2016-09-30 |
MARKET DATA |
No 189 (2971) |
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 |
715,00 |
706,75 |
63 |
1 360,00 |
1 462,45 |
9 |
2 075,00 |
2 169,20 |
72 |
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 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,77 |
101,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,79 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,85 |
103,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,15 |
103,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,38 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,53 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,73 |
103,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,51 |
110,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,07 |
98,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,95 |
111,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,09 |
98,90 |
98,890 |
99,090 |
98,860 |
99,090 |
98,948 |
55 000 |
54,91 |
7 |
PS0721 |
PL0000109153 |
97,45 |
97,25 |
97,240 |
97,480 |
97,200 |
97,450 |
97,295 |
400 000 |
390,54 |
28 |
DS1021 |
PL0000106670 |
116,15 |
116,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,19 |
118,04 |
118,050 |
118,190 |
118,050 |
118,170 |
118,145 |
40 000 |
47,33 |
4 |
DS1023 |
PL0000107264 |
108,61 |
108,56 |
108,750 |
108,750 |
108,750 |
108,750 |
108,750 |
10 000 |
11,25 |
1 |
DS0725 |
PL0000108197 |
103,20 |
103,08 |
103,100 |
103,180 |
103,100 |
103,180 |
103,140 |
10 000 |
10,38 |
2 |
DS0726 |
PL0000108866 |
96,60 |
96,35 |
96,350 |
96,600 |
96,350 |
96,580 |
96,473 |
120 000 |
116,35 |
18 |
WS0428 |
PL0000107611 |
96,30 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,70 |
126,70 |
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 |
111,90 |
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 |
100,19 |
100,20 |
100,190 |
100,190 |
100,190 |
100,190 |
100,190 |
5 000 |
5,03 |
1 |
WZ0119 |
PL0000107603 |
99,94 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,43 |
99,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,56 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,25 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,24 |
96,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,28 |
94,27 |
94,280 |
94,280 |
94,280 |
94,280 |
94,280 |
75 000 |
70,97 |
2 |
TOTAL |
715 000 |
706,75 |
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 |
57 |
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 |
101,75 |
101,86 |
1,54 |
1,35 |
101,81 |
1,44 |
OK0717 |
PL0000108502 |
98,75 |
98,88 |
1,57 |
1,41 |
98,82 |
1,48 |
DS1017 |
PL0000104543 |
103,81 |
103,94 |
1,59 |
1,47 |
103,88 |
1,52 |
WZ0118 |
PL0000104717 |
100,12 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,12 |
103,28 |
1,70 |
1,59 |
103,20 |
1,65 |
PS0718 |
PL0000107595 |
101,34 |
101,50 |
1,74 |
1,65 |
101,42 |
1,69 |
OK1018 |
PL0000109062 |
96,44 |
96,58 |
1,78 |
1,71 |
96,51 |
1,74 |
WZ0119 |
PL0000107603 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,65 |
103,79 |
1,90 |
1,85 |
103,72 |
1,87 |
DS1019 |
PL0000105441 |
110,40 |
110,65 |
1,96 |
1,88 |
110,53 |
1,92 |
WZ0120 |
PL0000108601 |
99,31 |
99,54 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
97,89 |
98,16 |
2,12 |
2,04 |
98,03 |
2,08 |
DS1020 |
