2,75 |
WZ0126 |
PL0000108817 |
94,20 |
94,44 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
97,24 |
97,48 |
2,82 |
2,79 |
97,36 |
2,81 |
WS0429 |
PL0000105391 |
127,62 |
128,70 |
3,06 |
2,98 |
128,16 |
3,02 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,78 |
101,88 |
1,55 |
1,38 |
101,83 |
1,47 |
OK0717 |
PL0000108502 |
98,74 |
98,84 |
1,56 |
1,44 |
98,79 |
1,50 |
DS1017 |
PL0000104543 |
103,87 |
103,94 |
1,57 |
1,50 |
103,91 |
1,53 |
WZ0118 |
PL0000104717 |
100,09 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,19 |
103,32 |
1,67 |
1,58 |
103,26 |
1,62 |
PS0718 |
PL0000107595 |
101,41 |
101,54 |
1,70 |
1,63 |
101,48 |
1,66 |
OK1018 |
PL0000109062 |
96,51 |
96,60 |
1,73 |
1,69 |
96,56 |
1,71 |
WZ0119 |
PL0000107603 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,78 |
103,90 |
1,86 |
1,82 |
103,84 |
1,84 |
DS1019 |
PL0000105441 |
110,58 |
110,82 |
1,92 |
1,84 |
110,70 |
1,88 |
WZ0120 |
PL0000108601 |
99,30 |
99,53 |
--- |
--- |
99,42 |
--- |
PS0420 |
PL0000108510 |
98,08 |
98,30 |
2,06 |
2,00 |
98,19 |
2,03 |
DS1020 |
PL0000106126 |
111,99 |
112,24 |
2,14 |
2,08 |
112,12 |
2,11 |
WZ0121 |
PL0000106068 |
98,58 |
98,78 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
99,08 |
99,21 |
2,21 |
2,18 |
99,15 |
2,20 |
PS0721 |
PL0000109153 |
97,47 |
97,60 |
2,31 |
2,28 |
97,54 |
2,29 |
DS1021 |
PL0000106670 |
116,24 |
116,46 |
2,31 |
2,27 |
116,35 |
2,29 |
WS0922 |
PL0000102646 |
118,31 |
118,55 |
2,42 |
2,38 |
118,43 |
2,40 |
IZ0823 |
PL0000105359 |
110,78 |
112,65 |
--- |
--- |
111,72 |
--- |
DS1023 |
PL0000107264 |
108,77 |
109,15 |
2,62 |
2,57 |
108,96 |
2,59 |
WZ0124 |
PL0000107454 |
96,22 |
96,50 |
--- |
--- |
96,36 |
--- |
DS0725 |
PL0000108197 |
103,54 |
103,74 |
2,79 |
2,76 |
103,64 |
2,78 |
WZ0126 |
PL0000108817 |
94,20 |
94,41 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
96,97 |
97,17 |
2,86 |
2,83 |
97,07 |
2,84 |
WS0429 |
PL0000105391 |
127,27 |
128,30 |
3,09 |
3,01 |
127,79 |
3,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
75 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,530 |
1,600 |
1,547 |
225 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
35 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
170 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
215 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
30 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
90 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
20 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,600 |
1,600 |
1,600 |
95 |
TOTAL |
955 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.