2016-10-06 |
MARKET DATA |
No 193 (2975) |
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 |
1 140,00 |
1 125,89 |
89 |
575,00 |
618,94 |
12 |
1 715,00 |
1 744,83 |
101 |
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 |
100,12 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,73 |
101,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,83 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,81 |
103,80 |
103,810 |
103,810 |
103,810 |
103,810 |
103,810 |
10 000 |
10,88 |
1 |
PS0418 |
PL0000107314 |
103,15 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,43 |
101,44 |
101,390 |
101,390 |
101,390 |
101,390 |
101,390 |
50 000 |
50,96 |
1 |
OK1018 |
PL0000109062 |
96,52 |
96,51 |
96,510 |
96,520 |
96,510 |
96,510 |
96,510 |
245 000 |
236,45 |
23 |
PS0719 |
PL0000108148 |
103,73 |
103,66 |
103,670 |
103,680 |
103,670 |
103,680 |
103,677 |
30 000 |
31,31 |
2 |
DS1019 |
PL0000105441 |
110,37 |
110,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,97 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,75 |
111,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,82 |
98,60 |
98,820 |
98,820 |
98,600 |
98,600 |
98,728 |
240 000 |
239,16 |
21 |
PS0721 |
PL0000109153 |
97,25 |
97,03 |
97,150 |
97,250 |
96,980 |
96,980 |
97,112 |
210 000 |
204,71 |
12 |
DS1021 |
PL0000106670 |
115,80 |
115,69 |
115,870 |
115,870 |
115,870 |
115,870 |
115,870 |
10 000 |
12,14 |
1 |
WS0922 |
PL0000102646 |
117,75 |
117,59 |
117,750 |
117,750 |
117,720 |
117,720 |
117,731 |
35 000 |
41,30 |
3 |
DS1023 |
PL0000107264 |
108,33 |
108,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,60 |
102,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
96,10 |
95,80 |
96,000 |
96,160 |
95,790 |
95,790 |
95,919 |
310 000 |
298,98 |
25 |
WS0428 |
PL0000107611 |
96,80 |
96,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,84 |
125,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
121,31 |
130,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,65 |
112,05 |
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 |
100,14 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,38 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,51 |
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 |
96,23 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 140 000 |
1 125,89 |
89 |
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 |
51 |
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 |
1,50 |
1,31 |
101,78 |
1,40 |
OK0717 |
PL0000108502 |
98,79 |
98,90 |
1,55 |
1,41 |
98,85 |
1,47 |
DS1017 |
PL0000104543 |
103,75 |
103,87 |
1,59 |
1,47 |
103,81 |
1,53 |
WZ0118 |
PL0000104717 |
100,09 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,10 |
103,21 |
1,69 |
1,62 |
103,16 |
1,65 |
PS0718 |
PL0000107595 |
101,37 |
101,47 |
1,71 |
1,66 |
101,42 |
1,69 |
OK1018 |
PL0000109062 |
96,44 |
96,55 |
1,79 |
1,73 |
96,50 |
1,76 |
WZ0119 |
PL0000107603 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,56 |
103,71 |
1,92 |
1,87 |
103,64 |
1,90 |
DS1019 |
PL0000105441 |
110,26 |
110,50 |
1,99 |
1,91 |
110,38 |
1,95 |
WZ0120 |
PL0000108601 |
99,28 |
99,53 |
--- |
--- |
99,41 |
--- |
PS0420 |
PL0000108510 |
97,83 |
98,07 |
2,14 |
2,07 |
97,95 |
2,10 |
DS1020 |
PL0000106126 |
111,61 |
111,85 |
2,21 |
2,15 |
111,73 |
2,18 |
