2016-09-29 |
MARKET DATA |
No 188 (2970) |
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 |
1 167,50 |
1 182,19 |
113 |
440,00 |
434,65 |
2 |
1 607,50 |
1 616,84 |
115 |
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 |
100,18 |
100,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,77 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,79 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,88 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,17 |
103,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,41 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,54 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,78 |
103,77 |
103,780 |
103,780 |
103,780 |
103,780 |
103,780 |
150 000 |
156,60 |
3 |
DS1019 |
PL0000105441 |
110,58 |
110,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,13 |
98,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,97 |
112,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,11 |
98,98 |
99,090 |
99,090 |
98,890 |
98,950 |
98,991 |
220 000 |
219,72 |
20 |
PS0721 |
PL0000109153 |
97,47 |
97,37 |
97,460 |
97,460 |
97,340 |
97,370 |
97,389 |
242 500 |
236,98 |
22 |
DS1021 |
PL0000106670 |
116,18 |
116,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,30 |
118,24 |
118,150 |
118,150 |
118,120 |
118,120 |
118,132 |
25 000 |
29,57 |
2 |
DS1023 |
PL0000107264 |
108,80 |
108,75 |
108,800 |
108,800 |
108,800 |
108,800 |
108,800 |
35 000 |
39,40 |
6 |
DS0725 |
PL0000108197 |
103,35 |
103,25 |
103,200 |
103,350 |
103,200 |
103,250 |
103,264 |
135 000 |
140,25 |
16 |
DS0726 |
PL0000108866 |
96,90 |
96,63 |
97,000 |
97,000 |
96,630 |
96,680 |
96,758 |
285 000 |
277,13 |
39 |
WS0428 |
PL0000107611 |
96,78 |
97,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,35 |
127,00 |
127,000 |
127,000 |
126,960 |
126,960 |
126,980 |
20 000 |
25,90 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,50 |
111,95 |
111,500 |
111,500 |
111,500 |
111,500 |
111,500 |
5 000 |
6,38 |
1 |
WZ0117 |
PL0000106936 |
100,05 |
100,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,19 |
100,22 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
50 000 |
50,27 |
2 |
WZ0119 |
PL0000107603 |
99,95 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,38 |
99,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,27 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,24 |
96,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 167 500 |
1 182,19 |
113 |
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 |
58 |
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 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,76 |
101,86 |
1,54 |
1,37 |
101,81 |
1,46 |
OK0717 |
PL0000108502 |
98,76 |
98,87 |
1,55 |
1,41 |
98,82 |
1,48 |
DS1017 |
PL0000104543 |
103,81 |
103,95 |
1,59 |
1,47 |
103,88 |
1,53 |
WZ0118 |
PL0000104717 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,16 |
103,32 |
1,67 |
1,57 |
103,24 |
1,62 |
PS0718 |
PL0000107595 |
101,39 |
101,56 |
1,71 |
1,62 |
101,48 |
1,66 |
OK1018 |
PL0000109062 |
96,48 |
96,59 |
1,75 |
1,70 |
96,54 |
1,72 |
WZ0119 |
PL0000107603 |
99,89 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,75 |
