2016-10-10 |
MARKET DATA |
No 195 (2977) |
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 |
730,00 |
737,71 |
43 |
600,00 |
638,13 |
16 |
1 330,00 |
1 375,84 |
59 |
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 |
100,11 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,67 |
101,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,80 |
98,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,76 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,13 |
103,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,34 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,50 |
96,52 |
96,480 |
96,480 |
96,480 |
96,480 |
96,480 |
150 000 |
144,72 |
2 |
PS0719 |
PL0000108148 |
103,56 |
103,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,28 |
110,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,81 |
97,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,53 |
111,56 |
111,530 |
111,530 |
111,510 |
111,510 |
111,517 |
132 500 |
154,47 |
6 |
PS0421 |
PL0000108916 |
98,59 |
98,44 |
98,590 |
98,590 |
98,440 |
98,440 |
98,509 |
75 000 |
74,58 |
6 |
PS0721 |
PL0000109153 |
96,91 |
96,78 |
96,910 |
96,910 |
96,780 |
96,780 |
96,826 |
165 000 |
160,39 |
9 |
DS1021 |
PL0000106670 |
115,41 |
115,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,24 |
117,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,87 |
107,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,16 |
101,93 |
102,100 |
102,100 |
101,980 |
102,040 |
102,030 |
40 000 |
41,09 |
4 |
DS0726 |
PL0000108866 |
95,65 |
95,28 |
95,620 |
95,620 |
95,280 |
95,280 |
95,493 |
162 500 |
156,06 |
15 |
WS0428 |
PL0000107611 |
95,61 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,50 |
125,35 |
125,450 |
125,450 |
125,450 |
125,450 |
125,450 |
5 000 |
6,41 |
1 |
WS0437 |
PL0000104857 |
120,51 |
130,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,06 |
100,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,21 |
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 |
98,53 |
98,73 |
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 |
96,25 |
96,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
730 000 |
737,71 |
43 |
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 |
49 |
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 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
101,65 |
101,77 |
1,60 |
1,38 |
101,71 |
1,49 |
OK0717 |
PL0000108502 |
98,76 |
98,87 |
1,60 |
1,46 |
98,82 |
1,52 |
DS1017 |
PL0000104543 |
103,70 |
103,84 |
1,62 |
1,48 |
103,77 |
1,55 |
WZ0118 |
PL0000104717 |
100,09 |
100,23 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,25 |
1,67 |
1,58 |
103,18 |
1,63 |
PS0718 |
PL0000107595 |
101,32 |
101,48 |
1,74 |
1,65 |
101,40 |
1,69 |
OK1018 |
PL0000109062 |
96,45 |
96,57 |
1,79 |
1,73 |
96,51 |
1,76 |
WZ0119 |
PL0000107603 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0719 |
PL0000108148 |
103,52 |
103,69 |
1,94 |
1,88 |
103,61 |
1,90 |
DS1019 |
PL0000105441 |
110,18 |
110,42 |
2,01 |
1,93 |
110,30 |
1,97 |
WZ0120 |
PL0000108601 |
99,34 |
99,54 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
97,72 |
97,95 |
2,17 |
2,11 |
97,84 |
2,14 |
DS1020 |
PL0000106126 |
111,45 |
111,65 |
2,25 |
2,20 |
111,55 |
2,22 |
WZ0121 |
PL0000106068 |
98,51 |
98,76 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,43 |
98,60 |
2,37 |
2,33 |
98,52 |
2,35 |
PS0721 |
PL0000109153 |
96,73 |
96,94 |
2,48 |
2,43 |
96,84 |
2,46 |
DS1021 |
PL0000106670 |
115,27 |
115,55 |
2,48 |
2,43 |
115,41 |
2,46 |
WS0922 |
PL0000102646 |
117,02 |
117,32 |
2,62 |
2,57 |
117,17 |
2,60 |
IZ0823 |
PL0000105359 |
110,96 |
112,32 |
--- |
--- |
111,64 |
--- |
DS1023 |
PL0000107264 |
107,67 |
108,07 |
2,78 |
2,72 |
107,87 |
2,75 |
WZ0124 |
PL0000107454 |
96,12 |
96,42 |
--- |
--- |
96,27 |
--- |
DS0725 |
PL0000108197 |
101,82 |
102,17 |
3,01 |
2,96 |
102,00 |
2,98 |
WZ0126 |
PL0000108817 |
94,16 |
94,41 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
95,35 |
95,62 |
3,05 |
3,02 |
95,49 |
3,04 |
WS0429 |
PL0000105391 |
124,96 |
125,94 |
3,28 |
3,20 |
125,45 |
3,24 |
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 |
101,65 |
101,77 |
1,60 |
1,38 |
101,71 |
1,49 |
OK0717 |
PL0000108502 |
98,77 |
98,87 |
1,59 |
1,46 |
98,82 |
1,52 |
DS1017 |
PL0000104543 |
103,73 |
103,83 |
1,59 |
1,49 |
103,78 |
1,54 |
WZ0118 |
PL0000104717 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,24 |
1,67 |
1,59 |
103,18 |
1,63 |
PS0718 |
PL0000107595 |
101,33 |
101,49 |
1,73 |
1,64 |
101,41 |
1,69 |
OK1018 |
PL0000109062 |
96,46 |
96,58 |
1,79 |
1,72 |
96,52 |
1,76 |
WZ0119 |
PL0000107603 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
103,52 |
103,67 |
1,94 |
1,88 |
103,60 |
1,91 |
DS1019 |
PL0000105441 |
110,23 |
110,40 |
1,99 |
1,94 |
110,32 |
1,96 |
WZ0120 |
PL0000108601 |
99,34 |
99,54 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
97,68 |
97,91 |
2,19 |
2,12 |
97,80 |
2,15 |
DS1020 |
PL0000106126 |
111,39 |
111,59 |
2,26 |
2,21 |
111,49 |
2,24 |
WZ0121 |
PL0000106068 |
98,51 |
98,76 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,34 |
98,52 |
2,39 |
2,35 |
98,43 |
2,37 |
PS0721 |
PL0000109153 |
96,67 |
96,82 |
2,49 |
2,46 |
96,75 |
2,48 |
DS1021 |
PL0000106670 |
115,18 |
115,43 |
2,50 |
2,45 |
115,31 |
2,48 |
WS0922 |
PL0000102646 |
116,93 |
117,16 |
2,64 |
2,60 |
117,05 |
2,62 |
IZ0823 |
PL0000105359 |
111,01 |
112,32 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
107,55 |
107,90 |
2,80 |
2,75 |
107,73 |
2,77 |
WZ0124 |
PL0000107454 |
96,16 |
96,42 |
--- |
--- |
96,29 |
--- |
DS0725 |
PL0000108197 |
101,62 |
102,05 |
3,03 |
2,98 |
101,84 |
3,01 |
WZ0126 |
PL0000108817 |
94,19 |
94,41 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
95,20 |
95,41 |
3,07 |
3,05 |
95,31 |
3,06 |
WS0429 |
PL0000105391 |
124,63 |
125,65 |
3,31 |
3,23 |
125,14 |
3,27 |
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 |
1,400 |
1,480 |
1,418 |
90 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,480 |
1,500 |
1,485 |
110 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
10 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
40 |
PS0421 |
PL0000108916 |
0/1 |
1 |
1,470 |
1,470 |
1,470 |
45 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
40 |
PS0718 |
PL0000107595 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
20 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
105 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
50 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
35 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
20 |
TOTAL |
600 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.