PL0000106126 |
111,68 |
111,97 |
2,21 |
2,14 |
111,83 |
2,17 |
WZ0121 |
PL0000106068 |
98,51 |
98,75 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,74 |
98,98 |
2,29 |
2,24 |
98,86 |
2,26 |
PS0721 |
PL0000109153 |
97,10 |
97,36 |
2,39 |
2,34 |
97,23 |
2,36 |
DS1021 |
PL0000106670 |
115,71 |
116,03 |
2,41 |
2,35 |
115,87 |
2,38 |
WS0922 |
PL0000102646 |
117,73 |
118,10 |
2,51 |
2,45 |
117,92 |
2,48 |
IZ0823 |
PL0000105359 |
110,78 |
112,54 |
--- |
--- |
111,66 |
--- |
DS1023 |
PL0000107264 |
108,17 |
108,62 |
2,71 |
2,64 |
108,40 |
2,68 |
WZ0124 |
PL0000107454 |
96,14 |
96,43 |
--- |
--- |
96,29 |
--- |
DS0725 |
PL0000108197 |
102,66 |
103,18 |
2,90 |
2,83 |
102,92 |
2,87 |
WZ0126 |
PL0000108817 |
94,06 |
94,35 |
--- |
--- |
94,21 |
--- |
DS0726 |
PL0000108866 |
96,13 |
96,50 |
2,96 |
2,91 |
96,32 |
2,94 |
WS0429 |
PL0000105391 |
125,75 |
127,26 |
3,22 |
3,09 |
126,51 |
3,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,04 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
101,75 |
101,87 |
1,54 |
1,33 |
101,81 |
1,44 |
OK0717 |
PL0000108502 |
98,77 |
98,89 |
1,55 |
1,39 |
98,83 |
1,47 |
DS1017 |
PL0000104543 |
103,81 |
103,89 |
1,59 |
1,51 |
103,85 |
1,55 |
WZ0118 |
PL0000104717 |
100,11 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,13 |
103,30 |
1,69 |
1,58 |
103,22 |
1,63 |
PS0718 |
PL0000107595 |
101,35 |
101,51 |
1,73 |
1,64 |
101,43 |
1,69 |
OK1018 |
PL0000109062 |
96,50 |
96,60 |
1,75 |
1,70 |
96,55 |
1,72 |
WZ0119 |
PL0000107603 |
99,90 |
100,02 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,69 |
103,82 |
1,89 |
1,84 |
103,76 |
1,86 |
DS1019 |
PL0000105441 |
110,47 |
110,61 |
1,94 |
1,89 |
110,54 |
1,92 |
WZ0120 |
PL0000108601 |
99,32 |
99,48 |
--- |
--- |
99,40 |
--- |
PS0420 |
PL0000108510 |
98,02 |
98,23 |
2,08 |
2,02 |
98,13 |
2,05 |
DS1020 |
PL0000106126 |
111,87 |
112,12 |
2,16 |
2,10 |
112,00 |
2,13 |
WZ0121 |
PL0000106068 |
98,51 |
98,74 |
--- |
--- |
98,63 |
--- |
PS0421 |
PL0000108916 |
98,95 |
99,16 |
2,24 |
2,19 |
99,06 |
2,22 |
PS0721 |
PL0000109153 |
97,36 |
97,52 |
2,34 |
2,30 |
97,44 |
2,32 |
DS1021 |
PL0000106670 |
116,07 |
116,28 |
2,34 |
2,30 |
116,18 |
2,32 |
WS0922 |
PL0000102646 |
118,09 |
118,33 |
2,45 |
2,41 |
118,21 |
2,43 |
IZ0823 |
PL0000105359 |
110,86 |
112,56 |
--- |
--- |
111,71 |
--- |
DS1023 |
PL0000107264 |
108,54 |
108,80 |
2,66 |
2,62 |
108,67 |
2,64 |
WZ0124 |
PL0000107454 |
96,17 |
96,42 |
--- |
--- |
96,30 |
--- |
DS0725 |
PL0000108197 |
103,02 |
103,25 |
2,85 |
2,83 |
103,14 |
2,84 |
WZ0126 |
PL0000108817 |
94,20 |
94,36 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
96,39 |
96,61 |
2,93 |
2,90 |
96,50 |
2,91 |
WS0429 |
PL0000105391 |
126,18 |
127,30 |
3,18 |
3,09 |
126,74 |
3,14 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
150 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
1,250 |
1,250 |
1,250 |
40 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
65 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
270 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
120 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
1,410 |
1,410 |
1,410 |
675 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,420 |
1,420 |
1,420 |
40 |
TOTAL |
1 360 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.