2016-10-07 |
MARKET DATA |
No 194 (2976) |
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 |
1 220,00 |
1 218,43 |
102 |
960,00 |
1 060,65 |
18 |
2 180,00 |
2 279,08 |
120 |
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 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,71 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,79 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,75 |
103,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,13 |
103,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,37 |
101,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,48 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,60 |
103,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,32 |
110,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,78 |
97,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,55 |
111,52 |
111,400 |
111,530 |
111,400 |
111,530 |
111,465 |
50 000 |
58,26 |
2 |
PS0421 |
PL0000108916 |
98,58 |
98,44 |
98,500 |
98,580 |
98,370 |
98,490 |
98,491 |
160 000 |
159,07 |
15 |
PS0721 |
PL0000109153 |
96,89 |
96,69 |
96,780 |
96,930 |
96,650 |
96,920 |
96,840 |
305 000 |
296,50 |
21 |
DS1021 |
PL0000106670 |
116,14 |
115,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
120,03 |
117,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,64 |
107,83 |
107,730 |
107,730 |
107,710 |
107,710 |
107,717 |
60 000 |
66,94 |
5 |
DS0725 |
PL0000108197 |
102,05 |
101,85 |
102,000 |
102,050 |
101,850 |
102,050 |
101,945 |
135 000 |
138,56 |
11 |
DS0726 |
PL0000108866 |
95,63 |
95,25 |
95,400 |
95,690 |
95,270 |
95,550 |
95,448 |
480 000 |
460,71 |
45 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,38 |
125,11 |
125,380 |
125,380 |
125,110 |
125,110 |
125,290 |
30 000 |
38,39 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,45 |
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 |
100,14 |
100,21 |
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 |
98,55 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,28 |
97,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,20 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,23 |
94,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 220 000 |
1 218,43 |
102 |
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 |
50 |
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 |
101,66 |
101,77 |
1,60 |
1,40 |
101,72 |
1,49 |
OK0717 |
PL0000108502 |
98,73 |
98,85 |
1,64 |
1,48 |
98,79 |
1,56 |
DS1017 |
PL0000104543 |
103,67 |
103,81 |
1,65 |
1,52 |
103,74 |
1,59 |
WZ0118 |
PL0000104717 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,08 |
103,23 |
1,70 |
1,60 |
103,16 |
1,65 |
PS0718 |
PL0000107595 |
101,31 |
101,48 |
1,75 |
1,65 |
101,40 |
1,70 |
OK1018 |
PL0000109062 |
96,42 |
96,55 |
1,80 |
1,74 |
96,49 |
1,77 |
WZ0119 |
PL0000107603 |
99,88 |
100,03 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,52 |
103,68 |
1,94 |
1,88 |
103,60 |
1,91 |
DS1019 |
PL0000105441 |
110,19 |
110,41 |
2,01 |
1,94 |
110,30 |
1,97 |
WZ0120 |
PL0000108601 |
99,33 |
99,53 |
--- |
--- |
99,43 |
--- |
PS0420 |
PL0000108510 |
97,69 |
97,91 |
2,18 |
2,12 |
97,80 |
2,15 |
DS1020 |
PL0000106126 |
111,39 |
111,62 |
2,26 |
2,21 |
111,51 |
2,24 |
WZ0121 |
PL0000106068 |
98,50 |
98,70 |
--- |
--- |
98,60 |
--- |
PS0421 |
PL0000108916 |
98,38 |
98,62 |
2,38 |
2,32 |
98,50 |
2,35 |
PS0721 |
PL0000109153 |
96,74 |
96,93 |
2,48 |
2,44 |
96,84 |
2,46 |
DS1021 |
PL0000106670 |
115,22 |
115,52 |
2,50 |
2,44 |
115,37 |
