2016-10-03 |
MARKET DATA |
No 190 (2972) |
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 |
612,50 |
637,70 |
50 |
1 990,00 |
2 089,93 |
21 |
2 602,50 |
2 727,63 |
71 |
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 |
100,17 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,74 |
101,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,80 |
98,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,85 |
103,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,14 |
103,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,37 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,73 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,50 |
110,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,10 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,05 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,22 |
99,17 |
99,200 |
99,220 |
99,150 |
99,150 |
99,188 |
65 000 |
65,05 |
6 |
PS0721 |
PL0000109153 |
97,57 |
97,52 |
97,520 |
97,570 |
97,510 |
97,510 |
97,546 |
190 000 |
185,99 |
11 |
DS1021 |
PL0000106670 |
116,25 |
116,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,33 |
118,35 |
118,290 |
118,290 |
118,280 |
118,280 |
118,287 |
160 000 |
189,56 |
4 |
DS1023 |
PL0000107264 |
108,88 |
108,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,30 |
103,35 |
103,270 |
103,270 |
103,270 |
103,270 |
103,270 |
2 500 |
2,60 |
1 |
DS0726 |
PL0000108866 |
96,80 |
96,65 |
96,650 |
96,880 |
96,650 |
96,750 |
96,761 |
180 000 |
175,06 |
26 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,02 |
127,00 |
127,010 |
127,010 |
127,000 |
127,000 |
127,003 |
15 000 |
19,44 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,55 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,05 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,37 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,60 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,31 |
97,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,25 |
96,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,27 |
94,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
612 500 |
637,70 |
50 |
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 |
56 |
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 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
101,73 |
101,85 |
1,56 |
1,35 |
101,79 |
1,46 |
OK0717 |
PL0000108502 |
98,78 |
98,89 |
1,54 |
1,40 |
98,84 |
1,46 |
DS1017 |
PL0000104543 |
103,80 |
103,92 |
1,59 |
1,47 |
103,86 |
1,53 |
WZ0118 |
PL0000104717 |
100,10 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,13 |
103,30 |
1,69 |
1,58 |
103,22 |
1,63 |
PS0718 |
PL0000107595 |
101,35 |
101,53 |
1,73 |
1,63 |
101,44 |
1,68 |
OK1018 |
PL0000109062 |
96,47 |
96,60 |
1,76 |
1,70 |
96,54 |
1,73 |
WZ0119 |
PL0000107603 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
103,69 |
103,83 |
1,88 |
1,83 |
103,76 |
1,86 |
DS1019 |
PL0000105441 |
110,46 |
110,70 |
1,94 |
1,86 |
110,58 |
1,90 |
WZ0120 |
PL0000108601 |
99,30 |
99,50 |
--- |
--- |
99,40 |
--- |
PS0420 |
PL0000108510 |
98,05 |
98,27 |
2,07 |
2,01 |
98,16 |
2,04 |
DS1020 |
PL0000106126 |
111,93 |
112,18 |
2,14 |
2,08 |
112,06 |
2,11 |
WZ0121 |
PL0000106068 |
98,49 |
98,74 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
99,02 |
99,23 |
2,23 |
2,18 |
99,13 |
2,20 |
PS0721 |
PL0000109153 |
97,43 |
97,59 |
2,32 |
2,28 |
97,51 |
2,30 |
DS1021 |
PL0000106670 |
116,12 |
116,41 |
2,33 |
2,27 |
116,27 |
2,30 |
WS0922 |
PL0000102646 |
118,18 |
118,46 |
2,44 |
2,39 |
118,32 |
2,41 |
IZ0823 |
PL0000105359 |
110,89 |
112,74 |
--- |
--- |
111,82 |
--- |
DS1023 |
PL0000107264 |
108,66 |
109,05 |
2,64 |
2,58 |
108,86 |
2,61 |
WZ0124 |
PL0000107454 |
96,12 |
96,40 |
--- |
--- |
96,26 |
--- |
DS0725 |
PL0000108197 |
103,05 |
103,50 |
2,85 |
2,79 |
103,28 |
2,82 |
WZ0126 |
PL0000108817 |
94,18 |
94,43 |
--- |
--- |
94,31 |
--- |
DS0726 |
PL0000108866 |
96,50 |
96,78 |
2,91 |
2,88 |
96,64 |
2,90 |
WS0429 |
PL0000105391 |
126,37 |
127,51 |
3,17 |
3,07 |
126,94 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,03 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
101,73 |
101,85 |
1,56 |
1,35 |
101,79 |
1,46 |
OK0717 |
PL0000108502 |
98,78 |
98,89 |
1,54 |
1,40 |
98,84 |
1,46 |
DS1017 |
PL0000104543 |
103,82 |
103,90 |
1,57 |
1,49 |
103,86 |
1,53 |
WZ0118 |
PL0000104717 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,12 |
103,30 |
1,69 |
1,58 |
103,21 |
1,64 |
PS0718 |
PL0000107595 |
101,36 |
101,54 |
1,73 |
1,62 |
101,45 |
1,67 |
OK1018 |
PL0000109062 |
96,50 |
96,60 |
1,75 |
1,70 |
96,55 |
1,72 |
WZ0119 |
PL0000107603 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,71 |
103,84 |
1,88 |
1,83 |
103,78 |
1,85 |
DS1019 |
PL0000105441 |
110,48 |
110,70 |
1,93 |
1,86 |
110,59 |
1,90 |
WZ0120 |
PL0000108601 |
99,33 |
99,48 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
98,06 |
98,29 |
2,07 |
2,00 |
98,18 |
2,03 |
DS1020 |
PL0000106126 |
112,01 |
112,22 |
2,12 |
2,07 |
112,12 |
2,10 |
WZ0121 |
PL0000106068 |
98,56 |
98,75 |
--- |
--- |
98,66 |
--- |
PS0421 |
PL0000108916 |
99,11 |
99,25 |
2,21 |
2,17 |
99,18 |
2,19 |
PS0721 |
PL0000109153 |
97,49 |
97,63 |
2,31 |
2,27 |
97,56 |
2,29 |
DS1021 |
PL0000106670 |
116,21 |
116,45 |
2,31 |
2,27 |
116,33 |
2,29 |
WS0922 |
PL0000102646 |
118,21 |
118,48 |
2,43 |
2,39 |
118,35 |
2,41 |
IZ0823 |
PL0000105359 |
110,94 |
112,70 |
--- |
--- |
111,82 |
--- |
DS1023 |
PL0000107264 |
108,73 |
109,13 |
2,63 |
2,57 |
108,93 |
2,60 |
WZ0124 |
PL0000107454 |
96,19 |
96,50 |
--- |
--- |
96,35 |
--- |
DS0725 |
PL0000108197 |
103,20 |
103,44 |
2,83 |
2,80 |
103,32 |
2,82 |
WZ0126 |
PL0000108817 |
94,22 |
94,43 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
96,65 |
96,84 |
2,90 |
2,87 |
96,75 |
2,88 |
WS0429 |
PL0000105391 |
126,36 |
127,34 |
3,17 |
3,09 |
126,85 |
3,13 |
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 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
155 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
100 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
50 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
70 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
120 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
40 |
DS0726 |
PL0000108866 |
0/1 |
1 |
1,200 |
1,200 |
1,200 |
30 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
400 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
30 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
40 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
5 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
50 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
135 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
10 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
110 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
155 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
40 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
400 |
TOTAL |
1 990 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.