2016-10-05 |
MARKET DATA |
No 192 (2974) |
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 |
1 215,00 |
1 199,92 |
85 |
555,00 |
575,28 |
15 |
1 770,00 |
1 775,20 |
100 |
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 |
100,15 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,73 |
101,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,83 |
98,87 |
98,830 |
98,830 |
98,830 |
98,830 |
98,830 |
195 000 |
192,72 |
6 |
DS1017 |
PL0000104543 |
103,80 |
103,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,15 |
103,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,40 |
101,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,52 |
96,55 |
96,520 |
96,520 |
96,520 |
96,520 |
96,520 |
25 000 |
24,13 |
1 |
PS0719 |
PL0000108148 |
103,70 |
103,69 |
103,670 |
103,670 |
103,660 |
103,660 |
103,663 |
75 000 |
78,24 |
2 |
DS1019 |
PL0000105441 |
110,45 |
110,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,02 |
98,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,90 |
111,90 |
111,860 |
111,860 |
111,860 |
111,860 |
111,860 |
10 000 |
11,69 |
1 |
PS0421 |
PL0000108916 |
99,04 |
98,88 |
99,000 |
99,040 |
98,740 |
98,740 |
98,845 |
225 000 |
224,44 |
16 |
PS0721 |
PL0000109153 |
97,40 |
97,20 |
97,380 |
97,380 |
97,180 |
97,180 |
97,292 |
135 000 |
131,82 |
12 |
DS1021 |
PL0000106670 |
116,14 |
115,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,05 |
117,84 |
117,850 |
117,850 |
117,850 |
117,850 |
117,850 |
10 000 |
11,81 |
1 |
DS1023 |
PL0000107264 |
108,64 |
108,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,00 |
102,63 |
102,950 |
102,980 |
102,950 |
102,980 |
102,970 |
40 000 |
41,45 |
3 |
DS0726 |
PL0000108866 |
96,40 |
95,90 |
96,400 |
96,460 |
95,900 |
95,900 |
96,219 |
500 000 |
483,63 |
43 |
WS0428 |
PL0000107611 |
96,40 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,35 |
126,05 |
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 |
112,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,06 |
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 |
99,95 |
99,96 |
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 |
98,76 |
98,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,26 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,22 |
96,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 215 000 |
1 199,92 |
85 |
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 |
54 |
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 |
101,72 |
101,83 |
1,55 |
1,36 |
101,78 |
1,45 |
OK0717 |
PL0000108502 |
98,79 |
98,88 |
1,54 |
1,42 |
98,84 |
1,47 |
DS1017 |
PL0000104543 |
103,76 |
103,88 |
1,60 |
1,49 |
103,82 |
1,55 |
WZ0118 |
PL0000104717 |
100,10 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,10 |
103,27 |
1,70 |
1,59 |
103,19 |
1,64 |
PS0718 |
PL0000107595 |
101,34 |
101,52 |
1,73 |
1,63 |
101,43 |
1,68 |
OK1018 |
PL0000109062 |
96,46 |
96,60 |
1,77 |
1,70 |
96,53 |
1,74 |
WZ0119 |
PL0000107603 |
99,89 |
100,06 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
103,66 |
103,77 |
1,89 |
1,85 |
103,72 |
1,87 |
DS1019 |
PL0000105441 |
110,41 |
110,65 |
1,95 |
1,87 |
110,53 |
1,91 |
WZ0120 |
PL0000108601 |
99,30 |
99,45 |
--- |
--- |
99,38 |
--- |
PS0420 |
PL0000108510 |
97,98 |
98,22 |
2,09 |
2,02 |
98,10 |
2,06 |
DS1020 |
PL0000106126 |
111,76 |
112,05 |
2,18 |
2,11 |
111,91 |
2,15 |
WZ0121 |
PL0000106068 |
98,55 |
98,79 |
--- |
--- |
98,67 |
--- |
PS0421 |