2,47 |
WS0922 |
PL0000102646 |
117,37 |
117,69 |
2,56 |
2,51 |
117,53 |
2,54 |
IZ0823 |
PL0000105359 |
110,93 |
112,59 |
--- |
--- |
111,76 |
--- |
DS1023 |
PL0000107264 |
107,70 |
108,12 |
2,78 |
2,72 |
107,91 |
2,75 |
WZ0124 |
PL0000107454 |
96,09 |
96,40 |
--- |
--- |
96,25 |
--- |
DS0725 |
PL0000108197 |
101,91 |
102,26 |
3,00 |
2,95 |
102,09 |
2,97 |
WZ0126 |
PL0000108817 |
94,14 |
94,35 |
--- |
--- |
94,25 |
--- |
DS0726 |
PL0000108866 |
95,33 |
95,62 |
3,06 |
3,02 |
95,48 |
3,04 |
WS0429 |
PL0000105391 |
124,17 |
126,24 |
3,35 |
3,18 |
125,21 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,03 |
100,11 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,66 |
101,76 |
1,60 |
1,42 |
101,71 |
1,51 |
OK0717 |
PL0000108502 |
98,76 |
98,84 |
1,60 |
1,49 |
98,80 |
1,54 |
DS1017 |
PL0000104543 |
103,72 |
103,82 |
1,61 |
1,51 |
103,77 |
1,56 |
WZ0118 |
PL0000104717 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,22 |
1,68 |
1,61 |
103,17 |
1,64 |
PS0718 |
PL0000107595 |
101,34 |
101,47 |
1,73 |
1,66 |
101,41 |
1,69 |
OK1018 |
PL0000109062 |
96,45 |
96,55 |
1,79 |
1,74 |
96,50 |
1,76 |
WZ0119 |
PL0000107603 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,51 |
103,68 |
1,94 |
1,88 |
103,60 |
1,91 |
DS1019 |
PL0000105441 |
110,28 |
110,44 |
1,98 |
1,93 |
110,36 |
1,95 |
WZ0120 |
PL0000108601 |
99,32 |
99,51 |
--- |
--- |
99,42 |
--- |
PS0420 |
PL0000108510 |
97,74 |
97,97 |
2,17 |
2,10 |
97,86 |
2,13 |
DS1020 |
PL0000106126 |
111,50 |
111,70 |
2,24 |
2,19 |
111,60 |
2,21 |
WZ0121 |
PL0000106068 |
98,51 |
98,72 |
--- |
--- |
98,62 |
--- |
PS0421 |
PL0000108916 |
98,49 |
98,66 |
2,35 |
2,31 |
98,58 |
2,33 |
PS0721 |
PL0000109153 |
96,82 |
96,99 |
2,46 |
2,42 |
96,91 |
2,44 |
DS1021 |
PL0000106670 |
115,37 |
115,65 |
2,47 |
2,41 |
115,51 |
2,44 |
WS0922 |
PL0000102646 |
117,15 |
117,44 |
2,60 |
2,55 |
117,30 |
2,58 |
IZ0823 |
PL0000105359 |
111,00 |
112,34 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
107,82 |
108,24 |
2,76 |
2,70 |
108,03 |
2,73 |
WZ0124 |
PL0000107454 |
96,11 |
96,34 |
--- |
--- |
96,23 |
--- |
DS0725 |
PL0000108197 |
102,00 |
102,42 |
2,98 |
2,93 |
102,21 |
2,96 |
WZ0126 |
PL0000108817 |
94,15 |
94,33 |
--- |
--- |
94,24 |
--- |
DS0726 |
PL0000108866 |
95,52 |
95,79 |
3,03 |
3,00 |
95,66 |
3,02 |
WS0429 |
PL0000105391 |
125,11 |
126,14 |
3,27 |
3,18 |
125,63 |
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) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
60 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
10 |
PS0418 |
PL0000107314 |
3/4 |
1 |
1,450 |
1,450 |
1,450 |
5 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,400 |
1,400 |
1,400 |
100 |
DS1021 |
PL0000106670 |
4/5 |
1 |
1,500 |
1,500 |
1,500 |
10 |
WZ0121 |
PL0000106068 |
3/5 |
2 |
1,490 |
1,490 |
1,490 |
50 |
WS0922 |
PL0000102646 |
0/3 |
3 |
1,400 |
1,400 |
1,400 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
1,450 |
1,450 |
1,450 |
60 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
65 |
DS1021 |
PL0000106670 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
270 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,380 |
1,450 |
1,415 |
50 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,530 |
1,530 |
1,530 |
60 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,530 |
1,530 |
1,530 |
120 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,490 |
1,490 |
1,490 |
80 |
TOTAL |
960 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.