2016-10-04 |
MARKET DATA |
No 191 (2973) |
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 |
390,00 |
408,91 |
30 |
970,00 |
988,47 |
24 |
1 360,00 |
1 397,38 |
54 |
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 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,74 |
101,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,82 |
98,83 |
98,820 |
98,820 |
98,820 |
98,820 |
98,820 |
100 000 |
98,82 |
2 |
DS1017 |
PL0000104543 |
103,85 |
103,85 |
103,830 |
103,830 |
103,830 |
103,830 |
103,830 |
50 000 |
54,40 |
1 |
PS0418 |
PL0000107314 |
103,13 |
103,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,38 |
101,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,74 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,50 |
110,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,11 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,06 |
112,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,23 |
99,18 |
99,210 |
99,230 |
99,190 |
99,190 |
99,208 |
40 000 |
40,04 |
4 |
PS0721 |
PL0000109153 |
97,59 |
97,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
116,30 |
116,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,41 |
118,35 |
118,430 |
118,430 |
118,350 |
118,350 |
118,386 |
62 500 |
74,12 |
5 |
DS1023 |
PL0000107264 |
109,02 |
109,11 |
109,150 |
109,150 |
109,150 |
109,150 |
109,150 |
17 500 |
19,76 |
1 |
DS0725 |
PL0000108197 |
103,35 |
103,40 |
103,400 |
103,400 |
103,400 |
103,400 |
103,400 |
5 000 |
5,20 |
1 |
DS0726 |
PL0000108866 |
96,92 |
96,75 |
96,750 |
96,960 |
96,750 |
96,860 |
96,877 |
100 000 |
97,38 |
14 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,88 |
127,07 |
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 |
111,65 |
111,80 |
111,800 |
111,880 |
111,800 |
111,880 |
111,827 |
15 000 |
19,19 |
2 |
WZ0117 |
PL0000106936 |
100,06 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,37 |
99,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,64 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,33 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,23 |
96,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,30 |
94,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
390 000 |
408,91 |
30 |
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 |
55 |
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 |
1,55 |
1,34 |
101,79 |
1,44 |
OK0717 |
PL0000108502 |
98,79 |
98,89 |
1,53 |
1,40 |
98,84 |
1,47 |
DS1017 |
PL0000104543 |
103,81 |
103,91 |
1,57 |
1,48 |
103,86 |
1,52 |
WZ0118 |
PL0000104717 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,28 |
1,70 |
1,59 |
103,20 |
1,64 |
PS0718 |
PL0000107595 |
101,37 |
101,54 |
1,72 |
1,62 |
101,46 |
1,67 |
OK1018 |
PL0000109062 |
96,47 |
96,60 |
1,77 |
1,70 |
96,54 |
1,73 |
WZ0119 |
PL0000107603 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,71 |
103,83 |
1,88 |
1,83 |
103,77 |
1,85 |
DS1019 |
PL0000105441 |
110,45 |
110,68 |
1,94 |
1,87 |
110,57 |
1,90 |
WZ0120 |
PL0000108601 |
99,30 |
99,48 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,05 |
98,27 |
2,07 |
2,01 |
98,16 |
2,04 |
DS1020 |
PL0000106126 |
111,94 |
112,18 |
2,14 |
2,08 |
112,06 |
2,11 |
WZ0121 |
PL0000106068 |
98,51 |
98,76 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
99,07 |
99,26 |
2,21 |
2,17 |
99,17 |
2,19 |
PS0721 |
PL0000109153 |
97,47 |
97,62 |
2,31 |
2,28 |
97,55 |
2,29 |
DS1021 |
PL0000106670 |
116,17 |
116,43 |
2,32 |
2,27 |
116,30 |
2,29 |
WS0922 |
PL0000102646 |
118,23 |
118,47 |
2,43 |
2,39 |
118,35 |
2,41 |
IZ0823 |