PL0000108916 |
98,93 |
99,13 |
2,25 |
2,20 |
99,03 |
2,22 |
PS0721 |
PL0000109153 |
97,29 |
97,48 |
2,35 |
2,31 |
97,39 |
2,33 |
DS1021 |
PL0000106670 |
115,95 |
116,24 |
2,36 |
2,30 |
116,10 |
2,33 |
WS0922 |
PL0000102646 |
117,88 |
118,19 |
2,48 |
2,43 |
118,04 |
2,46 |
IZ0823 |
PL0000105359 |
111,12 |
112,63 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
108,48 |
108,91 |
2,66 |
2,60 |
108,70 |
2,63 |
WZ0124 |
PL0000107454 |
96,12 |
96,43 |
--- |
--- |
96,28 |
--- |
DS0725 |
PL0000108197 |
102,76 |
103,16 |
2,89 |
2,84 |
102,96 |
2,86 |
WZ0126 |
PL0000108817 |
94,16 |
94,44 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
96,24 |
96,52 |
2,95 |
2,91 |
96,38 |
2,93 |
WS0429 |
PL0000105391 |
125,81 |
126,98 |
3,21 |
3,12 |
126,40 |
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 |
100,12 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
101,72 |
101,83 |
1,55 |
1,36 |
101,78 |
1,45 |
OK0717 |
PL0000108502 |
98,79 |
98,89 |
1,54 |
1,41 |
98,84 |
1,47 |
DS1017 |
PL0000104543 |
103,77 |
103,89 |
1,60 |
1,48 |
103,83 |
1,54 |
WZ0118 |
PL0000104717 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,25 |
1,69 |
1,60 |
103,18 |
1,65 |
PS0718 |
PL0000107595 |
101,38 |
101,53 |
1,71 |
1,63 |
101,46 |
1,67 |
OK1018 |
PL0000109062 |
96,46 |
96,59 |
1,77 |
1,71 |
96,53 |
1,74 |
WZ0119 |
PL0000107603 |
99,91 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,64 |
103,76 |
1,90 |
1,86 |
103,70 |
1,88 |
DS1019 |
PL0000105441 |
110,40 |
110,59 |
1,95 |
1,89 |
110,50 |
1,92 |
WZ0120 |
PL0000108601 |
99,30 |
99,51 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
97,90 |
98,13 |
2,12 |
2,05 |
98,02 |
2,08 |
DS1020 |
PL0000106126 |
111,67 |
111,93 |
2,20 |
2,14 |
111,80 |
2,17 |
WZ0121 |
PL0000106068 |
98,51 |
98,73 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
98,80 |
98,99 |
2,28 |
2,23 |
98,90 |
2,25 |
PS0721 |
PL0000109153 |
97,15 |
97,32 |
2,38 |
2,35 |
97,24 |
2,36 |
DS1021 |
PL0000106670 |
115,76 |
116,02 |
2,40 |
2,35 |
115,89 |
2,37 |
WS0922 |
PL0000102646 |
117,80 |
117,97 |
2,50 |
2,47 |
117,89 |
2,48 |
IZ0823 |
PL0000105359 |
111,18 |
112,57 |
--- |
--- |
111,88 |
--- |
DS1023 |
PL0000107264 |
108,24 |
108,68 |
2,70 |
2,63 |
108,46 |
2,67 |
WZ0124 |
PL0000107454 |
96,12 |
96,42 |
--- |
--- |
96,27 |
--- |
DS0725 |
PL0000108197 |
102,55 |
102,85 |
2,91 |
2,88 |
102,70 |
2,90 |
WZ0126 |
PL0000108817 |
94,16 |
94,35 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
95,93 |
96,21 |
2,98 |
2,95 |
96,07 |
2,97 |
WS0429 |
PL0000105391 |
125,57 |
126,57 |
3,23 |
3,15 |
126,07 |
3,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,530 |
1,530 |
1,530 |
30 |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,530 |
1,530 |
1,530 |
20 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,530 |
1,530 |
1,530 |
15 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
10 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
35 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
1,530 |
1,530 |
1,530 |
10 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
40 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
15 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
75 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
25 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
200 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
50 |
TOTAL |
555 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.