2016-10-11 |
MARKET DATA |
No 196 (2978) |
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 |
490,00 |
493,61 |
34 |
635,00 |
652,52 |
13 |
1 125,00 |
1 146,13 |
47 |
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 |
100,10 |
100,10 |
100,100 |
100,100 |
100,100 |
100,100 |
100,100 |
22 500 |
23,56 |
2 |
PS0417 |
PL0000107058 |
101,68 |
101,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,81 |
98,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,76 |
103,81 |
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 |
101,34 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,50 |
96,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,52 |
103,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,18 |
110,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,75 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,40 |
111,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,46 |
98,35 |
98,450 |
98,460 |
98,350 |
98,430 |
98,424 |
70 000 |
69,55 |
7 |
PS0721 |
PL0000109153 |
96,82 |
96,66 |
96,800 |
96,800 |
96,650 |
96,740 |
96,743 |
177 500 |
172,40 |
7 |
DS1021 |
PL0000106670 |
115,29 |
115,26 |
115,470 |
115,470 |
115,270 |
115,270 |
115,413 |
35 000 |
42,34 |
2 |
WS0922 |
PL0000102646 |
117,07 |
116,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,64 |
107,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,80 |
101,55 |
101,670 |
101,670 |
101,550 |
101,570 |
101,609 |
85 000 |
86,97 |
6 |
DS0726 |
PL0000108866 |
95,35 |
95,00 |
95,310 |
95,310 |
94,920 |
95,260 |
95,032 |
90 000 |
86,02 |
9 |
DS0727 |
PL0000109427 |
93,74 |
93,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
95,27 |
95,41 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,06 |
124,55 |
124,950 |
124,950 |
124,950 |
124,950 |
124,950 |
10 000 |
12,76 |
1 |
WS0437 |
PL0000104857 |
119,87 |
129,03 |
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 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,39 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,57 |
98,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,26 |
97,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,26 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,29 |
94,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
490 000 |
493,61 |
34 |
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 |
48 |
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 |
101,64 |
101,76 |
1,60 |
1,38 |
101,70 |
1,49 |
OK0717 |
PL0000108502 |
98,76 |
98,87 |
1,61 |
1,46 |
98,82 |
1,53 |
DS1017 |
PL0000104543 |
103,71 |
103,84 |
1,60 |
1,47 |
103,78 |
1,53 |
WZ0118 |
PL0000104717 |
100,10 |
100,24 |
--- |
--- |
100,17 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,24 |
1,67 |
1,59 |
103,18 |
1,63 |
PS0718 |
PL0000107595 |
101,33 |
101,50 |
1,73 |
1,64 |
101,42 |
1,68 |
OK1018 |
PL0000109062 |
96,45 |
96,58 |
1,79 |
1,73 |
96,52 |
1,76 |
WZ0119 |
PL0000107603 |
99,89 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,50 |
103,68 |
1,94 |
1,88 |
103,59 |
1,91 |
DS1019 |
PL0000105441 |
110,16 |
110,40 |
2,01 |
1,94 |
110,28 |
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 |
111,37 |
111,64 |
2,27 |
2,20 |
111,51 |
2,23 |
WZ0121 |
PL0000106068 |
98,51 |
98,76 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,41 |
98,61 |
2,37 |
2,32 |
98,51 |
2,35 |
PS0721 |
PL0000109153 |
96,77 |
96,93 |
2,47 |
2,44 |
96,85 |
2,45 |
DS1021 |
PL0000106670 |
115,26 |
115,50 |
2,48 |
2,44 |
115,38 |
2,46 |
WS0922 |
PL0000102646 |
117,04 |
117,30 |
2,62 |
2,57 |
117,17 |
2,59 |
IZ0823 |
PL0000105359 |
111,02 |
112,34 |
--- |
--- |
111,68 |
--- |
DS1023 |
PL0000107264 |
107,61 |
108,02 |
2,79 |
2,73 |
107,82 |
2,76 |
WZ0124 |
PL0000107454 |
96,18 |
96,44 |
--- |
--- |
96,31 |
--- |
DS0725 |
PL0000108197 |
101,77 |
102,18 |
3,01 |
2,96 |
101,98 |
2,99 |
WZ0126 |
PL0000108817 |
94,18 |
94,42 |
--- |
--- |
94,30 |
--- |
DS0726 |
PL0000108866 |
95,26 |
95,58 |
3,07 |
3,03 |
95,42 |
3,05 |
WS0429 |
PL0000105391 |
124,76 |
125,88 |
3,30 |
3,21 |
125,32 |
3,25 |
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 |
101,64 |
101,76 |
1,60 |
1,38 |
101,70 |
1,49 |
OK0717 |
PL0000108502 |
98,75 |
98,87 |
1,62 |
1,46 |
98,81 |
1,54 |
DS1017 |
PL0000104543 |
103,72 |
103,82 |
1,59 |
1,49 |
103,77 |
1,54 |
WZ0118 |
PL0000104717 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,11 |
103,23 |
1,67 |
1,59 |
103,17 |
1,63 |
PS0718 |
PL0000107595 |
101,29 |
101,47 |
1,76 |
1,65 |
101,38 |
1,70 |
OK1018 |
PL0000109062 |
96,47 |
96,56 |
1,78 |
1,74 |
96,52 |
1,76 |
WZ0119 |
PL0000107603 |
99,90 |
100,04 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,47 |
103,64 |
1,95 |
1,89 |
103,56 |
1,92 |
DS1019 |
PL0000105441 |
110,16 |
110,37 |
2,01 |
1,94 |
110,27 |
1,98 |
WZ0120 |
PL0000108601 |
99,34 |
99,54 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
97,67 |
97,90 |
2,19 |
2,12 |
97,79 |
2,15 |
DS1020 |
PL0000106126 |
111,32 |
111,50 |
2,28 |
2,23 |
111,41 |
2,26 |
WZ0121 |
PL0000106068 |
98,51 |
98,76 |
--- |
--- |
98,64 |
--- |
PS0421 |
PL0000108916 |
98,36 |
98,53 |
2,38 |
2,34 |
98,45 |
2,36 |
PS0721 |
PL0000109153 |
96,69 |
96,85 |
2,49 |
2,45 |
96,77 |
2,47 |
DS1021 |
PL0000106670 |
115,18 |
115,44 |
2,50 |
2,45 |
115,31 |
2,48 |
WS0922 |
PL0000102646 |
116,94 |
117,22 |
2,63 |
2,59 |
117,08 |
2,61 |
IZ0823 |
PL0000105359 |
111,09 |
112,28 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
107,52 |
107,90 |
2,81 |
2,75 |
107,71 |
2,78 |
WZ0124 |
PL0000107454 |
96,19 |
96,47 |
--- |
--- |
96,33 |
--- |
DS0725 |
PL0000108197 |
101,69 |
102,11 |
3,03 |
2,97 |
101,90 |
3,00 |
WZ0126 |
PL0000108817 |
94,21 |
94,42 |
--- |
--- |
94,32 |
--- |
DS0726 |
PL0000108866 |
95,13 |
95,38 |
3,08 |
3,05 |
95,26 |
3,07 |
WS0429 |
PL0000105391 |
124,64 |
125,68 |
3,31 |
3,22 |
125,16 |
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) |
(%) |
(%) |
(%) |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
50 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
80 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,400 |
1,400 |
1,400 |
25 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,470 |
1,480 |
1,475 |
110 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
1,460 |
1,460 |
1,460 |
70 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,460 |
1,460 |
1,460 |
50 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
95 |
PS0420 |
PL0000108510 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
55 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
50 |
TOTAL |
635 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.