PL0000105359 |
111,06 |
112,57 |
--- |
--- |
111,82 |
--- |
DS1023 |
PL0000107264 |
108,74 |
109,15 |
2,62 |
2,56 |
108,95 |
2,59 |
WZ0124 |
PL0000107454 |
96,19 |
96,49 |
--- |
--- |
96,34 |
--- |
DS0725 |
PL0000108197 |
103,12 |
103,52 |
2,84 |
2,79 |
103,32 |
2,82 |
WZ0126 |
PL0000108817 |
94,17 |
94,42 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
96,61 |
96,91 |
2,90 |
2,86 |
96,76 |
2,88 |
WS0429 |
PL0000105391 |
126,34 |
127,39 |
3,17 |
3,08 |
126,87 |
3,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,73 |
101,84 |
1,55 |
1,36 |
101,79 |
1,44 |
OK0717 |
PL0000108502 |
98,79 |
98,89 |
1,53 |
1,40 |
98,84 |
1,47 |
DS1017 |
PL0000104543 |
103,80 |
103,88 |
1,58 |
1,50 |
103,84 |
1,54 |
WZ0118 |
PL0000104717 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,29 |
1,70 |
1,58 |
103,20 |
1,64 |
PS0718 |
PL0000107595 |
101,37 |
101,53 |
1,72 |
1,63 |
101,45 |
1,67 |
OK1018 |
PL0000109062 |
96,50 |
96,58 |
1,75 |
1,71 |
96,54 |
1,73 |
WZ0119 |
PL0000107603 |
99,91 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
103,71 |
103,83 |
1,88 |
1,83 |
103,77 |
1,85 |
DS1019 |
PL0000105441 |
110,46 |
110,67 |
1,94 |
1,87 |
110,57 |
1,90 |
WZ0120 |
PL0000108601 |
99,32 |
99,46 |
--- |
--- |
99,39 |
--- |
PS0420 |
PL0000108510 |
98,06 |
98,28 |
2,07 |
2,00 |
98,17 |
2,04 |
DS1020 |
PL0000106126 |
111,97 |
112,19 |
2,13 |
2,08 |
112,08 |
2,11 |
WZ0121 |
PL0000106068 |
98,58 |
98,75 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
99,12 |
99,26 |
2,20 |
2,17 |
99,19 |
2,19 |
PS0721 |
PL0000109153 |
97,51 |
97,63 |
2,30 |
2,27 |
97,57 |
2,29 |
DS1021 |
PL0000106670 |
116,25 |
116,41 |
2,30 |
2,27 |
116,33 |
2,29 |
WS0922 |
PL0000102646 |
118,28 |
118,45 |
2,42 |
2,39 |
118,37 |
2,41 |
IZ0823 |
PL0000105359 |
111,16 |
112,60 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
108,84 |
109,17 |
2,61 |
2,56 |
109,01 |
2,58 |
WZ0124 |
PL0000107454 |
96,19 |
96,49 |
--- |
--- |
96,34 |
--- |
DS0725 |
PL0000108197 |
103,20 |
103,50 |
2,83 |
2,79 |
103,35 |
2,81 |
WZ0126 |
PL0000108817 |
94,24 |
94,43 |
--- |
--- |
94,34 |
--- |
DS0726 |
PL0000108866 |
96,69 |
96,90 |
2,89 |
2,87 |
96,80 |
2,88 |
WS0429 |
PL0000105391 |
126,54 |
127,49 |
3,15 |
3,07 |
127,02 |
3,11 |
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 |
1,490 |
1,490 |
1,490 |
20 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,530 |
1,530 |
1,530 |
20 |
PS0417 |
PL0000107058 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
10 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,540 |
1,540 |
1,540 |
5 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
70 |
OK1018 |
PL0000109062 |
1/2 |
1 |
1,540 |
1,540 |
1,540 |
30 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
35 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,350 |
1,350 |
1,350 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,540 |
1,560 |
1,547 |
60 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
5 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
10 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
25 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
75 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,540 |
1,540 |
1,540 |
55 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
80 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
160 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,530 |
1,540 |
1,536 |
190 |
PS0719 |
PL0000108148 |
2/9 |
7 |
1,480 |
1,480 |
1,480 |
70 |
TOTAL |
970 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.