WZ0121 |
PL0000106068 |
98,48 |
98,72 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
98,67 |
98,87 |
2,31 |
2,26 |
98,77 |
2,29 |
PS0721 |
PL0000109153 |
97,02 |
97,22 |
2,41 |
2,37 |
97,12 |
2,39 |
DS1021 |
PL0000106670 |
115,62 |
115,89 |
2,42 |
2,37 |
115,76 |
2,39 |
WS0922 |
PL0000102646 |
117,48 |
117,78 |
2,55 |
2,50 |
117,63 |
2,52 |
IZ0823 |
PL0000105359 |
111,18 |
112,52 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
108,13 |
108,51 |
2,71 |
2,66 |
108,32 |
2,69 |
WZ0124 |
PL0000107454 |
96,08 |
96,38 |
--- |
--- |
96,23 |
--- |
DS0725 |
PL0000108197 |
102,22 |
102,65 |
2,96 |
2,90 |
102,44 |
2,93 |
WZ0126 |
PL0000108817 |
94,10 |
94,36 |
--- |
--- |
94,23 |
--- |
DS0726 |
PL0000108866 |
95,74 |
95,99 |
3,01 |
2,98 |
95,87 |
2,99 |
WS0429 |
PL0000105391 |
125,25 |
126,36 |
3,26 |
3,17 |
125,81 |
3,21 |
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 |
101,69 |
101,81 |
1,56 |
1,34 |
101,75 |
1,45 |
OK0717 |
PL0000108502 |
98,77 |
98,89 |
1,58 |
1,42 |
98,83 |
1,50 |
DS1017 |
PL0000104543 |
103,75 |
103,85 |
1,59 |
1,49 |
103,80 |
1,54 |
WZ0118 |
PL0000104717 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,27 |
1,68 |
1,58 |
103,19 |
1,63 |
PS0718 |
PL0000107595 |
101,37 |
101,48 |
1,71 |
1,65 |
101,43 |
1,68 |
OK1018 |
PL0000109062 |
96,49 |
96,60 |
1,77 |
1,71 |
96,55 |
1,73 |
WZ0119 |
PL0000107603 |
99,90 |
100,03 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,61 |
103,73 |
1,91 |
1,86 |
103,67 |
1,88 |
DS1019 |
PL0000105441 |
110,31 |
110,52 |
1,97 |
1,91 |
110,42 |
1,94 |
WZ0120 |
PL0000108601 |
99,33 |
99,51 |
--- |
--- |
99,42 |
--- |
PS0420 |
PL0000108510 |
97,82 |
98,03 |
2,14 |
2,08 |
97,93 |
2,11 |
DS1020 |
PL0000106126 |
111,59 |
111,80 |
2,22 |
2,17 |
111,70 |
2,19 |
WZ0121 |
PL0000106068 |
98,48 |
98,73 |
--- |
--- |
98,61 |
--- |
PS0421 |
PL0000108916 |
98,60 |
98,78 |
2,33 |
2,28 |
98,69 |
2,30 |
PS0721 |
PL0000109153 |
96,96 |
97,10 |
2,43 |
2,40 |
97,03 |
2,41 |
DS1021 |
PL0000106670 |
115,47 |
115,75 |
2,45 |
2,39 |
115,61 |
2,42 |
WS0922 |
PL0000102646 |
117,38 |
117,67 |
2,56 |
2,52 |
117,53 |
2,54 |
IZ0823 |
PL0000105359 |
111,10 |
112,46 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,40 |
2,73 |
2,67 |
108,21 |
2,70 |
WZ0124 |
PL0000107454 |
96,15 |
96,43 |
--- |
--- |
96,29 |
--- |
DS0725 |
PL0000108197 |
102,27 |
102,57 |
2,95 |
2,91 |
102,42 |
2,93 |
WZ0126 |
PL0000108817 |
94,18 |
94,38 |
--- |
--- |
94,28 |
--- |
DS0726 |
PL0000108866 |
95,67 |
95,93 |
3,02 |
2,98 |
95,80 |
3,00 |
WS0429 |
PL0000105391 |
125,12 |
126,16 |
3,27 |
3,18 |
125,64 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
5 |
PS0418 |
PL0000107314 |
1/4 |
3 |
1,540 |
1,540 |
1,540 |
30 |
PS0420 |
PL0000108510 |
1/4 |
3 |
1,540 |
1,540 |
1,540 |
5 |
PS0721 |
PL0000109153 |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,540 |
1,540 |
1,540 |
160 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,480 |
1,458 |
100 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,540 |
1,540 |
1,540 |
150 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
40 |
OK1018 |
PL0000109062 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
55 |
PS0420 |
PL0000108510 |
4/11 |
7 |
1,540 |
1,540 |
1,540 |
5 |
TOTAL |
575 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.