103,94 |
1,87 |
1,80 |
103,85 |
1,83 |
DS1019 |
PL0000105441 |
110,51 |
110,75 |
1,93 |
1,85 |
110,63 |
1,89 |
WZ0120 |
PL0000108601 |
99,30 |
99,57 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
98,05 |
98,28 |
2,07 |
2,00 |
98,17 |
2,04 |
DS1020 |
PL0000106126 |
111,91 |
112,20 |
2,15 |
2,08 |
112,06 |
2,12 |
WZ0121 |
PL0000106068 |
98,51 |
98,76 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
99,04 |
99,19 |
2,22 |
2,19 |
99,12 |
2,20 |
PS0721 |
PL0000109153 |
97,42 |
97,59 |
2,32 |
2,28 |
97,51 |
2,30 |
DS1021 |
PL0000106670 |
116,10 |
116,39 |
2,34 |
2,28 |
116,25 |
2,31 |
WS0922 |
PL0000102646 |
118,25 |
118,53 |
2,43 |
2,38 |
118,39 |
2,41 |
IZ0823 |
PL0000105359 |
110,67 |
112,68 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
108,73 |
109,09 |
2,63 |
2,57 |
108,91 |
2,60 |
WZ0124 |
PL0000107454 |
96,19 |
96,47 |
--- |
--- |
96,33 |
--- |
DS0725 |
PL0000108197 |
103,31 |
103,65 |
2,82 |
2,77 |
103,48 |
2,80 |
WZ0126 |
PL0000108817 |
94,18 |
94,39 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
96,83 |
97,03 |
2,87 |
2,85 |
96,93 |
2,86 |
WS0429 |
PL0000105391 |
127,06 |
128,21 |
3,11 |
3,01 |
127,64 |
3,06 |
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 |
101,76 |
101,86 |
1,54 |
1,37 |
101,81 |
1,46 |
OK0717 |
PL0000108502 |
98,76 |
98,86 |
1,55 |
1,43 |
98,81 |
1,49 |
DS1017 |
PL0000104543 |
103,83 |
103,90 |
1,58 |
1,51 |
103,87 |
1,54 |
WZ0118 |
PL0000104717 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,14 |
103,29 |
1,69 |
1,59 |
103,22 |
1,64 |
PS0718 |
PL0000107595 |
101,36 |
101,53 |
1,73 |
1,63 |
101,45 |
1,68 |
OK1018 |
PL0000109062 |
96,50 |
96,61 |
1,74 |
1,69 |
96,56 |
1,71 |
WZ0119 |
PL0000107603 |
99,92 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,73 |
103,83 |
1,87 |
1,84 |
103,78 |
1,85 |
DS1019 |
PL0000105441 |
110,53 |
110,71 |
1,92 |
1,87 |
110,62 |
1,89 |
WZ0120 |
PL0000108601 |
99,34 |
99,59 |
--- |
--- |
99,47 |
--- |
PS0420 |
PL0000108510 |
97,99 |
98,22 |
2,09 |
2,02 |
98,11 |
2,05 |
DS1020 |
PL0000106126 |
111,81 |
112,10 |
2,18 |
2,11 |
111,96 |
2,14 |
WZ0121 |
PL0000106068 |
98,55 |
98,75 |
--- |
--- |
98,65 |
--- |
PS0421 |
PL0000108916 |
98,89 |
99,04 |
2,26 |
2,22 |
98,97 |
2,24 |
PS0721 |
PL0000109153 |
97,31 |
97,47 |
2,35 |
2,31 |
97,39 |
2,33 |
DS1021 |
PL0000106670 |
115,93 |
116,23 |
2,37 |
2,31 |
116,08 |
2,34 |
WS0922 |
PL0000102646 |
118,02 |
118,32 |
2,47 |
2,42 |
118,17 |
2,44 |
IZ0823 |
PL0000105359 |
110,82 |
112,67 |
--- |
--- |
111,75 |
--- |
DS1023 |
PL0000107264 |
108,45 |
108,86 |
2,67 |
2,61 |
108,66 |
2,64 |
WZ0124 |
PL0000107454 |
96,19 |
96,44 |
--- |
--- |
96,32 |
--- |
DS0725 |
PL0000108197 |
103,10 |
103,42 |
2,84 |
2,80 |
103,26 |
2,82 |
WZ0126 |
PL0000108817 |
94,19 |
94,37 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
96,53 |
96,75 |
2,91 |
2,88 |
96,64 |
2,90 |
WS0429 |
PL0000105391 |
126,72 |
127,79 |
3,14 |
3,05 |
127,26 |
3,09 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,530 |
1,530 |
1,530 |
400 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,530 |
1,530 |
1,530 |
40 |
TOTAL |
440 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.